User hatmatrix

14 votes

1 answer

5k views

Applying ridge regression for an underdetermined system of equations?

asked Jan 21, 2014 at 1:59

11 votes

2 answers

1k views

Bayesian inverse modeling with non-identifiable parameters?

asked Dec 14, 2018 at 4:12

10 votes

2 answers

2k views

How to evaluate/select cross validation method?

asked Jan 12, 2014 at 1:03

6 votes

1 answer

364 views

Increasing multicollinearity in multilevel/hierarchical modeling?

asked Jan 6, 2020 at 23:32

5 votes

1 answer

313 views

Is there a "generalized least norm" equivalent to generalized least squares?

asked Jan 20, 2014 at 16:07

4 votes

1 answer

429 views

How can you relate the coefficients of a multivariate regression of ${\bf Y} \sim {\bf X}$ to the coefficients of ${\bf X} \sim {\bf Y}$?

asked Jul 1, 2012 at 23:38

4 votes

1 answer

3k views

Elastic net regularization: mean square error monotonically increases with lambda

asked Oct 29, 2014 at 3:18

3 votes

1 answer

3k views

Decision boundaries from coefficients of linear discriminants?

asked Sep 29, 2012 at 15:04

3 votes

1 answer

138 views

Analytical relationship between prior and posterior distributions by Markov Chain Monte Carlo?

asked Jun 22, 2018 at 16:33

3 votes

1 answer

53 views

Creating control charts with heteroscedastic variable

asked Oct 28, 2016 at 12:11

3 votes

1 answer

197 views

Clustering of time series and their transformations

asked Dec 14, 2017 at 4:36

1 vote

0 answers

100 views

Comparing original variables with characteristic values of diagonalized variance-covariance matrix

asked Nov 27, 2011 at 21:16

1 vote

1 answer

287 views

Bayesian predictions from posterior parameter distributions

asked Aug 12, 2019 at 1:22

1 vote

0 answers

315 views

Interpretation of regression coefficients obtained from applying left inverse of regressor matrix in an underdetermined system?

asked Jan 21, 2014 at 0:47

1 vote

1 answer

485 views

Factor rotations in non-negative matrix factorization?

asked Mar 22, 2016 at 16:30

1 vote

1 answer

124 views

What is the distinction between bias in prediction and parameter estimation?

asked Aug 15, 2020 at 21:48

1 vote

0 answers

499 views

Principal components selection and regression with LASSO? (I.e., Combining LASSO and Principal Components Regression)

asked Oct 5, 2020 at 12:48

1 vote

1 answer

245 views

Existence of least squares and maximum likelihood estimators?

asked Oct 6, 2020 at 14:18

0 votes

0 answers

131 views

power transformation with negative values?

asked Oct 7, 2020 at 21:49

0 votes

0 answers

251 views

Why does RMSE underestimate model variance?

asked Jun 2, 2016 at 11:54

0 votes

0 answers

45 views

How to anticipate bad solutions to system of equations?

asked Jul 26, 2016 at 2:39

0 votes

0 answers

191 views

RMSECV monotonically increasing - interpretation?

asked Jan 5, 2018 at 22:47

0 votes

0 answers

273 views

Is there rotational ambiguity in PLS?

asked Feb 25, 2018 at 15:17

Stack Exchange Network

23 Questions

Applying ridge regression for an underdetermined system of equations?

Bayesian inverse modeling with non-identifiable parameters?

How to evaluate/select cross validation method?

Increasing multicollinearity in multilevel/hierarchical modeling?

Is there a "generalized least norm" equivalent to generalized least squares?

How can you relate the coefficients of a multivariate regression of ${\bf Y} \sim {\bf X}$ to the coefficients of ${\bf X} \sim {\bf Y}$?

Elastic net regularization: mean square error monotonically increases with lambda

Decision boundaries from coefficients of linear discriminants?

Analytical relationship between prior and posterior distributions by Markov Chain Monte Carlo?

Creating control charts with heteroscedastic variable

Clustering of time series and their transformations

Comparing original variables with characteristic values of diagonalized variance-covariance matrix

Bayesian predictions from posterior parameter distributions

Interpretation of regression coefficients obtained from applying left inverse of regressor matrix in an underdetermined system?

Factor rotations in non-negative matrix factorization?

What is the distinction between bias in prediction and parameter estimation?

Principal components selection and regression with LASSO? (I.e., Combining LASSO and Principal Components Regression)

Existence of least squares and maximum likelihood estimators?

power transformation with negative values?

Why does RMSE underestimate model variance?

How to anticipate bad solutions to system of equations?

RMSECV monotonically increasing - interpretation?

Is there rotational ambiguity in PLS?