question stringlengths 37 38.8k | group_id int64 0 74.5k |
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<p>I am learning the financial time series using the book 'Analysis of financial time series' by Ruey Tsay. In chapter 2, they introduced AR(2) models.</p>
<p>The moment equation (which is the function between the autocorrelations), is a second-order polynomials. And by solving the equation, if there is a real solutio... | 70,461 |
<p>I have <a href="http://stats.stackexchange.com/a/79304/27838">read</a> that <em>"When you get more and more data, you can find statistically significant differences <strong>wherever you look</strong>"</em></p>
<p>My question is:</p>
<ol>
<li>Why is this the case? (any intuitive <strong>examples</strong> that show... | 70,462 |
<p>I have a problem like the following:</p>
<p>1) There are six measurements for each individual with large within-subject variance </p>
<p>2) There are two groups (Treatment and Control)</p>
<p>3) Each group consists of 5 individuals</p>
<p>4) I want to perform a significance test comparing the two groups to know ... | 31,417 |
<p>I have two questions related to time series forecasting with ARIMA:</p>
<ol>
<li>Does ARIMA require normally distributed errors or normally distributed input data ?</li>
<li>Are there any assumptions on input time series data for ARIMA model and exogenous variables for ARIMAX model ?</li>
</ol> | 70,463 |
<p>If say for a random variable $X$, I have observation of $x_1,x_2,x_3,\ldots,x_n$. Let $m$ be the sample mean, and $s$ be the sample standard deviation. Does the new random variable $(X-m)/s$ follow some distribution? It's not $t$-distribution I guess, since for it to be $t$ distributed, $m$ needs to be replaced by t... | 31,419 |
<p>I have the following regression</p>
<p>$children = \beta_0 + \beta_1 \log(earnings) + \beta_2 grandparents + \epsilon$</p>
<p>and $\beta_1>0$ with $p$=0.01 and $\beta_2>0$ with $p$=0.01, and N is large (N>10.000) and grandparents takes values 0,1,2,3,4.</p>
<p>Then I add the interaction term ($\log(earnings... | 70,464 |
<p>What statistical test can I use to compare two ratios from two independent samples. The ratios are after to before results. I need to compare the after/before ratios for two independent models and show whether they are have significant difference or not. Please help!</p> | 70,465 |
<p>I have data from patients treated with 2 different kinds of treatments during surgery.
I need to analyze its effect on heart rate.
The heart rate measurement is taken every 15 minutes. </p>
<p>Given that the surgery length can be different for each patient, each patient can have between 7 and 10 heart rate measure... | 70,466 |
<p>I am trying to do PCA on a series of variables (all are positive, real numbers) using correlation and varimax rotation. All the computation is done in R.</p>
<p>Although I got high loadings for all variables of interest, the frequency distribution of the obtained PC2 shows an exponential distribution, meaning that ... | 70,467 |
<p>I have a regression problem where the independent variables are all factors (categorical). I've been looking at the literature on missing data, and so far it all seems concerned with missing training data. I was wondering if there is a standard way of dealing with missing data in the <em>prediction</em> set. That... | 70,468 |
<p>I am an expert GIS user moving towards R more and more. I have been using R for some basic regressions and such, but I would like to begin to use and manipulate GIS data in R.</p>
<p>How can I create a basemap graphic similar to the one in this post:
<a href="http://stats.stackexchange.com/questions/72421/showing-... | 70,469 |
<p>Given a probability measure $\nu$ on a subset $M \subseteq \mathbb{R}^N$ we construct the corresponding operator</p>
<p>$$L^tf(x)=f(x)\int_{M} e^{-\frac{||x-y||^2}{4t}}d\nu(y)-\int_{M}f(y)e^{-\frac{||x-y||^2}{4t}}d\nu(y).$$</p>
<p>Let data points $x_1, \dots, x_n$ be sampled from $\nu$ on $M \subseteq \mathbb{R}^N... | 41,942 |
<p>I have a 2x2, between-subjects experimental design (2 independent variables (IVs) with 2 levels each) and one dependent variable (DV). My data are unbalanced and an interaction between the IVs seems likely, so I plan to use ANOVA with Type III Sums of Squares to test whether my DV is different across one of my IVs ... | 49,489 |
<p>I have access to a database with a lot of credit data about individuals through my job and I'd like to use it to learn some R and eventually, come up with some models that predict credit worthiness using both the credit data and positive data from how these clients perform as our customers.</p>
<p>Can someone recom... | 37,435 |
<p>I am trying use log-log regression with sample data, whereby a 1% increase in x is associated with a 25% increase in y - see example SAS code below. I expected the regression coefficient for log_x to be 25.0, but proc glimmix yielded 22.43. </p>
<p>Please advise. I do not know how to interpret log-log regression... | 70,470 |
<p>For using structured SVM with binary loss one needs to define a combined feature representation $\psi(x, y)$ of inputs $x$ and output $y$. For binary output $y \in \{-1, 1\}$.</p>
<p>While computing the most violated constraint we maximize the loss augmented score over $y$, i.e, $max_{y} \Delta(y, y_i) + w^T.\psi(x... | 31,426 |
<p>It is well-known that maximum likelihood estimate for a mixture model, with the mixture distributions known, and the estimation is done for the mixture coefficients is consistent (I think) -- the ML objective has a single likelihood, so expectation-maximization will be consistent.</p>
<p>What if the mixture distrib... | 70,471 |
<p>I'm running into problems meeting some of the assumptions of MANOVA, namely homogeneous group covariance matrices and normality. I'm looking for an alternative approach where assumptions are not violated - perhaps a mixed model.</p>
<p>I have a data set with 8 continuous response variables that have various non-nor... | 1,326 |
<p>Let's say I have two regression models </p>
<p>(I) $y_t=\beta_1+\beta_2 x_2+u_t$</p>
<p>(II) $y_t=\beta_1+\beta_2 x_2+\beta_3 x_3 + u_t$</p>
<p>How the omission of relevant variable (not irrelevant variable) affects adjusted $R^2$? </p>
<p>That's when I compare Adj-$R^2$ for two models, what can I say? Which on... | 70,472 |
<p>I read that sparse auto encoders are edge detectors. In all most all the web pages that I read, they use a picture for visualization of weights of sparse auto encoder and say that they are edge detectors. But why did they especially detect edges? Why are the weights adjusted in such a manner?</p> | 70,473 |
<p>I asked same question on stack <a href="http://stackoverflow.com/questions/22868923/how-to-augment-lpsolve-r-optimization-solution-to-run-on-a-hadoop-cluster?noredirect=1#comment34893857_22868923">overflow</a> but didn't get quite a lot replies...wondering if this forum is better..</p>
<p>I am using R lpsolve packa... | 70,474 |
<p>I want to perform a quantile regression on two continuous variables; Y (DV) and X (IV). I want to find out if there is an significant association between Y and X.</p>
<p>When doing this in R like:</p>
<p>fit2 <- rq(Y ~ X,tau=c(.05, .25, .5, .75, .95))</p>
<p>If say, the 75% quantile of X is significant with a ... | 31,432 |
<p>by doing ANOVA of biological data from four species I've find that my data have unequal variance between the species. Now I would like to determine which species are different in this character. Is it correct approach to make six pairwise Levene's tests or F-tests and adjust p-values for multiple comparisons or ther... | 70,475 |
<p>Suppose I have observations $(X_i,Y_i)$ for $i=1,..., n$ and I wish estimate a function $g$ such that $Y_i = g(X_i) +V_i$ where $V_i$ is independent of $X_i$ and $E(V_i) = 0$, $E(V_i^2) = \sigma_V^2 < \infty$. Then I use a series approximation to estimate $g$, such that $H_n = \{ g : g= \sum_{k=1}^{N}\alpha_k h_k... | 31,434 |
<p>I'm currently working on the Netflix Challenge with the original huge dataset and have run into some problems. I don't have access to any servers or computing clusters so I've been running everything (slowly) on my personal machine.</p>
<p>I'm trying to implement the softImpute function in R and the algorithm conve... | 70,476 |
<p>I have a prototype machine producing parts.</p>
<p>In a first test the machine produces $N_1$ parts and a binary classifier tells me that $d_1$ parts are defective ($d_1 < N_1$, usually $d_1/N_1<0.01$ and $N_1\approx10^4$) and $N_1-d_1$ parts are good.</p>
<p>Then a technician makes some changes in the machi... | 70,477 |
<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/11256/regression-on-a-non-normal-dependent-variable">Regression on a non-normal dependent variable</a> </p>
</blockquote>
<p>If the dependent variable in a multiple regression is not normally distributed, ... | 49,428 |
<p>I have a list of results of two different groups of coin tosses generated by <a href="http://www.wolframalpha.com/input/?i=10+coin+tosses" rel="nofollow">http://www.wolframalpha.com/input/?i=10+coin+tosses</a>. But the number of tosses is different: There are 10 in one group and 100 in the other one. Could I use a p... | 31,441 |
<p>Is there a description of the Wiener Process when a Laplace distribution is assumed rather than a normal one?</p> | 31,444 |
<p>I am reading a bit about <a href="http://www.indiana.edu/~kruschke/DoingBayesianDataAnalysis/" rel="nofollow">Bayesian analysis</a>, but I cannot understand the difference between the classic quantiles and the Highest Posterior Density Intervals. What is the difference between the two? I have simulated and plotted s... | 110 |
<p>I have a bit trouble implementing a gaussian-rectified RBM. I would like to show you how I would implement it. It would be nice if you point out errors or comment the implementation.</p>
<p>These are the key parts in how I would implement this RBM (in a Matlab-like fashion):</p>
<p>hiddenUnitActivation:</p>
<pre>... | 70,478 |
<p>I am analyzing data from an randomized controlled trial with a “strange” design where there are two phases (control and intervention) and individuals can enroll in either phases. Those who are enrolled in control may have the event of interest (or censoring) either in the control or in the intervention phase (i.e. t... | 70,479 |
<p>Bear with me:</p>
<p>I have a data set that is begging for the tf-idf transformation to account for a long tailed distribution of degree. Right now, it is in the form of a network where a tie represents co-purchases, but because some products are wildly more popular than others, they end up as the strongest ties fo... | 31,447 |
<p>This term appears frequently in the <a href="http://www.kaggle.com/c/DontGetKicked/forums/t/1227/congratulations-to-the-winners">method-related threads</a>.</p>
<p>Is <strong>blending</strong> a specific method in data-mining and statistical learning? I cannot get a relevant result from google.</p>
<p>It seems ble... | 31,448 |
<p>I wish to do a comparative analysis between a primary, local data set and the National Health and Nutrition Examination Survey (NHANES). Specifically, I'd like the comparison to be limited to 11 year olds (my survey was only sixth graders, hence 11 year olds) and the intent here is to compare means for four anthrop... | 70,480 |
<p>I am working on an ARX forecasting problem mostly using feed-forward neural networks in MATLAB. The functional model is of the form
$y(t) = f(y(t-1),...,y(t-n),u(t))$. My data is at half hourly resolution.</p>
<p>The problem is that forecasted outputs appear to be lagged by one time step when compared to the true o... | 70,481 |
<p>In linear regression analysis, we analyze outliers, investigate multicollinearity, test heteroscedasticty. </p>
<p>The question is: Is there any order to apply these? I mean, do we have to analyze outliers very firstly, and then examine multicollinearity? Or reverse? </p>
<p>Is there any rule of thumb about this... | 49,899 |
<p>(a) Let $X_1,X_2,\cdots,X_n$ be a random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$.</p>
<p>Show that</p>
<p>$E[\bar{X}]=\mu$ and $V[\bar{X}]=\frac{\sigma^2}{n}$ </p>
<p>What is the distribution of $\bar{X}$?</p>
<p>(b) If the distribution of $X_1,X_2,\cdots,X_n$ were not Normal, u... | 31,452 |
<p>I am reading about the Kolmogrov-Smirnov tests from the book Probability and Statistics by DeGroot and Schervish. In the initial few lines on this topic, the authors state the following:- </p>
<blockquote>
<p>Suppose that the random variables X1,...,Xn form a random sample from some continuous distribution, and l... | 70,482 |
<p>B"H</p>
<p>Hello,</p>
<p>Assume I have a very large set of vectors ($X_i$) over some feature space ($F_i$), each vector is labeled as either $+1$ or $-1$. For convenience lets refer to this set as "<strong>the history set</strong>".</p>
<p><strong>THE QUESTION:</strong></p>
<p>Given a new vector $X_{test}$ to be... | 41,970 |
<p>I have set of random values with the same distribution $y_1, \ldots, y_N$</p>
<p>$$T = \frac{1}{N}\sum_{j = 1}^{N} y_j$$ </p>
<p>I want to find the confidence interval for the mathematical expectation $E(Y)$</p>
<p>I can use an approximation:</p>
<p>$T∼N(μ,\frac{\sigma^2}{N})$, where $\sigma=\frac{\sum^N_{i=1... | 37,635 |
<p>OK, I am not a statistician (Not even close). I am a High Performance Computing researcher and I wanted a few test cases for <strong>Large</strong> (Greater than 5000x5000) Dense Matrices. I had asked <a href="http://scicomp.stackexchange.com/questions/1108/where-do-dense-matrices-occur">here</a> and a few other pla... | 70,483 |
<p>I have a large training set, and it is too big to apply some algorithms due to computation limits. </p>
<p>What are the common methods to decrease training set size without losing significant amount of information? </p>
<p><strong>Edit:</strong></p>
<p>Training examples have 3 features and it is a 0/1 classifica... | 70,484 |
<p>I'm not a statistician. So, please bear with my blunders if any.</p>
<p>Would you please explain in a simple manner how simulation is done? I know that it picks some random sample from a normal distribution and use for simulating. But, don't understand clearly.</p> | 41,976 |
<p>What is a family of functions which goes from 0 to 1 and has one or more parameters that alters the rate at which a value of 1 is approached?</p> | 30,367 |
<p>REF: <a href="http://en.wikipedia.org/wiki/Order_of_integration" rel="nofollow">http://en.wikipedia.org/wiki/Order_of_integration</a></p>
<p>What is the interpretation/intuition behind a time series integrable of order 0? I am reading something on cointegration and this is not yet clear to me.</p> | 70,485 |
<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/24416/how-to-do-a-pretty-scatter-plot-in-r">How to do a pretty scatter plot in R?</a> </p>
</blockquote>
<p>How to use ggplot to do the binned quantile plots(one type of scatter plot)?
Hi all,
I have done ... | 49,850 |
<p>I have a panel of simulated data where I believe that each entity in the panel follows the same AR(1) process. E.g. </p>
<pre><code> Nsim = 100;
T = 30;
rho = 0.6;
xinit = 100;
opinc = matrix(0, nrow=Nsim, ncol=T)
opinc[,1] = xinit
for(n in 1:Nsim) {
for(t in 2:T) {
x[n,t] = x[n,t-1] * rho + 100* rno... | 31,462 |
<p>I am learning regression course.For a homework given the residual plot I have to analyze it.This is how I interpreted it.I want to know if there are any wrong interpretations.<br>
1)Since the variability at each x is not the same,there is <strong>non</strong> constant variance.<br>
2)The residuals are not randomly ... | 70,486 |
<p>How to test the statistical significance of the difference of two univariate Linear Regression betas?
Hi all,
There are two samples of data: D1 and D2.
On data D1 we do a univariate Linear Regression and get the coefficient beta1.
On data D2 we do a univariate Linear Regression and get the coefficient beta2.
How do ... | 31,464 |
<p>I am looking at the time required by judges to reach decisions. Each judge assesses a number of applicants and can either approve or not approve the application. The case is finalized when the judge renders his report, which may be some time after the hearing. A number of cases were still open at the end of the stud... | 70,487 |
<p>I have read a lot of research papers about sentiment classification and related topics. </p>
<p>Most of them use 10-fold cross validation to train and test classifiers. That means that no separate testing/validation is done. Why is that? </p>
<p>What are the advantages/disadvantages of this approach, especially fo... | 70,488 |
<p>I'm compiling some data for econometrics research. </p>
<p>$Y$ is the dependent variable, which is a probability index (the Simpson Biological Diversity index): \begin{equation}D = 1- \sum \frac{n\cdot (n-1)}{N(N-1)}\end{equation} and is bound by the range [0,1]</p>
<p>$X$ is the independent variable, which is th... | 31,465 |
<p>I have attempted to view the following experiment as a split plot design:</p>
<p>15 undergraduates serve as subjects for an experiment that compares two hypnosis methods. There are two phases to the experiment. In phase one, all subjects take an exam to recall 16 word-number pairs in a normal waking state. The expe... | 70,489 |
<p>I was looking at the outlier detection formula which uses the IQR and I wonder why it should be multiplied by 1.5? Can the constant be increased i.e 3 or 6 to be more "acid" if so under what criteria?</p> | 70,490 |
<p>I am trying implement importance sampling of this integral
$$
\mathfrak{I} = \int\limits_{-\infty }^{\infty }{\sqrt{\left| \frac{\theta }{1-\theta } \right|}}f(\theta )\text{d}\theta
$$
where $f(\theta )\propto {{(1+{{\theta }^{2}}/5)}^{-3}}$ is a t-distribution with df=5.</p>
<p>I already sampled from the above ... | 1,499 |
<p>I am looking at my statistics book and an article online for linear regression and was wondering if anyone can verify that these two equations are entirely different. Consider the equation $\hat{y} = ax + b$</p>
<p>In my book, a and b are :</p>
<p>$a = \frac{r \cdot S_{y}}{S_{x}}$</p>
<p>$b = \bar{y} - a\bar{x}$ ... | 70,491 |
<p>I know that Mincer-Zarnowitz type of regressions are typically applied in a time series setting to evaluate forecasts. My question is whether the same type of regressions can be used in a cross sectional setting?</p>
<p>Say, my forecast of a variable for entity $i$ is $f_i$ and the realization of the variable is $a... | 1,501 |
<p>I am currently writing a paper with several multiple regression analyses. While visualizing univariate linear regression is easy via scatter plots, I was wondering whether there is any good way to visualize multiple linear regressions? </p>
<p>I am currently just plotting scatter plots like dependent variable vs. 1... | 31,471 |
<p>I need to find an appropriate statistical test (likelihood ratio test, t-test, etc.) on the following: Let $\{X_i;Y_i\}^n_{i=1}$ be an i.i.d. sample of a random vector $(X;Y)$ and assume that $\bigl( \begin{smallmatrix}
Y\\
X
\end{smallmatrix} \bigr)$~$N$ $\left[\bigl( \begin{smallmatrix}
\mu_1\\
\mu_2
\en... | 31,472 |
<p>I used stl() in R to decompose count data into trend, seasonal & irregular components. The resulting trend values are not integers anymore. I have the following questions:</p>
<ol>
<li>Is stl() an appropriate way to deseasonalize count data?</li>
<li>Since the resulting trend is not interger valued anymore, can... | 31,473 |
<p>We know if Gaussian Mixture Model is a probablistic counterpart of k-means algorithm. Is there a probablistic counterpart for decision-trees?</p>
<p>UPDATE: I know that branching in DT can be probablistic. But what I meant, is the way we create separated regions in the input space by each branching (as apposed to s... | 11 |
<p>In the rpart() routine to create CART models, you specify the complexity parameter to which you want to prune your tree. I have seen two different recommendations for choosing the complexity parameter:</p>
<ol>
<li><p>Choose the complexity parameter associated with the minimum possible cross-validated error. This m... | 31,474 |
<p>My company would like to use control charts (Shewhart, EWMA, or both) to detect changes to the distributions of our key business metrics. For instance, we could sample user signups each day and determine whether a change to our sales webpage has caused the mean to shift. We have two major goals:</p>
<ol>
<li>To fin... | 70,492 |
<p>Say I'm flipping coins and betting £1 on each flip. After 100 flips with infinite money, I have an 18.4% chance of being up by £10 or more (binomial with p = 0.5, n = 100, x = 55).</p>
<p>If I start with a finite amount of money, say £5, and cannot continue if I go broke, presumably my probability of finishing up £... | 70,493 |
<p>This is a rather simple question but I cannot seem to find the answer anywhere. I have a classification tree (Exact details irrelevant). My question is, say at the very top of the tree the condition is number < 5. If the condition is true (say, my number = 10), then do I go left or right down the tree? What is th... | 31,476 |
<p>I want to break down this statement:</p>
<p>$|E[(X - \bar{x})(Y - \bar{y})]|^2 = |<X - \bar{x}, Y - \bar{y}>|^2$ </p>
<p>I am not familiar with expectation values being broken down into vectors. I only know that by definition $\displaystyle E[(X - \bar{x})^2] = \sum_{i=1}^{n} \frac{(x_{i} - \bar{x})^2}{n}$ a... | 23 |
<p>Suppose we have sales of 3 products A, B and C which market share always sum up to 100%. How to model market share of product A using market shares of B and C? So that we will know that if share of A grows 1 percentage point then A has to steal that growth in some proportion form products B and C. </p>
<p>A means i... | 70,494 |
<p><a href="http://en.wikipedia.org/wiki/Score_%28statistics%29" rel="nofollow">Wikipedia</a> tells us that the score plays an important role in the Cramér–Rao inequality. It also phrases out the definition:</p>
<p>$$V = \frac{\partial}{\partial \theta} \log{L(\theta; X)}$$</p>
<p>However, I cannot find an <strong>in... | 40,701 |
<p>Lets say I know that I am going to store the information of 10,000 people each year for 4 years, that is 40,000 files. Now If I estimate that on the best case scenario the information from each person is going to weight .25MBytes, I believe there is a 50% chance that it will weight 1Mbyte, and I believe that the wo... | 31,478 |
<p>PCA reduces data set dimensions while trying to keep most variations in data set.</p>
<p>PCA can be used as a dimension reducing technique in discrimination, however it tries to keep the most discrimination power rather than keep most variations as more variation does not necessarily mean the separation of differen... | 31,480 |
<p>For very extreme high dimensions in PCA, the number of dimensions $p$ is larger than the sample size $N$, does PCA work well or does it work at all? By 'work' I mean</p>
<ol>
<li><p>does it work mathematically</p></li>
<li><p>If it can work mathematically, does it make any sense to use it for such high dimension.</... | 31,481 |
<p>I have some problem to interpret the result of MLE estimation :</p>
<p><img src="http://i.stack.imgur.com/cDUpN.png" alt="enter image description here"></p>
<p>Is it possible to get some advise about how to interpret it?</p>
<p>the log likelihood function :
$\sum^{n}_{i=1}\log\left( \phi\left( \frac{w-\mu}{\sigm... | 70,495 |
<p>So I am trying to assign 1 to numbers above the median and 0 to those below the median using the <code>generate</code> command. The problem is that I have a bunch of numbers right at the median. I don't want to assign them all to just 1's or all to 0's. Is there a way to divide the values at the median randomly in h... | 70,496 |
<p>I'm currently working on some algorithm and I'm kinda out of idea for a problem I'm trying to tacle. </p>
<p>Basically I'm trying to subsample the features of a dataset. I want to subsample that given this critera :</p>
<ol>
<li>if the feature is relevant it has a high chance of being drawn</li>
<li>if the feature... | 31,483 |
<p>I am looking for a Gaussian function centered in $0$ with $90\%$ of the integral is in $[-10,10]$. From this information, how can I get the value of $\sigma$?</p>
<p>I guess we can write $P(|X|<10)=0.9$ </p>
<p>$\frac{1}{(2\pi)^{1/2}\sigma}\int_{-10}^{10}e^{-\frac{x^2}{2\sigma^2}}dx=0.9$</p>
<p>Then </p>
<p>$... | 31,484 |
<p>I have activity data (represented by a real number) for five chemical compounds (and for which I have a set of 600 descriptors) and would like to use neural networks or SVM or any other system that would allow to predict activity data for new related compounds. Most people tell me that with only 5 compounds, all met... | 31,485 |
<p>Suppose I have a regression tree and feature set $X$. Suppose that the feature set is composed of $X:=\{X_0,X_1,...,X_{100}\}$, where each $X_i \sim N(0,\sigma^2)$. </p>
<p>Suppose that $Nature:=\{X_5,...,X_{100}\} \subset X$ are determined exogenously by nature. My objective is to solve an optimisation problem: ch... | 28,030 |
<p>I am using R to do recommendation based on <a href="https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0CC0QFjAA&url=http://labs.yahoo.com/files/recsys2010_submission_150.pdf&ei=AHNJU5_dIpDz8QWCtICABA&usg=AFQjCNEj1yVEhckuaxjU0u62_8dnJO3MNA&sig2=FQEdXWDoxZym9Ri... | 70,497 |
<p>The broadband speed data I'm working with have all values over 30Mbps placed into a >30 category. The distribution is thus truncated. This leads to the final column in the histogram below being a catch-all for any values above this point. I've been advised to remove the final column. I'm tyring to develop a multilev... | 70,498 |
<p>I found the Rob H answer to <a href="http://stats.stackexchange.com/questions/1142/simple-algorithm-for-online-outlier-detection-of-a-generic-time-series/1153#1153">this question</a> very interesting and works pretty well. However, I also would like to apply this methodology to an unevenly spaced time series like ... | 70,499 |
<p>Suppose you have a set of observations that are assumed to be binomial distributed, according to the following rule:
$$
t_i = \text{Binomial}(n_i,k_i,\phi) \text{ } \forall i \in (1,...,N)
$$
$\phi$ can be considered as $\phi = \Pi{m_i}$ where $m_i$ are constants depending on the inputs $x_i$, so that $m_i=x_ip_i+... | 30,376 |
<p>Are there good tutorials on object-oriented programming in R?</p>
<p>It would be great if it included the following:</p>
<ul>
<li>how to define a class;</li>
<li>differences between S3 and S4 classes;</li>
<li>operator overloading (I'd like to be able to write <code>a+b</code> where <code>a</code> and <code>b</cod... | 31,497 |
<p>My question is: plus or minus?</p>
<p>Is the Lagrange function:</p>
<ul>
<li>the objective PLUS lambda times constraints, or</li>
<li>the objective function MINUS lambda times constraints? </li>
</ul>
<p>Example:
want to maximize A=xy
subject to g(x,y)=2x+y-400=0</p>
<p>is F(x,y,lambda):</p>
<ul>
<li>xy + lambd... | 70,500 |
<p>I have developed a script using pythons scipy package to analyse a rather large model that I wish to solve, the model contains over 12gb of data, including over 500 parameters. Now running small simulations of about 0.5gb of data with 20 parameters can still take my computer a decent amount of time if given a reason... | 70,501 |
<p>Say that I have two groups who received two treatments, and now I want to know if they progressed AND which group progressed more. I first did a paired t-test to know their progress, respectively, and then I wanted to do an independent-samples t-test to compare the two progresses, but someone told me it was wrong to... | 70,502 |
<p>Assume that I have a random variable $X$ (which I know will have a power law tail).</p>
<p>If I had the CDF for $X$, $G(x)$, then I could easy calculate this tail as something like,
$$
\alpha = \lim_{x\to\infty}\left(\frac{x G'(x)}{1 - G(x)}\right)
$$
Alternatively, in logs with $X = e^Z$ and a CDF for $z$ instead,... | 70,503 |
<p>I have been running a set of quasi-Poisson generalized linear models. As there is no AIC computed with quasi-distributions I was wondering how I could compare my models. It seems that I can use QAIC but I am really confused by all the reading I have done. Is there a simple function that I can use for that? </p> | 70,504 |
<p>I have in mind the adjusted R-squared formula proposed by Ezekiel (1930), which I believe is the one currently used in SPSS.</p>
<p>I have in mind the unbiased R-squared formula proposed by Olkin and Pratt (1958). </p>
<p><strong>Under what circumstances (if any) should I prefer 'adjusted' to 'unbiased' $R^2$?</st... | 70,505 |
<p>I would like to test if each of the red observations is more extreme in variable <code>xy[,2]</code> than 95% of a null hypothesis (black dots) generated by randomization.</p>
<p>I am not interested in relationships between the two variables.</p>
<p>My instinct is to bin <code>xy[,1]</code> and ask if a red observ... | 70,506 |
<p>Assuming "complete randomness" and given a string with a length of 20 characters where each character may be one of 62 possible characters: </p>
<ul>
<li>What are the total number of combinations possible? (Guessing 20 to the power of 62.) </li>
<li>Also, if new strings are randomly selected one after another and a... | 49,931 |
<p>I searched for references on using subsampling or the delete-d jackknife to calculate confidence intervals but wasn't able to find much.</p>
<p>Could someone please offer more reference on using subsampling or the delete-d jackknife to calculate confidence intervals?</p> | 70,507 |
<p>I have a dataset with many variables. Some of these variables are linked to each other in various ways, but I don't know in advance those that are.</p>
<p>For example, these are some relationships:</p>
<p>A=B obvious and easy to spot/remove</p>
<p>A=B*constant = again easy to remove using a correlation matrix</p>... | 70,508 |
<p>Say I have $X \sim \text{CUnif}(a, b)$ and $Y \sim \text{CUnif}(c, d)$. The parameters of $X$ and $Y$ overlap i.e., $a < c < b < d$. </p>
<p>How can I find a decision boundary in such case? </p>
<p>I am thinking of taking an arbitrary point (say $x_o$) as a decision boundary in between $b$ and $c$ and th... | 31,518 |
<p>I have a question that may be fairly easy to answer but it is making my head spin. If I do a paired t test on two groups of data with sample size 3 each AND I assume that the pairs are correlated with at least an correlation coefficient of 0.5, then I should have about 90% power to detect an effect size of 2SD. </p>... | 70,509 |
<p>I'd like to know how following R-code for a binomial GLMM (package lme4) translates into a proper mathematical notation form?</p>
<pre><code>glmer(Y ~ Var1*Var2*Var3+(Var1+Var2+Var3|i) , family=”binomial”, data=df)
</code></pre>
<p>maybe something like:</p>
<p>$$
logit(Y_i) = α + β_{Var1} Var1 × β_{Var2} Var2 × ... | 31,522 |
<p>I've trained a random forest on a data set where the targets are in [0, 100]. I use a 5 fold cross validation framework to find the optimum mtry and then train the model on the whole data set using that mtry. When I make predictions on the training set I find that the low targets are over-predicted and the high targ... | 31,523 |
<p>Please, put in R the following structure:</p>
<pre><code>infl <- structure(list(infl = c(91.37, 91.8, 92.14, 92.65, 93.08, 93.17,
93.08, 93.08, 93.34, 93.25, 93.17, 93.25, 93.59, 93.76, 94.27,
94.7, 94.87, 94.79, 94.62, 94.7, 95.04, 95.21, 95.13, 95.3, 95.13,
95.55, 95.98, 96.15, 96.07, 96.15, 95.98, 96.15, 9... | 39,166 |
<p>I have this model:</p>
<p>$$P(e) = K_w P_w(e) + K_d P_d(e) + \text{some random term}$$</p>
<p>where </p>
<ul>
<li>$P(e)$ is the probability of picking edge $e$, "all things considered"</li>
<li>$K_w$ and $K_d$ are constant parameters which can be used to tweak the algorithm</li>
<li>$P_w(e)$ is the probability o... | 70,510 |
<p>There are statistical methods (e.g. by Box-Cox or Yeo-Johnson, see references below) to automatically bring data vectors as close as possible to symmetry/normality using optimal power transformations.</p>
<p>Sometimes, the mentioned methods fail badly. And here I need your help. Consider for instance the distributi... | 2,777 |
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