Author Archives: Oliver Crook

How do I do regression when my predictors have multicollinearity?

A quick summary of the key idea of principal components regression (PCR), its advantages and extensions.

Sometimes we find ourselves in a dire situation. We have measured some response y and a set of predictors W. Unfortunately, W is a wide but short matrix, say 10×100 or worse 10×100000. We’ve made only 10 observations. Standard regression is simply not going to work, because W is singular. Some would say p is bigger than n.

So what can we do? Many of us would jump to LASSO or ridge regression. However, there is another way that is often overlooked.

Continue reading →

Ten Simple Rules For Solving Any Problem

Welcome! Take three deep breaths, each time expel the air through your nose with force. Now you are ready for this adventure. Let us dive right in and reflect on the premise of this blog post. 

I, personally, dislike the word “solve”. What does it even mean? And that is already the second time I have used that word. The word solve implies all kinds of nonsense, such as completion or the existence of a solution. Let us recast it as: new insights, positive reframing or simply “ah-ha!”. These “problems” can be anything too: emotional ones (external or internal), scientific or research ones, artistic ones, writing ones. If you feel like it, just call it a problem.

Whoever is writing this blog post, he certainly does talk a lot … We should really get going or we will run out of time. You know what, let us start again. Welcome to:

Continue reading →