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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.
1
vote
Proper way to evaluate models fitted to standardized data
set split, you are selecting 16 observations for the training set and 16 for the testing set:
train <- sample(1:nrow(data),nrow(data)*0.5)
test <- setdiff(1:nrow(data),train)
This means your linear regression … models are being fitted with 16 observations and 10 independent variables; this almost certainly leads to significant overfitting to the training data, which is why your out-of-sample MSE is poor for the regression …
6
votes
Accepted
Linear-Regressing Y on X : Interpreting coefficient 1
No, just because a coefficient value is close to 1 in multiple linear regression does not imply that the variable is almost equal to the outcome. … 0.1 2
# 3 3.0997 0.1 3
# 4 4.0001 0.0 4
# 5 4.9999 0.0 5
In this dataset, the outcome variable y is basically equal to the sum of the two independent variables x1 and x2; as expected the linear regression …
3
votes
Accepted
sum of the x's and the sample mean issues
By definition,
$$
\bar x = \frac{\sum_{j=1}^n x_j}{n}
$$
So multiplying through by $n$ yields the result that $\sum_{j=1}^n x_j = n\bar x$.
2
votes
Accepted
Can I estimate the optimal proportions of ingredients in a blend?
Mathematical optimization is a tool that is often used to optimize a decision given some objective function and some constraints.
In your case, the decision variables would be the amount of each ingr …
1
vote
Accepted
Dummy variable for level measurement
You might consider instead using segmented regression, which models $y$ as a piecewise linear function of $x$. … Segmented regression is implemented in R in the segmented package. …
6
votes
Discrepancy in Cholesky decomposition matrix from variance covariance matrix obtained in Sta...
From the Stata documentation, the cholesky function returns a lower triangular matrix $G$ such that $A = GG'$ given input matrix $A$. Meanwhile, from the R documentation, chol returns an upper triangu …
4
votes
Accepted
Is it possible to compute RMSE iteratively?
An update formula in a similar vein to the one you provided for updating MAE would be:
$$
RMSE_t = \sqrt{\frac{t-1}{t}RMSE_{t-1}^2 + \frac{(y_t^{true}-y_t^{pred})^2}{t}}
$$
Here I assume you have ha …
1
vote
Accepted
glmer.nb does not converge when one variable is included in the model
The warning messages you received are informative here:
2: Some predictor variables are on very different scales: consider
rescaling
So it seems like a good approach is to rescale some variabl …
29
votes
For linear classifiers, do larger coefficients imply more important features?
To see this, consider a linear regression model predicting the petal width of an iris (in centimeters) given its petal length (in centimeters):
summary(lm(Petal.Width~Petal.Length, data=iris))
# Call … model predicting Z with X has R^2 value 0.2065, while the linear regression model predicting Z with Y has R^2 value 0.0511):
summary(lm(Z~X, data=dat))
# Call:
# lm(formula = Z ~ X, data = dat)
#
# …
12
votes
Accepted
How is it possible to get a high $R^²$ & still have 'poor predictions'?
Consider two regression models. …