文章分类 -  Statistics / Regression

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(102) 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(531) 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(80) 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(31) 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(39) 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(47) 评论(0) 推荐(0)
Discrete Choice Models - Utility Functions and Binary Choice Models
摘要：Discrete Choice Models - Utility Functions and Binary Choice Models This note is mainly transcribed from the lecture notes of "Modal Split Modeling: D 阅读全文
posted @ 2022-03-11 10:19 veager 阅读(103) 评论(0) 推荐(0)
Linear Regression - Subset Selection
摘要：Linear Regression - Subset Selection 1 Best Subset Selection \(2^p\) models, \(p\) is the number of predictors Algorithm: Let \(\mathcal{M}_0\) denote 阅读全文
posted @ 2022-02-22 10:21 veager 阅读(112) 评论(0) 推荐(0)