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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

2 votes

Random forest cross validation for feature selection, imbalanced datasets

Your class1 and class2 summed 588 and 4709 do not add up to 5267 but 5297. But assuming you have a 5297x26 set of regressors allows me to estimate the random forrest by the call you posted data <- d …
Walter's user avatar
  • 236
3 votes
1 answer
947 views

Bias of Panel Generalization of Durbin-Watson

$cv(7.5, 100, 8) \to d_{PL}=1.8561,\; d_{PU}=1.9039$ Now if i simulate data without autocorrelation I tend to find very low values for $d_P$ that reject $H0: \rho=0$ #[R] require(data.table) set.seed …
Walter's user avatar
  • 236
2 votes
Accepted

Bias of Panel Generalization of Durbin-Watson

Also I found an implementation in R in plm::pdwtest this gives d_P = 1.928698 for the random noise, as expected no significant autocorrelation. … Here is some R code that shows this: set.seed(1) DT <- data.table(i=c(rep(1:50, each=7), rep(51:100, each=8)), t=c(rep(1:7, 50), rep(1:8, 50)), u=rnorm(100*7.5)) DT[, zero:=0][1, zero …
Walter's user avatar
  • 236