[pdl-stats] Detecting cross correlation in logistic regression independent parms.
Status: Beta
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maggiexyz
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From: <dw...@em...> - 2011-04-26 03:10:01
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I apologize in advance if this is obvious. I'm an ex-scientist, from a generation for which Bevington's "Data Reduction and Error Analysis in the Physical Sciences" was our Bible. To determine cross correlation of a fit, we'd extract the covariance matrix from our fitters, do some math presto magico things, and then could determine if we were fitting cross correlated data (then drop one of the correlated coefficients from our models..). I'm working with PDL::Stats logistic method. Works great, but haven't a clue how to detect cross correlation. I suspect the "how" is obvious to a stats major, but not to an ex-biochemist like me. The underlying fitter returns $cov, but no clue how to get to it. Any help appreciated. Sincerely, David Myers. |