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4 votes

Looking for a modification of variable importance in ANCOVA-type glmm

I am not aware of a universally accepted standard framework specifically named for assessing variable importance within GLMMs, but there are methodologies and concepts from related fields that could ...
Robert Long's user avatar
3 votes

Looking for a modification of variable importance in ANCOVA-type glmm

I would like to focus on one detail only of Robert Long's nice answer (+1), namely the path-analysis part. The bivariate effect of "time" appears to be (close to) zero. Controlling for ...
BenP's user avatar
  • 1,828
2 votes

Is feature-extraction and dimensionality-reduction a kind of compression?

I agree with the other answer that dimensionality reduction is a form of compression (perhaps lossy compression). However, I contest the notion that feature extraction must be a form of compression. ...
Dave's user avatar
  • 64.9k
1 vote

What is the boundary curve for $λ_1$ and $λ_2$ that give at least a 0 component in elastic net?

The smallest penalty $\lambda_2$ at which all components are zero The closed form solution of the smallest penalty $\lambda_2$ at which all components are zero, that remains the same independent from ...
Sextus Empiricus's user avatar
1 vote
Accepted

Is feature-extraction and dimensionality-reduction a kind of compression?

Sort of, but not really. Taken from [1] "While dimensionality reduction can be seen as a simplistic form of compression, it is not equivalent to it, as the goal of compression is to reduce the ...
genericCSPhDStudent's user avatar
1 vote

Best subset selection with categorical data

As detailed so many times on this site, variable selection is a really bad idea. Spend time specifying a complete model rather than juggling models.
Frank Harrell's user avatar

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