Displaying 2 results from an estimated 2 matches for "statsmodel".
Did you mean:
statmodel
2012 Oct 12
2
party for prediction [REPOST]
...correlated or effectively
constant (that is x are not independent for all choices of components
of z). When the resulting fit is fed into predict() the result is NA -
this is not the same behaviour as models returned by say lm which
ignore missing coefficients. I have fixed this by defining my own
statsModel (myLinearModel - imaginative) which also ignores such
coefficients when predicting.
The second problem I have is that I get "Cholesky not positive
definite" errors at some nodes. I guess this is because of numerical
error and degeneracy in the covariance matrix? Any thoughts on how to
av...
2012 Oct 11
0
party for prediction
...correlated or effectively
constant (that is x are not independent for all choices of components
of z). When the resulting fit is fed into predict() the result is NA -
this is not the same behaviour as models returned by say lm which
ignore missing coefficients. I have fixed this by defining my own
statsModel (myLinearModel - imaginative) which also ignores such
coefficients when predicting.
The second problem I have is that I get "Cholesky not positive
definite" errors at some nodes. I guess this is because of numerical
error and degeneracy in the covariance matrix? Any thoughts on how to
av...