In data science work you often run into cryptic sentences like the following: Age adjusted death rates per 10,000 person years across incremental thirds of muscular strength were 38.9, 25.9, and 26.6 for all causes; 12.1, 7.6, and 6.6 for cardiovascular disease; and 6.1, 4.9, and 4.2 for cancer (all P < 0.01 for linear […] Related posts: Level fit summaries can be tricky in R How to test XCOM…
In our article What is a large enough random sample? we pointed out that if you wanted to measure a proportion to an accuracy “a” with chance of being wrong of “d” then a idea was to guarantee you had a sample size of at least: This is the central question in designing opinion polls […] Related posts: What is a large enough random sample? Level fit summaries can be…
Using correlation to track model performance is “a mistake that nobody would ever make” combined with a vague “what would be wrong if I did do that” feeling. I hope after reading this feel a least a small urge to double check your work and presentations to make sure you have not reported correlation where […] Related posts: Correlation and R-Squared Level fit summaries can be tricky in R Modeling…
A bit more on the ROC/AUC The receiver operating characteristic curve (or ROC) is one of the standard methods to evaluate a scoring system. Nina Zumel has described its application, but we would like to emphasize out some additional details. In my opinion while the ROC is a useful tool, the “area under the curve” [...] Related posts: “I don’t think that means what you think it means;” Statistics to…
XCOM: Enemy Unknown is a turn based video game where the player choses among actions (for example shooting an alien) that are labeled with a declared probability of success. Image copyright Firaxis Games A lot of gamers, after missing a 80% chance of success shot, start asking if the game’s pseudo random number generator is [...] Related posts: Statistics to English Translation, Part 2a: ’Significant’ Doesn’t Always Mean ’Important’ Statistics…
I know “officially” data scientists all always work in “big data” environments with data in a remote database, streaming store or key-value system. But in day to day work Excel files and Excel export files get used a lot and cause a disproportionate amount of pain. I would like to make a plea to my [...] Related posts: Large Data Logistic Regression (with example Hadoop code) Added worked example to…
We have added a worked example to the README of our experimental logistic regression code. The Logistic codebase is designed to support experimentation on variations of logistic regression including: A pure Java implementation (thus directly usable in Java server environments). A simple multinomial implementation (that allows more than two possible result categories). The ability to [...] Related posts: Large Data Logistic Regression (with example Hadoop code) How robust is logistic…
Model level fit summaries can be tricky in R. A quick read of model fit summary data for factor levels can be misleading. We describe the issue and demonstrate techniques for dealing with them.When modeling you often encounter what are commonly called categorical variables, which are called factors in R. Possible values of categorical variables [...] Related posts: Modeling Trick: Impact Coding of Categorical Variables with Many Levels Learn Logistic…
In our article How robust is logistic regression? we pointed out some basic yet deep limitations of the traditional full-step Newton-Raphson or Iteratively Reweighted Least Squares methods of solving logistic regression problems (such as in R‘s standard glm() implementation). In fact in the comments we exhibit a well posed data fitting problem that can not [...] Related posts: How robust is logistic regression? The equivalence of logistic regression and maximum…
Logistic Regression is a popular and effective technique for modeling categorical outcomes as a function of both continuous and categorical variables. The question is: how robust is it? Or: how robust are the common implementations? (note: we are using robust in a more standard English sense of performs well for all inputs, not in the [...] Related posts: The equivalence of logistic regression and maximum entropy models Learn Logistic Regression…
