regression - Trying to understand the fitted vs residual plot?
Dec 23, 2016 · In this example, variances for the first quarter of the data, up to about a fitted value of 40 are smaller than variances for fitted values larger than 40. The middle portion of the fitted …
regression - When is R squared negative? - Cross Validated
Also, for OLS regression, R^2 is the squared correlation between the predicted and the observed values. Hence, it must be non-negative. For simple OLS regression with one predictor, this is …
regression - Why does a time series have to be stationary? - Cross ...
Dec 13, 2011 · This multiple regression technique is based on previous time series values, especially those within the latest periods, and allows us to extract a very interesting "inter …
regression - Interpreting the residuals vs. fitted values plot for ...
One of the observable ways it might differ from being equal is if it changes with the mean (estimated by fitted); another way is if it changes with some independent variable (though for …
regression - What does it mean to regress a variable against …
Dec 4, 2014 · As an example, the data is X = 1,...,100. The value of Y is plotted on the Y axis. The red line is the linear regression surface. Personally, I don't find the independent/dependent …
regression - What are good RMSE values? - Cross Validated
Apr 17, 2013 · Suppose I have some dataset. I perform some regression on it. I have a separate test dataset. I test the regression on this set. Find the RMSE on the test data. How should I …
regression - How to decide which glm family to use ... - Cross …
Jan 15, 2016 · For an explication of offset in count data regression, see When to use an offset in a Poisson regression? EDIT This answer was originally posted to another question, which was …
regression - How to handle ordinal categorical variable as …
Use optimal scaling regression. This approach transforms monotonically an ordinal predictor into an interval one so as to maximize linear effect on the predictand. CATREG (categorical …
Why Isotonic Regression for Model Calibration?
Jan 27, 2025 · It appears that isotonic regression is a popular method to calibrate models. I understand that isotonic guarantees a monotonically increasing or decreasing fit. However, if …
regression - Including the interaction but not the main effects in a ...
Various texts on regression will tell you that you should never include an interaction term without the base effects --- that is not correct. One circumstance where it is appropriate to include an …