
回归
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回归的一般问题
The response variable(a) Continuous Normal regression, ANOVA or ANCOVA(b) Proportion Logistic regression(c) Count Log-linear models(d) Binary Binary logistic analysis(e) Time at death Survival analysi...翻译 2018-03-29 21:40:39 · 455 阅读 · 0 评论 -
IV in R
http://eclr.humanities.manchester.ac.uk/index.php/IV_in_R In this Section we will demonstrate how to use instrumental variables (IV) estimation (or better Two-Stage-Least Squares, 2SLS) to estimat...转载 2018-07-09 23:50:41 · 1666 阅读 · 2 评论 -
Instrumental Variables----------Implementation R 2.13
Wald testModel 1: hsngval ~ pcturban + faminc + reg2 + reg3 + reg4Model 2: hsngval ~ pcturban Res.Df Df F Pr(>F) 1 44 2 48 -4 12.975 4.643e-07 ***-...转载 2018-07-06 22:18:33 · 457 阅读 · 3 评论 -
4 Finding the Variance and Weights
mobility <- read.csv("http://www.stat.cmu.edu/~cshalizi/mreg/15/lectures/24--25/mobility2.csv") plot(Mobility ~ Population, data=mobility, log="x", ylim=c(0,0.5)) mobility$MobSE &l...转载 2018-05-31 21:52:40 · 225 阅读 · 0 评论 -
3 The Gauss-Markov Theorem
Like any optimality result, it is crucial to lay out carefully the range of possiblealternatives, and the criterion by which those alternatives will be compared. Theclassical optimality result for est...转载 2018-05-31 18:47:50 · 900 阅读 · 0 评论 -
2 Heteroskedasticity
Suppose the noise variance is itself variable.Figure 2: Scatter-plot of n = 150 data points from the above model. (Here X isGaussian with mean 0 and variance 9.) Grey: True regression line. Dashed: or...转载 2018-05-31 16:02:03 · 631 阅读 · 0 评论 -
1 Weighted Least Squares
1. Focusing accuracyDiscounting imprecisionOften however the magnitude of the noise is not constant, and thedata are heteroskedastic.Sampling bias. In many situations, our data comes from a survey, an...转载 2018-05-31 15:24:55 · 4029 阅读 · 0 评论 -
Tree Models
install.packages("tree")library(tree)Pollute <- read.table("c:\\temp\\Pollute.txt",header=T)attach(Pollute)names(Pollute)model <- tree(Pollute)plot(model)text(model)The model is fitted using bin...翻译 2018-03-31 15:40:04 · 227 阅读 · 0 评论 -
19.5 Hierarchical sampling and variance components analysis
Hierarchical data are often encountered in observational studies where information is collected at a range ofdifferent spatial scales. The principal aim is to discover the scale at which most of the v...翻译 2018-03-31 12:07:41 · 300 阅读 · 0 评论 -
混合效应模型的假设与作用
It was Eisenhart (1947) who realized that there were actually two fundamentally different sorts of categoricalexplanatory variables: he called these fixed effects and random effects. It will take a go...翻译 2018-03-30 19:12:28 · 4003 阅读 · 0 评论 -
10.12 Piecewise regression
his kind of regression fits different functions over different ranges of the explanatory variable. For example,it might fit different linear regressions to the left- and right-hand halves of a scatter...翻译 2018-03-30 18:41:13 · 1317 阅读 · 0 评论 -
10.11 Serial correlation in the residuals
The Durbin–Watson function is used for testing whether there is autocorrelation in the residuals froma linear model or a generalized linear model, and is implemented as part of the car package (seeFox...翻译 2018-03-30 18:04:05 · 328 阅读 · 0 评论 -
10.9 Jackknife with regression
A second alternative to estimating confidence intervals on regression parameters is to jackknife the data.Each point in the data set is left out, one at a time, and the parameter of interest is re-est...翻译 2018-03-30 17:59:52 · 461 阅读 · 0 评论 -
10.8 Bootstrap with regression
An alternative to estimating confidence intervals on the regression parameters from the pooled error variancein the ANOVA table (p. 459) is to use bootstrapping. There are two ways of doing this: samp...翻译 2018-03-30 17:46:05 · 440 阅读 · 1 评论 -
用R语言对一个信用卡数据实现logit,GBM,knn,xgboost
Prepare the data数据来自UCIhttp://archive.ics.uci.edu/ml/machine-learning-databases/credit-screening,一个信a用卡的数据,具体各项变量名以及变量名代表的含义不明(应该是出于保护隐私的目的),本文会用logit,GBM,knn,xgboost来对数据进行分类预测,对比准确率预计的准确率应该是:xg...转载 2018-09-11 17:37:23 · 774 阅读 · 0 评论