Statistics: Difference between revisions

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== Visualize the random effects ==
== Visualize the random effects ==
http://www.quantumforest.com/2012/11/more-sense-of-random-effects/
http://www.quantumforest.com/2012/11/more-sense-of-random-effects/
== Sensitivity/Specificity/Accuracy ==
* Sensitivity = TP / (TP + FN)
* Specificity = TN / (TN + FP)
* Accuracy = (TP + TN) / (TP + FP +FN + TN)


== ROC curve and Brier score ==
== ROC curve and Brier score ==

Revision as of 11:40, 1 April 2013

Boxcox transformation

Finding transformation for normal distribution

Visualize the random effects

http://www.quantumforest.com/2012/11/more-sense-of-random-effects/

Sensitivity/Specificity/Accuracy

  • Sensitivity = TP / (TP + FN)
  • Specificity = TN / (TN + FP)
  • Accuracy = (TP + TN) / (TP + FP +FN + TN)

ROC curve and Brier score

Elements of Statistical Learning

Bagging

Chapter 8 of the book.

  • Bootstrap mean is approximately a posterior average.
  • Bootstrap aggregation or bagging average: Average the prediction over a collection of bootstrap samples, thereby reducing its variance. The bagging estimate is defined by
[math]\displaystyle{ \hat{f}_{bag}(x) = \frac{1}{B}\sum_{b=1}^B \hat{f}^{*b}(x). }[/math]
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