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<p><strong>Summary:</strong> Is there any statistical theory to support the use of the $t$-distribution (with degrees of freedom based on the residual deviance) for tests of logistic regression coefficients, rather than the standard normal distribution?</p> <hr> <p>Some time ago I discovered that when fitting a logis...
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<p>I have the following experimental design :<br> Sampling is carried out on three random sites (Factor Site is coded : Site1, Site2, Site3).<br> Within each site, sampling is carried out in a dry plot and in a wet plot (Factor Hydrology is coded : Dry/Wet)<br> Within each of the previous plot, sampling is carried out ...
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<p>I was trying to help my colleague with fitting a distribution curve to some empiric data. However, I haven't succeeded since it's my first experience in approximating an empiric distribution with a theoretical one.</p> <p>The mean value of $Y$ is 0.32688. </p> <p>$\sigma^2_Y$ is 0.076191.</p> <p>Here's a histogra...
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<p>I have come across a needed condition on a continuous probability distribution defined over $[0, \infty]$ and wonder whether it has a name. For a distribution with CDF $F$ and pdf $f$ I need that the quantity: $$\phi(x) \equiv \frac{f(x)}{F(x)+xf(x)}$$ be monotonically non-increasing. Putting the condition in anothe...
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<p>I've been asked to analyse the distribution of a set of data, essentially a single column of random samples of a physical parameter which cannot be negative. The standard deviation that I usually calculate assumes that data are normally distributed, which in this case cannot be true.</p> <p>Since I'm used to being ...
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<p>I am reading a paper on Markov Models and I am trying to figure out how to compute the probabilities for the $\alpha$-pass.</p> <p>I am given an $N\times N$ matrix $A$, that has the probabilities of transitioning from one state to to another.</p> <p>An $N \times M$ matrix $B$, that has the probabilities of a state...
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<blockquote> <p>Assume we have $L$ labelled documents, and $U$ unlabeled ones, where all the documents from class $k$ were generated from a multinomial or Naive Bayes distribution with parameter $\theta_k$, and there are a total of $K$ classes. Let each point $x_n$ be a $D$ dimensional vector.</p> <p>a) What is ...
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<p>I have an experiment called Fear Conditioning Acquisition Protocol. We expose mice to subsequent white sounds followed by short electric shocks through the floor. Our aim is to let them learn to associate the sound to the shock. We assess the degree of learning by measuring the freezing of the mouse during the sou...
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<p>Following on from my post <a href="http://stats.stackexchange.com/questions/16235/how-to-succinctly-report-the-correlation-between-two-variables-for-20-different">here</a>, I have three statistically significant correlations between Variables A and B for three age groups. They are:</p> <ul> <li>Group 1 (Less than 1...
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<p>I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution nor homoscedasticity is given. I have a two questions:</p> <ol> <li><p>Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, whil...
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<p>I have what I'm afraid is a simple stats problem that is stumping me. I have two random variables, X and Y, independently normally distributed:</p> <pre><code> X ~ N(0, sigmaX) Y ~ N(0, sigmaY). </code></pre> <p>I observe the sum of these two variables, Z = X+Y, and want to develop a conditional expectation on X ...
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<p>Let's say I am analyzing behavioral patterns over the course of an hour. I have recorded three different behaviors and the time stamps (start end) they occurred at. Something like:</p> <pre><code>yawning stretching whispering 2:21-2:22 3:31-3:33 1:21-1:30 3:42-3:45 8:23-8:59 9:27-9:33 9:2...
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<p>I'm studying a data set in R using both regression trees (tree and rpart functions) and logistic regression. I'm finding explanatory variables in the regression which are significant, but when I fit a tree those variables are not used as splits. What does this imply about the predictive ability of the results?</p>
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<p>I'm a hobbyist programmer whose friend recently took a business trip overseas. He's polled our mutual friends for bets on the size of his email inbox when he returns. I'd like to visualize this as a one-dimensional heatmap where color reflects a kind of density of guesses for that value. I understand I could crea...
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<p>I would like to run a simulation where the sum of 20 random variables are generated 1000 times and plotted in a histogram.</p> <p>I generate the random numbers using runif(20,0,1) then sum these random numbers using the sum function, but I was wondering if there is an easier method to do this 1000 then to write a f...
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<p>I'm not that familiar with this literature, so please forgive me if this is an obvious question. </p> <p>Since AIC and BIC depend on maximizing the likelihood, it seems that they can only be used to make relative comparisons between a set of models attempting to fit a given data-set. According to my understanding, ...
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<p>I've created an <code>lmer</code> model. The effects of one of my treatments, "Fertilizer" varies depending on whether I use <code>lsmeans</code> or <code>difflsmeans</code> from <code>lmerTest</code>.</p> <p>Which should I trust, <code>lsmeans</code> or <code>difflsmeans</code>?</p> <p>I have a split plot experi...
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<p>This is a pretty basic question, I think, but I'm finding it difficult to locate an answer or decent treatment of it on the web.</p> <p>For a binary dataset (binomial) with some unknown parameter p (probability of "heads" or success or something observed), how does the accuracy of the estimated p depend on the numb...
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<p>I am kind of confused with what I should actually do with predicted volatility values that I obtained via a ARCH/GARCH model other than feeling happy that I know when volatility rises/falls. Is there a way that I can incorporate the predicted volatility values via a GARCH/ARCH model into a prediction model for my ac...
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<p>I have a data set where there are two variables X and Y, X being a set of values and Y being a set of corresponding values, like X = [1, 2, 3, 4] and Y = [100, 200, 300, 400].</p> <p>Ideally I should have a directly proportional relationship. When X increases Y does too, and vice versa. What I would like to do is l...
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<p>I have a medical research in which I have two sets of data </p> <ol> <li>Control group: People who have no ailment.</li> <li>Study group: People who have some particular ailment.</li> </ol> <p>Within each category there are subgroups like age, gender, blood pressure ranges, cholesterol ranges, etc.</p> <p>Now I g...
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<p>Assume that I have a dataset that contains the dates that measurements were made on a group of people. Thus, unique people identifiers, measurement results, and dates of measurements are available. Now assume that I have a another version of the same dataset from a different source, and that there are differences b...
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<p>I would like to get some tips, because I am currently stuck with my regression part. I am using binary logistic regression. The aim is to compare two separate groups' responces. I have a MV (moderator variable, 1-one group, 0-other group). My IV (independent variables are 11 and all of them were measured on 7-point ...
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<p>I am running a neural net to predict used car prices, sample size is 800. Using both 10-fold cross validation (10 times) and 1/3 holdback (10 times), the $R^2$ for training is about 0.60 and for validation is about 0.68 for all 20 runs. The smallest difference in the 20 runs is training $R^2$ = 0.64 and validatio...
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<p>Can a percentage be lets say 0.172% even after multiplying it by 100? The reason is, in my calculation i did the following; (4.3601/2329.475495)x100 giving me the above answer. Is that correct or am i in the wrong?</p>
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<p>Assume two equations</p> <ol> <li>$Y_1 = X_1\beta_1 + X_2\beta_2 + U_1$</li> <li>$Y_2 = X_1\alpha_1 + X_2\alpha_2 + U_2$</li> </ol> <p>Further assume that $ \ U_1 = X_4 + E_1$ and $U_2 = X_4 + E_2$ </p> <p>with $ \ corr(Y_1,X_4)\ne 0, \ \ corr(Y_1,E_2)= 0 \ \ \ $ and $ \ \ \ corr(Y_2,X_4)\ne 0, \ \ corr(Y_2,E_1)=...
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<p>I was reading this book Pattern Recognition and Machine Learning by Bishop. I had a confusion related to a derivation of the linear dynamical system. In LDS we assume the latent variables to be continuous. If Z denotes the latent variables and X denotes the observed variables</p> <p>$p(z_n|z_{n-1}) = N(z_n|Az_{n-1}...
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<p>I have a question where I am not sure about the answer:</p> <blockquote> <p>A linear model has the following characteristics:</p> <p>*A dependent variable ($y$)</p> <p>*One continuous variable ($x_l$), including a quadratic term ($x_1^2$)</p> <p>*One categorical ($d$ with 3 levels) predictor variab...
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<p>I'm having an issue with a question regarding Bayes' Theorem. Here is the question:</p> <blockquote> <p>An online clothing store carries three brands of jeans. 40% of sales are brand A, 20% are brand B and the remainder are brand C. 20% of brand A jeans cost over 100, 40% of brand B jeans cost over $100 and ...
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<p>How to compute the global precision given the precision calculated for each class? Is it just the average over classes precisions? When I use Weka the global precision is not computed as the average one, but as a "weighted average" and I don't know how this later is computed (weighted by what?). See the example bell...
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<ol> <li><p>From Rubinstein's <em>Simulation Monte Carlo Method</em></p> <p><img src="http://i.stack.imgur.com/hYF9R.png" alt="enter image description here"></p> <p>I was wondering why $g$ is required to dominate $Hf$?</p></li> <li><p>From <a href="http://en.wikipedia.org/wiki/Importance_sampling" rel="nofollow">Wiki...
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<p>I have a population of sales that might be won or lost. I know the rate that they are won from historical data. This case 30% of them historically win. To figure out how much money I will be making off of these sales I need to weight them. I could just add up all the values of the sales then take 30% of that numb...
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<p>They seem so similar. Are they the same thing but just referred to as different names?</p>
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<p>I have two variables of interest:</p> <ul> <li>Residential Vacancies (res_vac)</li> <li>Commercial Vacancies (com_vac)</li> </ul> <p>I also have two variables with which I might normalize the above:</p> <ul> <li>Total Residences (res_tot)</li> <li>Total Businesses (bus_tot)</li> </ul> <p>Commercial Vacancies</p>...
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<p>The result is shown in:</p> <p>[1] W.D. Penny, KL-Divergences of Normal, Gamma, Dirichlet, and Wishart densities, Available at: www.fil.ion.ucl.ac.uk/~wpenny/publications/densities.ps</p> <p>But could anyone help me out to understand the lines on top of page 3:</p> <p>$L=\int \log(\Gamma) Wishart(\Gamma|a,B) d\Ga...
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<p>The AdaBoost algorithm states that it is to train a classifier based on the training data according to a weight vector.</p> <p>Assume the size of training data is N, the weight vector is of dimension N as well. I have three questions regarding this sampling procedure,</p> <p>1) Will the size of sampled data be t...
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<p>I am new to sequence analysis, and I was wondering how you react if the average silhouette widths (ASW) from cluster analyses of Optimal Matching-based dissimilarity matrices are low (around.25). Would it seem appropriate to conclude that there is little underlying structure that would allow the sequences to be clu...
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<p>This question is a simple version for my previous question: <a href="http://stats.stackexchange.com/questions/80785/choice-of-sampling-method-before-using-bootstrap-validation-method-for-computer">Choice of sampling method before using bootstrap validation method for computer models</a></p> <p>Can the samples from ...
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<p>I found this question and since I'm learning probability I'm not sure how to go about it:</p> <pre><code>Of a company’s employees, 30% are women and 6% are married women. Suppose an employee is selected at random. If the employee selected is a woman, what is the probability that she is married? </code></pre> ...
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<p>Im confused about what to do. I was thinking of running two seperate multiple regressions with a DV in each.. its after this, that I'm stuck. How do I see what effect the two DV's have combined? Or am I going about the whole thing wrong. Help!</p> <p>My IV's are gender and group. </p> <p>My DV's will be scores on ...
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<p>Is there a standard way to report the percent correctly predicted when predicting a binary outcome? Using glm in r, the results are predicted probabilities. However, in order to make a comparison to another model, I want to report a single percent correctly predicted value from my binary model. Do I simply choose...
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<p>I have two treatments A &amp; B. Here are my groups, where X represents the appropriate control for that particular treatment:</p> <p>Group 1: XX Group 2: AX Group 3: XB Group 4: AB</p> <p>The hypothesis is that the treatment B will have an effect, but that that effect will no longer be apparent when combined with...
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<p>I have two variables, and I can calculate e.g. the Pearson correlation between them, but I would like to know something analogous to what a t-test would give me (i.e. some notion of how significant the correlation is). </p> <p>Does such a thing exist?</p>
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<p>I have a very large number of observations. Observations arrive sequentially. Each observation is an $n$-dimensional vector (with $n \ge 100$), is independent from the others and is drawn from the same unknown distribution. Is there an optimal policy to estimate the unknown distribution, given some space bounds on t...
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<p><a href="http://statweb.stanford.edu/~tibs/ElemStatLearn/">ESL</a> chapter 2.4 seems to classify linear regression as "model-based", because it assumes $f(x) \approx x\cdot\beta$, whereas no similar approximation is stated for k-nearest neighbors. But aren't both methods making assumptions about $f(x)$?</p> <p>Late...
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<p>I've been using the ets() and auto.arima() functions from the <a href="http://robjhyndman.com/software/forecast/">forecast package</a> to forecast a large number of univariate time series. I've been using the following function to choose between the 2 methods, but I was wondering if CrossValidated had any better (o...
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<p>When so many warnings, what does it in fact means? Is there a problem with the validity of the stochastic forecasting models?</p> <p>I am doing a stochastic forecasting of a small population with approx. 50.000 people. I am using one year age intervals 0-90+. Because so small dataset, I am borrowing the mortality r...
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<p>It seems fairly common to describe Cronbach's alpha values as follows:</p> <ul> <li>α ≥ 0.9 Excellent</li> <li>0.7 ≤ α &lt; 0.9 Good</li> <li>0.6 ≤ α &lt; 0.7 Acceptable</li> <li>0.5 ≤ α &lt; 0.6 Poor</li> <li>α &lt; 0.5 Unacceptable</li> </ul> <p>Where do these values come from? I cannot find an original rese...
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<p>I have a silly question on bootstrap methods for calculating p-value. </p> <p>Suppose I have a dataset, which is likely normal distributed. Now I want to determine whether a particular value X is signifiant high in the dataset by giving a pvalue.</p> <p>For me, there are two options</p> <ol> <li><p>since the data...
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<p>I have seen a couple of similar questions, but none with answers, so perhaps I can formulate this question in a way that will be answerable.</p> <p>I am computing a standard linear regression subject to a positivity constraint using non-negative least squares (<code>lsqnonneg</code> in Matlab, actually). Is it poss...
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<p>I have a research on the effectiveness of the new curriculum for our school. One of my indicators is the students' academic standing (passing/failure percentages). Available data for the new curriculum is only for a year, while I have data for the last five years for the old curriculum. I was planning to use the ave...
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<p>I'm trying to generate an autoplot for mer objects in the same vein as the the <a href="http://librestats.com/2012/06/11/autoplot-graphical-methods-with-ggplot2/" rel="nofollow">autoplot.lm example</a>.</p> <p>I can extract the original data frame, the residuals and the linear predictors directly from the returned ...
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<p>I'm reading up on Bayesian techniques for Linear models and time series. While the texts are great at teaching the theory I would like to get a better handle on the pro's/con's of Bayesian analysis vs their frequentist equivalents. </p> <p>I can't find an article or even articles that do this. I really want it as a...
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<p>With respect to hypothesis testing, estimating samples sizes is done through power, and it is intuitive that increasing the same size increases the precision of estimated effects. But what about prediction for both classification and regression? What aspects of the prediction problem are influenced by sample size ot...
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<p>I am analysing ordinal, non-normally distributed dependent measures using Spearman's rho. Specifically, we have an independent groups design, and I have found a significant relationship between the variables in one group but not the other (running separate Spearman's analyses for each group). </p> <p>I wish to test...
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<p>Pardon my naïveté if this is a dumb question, but I'm new to R. I'm trying to do an ordered logit regression. I'm running the model like so (just a dumb little model estimating number of firms in a market from income and population measures). My question is about predictions.</p> <pre><code>nfirm.opr&lt;-polr(y~...
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<p>I am trying to understand the way MA(q) models work. For this purpose I have created a simple data set with only three values. I then adapted a MA(1) model to it. The results are shown below:</p> <pre><code>x&lt;-c(2,5,3) m&lt;-arima(x,order=c(0,0,1)) Series: x ARIMA(0,0,1) with non-zero mean Coefficients: ...
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<p>I want a clustering method which can let me apply constraints on the maximum and the minimum cluster sizes which I can implement. Otherwise suggestions for a combination of existing techniques which I could use to get the same result are welcome.</p>
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<p>I sincerely apologize if there is another thread already that will answer this question. I'm so incredibly out of my league here that I don't even know what keywords to search for :-).</p> <p>I'm a computer programmer by trade, and while I have a basic background in math, statistics was never really my cup of tea. ...
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<p>100 periods have been collected from a 3 dimensional periodic signal. The wavelength slightly varies. The noise of the wavelength follows Gaussian distribution with zero mean. A good estimate of the wavelength is known, that is not an issue here. The noise of the amplitude may not be Gaussian and may be contaminated...
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<p>I would like to compute the p-value of my two-way ANOVA. The score that I am using to detect significant samples is the eta score which is computed as SS(between)/SS(total). </p> <p>In many sites I saw that F=Var(between)/Var(within). I want to know if I can consider the eta score as the F-statistic value, and th...
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<p>I have to find the similarity between a reference document and a set of documents in a repository . </p> <p>Here is my method : </p> <pre><code>1. I find the term document matrix for all the documents including the reference document. 2. The svd is calculated for this matrix. 3. I take the v array (the third resul...
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<p>Can anyone point me to a reference, either book or paper, where I can find the precise definition of sparse estimator?</p> <p>Thanks</p>
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<p>In my experiment I compute the average latency of operations per second. I would like to define N, i.e: how many times do I need to run my experiment to compute a close-to-real average latency?</p> <p>I figured that I could apply the CLT here, because If I repeat the same experiment 1000 times and plot a histogram,...
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<p>We have data from 600,000 users that describes whether they observe each of 80+ binary features. That is, our data are a 600,000 x 80 binary matrix with user-profile.</p> <p>We know from inspection that some features are positively and negatively correlated. Some positive/negative features exclude others. Most user...
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<p>1) I wish to compare the performance of KNN and SVM on ROC chart.</p> <p>a)For KNN, I obtained a linear line on ROC Chart instead of curved one.From x=0 until x=0.275, y= 0.65 and from x=0.35 until x= 0.95, y = 1.0.</p> <p>b)For SVM , the ROC curve behave normally . x=0, y=0 and at x=0.95, y=0.98. Which one is th...
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<p>If the training set is a set of $n$-tuples, with discrete labels, one can standardly use multinomial logistic regression (softmax), but what if the target labels are pairs of discrete values, or more generally, an $m$-tuple of discrete values?</p> <p>Is there any method I can use, or am I allowed to perform $m$ sep...
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<p>I'm trying to compute a reliability rating for potentially malicious emails. Essentially a system where multiple people will view a suspect email, and assign it a "malice score". The idea is for emails where the raters reliably rate it malicious, to flag it and do stuff to it (discard, mark for review etc.)</p> <p>...
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<p>Recently, I have compared two correlated AUC with the method of Delong. Someone said that since the CI’s overlap, we cannot state the two models were different. I know that the method of Delong calculated correlated AUC, but I don't know how to answer his question in a formal way. Could someone give some help?</p>
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<p>Then two classifiers are evaluated on the same dataset, McNemar's test could be used to compare their overall classification accuracy, telling if the difference between them are significant. But what if we like to compare them separately on type I and type II errors, quantifying the difference on both precision and...
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<p>Consider the following short example of transformations.</p> <p>Let the joint density of X and Y be given by the unit square, i.e.</p> <p>$$f_{X,Y}(x,y) = \begin{cases} 1\ \quad 0&lt;x&lt;1\ \text{ and }\ 0&lt;y&lt;1 \\ 0 \quad \text{elsewhere} \end{cases}$$</p> <p>Then the Cumulative Distribution Function of $Z=...
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<p>Related to <a href="http://stats.stackexchange.com/questions/25464/which-numbers-are-least-likely-to-be-selected-by-people-in-a-lottery">this question</a>, if I have 1500 or so jackpot results from a 6/49 lottery (numbers drawn, number of winners and prize per jackpot winner), how can I demonstrate that some numbers...
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<p>How, if at all, can one compare the "fit" of a simple linear vs. non-linear regression model to observed data? </p> <p>I apologize if I didn't search long/hard enough for the answer, but I cannot find anything concrete. </p> <p>-Patrick </p>
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<p>Say you are counting sharks and whales in the Atlantic and Indian occeans and want to check if eg sharks prefer the Atlantic and whales the Indian occean, as described in the example <a href="http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.fisher_exact.html" rel="nofollow">here</a>. But instead of ju...
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<p>In a diagram, I would like to indicate an item's principal component loadings by color. The idea is to map the item's loadings on three principal components (e.g., the first three) onto RGB values.</p> <p>The items in question can be represented by 20-dimensional unit vectors (in the specific case motivating this q...
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<p>My class notes list the following steps for calculating a plim under classic errors in variables: $$ {\rm plim}\ \beta_1 = \frac{{\rm cov}(\beta_0 + \beta_1 x_1 + \epsilon - \beta_1 e, x_1)}{{\rm var}(x_1)}=\frac{\beta_1 {\rm var}(x_1) - \beta_1 {\rm cov}(x_1, e)}{{\rm var}(x_1)}... $$ How was the simplification in ...
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<p>I am working on a regression assignment using SPSS. I have raw, centered, and z scores for the data. I already regressed the DV and IV and see the unstandardized and standardized coefficients under the coefficients output box. </p> <p>My standardized regression equation is: Y’=1727.528X+-6290.967 and unstandard...
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<p>I have a questionnaire item (N=6572) for which:</p> <p>5064 (77.1%) subjects <strong>responded</strong> to the question, and </p> <p>1508 (22.9%) subjects <strong>did not respond</strong> to the question.</p> <p>What statistical test should i use to test if the <strong>proportion of subjects who responded = propo...
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<p>I need to fit $Y_{ij} \sim NegBin(m_{ij},k)$, i.e. a negative binomial distribution to count data. However, the data I have observed are censored - I know the value of $y_{ij}$, but it could be more than that value. The log-likelihood is</p> <p>\begin{equation} ll = \sum_{i=1}^n w_i (c_i \log(P(Y_{ij}=y_{ij}|X_{ij...
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<p>I'm working with a large set of accelerometer data collected with multiple sensors worn by many subjects. Unfortunately, nobody here seems to know the technical specifications of the devices and I don't think they have ever been recalibrated. I don't have a whole lot of info about the devices. I'm working on my mast...
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<p>I'm not a mathematician and I need to prove what this theorem says. I think is easy and I know how it works, but definitively I'm not too much rigorous to make a demonstration. Can anybody help me?</p> <p>I enounce it:</p> <p>If the test statistic has a continuous distribution, then under H0 : θ = θ0, the p-value ...
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<p>This is my first time posting an actual homework question. Usually I have more local resources such as office hours and student peers but this time I am a little short on those. I also need to rest but I can't so I'm spinning my wheels a lot more than I ordinarily would.</p> <p>I have a hierarchical model of $m$ di...
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<p>What are the benefits of specifying a covariance structure in a GLM (rather than treating all off-diagonal entries in the covariance matrix as zero)? Aside from reflecting what one knows of the data, does it</p> <ol> <li>improve goodness of fit?</li> <li>improve predictive accuracy on held-out data?</li> <li>allow...
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<p><img src="http://i.stack.imgur.com/4S96q.jpg" alt="enter image description here"></p> <p>Hi all,</p> <p>Could anybody please help me?</p> <p>I am trying to learn if there is any good approach in modern statistics that can fit this data well, without over-fitting.</p> <p>Ok, here is another plot that I used "pch=...
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<p>I would like to calculate Cohen's d for pairwise comparisons in a one-way ANCOVA (4 groups). I have found this on the net: d-FAMILY MEASURE A common d-family measure (effect size index) is Cohen’s d. Like with the Oneway ANOVA, the effect size consists of the (numerator) mean difference between the contrasts (pairs)...
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<p>I have heard that many problems in Mathematical Statistics can be stated and solved in terms of Symplectic Geometry. Unfortunately this was a pretty vague statement and I am interested in something more concrete. Also there seem to be some books written form this perspective, but I couldn't find any.</p>
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<p>I'm using SVM classification (Matlab) within my research works, and I want to know: </p> <ol> <li>The advantages and disadvantages of each training algorithm, i.e., SMO, LS and QP<br></li> <li>In general case, what is the suitable algorithm?<br></li> <li>If the choice of one of them can impact the classification p...
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<p>I've been reading the Wikipedia articles about various statistical tests, and trying to code up programs that perform them. However, <a href="http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test" rel="nofollow">the article on the Kolmogorov-Smirnov test</a> is rather unclear to me. Can somebody explain, in s...
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<p>I have a series of timestamps, and I would like to know what's the maximum hourly rate of the event that these timestamps represent. You can generalize this to any units. I'm looking for a window (interval) of a certain size that contains most of these values. The obvious approach is to divide the set by this interv...
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<p>I am new to ARIMA modelling. I understand most of the basic concepts, and I've read a lot of topics about ARIMA on this site. </p> <p>At present I am pretty comfortable with analysing ACF and PACF graphs, checking for seasonality and creating model from my data. </p> <p>Next step I want to deal with outliers and p...
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<p>I've been trying to fit a repeated measures model in R using <code>lmer</code> but I get an error message. I've used SAS in the past and I was able to fit a somewhat similar model, but I can't seem to be able to do it in R. </p> <p>This is the SAS code:</p> <pre><code>proc glimmix data=dat; class size day position...
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<p>I am trying to learn about Bayesian Model Averaging using Bayesian Logistic Regression (Genkin, A., Lewis, D. D., &amp; Madigan, D. (2007). Large-scale Bayesian logistic regression for text categorization. Technometrics, 49(3), 291-304.), as found in the Weka data mining tool.</p> <p>I have two questions—</p> <ol>...
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<p>I have two sets of observations that correspond to the same set of quantities. The first set of observations were taken with one sensor type and the other set of observations with a different sensor type. Based on the observations and their associated quantities, how can I determine which sensor type is more informa...
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<p>I have a vector of gene expression values, across 20 patients. Each patient also has a glucose measure (a continuous numeric vector). I want to find how significant the real correlation value is compared to randomly distributed correlation values. </p> <ol> <li><p>Real Pearson calculated by: </p> <pre><code>real&...
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<p>I understand the AR(p) model: its input is the time series being modelled. I'm completely stuck when reading about the MA(q) model: its input is <em>innovation</em> or <em>random shock</em> as it's often formulated.</p> <p>The problem is I can't imagine how to get an <em>innovation</em> component having no model of...
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<p>I have a question about a quit sophisticated model for a time series. Suppose $ \{X_t:0\le t\le T\}$ is a time series. The plot of autocorrelation function and partialcorrelation function suggest and ARMA model. However, I also want to model the volatility, hence I use a ARMA(p,q)-GARCH(1,1) model, say. This means</...
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<p>Appreciate this is a very easy question - but I've only seen markov transition matrices with specified probabilities so am having a bit of a block with this. In a simple 2-state regime, if state 1 is normally distributed with mean 2 and variance 1 and state 2 norm distributed with mean 4 and variance 36, and an init...
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<p>If I have the autocorrelation function of an observed system output, how does this relate to the impulse-response function of that system, if I don't have information about the input?</p>
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<p>Can we fit multiple second order curves to a set of points in $R^2$? Let's say we have set of points in the above mentioned space. I know that there could be at most 10 curves that can be fit in that space. I want to have the best possible fit to those points using arbitrary number of curves. </p>
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<blockquote> <p><strong>Possible Duplicate:</strong><br> <a href="http://stats.stackexchange.com/questions/5026/what-is-the-difference-between-data-mining-statistics-machine-learning-and-ai">What is the difference between data mining, statistics, machine learning and AI?</a> </p> </blockquote> <p>How to compare...
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