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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