Skip to main content
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 ...
Ben Bolker's user avatar
  • 47.3k
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 ...
Frank Harrell's user avatar
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,...
Stephan Kolassa's user avatar
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 ...
Frank Harrell's user avatar
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 ...
cinch's user avatar
  • 1,210
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 ...
jbowman's user avatar
  • 41k
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 ...
EdM's user avatar
  • 101k
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 ...
Shawn Hemelstrand's user avatar

Only top scored, non community-wiki answers of a minimum length are eligible