Questions tagged [glm]
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32 questions
3 votes
0 answers
32 views
Why can zero-inflated generalized Poisson model not capture the overdispersion in the count data?
I have fitted a zero-inflated Poisson (ZIP) model to my count data with an excess of zeros (figure 1). Since it didn't capture the overdispersion in the data, and overdispersion is indeed ...
0 votes
0 answers
38 views
What are the possible reasons behind a decreasing out-of-fold Gini?
I'm trying to fit a GLM with smoothness penalization and see how out-of-fold Gini behaves when increasing penalization so I could get the optimal smoothness parameter value for my model. I expected an ...
2 votes
1 answer
83 views
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 ...
2 votes
0 answers
91 views
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 ...
7 votes
1 answer
623 views
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 ...
5 votes
2 answers
257 views
Interpreting interaction term coefficient in GLM/regression
I'm a psychology student and trying come up with a research plan involving GLM. I'm thinking about adding an interaction term in the analysis but I'm unsure about the interpretation of it. To make ...
0 votes
0 answers
1k views
NaN, inf or invalid value detected in endog, estimation infeasible error when training statsmodels GLM model
I am trying to build a GLM model (poisson family) using python statsmodels package on train data. The data I have contains categorical values as exogenous variables and numerical values for my target (...
1 vote
0 answers
100 views
Sudden jumps in accuracy with logistic regression and bag of words : "glm.fit: algorithm did not converge"
I work on a bag of words, on the Toxic Comments Classifications challenge. The challenge is closed but the dataset is very nice to learn. I use R, tf-idf, tm, and logistic regression. I have a strange ...
1 vote
0 answers
101 views
Difficulty understanding the difference between Poisson, Quasi-Poisson, and Negative Binomial models
I will try to keep this short. As an assignment for my GLM course, we were given a dataset on the # of homicide victims a person knows, as well as the race of the person. The main idea is to answer ...
0 votes
0 answers
294 views
how to describe a decrease in sales
Hypothetically, if your company's sales had dropped significantly in 2020, what approach would you take to describe the cause? can you build a model to predict the decrease (between 2019 and 2020 for ...
1 vote
1 answer
5k views
Error while trying glmnet() in R: "Error in storage.mode(xd) <- "double" : 'list' object cannot be coerced to type 'double'"
I'm trying to create a logistic regression model using Ridge, this is the code: glmnet(X_Train, Y_Train, family='binomial', alpha=0, type.measure='auc') And this ...
3 votes
0 answers
1k views
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. ...
1 vote
1 answer
115 views
Predictive model to maximize sum of dependent variable?
I am trying to classify cars for a towing company. Junky cars earn more when sent to the junkyard, and the more valuable cars should earn more at the auction, despite the auction fee. Creating a ...
2 votes
3 answers
3k views
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. ...
1 vote
0 answers
111 views
Problem in performing LOOCV
I am trying to run LOOCV on my regression model. I tried to run it in r and encountered the following warning message: ...