The linear-regression tag has no wiki summary.

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### Can I calculate another model? [on hold]

Let's assume that I have following linear model:
y = b + c*x
can I just do following to get linear regression model for x?
It will be a good model?
y - b = c*x
x = -b/c + 1/c*y
What if I had more ...

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29 views

### Weight shrinking in linear regression by L2 regularization [on hold]

Quoting Prof. Bengio from his Deep Learning text (http://www.iro.umontreal.ca/~bengioy/dlbook/regularization.html),
$ w = (X^{T}X + \alpha I)^{-1}X^{T}y $
We can see L2 regularization causes ...

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16 views

### How should strongly correlated covariates for logistic regression be treated? [closed]

I have to build a logistic regression for multiple covariates (predictor variables), two of which are strongly correlated. How should they be treated? Am I to exclude one of them from the regression?
...

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31 views

### Functional approximation that vanishes at infinity

I have a function $f(x)$ that I wish to approximate using a linear combination of basis functions
$$
\hat{f}(x) = \sum_{i=1}^k c_i \varphi_i(x).
$$
The approximation is done via an orthogonal ...

**2**

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41 views

### Derivation of gradient of SSE in Geodesic Regression

On page 79 (or page 5) of this this paper the gradient of the SSE of the Geodesic model is described explicitly. My question is how are these equitations derived in detail; where can I find the ...

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19 views

### Encoding and Transforming Data for a Logistic Regression

When running a logistic regression, the result of the regression is a value that could fall in $(-\infty, \infty)$. You run it through the logistic function and get a value in $(0, 1)$. So far, so ...

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295 views

### When does a Vandermonde-like matrix have full rank

I have a matrix which is similar to Vandermonde matrix except that the entries are monomials of degree $d$ polynomial in 2 variables. Each row has the following form:
$X_{i}= [1, x_{i}, y_{i}, ...

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112 views

### Is there an efficient way to compute the “complete subset regression”?

Background: Let $X \in \mathbb{R}^{N\times K}$ and $y \in \mathbb{R}^{N\times 1}$ be data for a regression problem. The aim is to find $\beta \in \mathbb{R}^{K\times 1}$ such that $X\beta \approx y$ ...

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**1**answer

104 views

### Checking the intersection of two sets

Let $E\subset{\mathbb R}^n$ be a set of the type $I_1\times \dots \times I_n$, where $I_k$ are real intervals, and $X$ be and $n\times p$ real matrix. Suppose also that $rank(X)=p$ and $n>p$. Is ...

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**1**answer

69 views

### Fitting a quadratic using regression when the y-intercept needs to be 0 [closed]

I'm trying to fit a quadratic $a_0 + a_1x + a_2x^2$ by Polynomial Regression:
$$
\begin{pmatrix}
n & \Sigma x_i & \Sigma x_i\\
\Sigma x_i & \Sigma x_i^2 & \Sigma x_i^3\\
\Sigma ...

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59 views

### How to find all least-square solutions [closed]

I was looking at numpy's lstsq to find a least squares solution of an equation system when the following occurred to me:
Given the points (0,0), (3,4), (4,3), if I ...

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20 views

### Regression with correlation structure

I have a theoretical question about regression models.
Let's say I measured multiple responses from $n$ subjects and these responses are correlated with each other. For example, let's say I measured ...

**1**

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**1**answer

413 views

### Minimizing sum of absolute deviations

Suppose we want to find coefficients $b$ in $\underset{b}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n | y_{i}-b_{1}x_{i}-b_{0}\mid$.
If we rewrite this problem in terms of linear ...

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229 views

### Testing contrasts in statistics: Is this provably a hard problem, or not?

Scheffé's method for identifying statistically significant contrasts is widely known. A contrast among the means $\mu_i$, $i=1,\ldots,r$ of $r$ populations is a linear combination $\sum_{i=1}^r c_i ...