Skip to content

Update link to Greenhill, Ward, Sacks paper #547

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion Chapter2_MorePyMC/Ch2_MorePyMC_PyMC2.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -2172,7 +2172,7 @@
"\n",
"We will be doing this graphically as well, which may seem like an even less objective method. The alternative is to use *Bayesian p-values*. These are still subjective, as the proper cutoff between good and bad is arbitrary. Gelman emphasises that the graphical tests are more illuminating [7] than p-value tests. We agree.\n",
"\n",
"The following graphical test is a novel data-viz approach to logistic regression. The plots are called *separation plots*[8]. For a suite of models we wish to compare, each model is plotted on an individual separation plot. I leave most of the technical details about separation plots to the very accessible [original paper](http://mdwardlab.com/sites/default/files/GreenhillWardSacks.pdf), but I'll summarize their use here.\n",
"The following graphical test is a novel data-viz approach to logistic regression. The plots are called *separation plots*[8]. For a suite of models we wish to compare, each model is plotted on an individual separation plot. I leave most of the technical details about separation plots to the very accessible [original paper](https://onlinelibrary.wiley.com/doi/10.1111/j.1540-5907.2011.00525.x), but I'll summarize their use here.\n",
"\n",
"For each model, we calculate the proportion of times the posterior simulation proposed a value of 1 for a particular temperature, i.e. compute $P( \\;\\text{Defect} = 1 | t, \\alpha, \\beta )$ by averaging. This gives us the posterior probability of a defect at each data point in our dataset. For example, for the model we used above:"
]
Expand Down
2 changes: 1 addition & 1 deletion Chapter2_MorePyMC/Ch2_MorePyMC_PyMC3.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -2236,7 +2236,7 @@
"\n",
"We will be doing this graphically as well, which may seem like an even less objective method. The alternative is to use *Bayesian p-values*. These are still subjective, as the proper cutoff between good and bad is arbitrary. Gelman emphasises that the graphical tests are more illuminating [7] than p-value tests. We agree.\n",
"\n",
"The following graphical test is a novel data-viz approach to logistic regression. The plots are called *separation plots*[8]. For a suite of models we wish to compare, each model is plotted on an individual separation plot. I leave most of the technical details about separation plots to the very accessible [original paper](http://mdwardlab.com/sites/default/files/GreenhillWardSacks.pdf), but I'll summarize their use here.\n",
"The following graphical test is a novel data-viz approach to logistic regression. The plots are called *separation plots*[8]. For a suite of models we wish to compare, each model is plotted on an individual separation plot. I leave most of the technical details about separation plots to the very accessible [original paper](https://onlinelibrary.wiley.com/doi/10.1111/j.1540-5907.2011.00525.x), but I'll summarize their use here.\n",
"\n",
"For each model, we calculate the proportion of times the posterior simulation proposed a value of 1 for a particular temperature, i.e. compute $P( \\;\\text{Defect} = 1 | t, \\alpha, \\beta )$ by averaging. This gives us the posterior probability of a defect at each data point in our dataset. For example, for the model we used above:"
]
Expand Down
4 changes: 2 additions & 2 deletions Chapter2_MorePyMC/Ch2_MorePyMC_TFP.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -3884,7 +3884,7 @@
"\n",
"We will be doing this graphically as well, which may seem like an even less objective method. The alternative is to use *Bayesian p-values*. These are still subjective, as the proper cutoff between good and bad is arbitrary. Gelman emphasises that the graphical tests are more illuminating [3] than p-value tests. We agree.\n",
"\n",
"The following graphical test is a novel data-viz approach to logistic regression. The plots are called *separation plots*[4]. For a suite of models we wish to compare, each model is plotted on an individual separation plot. I leave most of the technical details about separation plots to the very accessible [original paper](http://mdwardlab.com/sites/default/files/GreenhillWardSacks.pdf), but I'll summarize their use here.\n",
"The following graphical test is a novel data-viz approach to logistic regression. The plots are called *separation plots*[4]. For a suite of models we wish to compare, each model is plotted on an individual separation plot. I leave most of the technical details about separation plots to the very accessible [original paper](https://onlinelibrary.wiley.com/doi/10.1111/j.1540-5907.2011.00525.x), but I'll summarize their use here.\n",
"\n",
"For each model, we calculate the proportion of times the posterior simulation proposed a value of 1 for a particular temperature, i.e. compute $P( \\;\\text{Defect} = 1 | t, \\alpha, \\beta )$ by averaging. This gives us the posterior probability of a defect at each data point in our dataset. For example, for the model we used above:"
]
Expand Down Expand Up @@ -4028,7 +4028,7 @@
"def separation_plot( p, y, **kwargs ):\n",
" \"\"\"\n",
" This function creates a separation plot for logistic and probit classification. \n",
" See http://mdwardlab.com/sites/default/files/GreenhillWardSacks.pdf\n",
" See https://onlinelibrary.wiley.com/doi/10.1111/j.1540-5907.2011.00525.x\n",
" \n",
" p: The proportions/probabilities, can be a nxM matrix which represents M models.\n",
" y: the 0-1 response variables.\n",
Expand Down
4 changes: 2 additions & 2 deletions Chapter2_MorePyMC/separation_plot.py
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
# separation plot
# Author: Cameron Davidson-Pilon,2013
# see http://mdwardlab.com/sites/default/files/GreenhillWardSacks.pdf
# see https://onlinelibrary.wiley.com/doi/10.1111/j.1540-5907.2011.00525.x


import matplotlib.pyplot as plt
Expand All @@ -11,7 +11,7 @@
def separation_plot( p, y, **kwargs ):
"""
This function creates a separation plot for logistic and probit classification.
See http://mdwardlab.com/sites/default/files/GreenhillWardSacks.pdf
See https://onlinelibrary.wiley.com/doi/10.1111/j.1540-5907.2011.00525.x

p: The proportions/probabilities, can be a nxM matrix which represents M models.
y: the 0-1 response variables.
Expand Down