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Results tagged with least-squares
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user 48622
Refers to a general estimation technique that selects the parameter value to minimize the squared difference between two quantities, such as the observed value of a variable, and the expected value of that observation conditioned on the parameter value. Gaussian linear models are fit by least squares and least squares is the idea underlying the use of mean-squared-error (MSE) as a way of evaluating an estimator.
1
vote
1
answer
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Heteroscedasticity in linear regression, there is a a pattern. What to do?
I'm modelling the behaviour of two variables with a linear regression. Since I saw (and believe) there is a multiplicative behaviour I transformed the dependent and independent variables taking the lo …
- 647
2
votes
0
answers
235
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High $R^2$ on Ordinary least squares model with violated assumptions. Is it good?
Recently I tried to fit some points which (from the plot) seems linearly distributed.
The fit result (in R) is:
Residuals:
Min 1Q Median 3Q Max
-112223 -2532 2021 3698 …
- 647
18
votes
4
answers
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Why is Ordinary Least Squares performing better than Poisson regression?
I'm trying to fit a regression to explain the number of homicides in each district of a city.
Although I know that my data follows a Poisson distribution, I tried to fit an OLS like this:
$log(y+1) = …
- 647