Michael Clark: Models by Example

Michael Clark

New Book

I’ve completed a new bookdown document, Models by Example, that converts most of the code from my Miscellaneous R repo. I initially just wanted to update the code, but decided to use a more formal approach to make it cleaner and more accessible. It’s mostly complete, though may be added to on rare occasion, and further cleaned as I find annoying bits here and there. Each topic contains ‘by-hand’ demonstration, such that you can see conceptually how a model is estimated, or technique employed. This can help those that want to dive a little deeper to get a peek behind the curtain of the functions and packages they use, hopefully empowering them to go further with such models.

Topics covered include the following, and I plan to post a sample chapter soon.

Models

Linear Regression
Logistic Regression
One-factor Mixed Model
Two-factor Mixed Model
Mixed Model via ML
Probit & Bivariate Probit
Heckman Selection
Marginal Structural Model
Tobit
Cox Survival
Hurdle Model
Zero-Inflated Model
Naive Bayes
Multinomial
Ordinal
Markov Model
Hidden Markov Model
Quantile Regression
Cubic Spline Model
Gaussian Processes
Neural Net
Extreme Learning Machine
Reproducing Kernel Hilbert Space Regression
Confirmatory Factor Analysis

Bayesian

Basics
Bayesian t-test
Bayesian Linear Regression
Bayesian Beta Regression
Bayesian Mixed Model
Bayesian Multilevel Mediation
Bayesian IRT
Bayesian CFA
Bayesian Nonparametric Models
Bayesian Stochastic Volatility Model
Bayesian Multinomial Models
Variational Bayes Regression
Topic Model

Estimation

Maximum Likelihood
Penalized Maximum Likelihood
L1 (lasso) regularization
L2 (ridge) regularization
Newton and IRLS
Nelder Mead
Expectation-Maximization
Gradient Descent
Stochastic Gradient Descent
Metropolis Hastings
Hamiltonian Monte Carlo

Corrections

If you see mistakes or want to suggest changes, please create an issue on the source repository.

Reuse

Text and figures are licensed under Creative Commons Attribution CC BY-SA 4.0. Source code is available at https://github.com//m-clark/m-clark.github.io, unless otherwise noted. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

Citation

For attribution, please cite this work as

Clark (2020, Nov. 30). Michael Clark: Models by Example. Retrieved from https://m-clark.github.io/posts/2020-11-30-models-by-example/

BibTeX citation

@misc{clark2020models,
  author = {Clark, Michael},
  title = {Michael Clark: Models by Example},
  url = {https://m-clark.github.io/posts/2020-11-30-models-by-example/},
  year = {2020}
}