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import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
dataset = pd.read_csv('50_Startups.csv')
X = dataset.iloc[:, :-1].values
Y = dataset.iloc[:, 4].values
from sklearn.p…
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We should consider how we want to handle computing errors from an API perspective. For Lasso regression, we will need to use bootstrapping, but for OLS, we can compute standard error. I propose we som…
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我尝试借助statsmodels库里封装的逻辑回归,以aic为criteria,自己写了lr的stepwise regression,发现与toad的stepwise中得出的最终结果不一致,最后发现用toad筛选出的模型的aic与statsmodels中计算得到的aic值不同。
在看过源码后,发现selection.py中StatsModel的loglikelihood计算方法是统一用了ms…
NKNaN updated
6 months ago
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The `ResultMixin` for GenericLikelihoodModelResults has still `covjac` for the OPG cov_params.
OPG is available in statespace models, but not for all MLE that define score_obs.
In linear regressio…
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(I didn't find an issue. There might be an issue or comments on power under local alternatives.)
**update**
#1758, #2217 issues for local power in likelihood models
I never got started with tryin…
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(I don't find an issue, but the idea is old.)
This is similar to #3570 but for the specific case of adding a model class for linear regression based on summary statistics like the covariance matrix…
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From our earlier discussion, I will try to summarize the "is it a reduction" question.
As you are familiar with math formalism, I will try to formulate this question using mathematical language.
…
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Dear Andrew @andrewmcaleavey,
I discovered your pre-print on RTI (When (Not) to Rely on the Reliable Change Index). I am excited about it and have tried installing your R package.
However, I hav…
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(another random thought, a quick google search shows that there is some information, but I haven't read anything.)
In the illustrative quantile regression example, I used heteroscedasticity to get …