Recent content by nml

  1. N

    Hierarchical stats problem

    Ok thanks. In terms of properly handling this dependent data is it really necessary to go Bayesian? I've tried pymc3 but it's incredibly slow even for a simple logistic regression model. What I'm doing at the moment is using the months as groups for cross-validation purposes, so that I always...
  2. N

    Hierarchical stats problem

    Imagine I've got a dataset with 10000 rows, consisting of 100 observations from 100 groups. Within a group the samples are correlated, but between groups they aren't really. For example the groups could be the month in which the measurement was made. In my fairly limited understanding this is...