Проблема взаимодействия предикторов в регрессионном моделировании на примере исследования посещения московскими семьями развлекательных центров
The article briefly describes essence of the regression model, focuses on phenomenon of interaction and its appearance in regression models, formulates the problem which is a consequence of these manifestations; it is illustrated by a specific example, and its solutions are proposed.
We suggest an econometric model of probability of default based on regular financial disclosures of Russian banks. We also suggest a quantization of the continuous explanatory variables that allows to account for non-linear effects and to achieve superior accuracy compared with regression tree and Bayesian network models estimated over the same sample. The econometric estimates of probability of default are broadly consistent with the historical default frequencies of rated obligors and risk-neutral probabilities of default inferred from credit spreads in a reduced-form model.
In this study a CHAID-based approach to detecting classification accuracy heterogeneity across segments of observations is proposed. This helps to solve some important problems, facing a model-builder: (1) How to automatically detect segments in which the model significantly underperforms? and (2) How to incorporate the knowledge about classification accuracy heterogeneity across segments to partition observations in order to achieve better predictive accuracy? The approach was applied to churn data from the UCI Repository of Machine Learning Databases. By splitting the data set into four parts, which are based on the decision tree, and building a separate logistic regression scoring model for each segment we increased the accuracy by more than 7 percentage points on the test sample. Significant increase in recall and precision was also observed. It was shown that different segments may have absolutely different churn predictors. Therefore such a partitioning gives a better insight into factors influencing customer behavior.
Combination of the offered volume on the REPO auction with the Bank of Russia and the demand for it produce powerful signaling mechanism for the interbank money market. In order to have a possibility to emit an unintended signal there is a need for a robust estimator of the demand. This paper proposes an approach to produce such an estimator through an ensemble of logistic and linear regression models. This estimator successfully emulates many of the key features of the process.
Procedure for the simulation of the advances in EGE from mathematics is considered. For some tasks the important predictors are obtained. The models of binary logistics regression and ordinal regression for the prediction of probabilities of solution of task are built.
In Chapter considers the issues of transformation of the modern Russian family, the peculiarities of performing its functions (reproductive, educational, economic, psychological), the prospects of changes in family structure. Transformation of the family institution is considered in the context of the modernization of social relations. Conclusions about the consequences for society transformation processes of the family are constructed on the basis of the data of population censuses, current statistical records and the results of a series of random surveys. The conclusion about the necessity of implementation of family policy, considering the interests of the family as a social institution.
We consider certain spaces of functions on the circle, which naturally appear in harmonic analysis, and superposition operators on these spaces. We study the following question: which functions have the property that each their superposition with a homeomorphism of the circle belongs to a given space? We also study the multidimensional case.
We consider the spaces of functions on the m-dimensional torus, whose Fourier transform is p -summable. We obtain estimates for the norms of the exponential functions deformed by a C1 -smooth phase. The results generalize to the multidimensional case the one-dimensional results obtained by the author earlier in “Quantitative estimates in the Beurling—Helson theorem”, Sbornik: Mathematics, 201:12 (2010), 1811 – 1836.
We consider the spaces of function on the circle whose Fourier transform is p-summable. We obtain estimates for the norms of exponential functions deformed by a C1 -smooth phase.
This article is talking about state management and cultural policy, their nature and content in term of the new tendency - development of postindustrial society. It mentioned here, that at the moment cultural policy is the base of regional political activity and that regions can get strong competitive advantage if they are able to implement cultural policy successfully. All these trends can produce elements of new economic development.