Statistics - 文章分类 - veager

Ordinal Logit Regression

摘要：Ordinal Logit Regression 1. Definition Ordinal variable of target: $Y$ i.e., unlikely < somewhat likely < very likely Number of categories of the ta 阅读全文

posted @ 2024-05-08 16:18 veager 阅读(51) 评论(0) 推荐(0)

Generalized Additive Models (GAM)

摘要：Generalized Additive Models (GAM) "5.3 GLM, GAM and more", in Interpretable Machine Learning, site pyGAM, Generalized Additive Models in Python, site 阅读全文

posted @ 2023-09-18 16:27 veager 阅读(24) 评论(0) 推荐(0)

Kernel Estimation 核估计

摘要：Kernel Estimation 核估计 1 Kernel Function 1.1 General Kernel Functions Triangular \[\kappa(u) = (1 - |u|), \quad |u| < 1 \] Epanechnikov (parabolic) \[\ 阅读全文

posted @ 2023-08-08 13:10 veager 阅读(69) 评论(0) 推荐(0)

Generalized Linear Models

摘要：Generalized Linear Models 1. Overview Two components of a linear model Random component: the response variable $Y|X$ is continuous and normally distri 阅读全文

posted @ 2023-05-14 15:30 veager 阅读(94) 评论(0) 推荐(0)

Beyond Linear Regression

摘要：1. Standardized Linear Regression Standardize the coefficients in order to make comparisons directly. Standardize (normalize) the data withing zero me 阅读全文

posted @ 2023-05-13 20:02 veager 阅读(24) 评论(0) 推荐(0)

Quantile Regression

摘要：Quantile Regression 1. Theory (1) 分位数对一个随机变量 $X$，其 $\tau \ (0 \leq \tau \leq 1)$ 的分位数 $x$ $$ \tau = \Pr(X \leq x) $$ (2) Pinball Loss 损失类比于最小二乘法使用的* 阅读全文

posted @ 2023-05-05 14:27 veager 阅读(471) 评论(0) 推荐(0)

Discrete Choice Model - Multinomial Choice Models

摘要：1. Multinomial Choice Models Let $C$ denote travel mode choice set (including all potential mode choices for some population), and define $J$ to b 阅读全文

posted @ 2023-01-12 11:12 veager 阅读(65) 评论(0) 推荐(0)

Logistic Regression Model: Implement in Python

摘要：Logistic Regression Series Logistic Regression Model: Implement in Python: site 1. sklearn 中 linear_model.LogisticRegression 类 from sklearn.linear_mod 阅读全文

posted @ 2023-01-07 23:56 veager 阅读(27) 评论(0) 推荐(0)

Logistic Regression Model: Theory

摘要：Key Words: Discrete Choice Model Logistic Regression (LR) Model Multinational logistic (MNL) Model 阅读全文

posted @ 2023-01-07 23:55 veager 阅读(33) 评论(0) 推荐(0)

Statistical Inference I & II: Proof

摘要：1. Unbiased estimation 1.2 Population mean estimator The estimator $$ {\bar X = \frac{1}{n} \sum_{i=1}^n X_i} $$ of the samples is a unbiased estimato 阅读全文

posted @ 2023-01-06 14:32 veager 阅读(54) 评论(0) 推荐(0)

Statistical Inference I: Descriptive Statistics

posted @ 2023-01-06 14:19 veager 阅读(51) 评论(0) 推荐(0)

Statistical Inference - Implement in R

摘要：1. 分布函数 1.1. Basis R语言中提供了 4 类统计分布的函数，以下为函数和相应前缀： d (x, distparams, log = FALSE) ：概率密度函数，PDF，PMF x：数字或向量 log ：logical; if TRUE, will return log(p). d( 阅读全文

posted @ 2023-01-06 14:17 veager 阅读(50) 评论(0) 推荐(0)

Linear Regression - 4 Implement in R

摘要：Linear Regression Series: Linear Regression - 1 Theory : site Linear Regression - 2 Proofs of Theory : site Linear Regression - 3 Implement in Python 阅读全文

posted @ 2023-01-06 12:42 veager 阅读(40) 评论(0) 推荐(0)

Nonparametric Statistic

摘要：Nonparametric Statistic 1. Introduction Parametric statistical methods These statistical testing methods assume that $X \sim \mathcal{N}(\mu, \sigma^2 阅读全文

posted @ 2022-10-28 18:14 veager 阅读(56) 评论(0) 推荐(0)

ANalysis Of VAriance (ANOVA) Appendix 1: Proofs

摘要：ANalysis Of VAriance (ANOVA) Appendix 1: Proofs 1 Noncentral Chi-square distribution 1 Noncentral Chi-square distribution with $k$ degrees of freedom 阅读全文

posted @ 2022-10-22 16:27 veager 阅读(45) 评论(0) 推荐(0)

ANalysis Of VAriance (ANOVA)

摘要：1. Engineering Experiments Terminology: The levels of the factor are sometimes called treatments Each treatment has six observations or replicates The 阅读全文

posted @ 2022-10-11 09:16 veager 阅读(108) 评论(0) 推荐(0)

veager

文章分类 - Statistics