Questions tagged [underdetermined]
Analyses are underdetermined when the number of parameters to be estimated is greater than the number of data. This problem is also referred to as 'p >> n'.
7 questions with no upvoted or accepted answers
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How to identify a SEM with formative dependent variable (with R's lavaan package)?
I have a formative construct in a structural equation model (SEM) which I would like to estimate with the function sem in the ...
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Gauss-Markov with $p>n$
Let $p$ be the number of parameters in a linear regression model, let $n$ be the number of observations, and let $p>n$.
$$\mathbb E[Y\vert X] = \beta_0 +\beta_1X_1 +...+\beta_pX_p$$
Does the Gauss-...
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LASSO prediction model question
I am trying to create a prediction model with 33 predictors (brain metabolite levels in various regions) and 8 observations (cognitive test scores) with p>>n problem using LASSO in MATLAB (...
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Is Modelling of an Under-determined System possible?
We have a dataset with around 20,000 variables and only 200 observations.
Our Naive Modelling:
We split it into train set (=150 observations) and validation set (=50 observations) and fit Linear ...
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Appropriate dimensionality reduction technique for a small, but high-dimensional sample
I am attempting to conduct some multivariate analysis on a dataset I've been given with a sample size (n) of 23 and a feature number (p) of ~800. I would like to use dimensionality reduction, but ...
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Interpretation of regression coefficients obtained from applying left inverse of regressor matrix in an underdetermined system?
If $X^\dagger$ is the pseudo-inverse of $X$, $\beta = X^\dagger y$ is the least squares solution for $\beta$ when $y=X\beta$.
In the overdetermined case, applying $X^{\dagger,L} = (X^TX)^{-1}X^T$ ...
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IV estimation for when instrument is independent of the outcome
So I came across this post and have some use for it in my own work.
Recap of Original Question: In the canonical IV setting, suppose we have a data-generating model $Z\rightarrow X\rightarrow Y$ (...
