Questions tagged [glm]

31 questions
13
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4 answers

Is GLM a statistical or machine learning model?

I thought that generalized linear model (GLM) would be considered a statistical model, but a friend told me that some papers classify it as a machine learning technique. Which one is true (or more precise)? Any explanation would be appreciated.
user77571
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7
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1 answer

How to choose between different models with similar results? RF, GLM and XGBoost

I am a medical doctor trying to make prediction models based on a database of approximately 1500 patients with 60+ parameters each. I am dealing with a classification problem (mortality at 1, 3, 6 and 12 months) and have made stratified splits (70…
user145725
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5
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2 answers

How to interpret two continous variables output using GAM?

I really need help with GAM. I have to find out whether association is linear or non-linear by using GAM. The predictor variable is temperature at lag0 and the output is cardiovascular admissions (count variable). I have tried a lot but I am not…
4
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1 answer

Alternative to VGAM for Zero Truncated Negativ Binomial GLM in R

Is there an alternative to the vgam Package to do a zero truncated negativ Binomial GLM in R?
JonJup
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3
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0 answers

How to retrieve results summary from statsmodels GLM with regularization?

I'm trying to fit a GLM to predict continuous variables between 0 and 1 with statsmodels. Because I have more features than data, I need to regularize. statsmodels has very few examples, so I'm not sure if I'm doing this correctly. import…
3
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1 answer

Searching interactions with RandomForest and/or GBM

I'm trying to explain a count variable and a continious variable > 0 with GLM, using R. In order to improve the quality of the regression, I want to add some interactions that can be useful for the model. As I'm a newbie in machine learning, I want…
ML94
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3
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2 answers

Extrapolating GLM coefficients for year a product was sold into future years?

I've fit a GLM (Poisson) to a data set where one of the variables is categorical for the year a customer bought a product from my company, ranging from 1999 to 2012. There's a linear trend of the coefficients for the values of the variable as the…
JenSCDC
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2
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3 answers

Can GLM( generalized linear method) handle the collinearity between the predictor variables in a regression-analysis?

I'm a beginner in Machine learning and I've studied that collinearity among the predictor variables of a model is a huge problem since it can lead to unpredictable model behaviour and a large error. But, are there some models (say GLM) that are…
2
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1 answer

Extracting model equation and other data from 'glm' function in R

I've made a logistic regression to combine two independent variables in R, using pROC package and I obtain this: summary(fit) Call: glm(formula = Case ~ X + Y, family = "binomial", data = data) Deviance Residuals: Min 1Q Median …
Ciochi
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2
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0 answers

LASSO Regression using Panel Data

I have panel data for 3 countries, ranging over 3 years. The dataset is called CarProduction Country Year cars Fuel_price PPP Manufact PublicTransport USA 2015 500 5 10000 9 …
2
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1 answer

Select behavior dependant with other factors and its formalization

I'm studying occurence of Behavior11, Behavior12,Behavior2,Behavior3 according three variables : Times : task time Time_interval :task time in interval Frequency:Frequency of the task For this purpose, I use GLM…
ranell
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2
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2 answers

How do I compare coefficients from my glm when I have more than one factor variable in my formula?

I am trying to model a binary outcome in R that has many independent variables. 5 of the Ivs are factors with more than two levels. When I try to remove the intercept it only does it for one of the independent variables. I would like to see if any…
2
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1 answer

New Variables to Add to Model GLM/GBM

I already have a GLM model in place to predict claims frequency. I know have access to many new variables (a mix of categorical and continuous variables, some of which are likely correlated). I wish to test these new features by overlaying my…
2
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0 answers

Prediction interval vs Confidence interval in a (Poisson) GLM (in Python)

In short, I get prediction interval smaller than confidence interval while they should be wider. Any help to understand why is certainly welcome :) Let me start by stating the problem at hand. I use a GLM to predict some variable (let's say some…
JR-stats
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2
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0 answers

Outputting risk groups for a logistic regression model

I have a problem with outputting the terms for a logistic regression model in R. For a given list of independent values, say list l of terms {w,y,z} to determine dependent variable {x}, I want to find out what the biggest regressor is when we pair…
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