question stringlengths 37 38.8k | group_id int64 0 74.5k |
|---|---|
<p>I've two samples with mean value $\mu $ and standard deviation $\sigma$ (normal distribution).</p>
<p>Can I use a Z-test to compare them ? Also if I don't know the sample size ?</p>
<p>If I've five samples to compare ..what do I do ? A z-test for each comparison :\ or an ANOVA test (as for t-test) ?</p> | 72,744 |
<p>I'm having some trouble understanding Leo Breiman's proof that the generalization error of a random forest converges as the number of trees increases (<a href="http://download.springer.com/static/pdf/639/art%253A10.1023%252FA%253A1010933404324.pdf?auth66=1410013253_07a85cf6aed531602bd43f400a52cbd1&ext=.pdf" rel=... | 72,745 |
<p>I have a vector of data with their standard errors:</p>
<pre><code>Estimate <- c(0.254719513441046, 0.130492717014416, 0.0386710035855823, 0.14118562325405, 0.160649388742147, 0.60363287936294, 0.173485345603584, 0.425817607348994, 0.128802795868366, 0.104136474748465)
SE <- c(0.126815201703205, 0.24017969282... | 72,746 |
<p>I have a very simple question. I am doing a simple frequency analysis where I am looking at two documents and comparing the frequency of the top used words in each document. I want to do a comparison of the two documents in R, but the problem is that one document has 10x more words than the other document. What woul... | 989 |
<p>I am conducting a data analysis. I have a panel with individual firms with firm-specific and macroeconomic variables. I would like to run an OLS regression adjusted for firm clustering effects and accounting for time effect (I have 449 firms and 36 time periods, unbalanced panel)</p>
<p>The question arises: When I ... | 72,747 |
<p>So I have a dataset that I will use to train a bunch of classifiers. I need to do that for my thesis. However I'm not sure which statistics are good to use to better understand the dataset and the features. I will mention here the statistics that I compute over the dataset, but if you know better ones or if I forgot... | 72,748 |
<p>A colleague and I have been working with difference GMM, i.e. the Arellano-Bond estimator, in R. Our option has been to use the pgmm command from the plm package. However, now I am struggling to test the fit of my models, since the package plm itself does not bring such functionality.</p>
<p>Would there be a good w... | 34,768 |
<p>I?m having a hard time proving that $R^2$ is equal to the square of the sample correlation between $Y$ and $\hat{Y}$. Every book I search tells me that's very easy, like verbeek. They just state that from the definition of $R^2$ and knowing that $SST=SSR+SSE$, it's very easy to prove the claim. However, I've spent a... | 49,905 |
<p>I posted this question earlier and am rewriting it in hopes of getting some guidance. I am using a weighted regression (after propensity score matching) to obtain estimates of the effects of a treatment (treat) on an outcome for different income quintiles. I include interactions of the quintiles and the treatment in... | 72,749 |
<p>I'm working on a problem as follows for a course that I'm auditing:</p>
<blockquote>
<p>Suppose a 95% symmetric t-interval is applied to estimate a mean, but the
sample data are non-normal. Then the probability that the confidence interval covers
the mean is not necessarily equal to 0.95.
Use a Monte Carlo ... | 46,076 |
<p>I'm a little confused with the creation of the dataset for a fraud detection predictive model.</p>
<p>Here i put a link with a sample of the dataset that I made. (the real dataset have ~950.000 clients). <a href="https://www.dropbox.com/s/r2r0f8s7nqvi59d/sample.csv" rel="nofollow">https://www.dropbox.com/s/r2r0f8s7... | 72,750 |
<p>I have come to understand that a 3x5 MA (moving average) is equivalent to a 7 term MA. However, on applying the same to a time series such as below, I did not get the exact final time series values (one value, in this case) but approximately close. Made me wonder, if I did it correctly. The series I considered was:<... | 72,751 |
<p>I come from the social sciences, where p < 0.05 is pretty much the norm, with p < 0.1 and p < 0.01 also showing up, but I was wondering: what fields of study, if any, use lower p-values as a common standard?</p> | 72,752 |
<p>How do probability distributions of continuous random variables transform under functions? </p>
<p>I.e. I have a random variable, X, drawn from a normal distribution with mean 0 and variance 1. What is the probability distribution associated with sin(X)?
<img src="http://i.stack.imgur.com/KY5Wc.png" alt="Histograms... | 72,753 |
<p>I am referring this paper "Fuzzy e-Means Clustering of Mixed Databases Including Numerical and Nominal Variables" from IEEE for implementation and learning.
Kindly correct my understanding so far:</p>
<ol>
<li>The category score is updated using eq: 18. </li>
<li>Have to normalize the category score obtained as ab... | 72,754 |
<p><strong>pr</strong> = physical RFID readers that are deployed on the production line in the factory.<br>
<strong>p(pr)</strong> = probability of the physical RFID reader.<br>
<strong>o</strong> = product part moving on the production line in the factory.<br>
<strong>O</strong> = {o1, o2, o3 ... on} is the set of pro... | 72,755 |
<p>Flipping a fair coin 21 times. The probability of getting 8 heads in any order is</p>
<p>$$p = \frac{21!}{8!(21-8)!}0.5^8(1-0.5)^{21-8} = 0.097$$</p>
<p>I get that the Binomial formula takes into account the different sequences in which the heads can occur during the 21 flips. But in any case, I would at least had... | 34,776 |
<p>I have a likelihood that I want to estimate the free parameters for it and I am using MCMC to estimate the parameters. Two of the free parameters are positions and I defined uniform priors and one has exponential and the last one lognormal prior. I have written an MCMC code with <strong>pymc</strong> and used <code>... | 72,756 |
<p>I am not an expert, but I am trying to run a fixed effect multiple regression model in STATA. My data is panel data and has around 12000 observations, 348 districts over 36 months. My dependent variable is continuous, but there are several months were there is the value zero (nothing was installed/bought these month... | 72,757 |
<p>Suppose that you have a linear regression model with outcome variable $Y$ and explanatory variables $X_{1}, \dots, X_{10}$. Suppose $X_1$ is the main effect. Also suppose $X_{2}, \dots, X_{10}$ are associated with the outcome and the explanatory variable based on subject matter expertise. Should you include all the ... | 34,779 |
<p>I have a dataset that features a binary outcome, a binary predictor, and an unordered factor with 7 levels, and 120 subjects. Each of the 120 subjects were asked a binary question on seven issues, hence the 7-level unordered factor. Therefore, I have a total of 840 observations. Each of the 840 observations has a bi... | 72,758 |
<p>Let say at the beginning I have two variables $a_{1}$ and $a_{2}$ of the same type then I would have the variance-covariance matrix defined as:</p>
<p>$\sum = \begin{bmatrix}
\sigma^{2}_{a_{1}} & \sigma_{a_{1},a_{2}} \\ \sigma_{a_{2},a_{1}} & \sigma^{2}_{a_{2}}
\end{bmatrix}$,</p>
<p>where diagonals are in... | 72,759 |
<p>I have a pre-post intervention study with four groups: 1) Pre-Intervention Control, 2) Pre-Intervention Treatment, 3) Post-Intervention Control, and 4) Post-Intervention Treatment. The outcome is a binary variable. There four other predictor variables. I am reanalyzing a previous study. In the previous study, they u... | 72,760 |
<p>If I train a GNB/LDA/kNN/other classifier I would like to know, in the model built, how important are features to classify or which feature(s) drives the classifier.</p>
<p>For example in SVM models the importance of the feature is sometimes evaluated looking at weights magnitude, but for non-linear and generative ... | 46,089 |
<p>I've been working with spatial autocorrelation for a while and now I'm trying to move from more traditional estimators such as Moran's I or Geary's C to the new APLE estimator. I read Li's papers on APLE and also the reference on R-project. But I am still missing something very basic, as I still didn't understand so... | 72,761 |
<p>I'm writing a statistical tool in Java. Here I'm calculation pearson correlation values (r).
My next step is to validate if my correlation values are good enough to prove that my to variables are correlated.
So I have two approaches in mind:</p>
<p>a) since I have the sample size = n and the correlation = r alrea... | 72,762 |
<p>Is there any closed formula for quantile regression with only one predictor? </p>
<p><strong>Motivation</strong><br>
I need to implement in SQL median regression with one predictor. It is quite easy to implement OLS with one predictor, because there is simple formulat for coefficients, but I have no idea how wheth... | 72,763 |
<p>I am not very familiar with Poisson regression, so I think I must have made a mistake in the below analysis:</p>
<p>I am studying the effects of smoking on lung cancer rates. The dataset is provided <a href="http://data.princeton.edu/wws509/datasets/#smoking" rel="nofollow">here</a>. The variable <code>smoking_stat... | 72,764 |
<p>I am learning <code>multiple linear regression</code>. I know for <code>simple linear regression</code> if I have the following <code>X</code> and <code>Y</code> values, then how to predict <code>Y'</code>. Like if I have the following datas:</p>
<pre><code>X Y Y'
1 0 ?
0 1 ?
0 1 ?
0 0 ... | 469 |
<p>I have 2 questions.</p>
<p>1) How can I have p.value for my 2 functions? My hypothesis is that I have a correlation between my function and my data.</p>
<p>2) How can I have a confidence intervals for my 2 functions? </p>
<pre><code>library(ggplot2)
g <- function (x, a,b,c) a * (1-exp(-(x-c)/abs(b)))
X1 <- ... | 72,765 |
<p>Let $X$ be a multivariate normal random variable with known mean and covariance, and $Y$ be another random variable. We know for sure $\|X−Y\|_2\le C$ where $C$ is a known constant. A few questions: Is it possible for $Y$ to be normally distributed? Can we say anything about its mean and/or covariance? If we know th... | 34,789 |
<p>I have a huge data set (33K), each represented as a bit-vector of 275-dimensions. basically my data set can be represented as a 33000 x 275 matrix. I want to cluster these bit-vectors. I have tried single link hierarchical clustering on a small data set, 3000 x 275, the result is promising.</p>
<p>I know that singl... | 46,104 |
<p>Estimates for the fixed effects in a mixed-effects model are known to be asymptotically normal in distribution (under mild assumptions). </p>
<p>Are there any results that quantify the deviation from normality (in general, in simple cases, or just simulation studies)?</p> | 46,106 |
<p>How would we measure the predictive power of predictors in time series models. For e.g. in linear regression we have the magnitude and direction of the regression co-efficients and their p-values.</p>
<p>Is there any measure like that to evaluate the performance of predictors in kalman filter?</p> | 72,766 |
<p>I have the following Cox PH model</p>
<pre><code> (Time, Event) ~ X + Y + Z
</code></pre>
<p>I would like to get the predicted hazard <strong>rates</strong> (i am talking about hazard rates <strong>NOT</strong> hazard ratios) given specific values of X Y Z. I know the <a href="http://cran.r-project.org/web/package... | 34,790 |
<p>I know that if X and Y are random scalar variables, then:
\begin{align*}
\mathrm{Var}(X+Y) & = \mathrm{Var}(X) + \mathrm{Var}(Y) + 2\mathrm{Corr}(X,Y)\sqrt{\mathrm{Var}(X)\mathrm{Var}(Y)} \\
& \le \left(\sqrt{\mathrm{Var}(X)} + \sqrt{\mathrm{Var}(Y)}\right)^2
\end{align*}
I would like to ... | 72,767 |
<p>I'm looking for a book or online resource that explains different kinds of entropy such as Sample Entropy and Shannon Entropy and their advantages and disadvantages.
Can someone point me in the right direction?</p> | 72,768 |
<p>I want to transform my data $X$ such that the variances will be one and the covariances will be zero. Furthermore the means should be zero.</p>
<p>I know I will get there by doing Z-standardization and PCA-transformation, but in which order should I do them?</p>
<p>I should add that the composed transformation sho... | 72,769 |
<p>There is a variant of boosting called <a href="http://dx.doi.org/10.1214/aos/1016218223">gentleboost</a>. How does gentle boosting differ from the better-known <a href="http://en.wikipedia.org/wiki/AdaBoost">AdaBoost</a>?</p> | 34,794 |
<p>In Tsay's Financial Time Series, for a AR(p) process, </p>
<blockquote>
<p>In the time series literature, <strong>inverses</strong> of the two solutions (to the
characteristic equation of AR(2)) are referred to as the
<strong>characteristic roots of the AR(2) model</strong>.</p>
</blockquote>
<p>From other a... | 72,770 |
<p>Coming from a social science and epidemiology background, my coworkers were trained on least squares regression, logistic regression, and survival analysis. They like to see 95% confidence intervals and p-values with the parameter coefficents, and are distrustful of more current predictive tools such as neural netw... | 72,771 |
<p>In this 10th slide of <a href="http://www.cs.cmu.edu/afs/cs.cmu.edu/project/theo-20/www/mlbook/ch6.pdf" rel="nofollow">http://www.cs.cmu.edu/afs/cs.cmu.edu/project/theo-20/www/mlbook/ch6.pdf</a> presentation </p>
<p>The Training data set $D$ is assumed as the set of target function .</p>
<p>Actually $D = \left\{(... | 72,772 |
<p>I am using R and <code>MCMCpack</code> to do a Bayesian analysis of some data that I have. I have generated posterior distributions (<code>postDist</code>) on the means of some parameters (<code>y1,y2,y3</code>) using <code>MCMCregress</code> (<code>postDist <- MCMCRegress( x ~ y + z ,...)</code>). </p>
<p>Now... | 34,798 |
<p>At the moment I'm studying bootstrap and I want to do some examples to get a feeling for it. Suppose I generate the following data:</p>
<pre><code>set.seed(10)
data <- rnorm(1000,1,3)
number <- min(data[data <= 0.9])
number
</code></pre>
<p>so <code>number.min</code> will contain the minimum number of the... | 72,773 |
<p>I realize that the statistical analysis of financial data is a huge topic, but that is exactly why it is necessary for me to ask my question as I try to break into the world of financial analysis.</p>
<p>As at this point I know next to nothing about the subject, the results of my google searches are overwhelming. ... | 34,799 |
<p>I typically use BIC as my understanding is that it values parsimony more strongly than does AIC. However, I have decided to use a more comprehensive approach now and would like to use AIC as well. I know that Raftery (1995) presented nice guidelines for BIC differences: 0-2 is weak, 2-4 is positive evidence for one ... | 72,774 |
<p>I have a dataset of some observations with class attribute of values 0 and 1. The dataset is quite unbalanced (class 1 – 15%, class 0 – 85%). Further this dataset consists of 5 years, and the distribution of class values varies between years (let's say class 1: 12%, 13%, 15%, 15%, 14%). I would like to know if this ... | 34,800 |
<p>I currently have multiple sets of data in the form of a histogram. Using Matlab, the all look to be very well described by the negative binomial distribution. However, the far right tail not modeled as well as I'd like by the distribution. Plotted on a log-scale, the right tail in the actual data has a different slo... | 72,775 |
<p>I have a hundred items that I'm performing EFA on, with around 370 complete cases. Using parallel analysis to determine the number of factors to extract, EFA gave 9 factors, all of which make theoretical sense.</p>
<p>However, I have 280 incomplete cases, which are missing answers for up to 10% of the items. Missin... | 34,801 |
<p>I am confused by the singular value decomposition of a matrix. This may just be a misunderstanding of what singular value decomposition does so please be gentle with me. If I do a singular value decomposition on $X$ with $m$ rows and $n$ columns such that I get $X=U\Sigma V$. $V^*$ is supposed to be a nxn square mat... | 34,803 |
<p>How do I use information from a chi square table to build a statistical model. To be specific, I am using Likert-style survey information that measures student engagement. I would like to see if students with a specific intervention are more engaged than students who do not have that intervention. If they are, how d... | 72,776 |
<p>Let X1 and X2 be a random sample of size 2 from the exponential distribution with mean θ. Let T=X1+X2 be a sufficient statistic for θ. Let θ^=X^2 (based on the 2nd observation) be an estimator of θ. Consider an estimator θ∗=E(θ^/T^=t). Show that Var(θ∗)
<p>For solving above question I have to find the conditional d... | 34,805 |
<p>Say we have a classic regression problem in wich we have a numeric outcome along with some predictors, both numeric and categoric. In a typical prediction problem we use to estimate some parameter like the mean of the outcome , but what if we want to estimate the "statistically different" densities based on that pre... | 72,777 |
<p>I want to run an ANOVA, and the multiple correlation and regression analyses. Some of my variables to be included in these analyses are normally distributed and some are not. I log transformed the not normally distributed variables which helped to normalize them. My question is whether I can use both the log transfo... | 34,806 |
<p>I've set up a regression model but am not sure if I'm doing it right.
I'm using multiple regression to help do multi-class classification.</p>
<p>So far I feel like I've understood the theory, but I'm confused in implementation/interpretation. My confusion is between two possible interpretations of the regression p... | 34,807 |
<p>I have been asked to perform a sample adequacy test (i.e., I suppose, to verify what is the minimum difference that can be quantified between two grous) where a new sample (of which mu, sigma and sample size are given) is compared with a reference sample. I was thinking about t-test power analysis but I am also give... | 72,778 |
<p>I want to apply a t-test on two independent samples, and decide whether sample_2 is greater than sample_1. Below are the results for two different <code>t.test</code>s I ran on the samples : </p>
<p>default parameters :
t.test(sample_1,sample_2)</p>
<pre><code> Welch Two Sample t-test
data: sample_1 ... | 72,779 |
<p>I have a binary classification problem from several features. Do the coefficients of a (regularized) logistic regression have an interpretable meaning?</p>
<p>I thought they could indicate the size of influence, given the features are normalized beforehand. However, in my problem the coefficients seem to depend sen... | 34,810 |
<p>I cannot understand the usage of polynomial contrasts in regression fitting. In particular, I am referring to an encoding used by <code>R</code> in order to express an interval variable (ordinal variable with equally spaced levels), described at <a href="http://www.ats.ucla.edu/stat/r/library/contrast_coding.htm#ORT... | 72,780 |
<p>I am simulating RM-ANOVA data with three treatment conditions (one-way within subjects designs). I would like to be able to add an effect to the data so that eta-squared has a specific value. </p>
<p>Imagine a more simple case for two independent groups and Cohen's d. Here, if I know both standard deviations in the... | 34,812 |
<p>Suppose that X is a real-valued random variable. Suppose that there exists a constant M > 0 such that the support of X lies entirely in the interval $[-M,M]$. Let $\phi$ denote the characteristic function of X. Show that $\phi$ is infinitely differentiable.</p>
<p>If infinitely differentiable is equivalent to absol... | 34,813 |
<p>My supervisor once told me that before I run any classifier or do anything with a dataset I must fully understand the data and make sure that the data is clean and correct.</p>
<p>My questions:</p>
<p>What are the best practices to understand a dataset (high dimensional with numerical and nominal attributes)?</p>
... | 34,815 |
<p>I want to estimate the impact of having health insurance on health care expenditures and have a hunch that it is best to use a two-part model to first estimate the probability of using any health care and then estimating the amount spent by those who used health care. However, I am not clear on the advantage of usin... | 72,781 |
<p>Everywhere I see the chain rule written in this order:
$$
\Pr (A,B,C) = \Pr (A|B,C) \Pr (B|C) \Pr (C).
$$
Is this the same as
$$
\Pr (A) \Pr (B|A) \Pr (C|B,A),
$$
where the conditioning is done with different variables?</p> | 34,818 |
<p>I have two predictions from two different types of methods. "predictedHousePrices1" is a continuous variable and the output of a prediction from a RandomForest model, "predictedHousePrices2" is the output of the predict() function a RidgeRegression model. I'd like to compare which one better explains the variability... | 72,782 |
<p>One of the methods for dealing with seasonal influence is to establish a multiplicative factor for each season within a "year". For example, this happens with exponential smoothing models of type $(*,*,M)$. These adjustment factors need to be normalized - if there are $m$ seasons in a "year", then the seasonality no... | 72,783 |
<p>I have a mixed effect model (in fact a generalized additive mixed model) that gives me predictions for a timeseries. To counter the autocorrelation, I use a corCAR1 model, given the fact I have missing data. The data is supposed to give me a total load, so I need to sum over the whole prediction interval. But I shou... | 72,784 |
<p>I have an ordinal response variable and multiple explanatory variables-both continuous and categorical. What I'd like to do is check for any univariate trend between the the different explanatory variables and the response variable. is it reasonable to just use a logistic ordinal model for each explanatory variable ... | 72,785 |
<p>If an exploratory factor analysis is done with some 1-5 agreement items and some 0/1 "choose all that apply" items, theoretically how much of a spurious tendency would there be for the 1-5 items to load on one or two factors and the 0/1 items to load on a separate set of one or two factors? (I've heard arguments bo... | 72,786 |
<p>I am trying to figure out how R computes lag-k autocorrelation (apparently, it is the same formula used by Minitab and SAS), so that I can compare it to using Excel's CORREL function applied to the series and its k-lagged version. R and Excel (using CORREL) give slightly different autocorrelation values.</p>
<p>I'd... | 46,131 |
<p>Alice's school is planning to take some students from her class on a field trip. Alice is really excited about it. There are a total of $S$ students in her class. But due to budget constraints, the school is planning to take only $N$ students for the trip. These students will be picked randomly. And each student has... | 37,017 |
<p>I have samples with each sample has n features, how to normalize these features to let feature values lie between interval [-1,1], please give a formula.</p> | 46,132 |
<p>I want to run a Tukey's HSD on my data after performing a three factor anova with block as a fourth random factor.
The anova works fine in R, using the following code,</p>
<pre><code>model<-aov(dv~f1*f2*f3+Error(block/(f1*f2*f3)), data=*.txt)
</code></pre>
<p>where dv is my dependent variable, f1, 2 and 3 are t... | 72,787 |
<p>I have a set of integer series $S_1$, $S_2$, ... $S_n$. Each series has 3600 data points. Each data point is a positive integer. Each data point is stored as an an <code>unsigned int</code> requiring 4 bytes. So, storing the entire series requires 4 * 3600 bytes. This is too large a size and these series need to be ... | 72,788 |
<p>I'm trying to replicate the paper of Blundell et al. (2008) to separate permanent and transitory shocks on income on a panel dataset.
He solves the non-linear system of equations using Chamberlain's minimum distance estimator (it is shown in the appendix of the paper), but I haven't found a library, nor in R, nor in... | 46,133 |
<p>Let's assume we have a sequence of events $x_1, x_2, ...,x_n$ and each event can be described as a categorical variable from domain $\{A, B, C...\}$. The time interval between two consecutive events is not fixed.</p>
<p>An example could be a researcher's publication record. Each publication is an event and the doma... | 72,789 |
<p>I need to get p values for the fixed effects in the following GLMM's I ran. Does anyone know of code that I can run that will give me the p values I need? At the moment the output from the ANOVA only gives me one p value and I believe I need a separate p value for each of the fixed effects in the models. </p>
<p>Th... | 72,790 |
<p>My attempts:</p>
<ol>
<li><p>I couldn't get confidence intervals in <code>interaction.plot()</code> </p></li>
<li><p>and on the other hand <code>plotmeans()</code> from package 'gplot' wouldn't display two graphs. Furthermore, I couldn't impose two <code>plotmeans()</code> graphs one on top of the other because by ... | 46,135 |
<p>I'm looking for an implementation of a fast maximum rank correlation (MRC) estimator. This will be applied to large-ish sparse matrices (~100,000 by 10,000) in a text-mining application.</p>
<p>I'm working in python and R, so it would be nice to find something in those languages. Failing that, I could probably conv... | 34,831 |
<p>I have many time series in this format 1 column in which I have date (d/m/yr) format and many columns that represent different time series like here: </p>
<pre><code>DATE TS1 TS2 TS3 ...
24/03/2003 0.00 0.00 ...
17/04/2003 -0.05 1.46
11/05/2003 0.46 -3.86
04/06/2003 -2.21 -1.08
2... | 72,791 |
<p>OK, so here's a simple problem: Suppose I roll a D6 one hundred times. What is the probability of <em>any</em> number appearing <em>exactly</em> 50 times?</p>
<p>Now, the probability of rolling 50 ones is presumably given by the number of 100-roll sequences that contain exactly 50 ones divided by the total number o... | 34,833 |
<p>I have some Nanostring results that depict the fold change in expression after various conditions are applied. The people I am working with would like to know how to see what conditions give the largest change. For example which genes have the largest variance between all of the conditions and which genes have the... | 22,200 |
<p>I have the following analysis: I ran a MANOVA with two DVs (both empathy scales) and an IV (gender). Now the $p$-value (.03) tells me that there is a significant difference between men and women. However, I do not know which is higher on which variable. When I then look at the ANOVA table (given with SPSS) output, i... | 34,835 |
<p>What is a good explanation as to why you wouldn't have to integrate to find the posterior when you use a conjugate prior. Most examples (like for instance: <a href="http://www.youtube.com/watch?v=0XD6C_MQXXE" rel="nofollow">http://www.youtube.com/watch?v=0XD6C_MQXXE</a>) multiply the prior times the likelihood and e... | 72,792 |
<p>From <a href="http://books.google.com/books?id=1HQmBKMgDaMC&lpg=PR1&pg=PA133#v=onepage&q&f=false" rel="nofollow">Jun Shao's Mathematical Statistics</a></p>
<blockquote>
<p>Definition 2.10 (Consistency of point estimators). Let $X = (X_1 , ..., X_n)$
be a sample from $P ∈ \mathcal P$ and $T_n(X)$... | 72,793 |
<p>I am fitting longitudinal data with an increase in variance over time. The standard physiological model is a bi- or tri-linear model with variable breakpoints. The estimated parameters are used to describe rate of growth and time to maturity.
Is there an efficient method to account for within-segment heteroscedasti... | 72,794 |
<p>If I have $n$ samples and want to compute the pairwise correlation coefficients between $l$ and $m$ variables, I can construct the matrices $A_{l,n}$ and $B_{n,m}$. If I then subtract the mean and divide by the standard deviation from the rows of $A$ and columns of $B$, the matrix product $AB$ will contain the pair... | 72,795 |
<p>I would like to do a logistic regression of vaccination coverage of, for example, $HPV$. Let's assume that we have 50 states ($S$). 30 states have an urban part and a country part (urbanity variable $U$). The other 20 have only a country area. 10 of the states have population areas where individuals speaks only Span... | 34,838 |
<p>I have a couple of questions regarding performance of nonlinear regression models. </p>
<ol>
<li>Are the residuals from a nonlinear regression model supposed to be randomly distributed too (as in linear regression)?</li>
<li>I am comparing two nonlinear regression models (non-nested). What model performance indica... | 72,796 |
<p>I was reading a paper on robustness (<a href="http://econ.ucsb.edu/~doug/245a/Papers/Robustness%20Checks.pdf" rel="nofollow">http://econ.ucsb.edu/~doug/245a/Papers/Robustness%20Checks.pdf</a>) and they say:</p>
<p>"To determine whether one has estimated effects of interest, $\beta$; or only predictive coefficients,... | 72,797 |
<p>A question on this topic has been asked before:</p>
<p><a href="http://stats.stackexchange.com/questions/35346/combining-a-linear-kalman-filter-with-additional-linear-constraints">Combining a linear Kalman Filter with additional linear constraints?</a></p>
<p>and I checked out some of the references given:</p>
<p... | 132 |
<p>Someone know what quasi correlations are in a DCC GARCH output. I am familiar with the Pearson correlation, always between -1(perfect negative) and +1(perfect positive). In my output I have a quasi correlation of 1,6 between 2 indices. The command that I runned:</p>
<p>mgarch dcc (var1 var2 = , noconstant), arch(1)... | 34,840 |
<p>I want to compute a pseudo-$R^2$ for a model whose parameter estimation was based on maximum likelihood (function <code>likfit()</code>, package <code>geoR</code>, R software).</p>
<p>I tried to compute the $R^2$ proposed by Maddala (1983) which compares the maximized likelihood for the model without any predictor ... | 72,798 |
<p>I have only a little experience in math calculation tools. So please don't be strict if my question is not well defined :)</p>
<p>Which tool (Wolfram Mathematica, MATLAB or something else) is better to use for statistics? Where can I find quickstart guides and tutorials for it?</p> | 41,765 |
<p>I have sample data that I expect to contain values from at least several Poisson distributions (set around various lambda values). Some of these lambda values are nicely spaced, leading to what are visually obvious distinct distributions. My goal is to set confidence intervals (bins) around the most believable of t... | 72,799 |
<p>I have a set of data points with a total number of Nt. I know a priori that the data comes from two distinct processes (distributions). I am trying to find the optimal model parameters together with the optimal partitioning for the dataset; such that N1+N2=Nt. I want to use the Bayesian Information Criterion, my que... | 5,283 |
<p>What is the best package to to do some survival analysis and plots in R? I have tried some tutorials but I couldn't find a definite answer.</p>
<p>TIA</p> | 34,844 |
<p>In his 1984 paper <a href="http://www-unix.oit.umass.edu/~stanek/pdffiles/causal-holland.pdf">"Statistics and Causal Inference"</a>, Paul Holland raised one of the most fundamental questions in statistics:</p>
<blockquote>
<p>What can a statistical model say about
causation?</p>
</blockquote>
<p>This led to hi... | 34,845 |
<p>I have 3 latent variables with 3 measures each. I understand the conventional sample size would be 15 participants per measure (i.e. 9 x 15 = 135). I have 85 participants and don't think I will have enough time to collect many more (maybe another 15 max). Literature I read suggest no less than 200 for SEM. So my que... | 72,800 |
<p>Let $X_n$ be a sequence of identically distributed (e.g., binomial $B(1,1/2)$) random variables which are <em>not</em> independent (say, for any $n$ and $m$, $corr(X_n,X_m)=c$).</p>
<p>What can be said about the limit of their mean $\sum_n X_n/N$?</p>
<p>Motivation: a reason price variations assumed to be Gaussian... | 37,685 |
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