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52
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3 answers

Regularization methods for logistic regression

Regularization using methods such as Ridge, Lasso, ElasticNet is quite common for linear regression. I wanted to know the following: Are these methods applicable for logistic regression? If so, are there any differences in the way they need to be…
Tapan Khopkar
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52
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3 answers

Understanding Naive Bayes

From StatSoft, Inc. (2013), Electronic Statistics Textbook, "Naive Bayes Classifier": To demonstrate the concept of Naïve Bayes Classification, consider the example displayed in the illustration above. As indicated, the objects can be…
G Gr
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52
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1 answer

Understanding "almost all local minimum have very similar function value to the global optimum"

In a recent blog post by Rong Ge, it was said that: It is believed that for many problems including learning deep nets, almost all local minimum have very similar function value to the global optimum, and hence finding a local minimum is good…
52
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1 answer

Why do my p-values differ between logistic regression output, chi-squared test, and the confidence interval for the OR?

I have built a logistic regression where the outcome variable is being cured after receiving treatment (Cure vs. No Cure). All patients in this study received treatment. I am interested in seeing if having diabetes is associated with this outcome.…
51
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4 answers

Kullback–Leibler vs Kolmogorov-Smirnov distance

I can see that there are a lot of formal differences between Kullback–Leibler vs Kolmogorov-Smirnov distance measures. However, both are used to measure the distance between distributions. Is there a typical situation where one should be used…
51
votes
2 answers

What is quasi-binomial distribution (in the context of GLM)?

I'm hoping someone can provide an intuitive overview of what quasibinomial distribution is and what it does. I'm particularly interested in these points: How quasibinomial differs to the binomial distribution. When the response variable is a…
51
votes
3 answers

Online vs offline learning?

What is the difference between offline and online learning? Is it just a matter of learning over the entire dataset (offline) vs. learning incrementally (one instance at a time)? What are examples of algorithms used in both?
griffin
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51
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3 answers

Which has the heavier tail, lognormal or gamma?

(This is based on a question that just came to me via email; I've added some context from a previous brief conversation with the same person.) Last year I was told that the gamma distribution is heavier tailed than the lognormal, and I've since been…
Glen_b
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51
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5 answers

Relationship between $R^2$ and correlation coefficient

Let's say I have two 1-dimensional arrays, $a_1$ and $a_2$. Each contains 100 data points. $a_1$ is the actual data, and $a_2$ is the model prediction. In this case, the $R^2$ value would be: $$ R^2 = 1 - \frac{SS_{res}}{SS_{tot}}…
Shawn Wang
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51
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4 answers

What is difference-in-differences?

Difference in differences has long been popular as a non-experimental tool, especially in economics. Can somebody please provide a clear and non-technical answer to the following questions about difference-in-differences. What is a…
Graham Cookson
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51
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8 answers

Statistical tests when sample size is 1

I'm a high school math teacher who is a bit stumped. A Biology student came to me with his experiment wanting to know what kind of statistical analysis he can do with his data (yes, he should have decided that BEFORE the experiment, but I wasn't…
51
votes
3 answers

What are the values p, d, q, in ARIMA?

In the arima function in R, what does order(1, 0, 12) mean? What are the values that can be assigned to p, d, q, and what is the process to find those values?
kalyani
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51
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9 answers

Does anyone know any good open source software for visualizing data from database?

Recently I came across Tableau and tried to visualize the data from database and csv file. The user iterface enables the user to visualize time and spatial data and create plots in an instant. Such tool is really useful as it enables to observe the…
niko
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51
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11 answers

Famous easy to understand examples of a confounding variable invalidating a study

Are there any well-known statistical studies that were originally published and thought to be valid, but later had to be thrown out due to a confounding variable that wasn't taken into account? I'm looking for something easy to understand that…
51
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3 answers

Consider the sum of $n$ uniform distributions on $[0,1]$, or $Z_n$. Why does the cusp in the PDF of $Z_n$ disappear for $n \geq 3$?

I've been wondering about this one for a while; I find it a little weird how abruptly it happens. Basically, why do we need just three uniforms for $Z_n$ to smooth out like it does? And why does the smoothing-out happen so relatively…