10
votes
Accepted
predict() function fails for lmer in R when NAs present in dataset
This is not the predict() method failing, but your plotting machinery.
The default method for handling NA values is ...
7
votes
Signal-to-noise ratio in predictive modeling and machine learning
I think the following examples bring out several important points.
First, consider how much lower than $R^2$ is $R^{2}_\text{adj}$ when $R^2$ is large compared to when it's small. There is much more ...
6
votes
Signal-to-noise ratio in predictive modeling and machine learning
I don't think I have ever come across a rigorous, formal and commonly accepted definition of "signal", "noise" or the "signal to noise ratio". Even in the original thread,...
3
votes
How to create a composite variable from survey data?
This is a very difficult goal but the psychometrics/quantitative psychology literature is full of methods to help. One approach this literature doesn’t emphasize is to have a target variable which is ...
3
votes
Signal-to-noise ratio in predictive modeling and machine learning
SNR is defined as a precise measure from the field of signal processing which is ultimately related to the variance of both signal and noise random variables. For ML predictive modeling we only have ...
3
votes
Taking the sum of predicted probabilities from logit model?
No. To see why, consider the following example.
We have a class in which 50% of the students pass. Our model predicts that every student who passed had a 0% chance of passing, and every student that ...
1
vote
Optimal threshold for a predictive covariate on treatment effect
A regression model by itself isn't going to document that your continuous covariate is a reliable predictive biomarker. As this review states:
A predictive biomarker is defined by the finding that ...
1
vote
How to create a composite variable from survey data?
My answer is mostly an amalgamation of what Frank and Sointu have said, but I have added some other important points here, namely how to handle your Likert scale data.
My first suggestion when reading ...
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