Using model coefficients outside Wizard

[Chris Mueller]

First: Wizard is incredible!

I've been working with a nice dataset and taking advantage of the rich modeling capacity Wizard provides. I'm wondering -- the "export coefficients" feature is cool, but I don't really know how I would use those coefficients in the future. 

I'm attempting to model a numeric value from categorical data:

category1, category2, category3 => predicted number

I'm happy with the model itself, and now I'd like to understand it a little bit more. I have an engineering/software background and would like to write some Python code that could accept the coefficients of this model. I feel like this is a very naive question, but I'm just not quite sure where to start.

Any tips?

Thanks!

Chris

[Chris Mueller]

Well, my comment was premature. I forgot to account for the b0 term in my linear model. It'd be great if a future version of Wizard would expose this somewhere -- or maybe it does already?

Thanks for a stellar product.

[Evan Miller]

Hi Chris,

Thanks for your email. You can find b0 in the Predictor interface --
it's on the very last line of the displayed equation.

I've tried to make the coefficients' inner workings somewhat apparent
in the Predictor interface, but they can still be a bit mysterious to
newcomers, especially the non-linear models. You mentioned you're
writing Python code -- would a code-generation feature make your life
easier? I was thinking something akin to the "Copy Estimation Command"
window, but with options to display a function for applying the model
coefficients in Python, Java, JavaScript, etc.

Anyway, I'm glad you like the product! Stay tuned for some nifty new features...

Evan

--
Evan Miller
http://www.evanmiller.org/

[Chris Mueller]

Hi Evan, 

Thanks for the quick resposne. The number was staring me in the face the whole time -- I didn't realize it! 

As for a code-generation tool, that could potentially be very helpful. I'm currently integrating the model from Wizard into a production system. Most of the work is the integration, so the code-generation portion might be less useful in this particular case. Regardless, I'd love to see what you come up with. 

Chris

[Chris Mueller]

Hi Evan,

A follow-up question. I'm looking more at the coefficients CSV output and I realize that while each coefficient has a standard error associated with it, shouldn't there also be a standard error term for the intercept/b0 value? How can I find that in Wizard?

Chris

On Mon, Oct 8, 2012 at 6:22 PM, Evan Miller <emmi...@gmail.com> wrote:

[Evan Miller]

Hi Chris,

The absence of the intercept term and its standard error from the CSV
export is an omission on my part. I will be sure it is included in the
next release.

Evan

[jurgen.vo...@gmail.com]

I see this got included in the export function, but is there any way to see the error term for the intercept in Wizard?

[Evan Miller]

Not currently, sorry. I'm currently focused on putting the finishing touches on Wizard 1.4, but I'll keep this request in mind in the future.

Evan

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[Evan Miller]

Quick update here: I found time to add the intercept estimate and error term to the Wizard interface. You'll also be able to constrain the intercept to be 0. Let me know if you'd like to test these features out.

Evan