Closed yoavram closed 9 years ago
I compare models fit to the fit to a linear model (OD(t) = y0 + a t
).
For one example (issue2.ipynb
) I get:
Model | BIC |
---|---|
Logistic5 | -22.5613488612 |
Logistic6 | -21.703153401 |
Logistic4 | 24.9089531996 |
Logistic3 | 28.8187761207 |
Lin2 | 29.3414487625 |
Some questions for @uriobolski to consider:
Reminder: BIC = n log(RSS/n) + log(n) k
where RSS is residual sum square, n is # of data points and k is number of model parameters.
So based on the table you cited (which is taken from this paper we could set the benchmark BIC for a "good fit" as the Linear model BIC - 6. Or would you prefer -10? Both work pretty well for the example I made for this issue.
BTW That BIC paper is cool. The first two applications they consider are about mutators in bacteria and hot hands in the NBA!! Perfect.
No, you can't say it's a good fit, but rather that the fitted curve has strong evidence that it is better than the benchmark if the delta BIC is larger than... The threshold is kind of flexible. The ecology guys use a minimum of delta AIC>2, so 6 in the BIC seems good enough, but it is really just a convention. What will happen in the software if the delta BIC is too small? Error? Warning? On Apr 30, 2015 9:25 AM, "Yoav Ram" notifications@github.com wrote:
So based on the table you cited (which is taken from this paper https://www.stat.washington.edu/raftery/Research/PDF/kass1995.pdf we could set the benchmark BIC for a "good fit" as the Linear model BIC - 6. Or would you prefer -10? Both work pretty well for the example I made for this issue.
— Reply to this email directly or view it on GitHub https://github.com/yoavram/curveball/issues/2#issuecomment-97677006.
Right. We will use the benchmark to decide if the fit "succeeded". If it didn't we might want to try some heuristics to make it work or at report it failed.
Sounds good. On Apr 30, 2015 9:46 AM, "Yoav Ram" notifications@github.com wrote:
Right. We will use the benchmark to decide if the fit "succeeded". If it didn't we might want to try some heuristics to make it work or at report it failed.
— Reply to this email directly or view it on GitHub https://github.com/yoavram/curveball/issues/2#issuecomment-97680103.
Possible heuristics when fit has failed is #9. Other possibilities are to fix y0 and or K.
Implemented in commit ad986111413d31d429a8839e61110513cd60a065.
Check that the best fit is better than a linear regression or log-linear regression in terms of BIC.