Can a very bad Coefficient of determination (R squared value) not be indicative of model performance? [migrated]
Thanks in advance for the advice. I am trying to build a generalized linear model that has many predictors. The R squared value of the model is quite low (.21), but when I use the model to predict ...
This topic was created to discuss how many ways we know to create piecewise linear functions with smooth transitions between the phases. An alternative is presents by Bacon & Watts (1971): the ...
I have a covariance matrix that I am trying to interpolate using kriging interpolation. The point of the kriging is to statistically predict any unknown point in-between know points. For example if I ...
We assume that we have a finite set of agents with approximate knowledge about a certain function, and from this collection of approximations we want to recover the actual value of the function. More ...
In statistics (in particular time series analysis, like ARCH/GARCH models) I've noticed that residual diagnostics usually look at autocorrelation of residuals and squared residuals. Why both? What ...
I want a list of the sort of mathematics/mathematical tools that are applied to the study of complex and probabilistic systems in order to make quantitative and qualitative observations about their ...