Hacker News new | ask | show | jobs
by glaugh 3809 days ago
The prediction interval thing was sloppy, good catch.

The r^2 and AICR comments reflect the fact that these docs were built around Statwing's regression capabilities, which default to m-estimation instead of OLS. There's no adjusted r^2 for that, which I agree is a better measure when available, and it uses AICR, where the R stands for "robust". But still a good catch, since I didn't caveat ahead of time that we were only talking about robust methods (and we don't note it in the docs).

Much appreciated.

1 comments

OLS is an M-estimator.