Thread Subject: Give me a Regression Problem

On Jul 18, 1:28 pm, paulvbi...@gmail.com wrote:
-------SNIP
> I just reran the SVD PNN with 3 and 6 missing and with Zaknich
> weighting active and get R2=0.9129 which is close to the answer with
> all the variables of R2=0.9217 (Zaknich weighting active) which might
> just might indicate maybe all the variables should be included

I wouldn't say that (See below).

>but
> this is not clear to me. Likely there are some subtle second order
> interaction effects here, minor for sure, but a little influence

Since my quadratic models obtained R^2 ~ 0.8, I think the effects
are higher order than 2nd.

> but as Greg says one may not be able to "prove" this also

I think the best you can do is reject or fail to reject a null
hypothesis based on bootstrapping and the probability
distribution for a separability measure.

However, as a practical engineer, I can live with
comparing overlaps of mean +/- 2*stdv confidence
intervals for MSE estimates obtained from 10-fold XVAL.


Hope this helps.

Greg