All Questions
Tagged with model-selection r
212
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Questions regarding the definition of the deviance in the context of GLMs
I've been self-studying GLMs and I have some questions regarding the deviance in the context of GLMs. In Generalized Additive Models An Introduction with R, the author defines the deviance of a model ...
- 21
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Selection of best VARX model using VAR() in R
I have 9 variables (all stationary) grouped into five different datasets (each set has 4 common variables and one different). How can I evaluate which is the best VARX model? I'm using ...
- 21
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1
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29
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Interpreting AIC relative likelihoods ( qpcR::akaike.weights() )
I want to ensure that I am correctly interpreting AIC relative likelihood (RL) scores, specifically those returned by qpcR::akaike.weights$rel.LL. For example, I ...
- 71
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105
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Tiny partial effects but high R² in GAMs - and the other way around
I am currently running GAMs with mgcv package and am trying to find a good one by looking at summary() and the visual outputs ...
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46
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Testing signifiance of random effects on large dataset
I want to do a mixed linear model, with two hierarchical random effects. I want to determine wether if these random effects are worth including in the model.
I have tried so far doing :
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- 41
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99
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GAM selection via EDF vs. adding penalties
I have a generalized additive mixed model (GAMM) I'm using for modelling fish counts and many covariates to test (with different proportions of NA's in each covariate), but not enough data to include ...
- 1,653
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99
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What does maintaining marginality mean in stepwise regression?
I was reading the helpfile for the dropterm function in the R MASS package, which is one of the main building blocks of the ...
- 4,452
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176
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BIC drop in regsubset summary different from manual calculation in R
The leaps library regsubset function gives an object that contains the list of BIC drops of each subset model from the intercept model.
However, it is different from what is calculated manually.
For ...
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459
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How to report on model selection
I have run model selection and have been advised to use the BIC value to determine the best model for my purposes.
However, having looked around online I cannot seem to find a standard way to report ...
3
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2
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572
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What's the 'right' number of parameters for an ARIMA model?
I'm working on an unassessed course problem,
The file Pas-mile.txt contains the monthly numbers of passenger miles travelled on US airlines for each month between ...
- 599
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1
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174
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Multiple vs Single Predictor Variables for GLMM Pairwise Comparisons
I am running binomial GLMMs in R to determine whether species presence (binary) on a hydrophone is different between seasons (i.e. spring, summer, fall, and winter) and photoperiods (i.e. day, night, ...
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157
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Is there a function like auto.arima which gives the best VAR model according to a metric like AIC? [closed]
The function auto.arima from the forecast package, automatically fits the best ARIMA model given a time series, by evaluating on a metric like AIC, AICc or BIC.
I ...
- 193
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129
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GAMM4 models in R with either a continuous OR categorial variable in the smooth, and model comparison
To note: I am fairly new to GAMMs. I have read many StackExchange questions/answers and general documentation on GAMMs, and consistently question the proper way to set up my models to answer my ...
- 1
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277
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How to read EACF in R?
This is my eacf plot but I don't know how to read and interpretate it. I wanna know what AR and MA I possibly got from this. Please help me, thank you
2
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1
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Explaining ARIMA forecasts
Currently attempting to interpret the results of my forecast using an ARIMA model that was applied to time series data (Dataset below). The forecast attempted is for a year into the future. The data ...
