Wednesday, August 7, 2019

Eigenvalues of a Matrix and its Transpose are the Same



https://yutsumura.com/eigenvalues-of-a-matrix-and-its-transpose-are-the-same/

Recall that the eigenvalues of a matrix are roots of its characteristic polynomial.
Hence if the matrices A and AT have the same characteristic polynomial, then they have the same eigenvalues.
So we show that the characteristic polynomial pA(t)=det(A−tI) of A is the same as the characteristic polynomial pAT(t)=det(AT−tI) of the transpose AT.
We have
pAT(t)=det(AT−tI)=det(AT−tIT)since IT=I=det((A−tI)T)=det(A−tI)since det(BT)=det(B) for any square matrix B=pA(t).

Therefore we obtain pAT(t)=pA(t), and we conclude that the eigenvalues of A and AT are the same.

Remark: Algebraic Multiplicities of Eigenvalues

Remark that since the characteristic polynomials of A and the transpose AT are the same, it furthermore yields that the algebraic multiplicities of eigenvalues of A and AT are the same.

Thursday, August 1, 2019

ROC


a perfect model has 100% sensitivity and specificity, a diagonal ROC line.

sensitivity: true positive rate, recall, probability of detection
specificity: true negative rate,

https://en.wikipedia.org/wiki/Sensitivity_and_specificity


logistic regression for binary dependent variables



https://www.statisticssolutions.com/what-is-logistic-regression/


What is Logistic Regression?

Logistic regression is the appropriate regression analysis to conduct when the dependent variable is dichotomous (binary).  Like all regression analyses, the logistic regression is a predictive analysis.  Logistic regression is used to describe data and to explain the relationship between one dependent binary variable and one or more nominal, ordinal, interval or ratio-level independent variables.
Sometimes logistic regressions are difficult to interpret; the Intellectus Statistics tool easily allows you to conduct the analysis, then in plain English interprets the output.