p***r
发帖数: 920 | 1 what's the best way to choose weighting scheme while not to falsely incease
or decrease the significance level of the result. Any paper relevant ?
Thanks. |
r******0
发帖数: 357 | 2 what about lasso? USe glnmnet, set familiy="Binomial"? |
p***r
发帖数: 920 | 3 im not doing variable selection. just trying to run a simple logistic
regression with weights. some observations are more important than others,
how can I show this in model properly? |
s*********e
发帖数: 1051 | 4 你的问题，如果脱离了实际情况，不好回答。
【在 p***r 的大作中提到】
: im not doing variable selection. just trying to run a simple logistic
: regression with weights. some observations are more important than others,
: how can I show this in model properly?
|
p***r
发帖数: 920 | 5 for PD modeling. Im wondering whats the weighting scheme we should put for
each of following simplified situations (assuming all other info. are
exactly the same)? and if and how the result and significance level going to
be different?
1. 100 loans with no size information.
2. 100 loans with size all equal to $1k
3. 100 loans with size all equal to $1MM
4. 100 loans with size differs between $1k to 1MM.
【在 s*********e 的大作中提到】
: 你的问题，如果脱离了实际情况，不好回答。
|
