
regression - Converting standardized betas back to original …
I have a problem where I need to standardize the variables run the (ridge regression) to calculate the ridge estimates of the betas. I then need to convert these back to the original variables scale.
regression - Difference between forecast and prediction ... - Cross ...
I was wondering what difference and relation are between forecast and prediction? Especially in time series and regression? For example, am I correct that: In time series, forecasting seems …
Interpreting Z-Scores of Linear Regression Coefficients
Jul 11, 2022 · Well, under the hypothetical scenario that the true regression coefficient is equal to 0, statisticians have figured out how likely a given Z-score is (using the normal distribution …
regression - Trying to understand the fitted vs residual plot?
Dec 23, 2016 · A good residual vs fitted plot has three characteristics: The residuals "bounce randomly" around the 0 line. This suggests that the assumption that the relationship is linear is …
How to derive the standard error of linear regression coefficient
another way of thinking about the n-2 df is that it's because we use 2 means to estimate the slope coefficient (the mean of Y and X) df from Wikipedia: "...In general, the degrees of freedom of …
How should outliers be dealt with in linear regression analysis?
What statistical tests or rules of thumb can be used as a basis for excluding outliers in linear regression analysis? Are there any special considerations for multilinear regression?
regression - Linear vs Nonlinear Machine Learning Algorithms
Jan 6, 2021 · Three linear machine learning algorithms: Linear Regression, Logistic Regression and Linear Discriminant Analysis. Five nonlinear algorithms: Classification and Regression …
regression - Difference between confidence intervals and …
Mar 27, 2023 · Regression results are typically estimated based upon parametric Student's t distribution parameters and typically regression, especially from poorly matched to the data …
Exponentially weighted moving linear regression - Cross Validated
Apr 24, 2011 · I'm not sure of the actual relationship of this to exponentially weighted moving linear regression, but a simple online formula for estimating an exponentially-weighted slope …
What do the residuals in a logistic regression mean?
In answering this question John Christie suggested that the fit of logistic regression models should be assessed by evaluating the residuals. I'm familiar with how to interpret residuals in OLS, t...