Linked Questions
11 questions linked to/from Error metrics for cross-validating Poisson models
30
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4
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Pseudo R squared formula for GLMs
I found a formula for pseudo $R^2$ in the book Extending the Linear Model with R, Julian J. Faraway (p. 59).
$$1-\frac{\text{ResidualDeviance}}{\text{NullDeviance}}$$.
Is this a common formula for ...
- 6,023
8
votes
1
answer
2k
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Sum of squared Poisson probability masses
Let $(p_k)_{k=0, \dots, \infty}$ denote the probability masses of a Poisson distribution with parameter $\lambda$. I'm looking for the sum of their squares,
$$\sum_{k=0}^\infty p_k^2,$$
as a function ...
- 131k
7
votes
2
answers
4k
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Compare glm.nb vs glm(..., negative.binomial(k), ..) models
My $Y$ is a count variable and I am estimating it using a negative binomial function. I am not sure how I can decide which model is better. In the first model I am selecting a value for $k$, and the ...
- 781
4
votes
1
answer
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How to calculate model error (like MSE) for a multivariate proportional response?
I have data where the response is multivariate and proportional (rows [observations] sum to 1). I am modelling this response using a Dirichlet regression via the DirichletReg R package where the ...
- 50.4k
6
votes
2
answers
2k
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Why is R2 not reported for GLMs based on last iteration of IRLS weighted least square regression with which it is fit
Given that GLMs are generally fit using iteratively reweighted least squares (based on a Fisher scoring algorithm to maximize the max likelihood objective, which is a variant of Newton-Raphson, see ...
- 3,417
6
votes
1
answer
632
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Sum of squared Negative Binomial probability masses
Let $(p_k)_{k=0, \dots, \infty}$ denote the probability masses of a Negative Binomial distribution with parameters $r>0$ and $p\in]0,1[$. I'm looking for the sum of their squares,
$$\sum_{k=0}^\...
- 131k
3
votes
1
answer
2k
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Count data model validation
I'm using different models to model count data, the purpose of modelling is prediction. Values vary from 0 to 7. I try to use cross-validation method to assess out-of-sample predictive perfomance, but ...
- 407
2
votes
2
answers
337
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How do we compare count models for prediction and inference?
I have estimated a number of count models on a data, including Poisson, Zero-Inflated Poisson (ZIP), mixed-effects Poisson, mixed-effects ZIP and, a few different versions of each of these based on ...
- 305
0
votes
0
answers
734
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Comparing goodness of fit of quasi-Poisson regression model predictions vs. unknown forecast
I have built a quasi-Poisson regression to predict sales of different products based on a number of explanatory variables, with an offset term for the number of days each product was on sale.
To ...
- 245
2
votes
1
answer
458
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Scoring rules for count models on: training data vs. validation data
In order to evaluate and compare count models (e.g. Poisson regression), we can calculate scoring rules (e.g. Brier Score, Dawid-Sebastiani score, etc.) which are explained here: Error metrics for ...
- 305
4
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0
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113
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Is the ALRE method of standardization/rescaling appropriate for proportion data?
I have data in which groups of experts make proportion estimates.
I've been encouraged to use the ALRE method of scoring the error of these estimates. I found an article which describes this method:
...
