Skip to content

Commit 9d70e3e

Browse files
authored
notebook: GLM robust (run with pymc v5) (#499)
* run with pymc v5 * add myst file
1 parent a7435fb commit 9d70e3e

File tree

2 files changed

+29
-27
lines changed

2 files changed

+29
-27
lines changed

examples/generalized_linear_models/GLM-robust.ipynb

+26-25
Large diffs are not rendered by default.

examples/generalized_linear_models/GLM-robust.myst.md

+3-2
Original file line numberDiff line numberDiff line change
@@ -13,7 +13,7 @@ kernelspec:
1313
(GLM-robust)=
1414
# GLM: Robust Linear Regression
1515

16-
:::{post} August, 2013
16+
:::{post} January 10, 2023
1717
:tags: regression, linear model, robust
1818
:category: beginner
1919
:author: Thomas Wiecki, Chris Fonnesbeck, Abhipsha Das, Conor Hassan, Igor Kuvychko, Reshama Shaikh, Oriol Abril Pla
@@ -199,7 +199,7 @@ There, much better! The outliers are barely influencing our estimation at all be
199199

200200
- The Student-T distribution has, besides the mean and variance, a third parameter called *degrees of freedom* that describes how much mass should be put into the tails. Here it is set to 1 which gives maximum mass to the tails (setting this to infinity results in a Normal distribution!). One could easily place a prior on this rather than fixing it which I leave as an exercise for the reader ;).
201201
- T distributions can be used as priors as well. See {ref}`GLM-hierarchical`
202-
- How do we test if our data is normal or violates that assumption in an important way? Check out this [great blog post](http://allendowney.blogspot.com/2013/08/are-my-data-normal.html) by Allen Downey.
202+
- How do we test if our data is normal or violates that assumption in an important way? Check out this great blog post, [Probably Overthinking It](http://allendowney.blogspot.com/2013/08/are-my-data-normal.html), by Allen Downey.
203203

204204
+++
205205

@@ -209,6 +209,7 @@ There, much better! The outliers are barely influencing our estimation at all be
209209
* Updated by @fonnesbeck in September 2016 (pymc#1378)
210210
* Updated by @chiral-carbon in August 2021 (pymc-examples#205)
211211
* Updated by Conor Hassan, Igor Kuvychko, Reshama Shaikh and [Oriol Abril Pla](https://oriolabrilpla.cat/en/) in 2022
212+
* Rerun using PyMC v5, by Reshama Shaikh, January 2023
212213

213214
+++
214215

0 commit comments

Comments
 (0)