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<p>I have data collected from three groups and I would like to calculate the z-score using the grand mean and variance of the combined three groups. Would it be possible to then compare the z-scores of each subgroup and thereby check if they all 3 groups are taken from one population? Would this method allow me to circ...
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<p>Conjugate prior is useful and beautiful in theory, for instance, Dirichlet distribution can serves as the conjugate prior for multinomial distribution. But I don't find any actual applications based on that.</p> <p>Can you provide some?</p>
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<p>I have a question about Adaboost and neural networks. Given the recent development in neural networks (dropout, maxout, or rectified linear units) is there a significant benefit of performing Adaboost in order to increase accuracy?</p> <p>I am asking the question also having in mind that in order for Adaboost to pe...
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<p>I'm using Genetic Algorithms to do inputs selection in a time series problem. The issue is that the number of possible inputs is very large (100 possible inputs + inputs' lags) and I don't know a procedure to determine the minimum number of lags to consider. </p> <p>My procedure was to run a correlation analysis ex...
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<p>Suppose I have fitted an standard linear regression mode $Y=\beta_0+\beta_1X_1+\beta_2X_2+\beta_3X_3+\epsilon$. Based on the ACF plot or PACF plot of the residuals for this regreesion model, I found that the $\epsilon$'s are serially auto-correlated that can be modeled as an AR(1) i.e. $\epsilon=\phi\epsilon_{t-1}+\...
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<p>I want to conduct an experiment to find out whether the CO2-production of soil changes with high amounts of rainfall. Therefore, I want to group 8 soil samples into two different groups. One group is control, one group is treatment. Due to time, space and money restrictions, I can only have four replicates for each ...
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<p>I'm running into a problem where my coefficients are not estimable when using Bioconductor/limma on a two-color factorial design for a microarray analysis.</p> <p>I have microarray data I downloaded from Array Express using the ArrayExpress function in the ArrayExpress package. I managed to convert the NChannelSet ...
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<p>You'd expect more companies to go bankrupt if they have low cash balances. Of course, bankruptcies can also happen even when you have lot of cash on hand (to terminate labor contracts, etc.). </p> <p>The distributions are shown below: </p> <p><img src="http://i.stack.imgur.com/zn4Iw.jpg" alt="enter image descri...
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<p>Hi I am looking for a clear explanation of T statistics concept. Especially in quantitative equity portfolio management context, what does T statistics of information coefficient indicate? How can I tell if it is significant, and if it is, any useful information I could derive from that?</p>
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<p>Suppose I want to see whether $z$ is a confounder for a model with $y$ the outcome variable and $x$ the predictor. If I adjust for $z$, and the adjusted coefficient of $x$ changes versus the unadjusted coefficient of $x$, does it matter by how much it changes? If the difference between the unadjusted and adjusted co...
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<p>I'm new to inter rater reliability calculations.</p> <p>I have 5 developers and 6 raters. The raters ranked the first 3 of these developers based on some criteria like the following example: </p> <p>For example,</p> <pre><code> dev1 dev2 dev3 dev4 dev5 ranker1 1 2 3 ranker2 3 1 ...
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<p>I have 2 variables that I want to decorrelate. I was told I can use PCA to do so. I did PCA on the data and got all the parameters. Now how do I get the new set of transformed data that no longer correlates with the second variable? I want to use this set for further analysis. thanks,</p>
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<p>I mean exact likelihood based estimation instead of these LS methods.</p> <p>There are more general nonlinear optimzation methods, but in terms of performance, are there any specific methods for this type of problems? thanks.</p>
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<p>I have a set $E_{1}$, with a finite cardinality $n$ of rectangular matrices which contains the useful MFCC coefficients generated from $n$ speech signals. Similary I have a set $E_{2}$ of same cardinality as that of $E_{1}$ which is a collection of vectors of finite dimension containing the LPC of the same set of sp...
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<p>I am following a course on Bayesian statistics using BUGS and R. Now, I already know BUGS, it's great but I am not really fond of using a separate program rather than just R.</p> <p>I have read that there are a lot of new Bayesian packages in R. Is there a list or reference on which packages there are for Bayesian ...
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<p>One of the data sets I deal with is quite strange. The datawarehouse I downloaded the data from has a lot 999999999 values in one of the variables. Apparently the computer system on which the datawarehouse sits on does not support storing of null values. So they use 999999999 as the "null" value. Now if I just run <...
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<p>I'm trying to compute the minimum sample size for a psychometric test based on 7 point Likert scales. I'd like to run ANOVA on each scale to look for differences between groups.</p> <p>Most online survey sample size calculators seem to be designed for polls, e.g. Yes/No, Agree/Disagree. They take as input populatio...
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<p>I have two random poisson variables $x_1$ and $x_2$ with value 10 and 25 respectively. I am interested to use likelihood ratio test to test the null hypothesis: $\lambda_1=\lambda_2$, versus alernate hypthesis $\lambda_1$ not equal to $\lambda_2$.</p> <p>I want to use simulation to calculate power and alpha values....
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<p>I ran a 4(A)x4(B)x2(C) ANOVA in SPSS. I got significant main effects of A, B and C, and significant interaction effects of AxB and BxC. I got no significant interaction effects of AxC and AxBxC.</p> <p>My questions are: What do I do now? What post-hocs do I carry out? Should I make plots for AxB and BxC disregard...
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<p>I have a set of data points with an uncertainty on each point. From these data points I can fit a line, who's which the slope is a significant value. How do I use the information I have to get an estimate on the $ \sigma $ of my final value? All I can find online is information on $ R^2$ and $ \chi ^2 $. Bonus point...
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<p>I am undertaking biology course work and am a little stuck. </p> <p>My experimental hypothesis is: There is a significant correlation between increasing tomato extract concentrations and reduced seed germination.</p> <p>Which statistical test would be best?</p>
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<p>There are two time sequences in my system, one of them represents IN events, and the other OUT events. Each IN event would be released by the nearest following OUT event or reaching the deadline. I want to get the pdf of the interval between the time the IN event is triggered until the time it is released (OUT event...
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<p>Given a data set (having <em>n</em> instances and <em>m</em> features), what are the different measures that give some insight about some properties of the data set? </p> <p>In other words, if there are two such data sets, are there any measures that talk about similarity/difference between the data sets?</p> <p>T...
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<p>I made performing structural equation modelling. Some of my latent variables include a lot of items (e.g., 20 or more items). Alternatively, I could just include in the model a composite variable based on the items that I have computed myself.</p> <p><strong>When performing SEM, is it better to include all the ite...
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<p>Are there any multiple linear regression methods or packages that are resilient to occasional missing values? I have no prior view on imputing the missing values based on the nature of the data, and I would like to avoid discarding rows that have NAs.</p> <p>Although I am not performing a panel regression, my data ...
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<p>In the Lasso L1 regularization, from where comes the value of the variable $k$ in the second part of the function? Why isn't it $n$, too?</p> <p>$$L(\beta) = \sum_{i=1}^n (y_i - \phi(x_i)^T \cdot \beta)^2 + \lambda \sum_{j = 1}^k l(\beta_j)$$</p> <p>$\beta$ is the parameter vector, $y$ the output vector and $x$ th...
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<p>I have a question. A company conducted a study in two countries using the same battery of questions. However, one question was left out in country B by mistake (the questions ranged in a scale from 1 to 5 and they were sort of: how important is for you to have a product that is reliable, meets my needs, etc.).</p> ...
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<p>I have a question about conducting a PCA between variables that are measured in different units. I understand the importance of using a correlation matrix versus a covariance matrix to minimize variance. The data I'm working with is not normally distributed and has not been transformed in other tests. </p> <p>For e...
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<p>We are measuring two waves from a biological signal. As an example consider the ECG $P$ wave and $T$ wave. From a single trace, the amplitude of both of these waves is measured. We want to compare the inter-session reliability of the two waves; doing a second measurement a week later. So in this example we have ...
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<p>Let $X_i$ be independent, normally distributed random variables, for $1\leq i\leq N$. What is the distribution of $Y_m=\frac1 N \sum_{i=1}^N X_i^m$?</p> <p>Every high school student knows part of the answer. The mean of $Y^m$ is the $m$'th moment of the normal distribution, and the variance of $Y^1$ is $1/N$. I'm...
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<p>I want to calculate correlation coefficient between random vectors and use this for hypothesis testing. The code</p> <pre><code>bs &lt;- function(qtS, rvNum = 1000) { eb &lt;- qtS * rvNum randVect &lt;- matrix(rnorm(eb), nrow=qtS, ncol = rvNum) randVect &lt;- randVect/sqrt(sum(randVect * randVect)) randVect...
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<p>I am working on a prototype framework.</p> <p>Basically I need to generate a model or profile for each individual's lifestyle based on some sensor data about him/her, such as GPS, motions, heart rate, surrounding environment readings, temperature etc.</p> <p>The proposed model or profile is a knowledge representat...
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<p>The question is more involved on how to calculate the omitted variable bias. We were given data and are supposed to use SAS to run regression models. First, how do you know if results suggests there was an omitted variable bias? Second, how do you estimate the different components of </p> <p>Bias($\tilde{\beta_{1}}...
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<p>In Bayesian Linear Regression, we have a data set with {$x_{i}$, $t_{i}$} where $x_{i}$ are input vectors and $t_{i}$ are their resulting observations. We want to find a vector $\bf{w}$ in order to maximize the posterior distribution $p({\bf{w}}|{\bf{t}})$ and hopefully make good prediction for future $x_{i}$'s.</p...
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<p>I have conducted a survey with multiple 5 point Likert scale questions ranging from 1 = very unimportant to 5 = very important. </p> <p>I used frequency distributions, and stacked bar charts to show which percentage of respondents rated the items as either important or very important. There are some great differen...
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<p>I am trying to implement a gradient of Expected Shortfall/CVaR in $R$</p> <p>According to <a href="http://www.risklab.ch/workshops/computational_finance/lecturers/kalkbrenner.pdf" rel="nofollow">Kalkbrenner</a>, the derivative ($\Pi_{\alpha}^{ES}$) of ES is defined as: $$ \Pi_{\alpha}^{ES} = E_{\mathbb{Q}_X}(X_i) =...
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<p>I have been asked to use conjoint analysis to find the price elasticity of a certain category of products. I have never used conjoint analysis before and have been reading about it for a while. I have to confess I'm not delighted with the methodology and I wanted to know if anyone has any experience with this. Can a...
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<p>I perform logistic regression with a relatively small dataset (N=65), using 12 parameters (11 variables, one constant, no interactions), which results in a perfectly fitting model (in SPSS). I have a few questions about this:</p> <ol> <li>Is it correct to say that the model saturated, or is that only the case if th...
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<p>I have been reading a paper that formulates the problem of image registration as a generative model and I have been having a lot of trouble understanding some concepts and I was wondering if someone would be kind enough to shed some light on a particular matter that has me stumped for a few days now.</p> <p>The pro...
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<p>I need to understand where this formula comes from and what starting assumptions are required to get there:</p> <p>$ f_i = \frac{i-0.375}{n+0.25}$ where $i$ is the index (the position of the data value in the ordered list) and $n$ is the number of observations. The expected proportion of observations less than or e...
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<p>Can I use Tukey's HSD not as a post hoc test? just instead of a serious of T-TESTS? I am checking 8 variables. </p> <p>Also 5 of my variables as dichotomous and 3 have 3 levels </p> <p>Thanks</p>
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<p>I have data of daily time spent in studying for around 2000 students. I need to make clusters based on the pattern of hour spent in a week, not by average hour spent.For example some students are studying for 5 hours a day during weekdays &amp; in weekend it is 7 hours,for some students 2 hours in weekdays &amp; wee...
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<p>I measured the appearance of certain events over time in different conditions and I would like to know whether there is a difference between the happening of these events.</p> <p>I thought of plotting the events as cumulative curves, such as:</p> <pre><code># The times at which events occurr times.1 &lt;- c(0, 5, ...
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<p>I'd like to produce forecasts by considering different scenarios. I'm using Mean Error (ME), where the error $=$ forecast $-$ demand, and Mean Square Error (MSE) to evaluate the results. For the scenarios that bias (ME) is negative the MSE is very high, how can I interpret these results? </p> <p>I know that the MSE...
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<p>Consider data consisting of voting results. Votes can be either individual votes of jury members or aggregated votes by certain communities (professional of geographical). In the end there is a set of data where each row has three fields: Voter, Candidate (the one who collects votes) and Place (or rank, voters put c...
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<p>It's been a while since I've thought about or used a robust logistic regression model. However, I ran a few logits yesterday and realized that my probability curve was being affected by some 'extreme' values, and particularly low ones. However, when I went to run a robust logit model, I got the same results as I did...
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<p>On reading the FAQ I was in hope this question pertaining a particular aspect of grounded theory would fall under data analysis. I appreciate if you would point me to which other community I should refer this to otherwise.</p> <p>My question is of a novice on the field of Grounded Theory. I have seen and read few p...
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<p>How can you check multivariate normality, using the scores from the PCA? Or what can we expect about the scores if the data is multivariate normal distributed?</p>
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<p>Can anybody tell me how to do recency, frequency &amp; monetary value (RFM) modeling &amp; customer value modeling in R? </p> <p>Also, can somebody refer me some literature on it?</p>
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<p>I have two matched groups consisting of 22 observations each for a Poisson distributed variable. I am interested in evaluating the power to detect a 20% decrease in the outcome for the second group. I have no idea of the correlation between matched groups and hence will have to assume independence. I am planning on ...
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<p>I am exploring a multidimensional data set. The variables can be mainly divided into two groups: A and B. I have calculated the correlation (Spearman's rho) matrix of this data set, and found that although the correlation between a variable from group A and one from group B is generally low, there are nonetheless so...
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<p>What are the pros and cons between <a href="http://www.sagemath.org/" rel="nofollow">Sage</a> and Python versus R if I would like to do statistics on Linux? I know that I can use R inside Sage but in what order should I study those programs?</p>
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<p>I have to calculate half life of an advertisement using Kalman filter in R. The paper 'Estimating the Half-life of Advertisements' (Naik, 1999[1]) provides the base but am unable to understand how exactly the estimation is being done and since a lot of parameters that go in as the input to the kalman filters are unk...
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<p>One approach for clustering a high dimensional dataset is to use linear transformation, and the most common approaches are PCA and random projection (where random projection arises from the Johnson-Lindenstrauss Lemma). I was wondering why we can't use other random transformation s like when our transformation matr...
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<p>I am trying to figure how how I would fit a distribution to the data described below.</p> <p>Imagine I run an experiment where in condition 1 subjects choose between option A costing \$50 and option B costing \$100. In condition 2 subjects chose between option A costing \$50 dollars and option B costing \$80.</p> ...
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<p>I am given that score ("logscore") of 2 players follow a normal distribution. They both have the same standard deviation of 0.205 but the mean varies. Player A has mean logscore that exceeds B by 0.15. I need to compute the probability A wins B. How do I approach this problem? </p> <p><img src="http://i.stack.imgur...
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<p>I have a problem where I want to predict the outcome of a sequence given another sequence online. Let $(x_1, x_2, ... x_T)$ be denoted by $x_{1:T}$, then I am estimating: $$ p(y_T|x_{1:T}) $$ where $y_t \in Y, x_t \in X~\forall t$. That is, given a history of observations I want to predict the outcome of another var...
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<p>I'm working on power/sample size calculations for a non-profit and want to make sure my logic is correct, as I haven't worked with a situation quite like this before! This is a bit of a long post, as I want to make the situation clear, but the first two questions are the important ones.</p> <p><strong>The Situation...
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<p>I have a problem with calculating the variance of an exponential distribution. In my formulary there are these formulas for exponential distributions:</p> <p>$E(X)=\frac{1}{\lambda}$ $V(X)=\frac{1}{\lambda^2}$</p> <p>Where $E(X)$ is the expected value and $V(X)$ the variance.</p> <p>I have a distribution function...
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<p>GOOD DAY</p> <p>I am PHD student in management. I need some help about my analysis. My model is relatively complex and I need your advises. My model aims to examine the relationship between knowledge m management and managers' competencies. Knowledge management is an independent variable and consists of six constru...
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<p>I have 2-classes labelled data on which I'm performing classification using multiple classifiers. And the datasets are well balanced. When assessing the classifiers' performance, I need to take into consideration how accurate the classifier is in determining not only the true positives, but the true negatives also. ...
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<p>I have a series of data sets. Each data set represents a measurement in 3D space relative to a global origin. I want to model the extreme values of my data. If I were to calculate the extreme radius and use that would I still expect a gumbel distribution? Alternatively I could produce a separate model for each axis ...
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<p>I'm trying to impute missing values but I have problem dealing with categorical variables. The command softImpute calculate the missing values but they also turn categorical variables, which is inadequate for the analysis. For the missing values I did the following</p> <pre><code>&gt;softImp = softImpute(as.matrix(...
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<p>I'm working with a high-dimensional mixture distribution, and I'm interested in calculating its entropy.</p> <p>I think I could work it out if there were only two mixture components. Following @Daniel's suggestion in the comments, here's what I have so far:</p> <blockquote> <p>If the two components had equal we...
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<p>I understand the importance of out-of-sample testing, but could you tell me <strong>why I should (or shouldn't) do out-of-time testing</strong> ?</p> <p>The only use that comes to mind is if the predictive model applies to economic activity and seeing whether it would work in both bull and bear markets. But more i...
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<p>Take inference to mean reasoning/predicting the value of a hidden/laten variable $Z$ given some evidence/data $X$. For example, maybe you are trying to find out if your patient has Cancer (Z = 1 if he does, 0 if he doesn't) but you only have indirect ways of measuring it X. Say X could be the color of his skin, the ...
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<p>I want to calculate the distribution of a product of two i.i.d. Gaussian distributed variables a and b. In principle, this should be possible by defining a new variable x with a dirac delta distribution</p> <p><img src="http://i.stack.imgur.com/6TO55.png" alt="new variable x with dirac delta distribution"></p> <p>...
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<p>I am currently conducting a survey for a class requirement but I do not know how to process the raw data. I am using the "Media Fitness Framework" by Higa and Gu which basically quantifies a channel's ability to perform via a Likert scale. The article discusses how to find the most fit media per respondent, but does...
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<p>I have to use <a href="http://scikit-learn.org/stable/modules/generated/sklearn.isotonic.IsotonicRegression.html#sklearn.isotonic.IsotonicRegression" rel="nofollow">IsotonicRegression</a> class from <a href="http://scikit-learn.org/stable/index.html" rel="nofollow">scikit-learn</a> with non-uniform point weights: in...
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<p>I'm very new to statistics so apologies if this is a dumb question. I've got a grasp of the concepts but not real-life usage of them (but I am learning!). </p> <p>I have a skewed distribution where one datapoint (google, see below) dominates the dataset (the Visits metric). I can intuitively see that the %CR for th...
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<p>I always thought I understood the concept of variance, but this one confuses me.</p> <p>$ \begin{eqnarray} X &amp; := &amp; (1, 2, 3)\\ E(X) &amp; = &amp; (1 + 2 + 3) / 3 = 2\\ Var(X) &amp; = &amp; Cov(X, X) = E((X - E(X))^2)\\ &amp; = &amp; E((-1, 0, 1)^2)\\ &amp; = &amp; E(1,0,1)\\ &amp; = &amp; 2/3 \end{eqnarray...
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<p>I have two statistical models. Model 1 uses a <a href="http://en.wikipedia.org/wiki/Generalized_linear_model" rel="nofollow">GLM</a> approach while model 2 uses a time series approach for fitting. I want to compare these two models. </p> <p>Model 1 (i.e. GLM) has a better out of sample performance. Model 2 has a be...
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<p>I'm trying to run K-fold cross-validation on a multiple regression model that was generated via the <code>step</code> function in R. However, the call to <code>cv.glm</code> returns <code>NaN</code>.</p> <p>Here is a simplified script that replicates the problem:</p> <pre><code># this works just fine library(boot)...
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<p>Please forgive me if this is a stupid question; I am still kind of new to statistics.</p> <p>I am running an experiment. There are two features: Gender and Area.</p> <p>Gender has two levels (Male/Female) and Area has four (North/South/East/West).</p> <p>The dependent variable is height. My sample size is real...
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<p>This is my first post and I am not a skilled programmer, so please let me know if the question or code are unclear.</p> <p>I am trying to bootstrap an interaction (that is my test statistic) using the package "boot" in R. My problem is that for every resample, I would like the randomization to be done within subjec...
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<p>I am trying to learn to fit data into models.The data is multi dimensional with <code>n</code> observations for each of the <code>k</code>dimensions.I went through the link <a href="http://stats.stackexchange.com/questions/16022/how-to-find-a-fitted-statistical-model-to-a-series-of-data">Link</a> but in my case the ...
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<p>I'm using R and I want to use some type of machine learning technique (SVM, perhaps) to classify data. I have data that looks like this, for example</p> <pre><code> [,1] [,2] [,3] [,4] [,5] [1,] 3 4 5 6 0 [2,] 2 6 7 3 1 [3,] 7 1 4 6 1 [4,] 3 4 5 9 0 </...
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<p>There has been extensive literature that puts forth a standard set of assumptions for the Ordinary Least Squares (OLS) estimator. I am very interested in working around the two classical problems of </p> <p>a)Errors in Variables regression, </p> <p>b)Deming's Regression</p> <p>in a multivariate setting where the ...
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<p>Counts of the number of broken bones in college athletes during the season would be best represented by which of the following probability models? </p> <p>Question options:</p> <ol> <li>Binomial --Thinking this is the best answer since they either yes broke a bone or no did not break a bone</li> <li>Poisson </li> ...
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<p>I would like to calculate the power of a Chi-Square test for goodness-of-fit as a function of sample size for a specified alpha-value (say 0.01). Specifically, I am referring to power as the probability that the test will correctly reject the null hypothesis. In most places I look, I can find only vague references t...
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<p>I have a question about a testing methodology for a binary classifier, that I'm not entirely sure how to describe. So apologies if this has been answered many times before but I haven't had much luck searching for it.</p> <p>I'm attempting to test a binary classifier where the positive class is a tiny minority of t...
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<p>Are Bayesian approaches (static and dynamic) used for classification (which is supervised) or for clustering (which is unsupervised)? or can they be used for both ?</p> <p>I even see that for instance to compute the likelihood they need the class labels of data, so I was thinking that it is only convenient for supe...
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<p>I have modeled some data using generalized linear modeling with a binomial distribution and logit link function. However, my data is not dichotomous, it is actually a series of events. I have fixed the number of trials at 20 (because there were 20 trials) so it is not a binary outcome (i.e., logistic regression). I ...
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<p>What happens to the error terms in an (AR)MA model when doing out-of-sample forecasting? As I understand it, when doing an in-sample fit, the estimate is simply the residual of the ground truth data. However, in an out-of-sample setting I don't know the residual. What happens? Do I take zero as the expected value as...
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<p>I'm looking at two time series and I would like to determine how they move together. They both are however stationary. Would it make sense to test for cointegration? Linear relationship between both series has a very low R^2 and correlation but I think that there might be a lag or something and that they move togeth...
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<p>I have conjectured the following:</p> <p>Let $f:\mathbb{R}\supseteq A \rightarrow B \subseteq \mathbb{R}$ be an injective function. Let $X$ be a random variable with support $A$ and $Y$ be some random variable that is not independent from $X$. Then, $$E[Y | X=x]=E[Y|f(X)=f(x)].$$</p> <p>Is that correct? If it is c...
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<p>Is there a nice limiting distribution of $\max( X_1,X_2,...,X_n) $ as $n$ goes to $\infty$, assuming that they are <em>iid</em> normal distributions with variance $\sigma^2$. </p> <p>This is almost certainly a well known problem with a clever proof and nice solution, but I've been digging around and haven't found a...
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<p>I've learned how to use some packages like <code>neuralnet</code> and <code>caret</code> to create models based on designed experiments and am getting to the point where I think my models are relatively decent.</p> <p>There's a program called <a href="http://www.3ds.com/products/simulia/portfolio/isight-simulia-exe...
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<p>Continuing on my exploration of the log-normal distribution, I'm working on reimplementing some code originally written for a Weibull/Exponential model for a log-normal model. Among the things it does is use SAS's PROX NLMIXED to hard-calculate some likelihoods. While this is technically SAS code, I think it's prett...
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<p>I following <a href="http://www.kdnuggets.com/data_mining_course/assignments/final-project.html" rel="nofollow">this </a> data mining project. It explains how to do it but I don't understand the T-value part.</p> <p><strong>"For each class, generate subsets with top 2,4,6,8,10,12,15,20,25, and 30 top genes with the...
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<p>It violates some intuition in me that no matter what particular outcome has occurred of a variable described by a continuous distribution, it must have had probability 0.</p> <p>In Frequentist inference, I feel ok (but not great) by recognizing that the asymptotic value of the number of occurrences of any outcome d...
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<p>In one-tailed test , we give our decision at $\alpha$ level of significant.</p> <p>But in two-tailed test , why do we give our decision at $2\alpha$ level of significant? Why do we not give the decision of two-tailed test at $\alpha$ level of significant?</p> <p>For example , The Durbin-Watson test for autocorrela...
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<p>I have been using SAS professionally for close to 5 years now. I have it installed on my laptop and frequently have to analyze datasets with 1,000-2,000 variables and hundreds of thousands of observations.</p> <p>I have been looking for alternatives to SAS that allow me to conduct analyses on similar sized data se...
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<p>This is something I have been thinking about for sometime. Consider the random effects model</p> <p>$y= Zu + e$ </p> <p>where $u \sim N(0, \sigma^{2}I)$ and $ e \sim N(0, \epsilon^{2}I)$</p> <p>I now want to compare 2 models. In the first model I use an overfit matrix $Z_{1}$ in which one singular value is large ...
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<p>I am trying to construct a LRT to test the hypothesis $H_0: p \ge p_0$ and $H_1: p &lt; p_0$ where $\alpha = .1$ and $p_0 = .6$ and give a critical region.</p> <p>Attempt:</p> <p>$\lambda(x) = \frac{"restricted" MLE}{"unrestricted" MLE} = \frac{L(\hat{\theta_0}|X)}{L(\hat{\theta}|X)}$</p> <p>I am looking for $P(X...
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<p>This could be a machine learning question as much as a statistics question, but I think this is the best place to put the question.</p> <p>Here are three different examples of problems where each observation can have a different amount of data:</p> <ul> <li>Users surfing a website will click around from page to pa...
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<p><em>I originally posted this on stackoverflow.com and then deleted it and moved it here</em></p> <p>My question is similar to <a href="http://stats.stackexchange.com/questions/33823/similarity-of-two-discrete-fourier-tranforms">Similarity of two discrete fourier tranforms</a> (specifically the selected answer). I...
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<p>(This is related to my (so far unanswered) <a href="http://stats.stackexchange.com/questions/67519/bootstrapping-residuals-am-i-doing-it-right">last question</a>) </p> <p>I want to use residual bootstrap to examine uncertainty and robustness of a model that fits a series of environmental measurements. I know close ...
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<p>I designed an assessment rubric for a class assignment and wish to calculate my own intra-rater reliability. My goal is to use the rubric to evaluate the same ordinal data at two different points in time. Would a Cohen's kappa be fine for this or is there another formula in SPSS you would recommend? Thank you.</p>
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<p>I have a problem where I think subsampling is more appropriate than the bootstrap. (Reason in <a href="http://stats.stackexchange.com/questions/67613/is-excess-mass-estimation-smooth-enough-to-bootstrap">another post</a>.)</p> <p>However, I found no quick reference on subsampling CIs, and my naive inversion of the ...
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