Questions tagged [canonical-question]

Applied by moderators to exceptional threads likely to answer many subsequent questions.

See the Meta discussion at Can CV bookmark index questions for which others are commonly closed as duplicates?

5 questions
1229
votes
27 answers

Making sense of principal component analysis, eigenvectors & eigenvalues

In today's pattern recognition class my professor talked about PCA, eigenvectors and eigenvalues. I understood the mathematics of it. If I'm asked to find eigenvalues etc. I'll do it correctly like a machine. But I didn't understand it. I didn't…
claws
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280
votes
16 answers

What is the meaning of p values and t values in statistical tests?

After taking a statistics course and then trying to help fellow students, I noticed one subject that inspires much head-desk banging is interpreting the results of statistical hypothesis tests. It seems that students easily learn how to perform the…
84
votes
9 answers

Why is it possible to get significant F statistic (p<.001) but non-significant regressor t-tests?

In a multiple linear regression, why is it possible to have a highly significant F statistic (p<.001) but have very high p-values on all the regressor's t tests? In my model, there are 10 regressors. One has a p-value of 0.1 and the rest are above…
38
votes
3 answers

Do we need gradient descent to find the coefficients of a linear regression model?

I was trying to learn machine learning using the Coursera material. In this lecture, Andrew Ng uses gradient descent algorithm to find the coefficients of the linear regression model that will minimize the error function (cost function). For linear…
0
votes
1 answer

Rule of thumb for collapsing categorical variables with many levels?

First of all, this question is related to this one: Principled way of collapsing categorical variables with many levels? but I think the scope of the answers I'm looking for is different. Just to present a problem, assume we want to perform a…