Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [partial-effect]

The partial effect of individual explanatory/predictor variables from a fitted model on a dependent variable.

'Partial effects' characterise the influence of individual explanatory variables on a dependent variable after accounting for the effect of other variables in a fitted model. Typically, this accounting is done by averaging the effects of all other explanatory variables.

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PACF manual calculation

I am trying to replicate the calculation that SAS and SPSS do for the partial autocorrelation function (PACF). In SAS it is produced through Proc Arima. The PACF values are the coefficients of an autoregression of the series of interest on lagged…
Andreas Zaras
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How to calculate percent partial deviance explained by each predictor variable in a GAM model?

I am trying to find a sensible way to calculate the deviance explained by each predictor variable in a GAM model and need some input on my calculations. Following Simon Wood's example on the thread…
Isabella Ghement
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how to calculate partial dependence when I have 4 predictors?

I was reading Freidman's book "The elements of statistical learning-2nd edition". Page 365, it talks about partial dependence plot. I don't quite understand how he actually calculates partial depence of f(X) on Xs. Say, I built a model on 4…
user1946504
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How are partial regression slopes calculated in multiple regression?

I'm trying to understand how multiple regression statistically controls for the effects of other predictor variables when calculating partial regression slopes. In a multiple regression of Y~X1+X2, would the partial regression slope of X1 be given…
jay
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Quantifying uncertainty when fitting a statistical model to partial effects/dependencies from a random forest (or other machine learning model)

Question: I estimate the partial dependence of $y$ on one predictor in a fitted random forest (RF). I want to now fit a parametric model to this partial dependence. How can I estimate my uncertainty when fitting this statistical model to the partial…
mkt
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A null Chi-square test – what could be done next?

I have a rating (from 1 to 5) under two conditions (let’s call them "blue" and "red"). I tested whether the distribution of the ratings is significantly different using a chi squared test for goodness of fit. The test results were null - meaning I…
Sharonio
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Get covariance from conditional covariance for lognormal (and other) observations?

Consider lognormal random variables $X_1$ and $X_2$ with correlation coefficient $ρ$ and a partial observation sample of them of length N, the sample being partial because it only contains occurrences of ($X_1$ , $X_2$) when $X_1 > X_2$. Is there a…
Psa NP
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Why it is popular to use stochastic gradient descent in neural networks rather than the BFGS algorithm?

I have made two solvers to implement neural networks, one is based on stochastic gradient descent (SGD) while the other is based on the BFGS (Broyden-Fletcher-Goldfarb-Shanno) algorithm. I have read a lot of material and find it is common to use…
maple
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Marginal Effects of Discrete Variables in Quantile Regression

I find myself puzzled by a passage about marginal effects of discrete variables in quantile regression. On p. 217 of Cameron and Trivedi's MUS book, the authors write: For the $j$th (continuous) regressor, the ME is $$\frac{\partial Q_\tau(y\vert…
dimitriy
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Good machine learning algo for partial derivatives?

Does anyone know of good robust algos to estimate partial derivatives of a regression model? I am talking about a general regression model like this: $\mathbb{E}(y|x_1, x_2, ... x_n) = f(x_1, x_2, ... x_n)$, where I want estimates of $\frac{\partial…
jubo
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Multicollinearity and Partial Dependence Questions

Assume I build a binary classification model to predict p(y=1) from {x1, x2, ... x10} For now, assume that model could be a GBM, RandomForest, or Logistic Regression. Also assume that all of the independent variables are independent from one…
Josh
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Is a partial F-Test on a model reduced by only one variable valid?

For a recent project, I used multiple linear regression to model data. I attempted to choose between my initial full model and a reduced model by performing a partial F-test. The models used were the following: Full model: $\hat{Y}$ = $B_0$ +…
jtan
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How to do partial regression plots with linear mixed-effect models?

I have a linear mixed-effect model in R with two continuous fixed-effects and one random effect, like this: model<-lmer(y~x1+x2+(1|r),data) To graphically display the independent effect of x1 on y, while controlling the…
Artur Wanderley
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Partial Dependence plot interpretation for Categorical variables

I am using partial dependence plot from random forest. The partial plot doesn't make sense to me. 10th completed people have only 62 out of 933 people as 1. But the partial plot shows positive bar, while doctorate have 3/4 of the population under 1…
Shudharsanan
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Differences in coefficients

Suppose I want to see whether $z$ is a confounder for a model with $y$ the outcome variable and $x$ the predictor. If I adjust for $z$, and the adjusted coefficient of $x$ changes versus the unadjusted coefficient of $x$, does it matter by how much…
timm
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