Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 116465

Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

2 votes

Multiple Linear Regression and Correlation of two beta estimates

Write $\hat{\mathbf\beta} = (\hat\beta_0,\hat\beta_1,\hat\beta_2,\hat\beta_3,)'$. You have $$ \hat{\mathbf\beta} = (X'X)^{-1}X'y $$ You're interested in the variance-covariance matrix of $\hat{\mathbf …
wiwh's user avatar
  • 306
2 votes
Accepted

Regression with samples which have same features but different target values

First, using your terminology, there must be at least some observations with different features, i.e. the matrix of features should be of full rank. You can search for "multicolinearity" problems that …
wiwh's user avatar
  • 306
3 votes

Why don't we want to choose a big $\lambda$ in ridge regression?

Ridge regression penalizes "big" values of the coefficients $\beta$, and the degree of this penalization is proportional to $\lambda$. … It is worth noting that Ridge regression will never "eliminate" parameters as your question suggests. If you want to do model selection, I would suggest looking into Lasso instead, for a start. …
wiwh's user avatar
  • 306