Tuesday, November 23, 2004
I mean model average. bic.logit or glib both did not report intercept. I think I need those to calculate the prediction on the test data set. BTW, why I keep getting this message 'X matrix is not full rank' in s-plus when running glim? Do you have any idea? Tks!!!
I probably can't help very much since I haven't use these for a long time.
To force an intercept you can add a column of ones to your X matrix (that is,
add a new feature which always has the value one). "X matrix not of full rank"
is more of a problem since BIC evaluates the likelihood at the maximum
likelihood estimator (MLE). If the MLE does not exist, I don't what BIC
will give you and for sure, if X is not of full rank, the MLE might not exist.
What is the dimensionality of X? ie how many rows and columns? D.
I probably can't help very much since I haven't use these for a long time.
To force an intercept you can add a column of ones to your X matrix (that is,
add a new feature which always has the value one). "X matrix not of full rank"
is more of a problem since BIC evaluates the likelihood at the maximum
likelihood estimator (MLE). If the MLE does not exist, I don't what BIC
will give you and for sure, if X is not of full rank, the MLE might not exist.
What is the dimensionality of X? ie how many rows and columns? D.
