Search results
Results from the WOW.Com Content Network
As a result, we obtain a posterior distribution of γ (variable inclusion in the model), β (regression coefficient values) and the corresponding prediction of y. The model got its name (spike-and-slab) due to the shape of the two prior distributions. The "spike" is the probability of a particular coefficient in the model to be zero.
The general ARMA model was described in the 1951 thesis of Peter Whittle, who used mathematical analysis (Laurent series and Fourier analysis) and statistical inference. [ 12 ] [ 13 ] ARMA models were popularized by a 1970 book by George E. P. Box and Jenkins, who expounded an iterative ( Box–Jenkins ) method for choosing and estimating them.
Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often ...
In statistics, the logistic model (or logit model) is a statistical model that models the log-odds of an event as a linear combination of one or more independent variables. In regression analysis , logistic regression [ 1 ] (or logit regression ) estimates the parameters of a logistic model (the coefficients in the linear or non linear ...
Although polynomial regression is technically a special case of multiple linear regression, the interpretation of a fitted polynomial regression model requires a somewhat different perspective. It is often difficult to interpret the individual coefficients in a polynomial regression fit, since the underlying monomials can be highly correlated.
Standardized Coefficients: Each predictor's weight in the linear combination that is the discriminant function. Like in a regression equation, these coefficients are partial (i.e., corrected for the other predictors). Indicates the unique contribution of each predictor in predicting group assignment.
Ridge regression is a method of estimating the coefficients of multiple-regression models in scenarios where the independent variables are highly correlated. [1] It has been used in many fields including econometrics, chemistry, and engineering. [2]
Standardized coefficients shown as a function of proportion of shrinkage. In statistics, least-angle regression (LARS) is an algorithm for fitting linear regression models to high-dimensional data, developed by Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani.