March 01, 2012

GLM and GAM Examples (Advanced Data Analysis from an Elementary Point of View)

Building a weather forecaster for Snoqualmie Falls, Wash., with logistic regression. Exploratory examination of the data. Predicting wet or dry days form the amount of precipitation the previous day. First logistic regression model. Finding predicted probabilities and confidence intervals for them. Comparison to spline smoothing and a generalized additive model. Model comparison test detects significant mis-specification. Re-specifying the model: dry days are special. The second logistic regression model and its comparison to the data. Checking the calibration of the second model.

Reading: Notes, second half of chapter 13; Faraway, chapters 6 and 7

Advanced Data Analysis from an Elementary Point of View

Posted by crshalizi at March 01, 2012 10:30 | permanent link

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