question stringlengths 37 38.8k | group_id stringlengths 2 6 | sentence_embeddings listlengths 768 768 |
|---|---|---|
<p>I read some definitions of recall and precision, though it is every time in the context of information retrieval. I was wondering if someone could explain this a bit more in a classification context and maybe illustrate some examples. Say for example I have a binary classifier which gives me a precision of 60% and a... | g109 | [
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<p>I'm trying to generate multivariate data shaped like Saturn (long story).</p>
<p>More formally;</p>
<ol>
<li>*cluster 1 is a rank-p Gaussian with correlation matrix R (where every out of diagonal entry of R is the same number in $(0,1)$).</li>
<li>cluster 2 is a bunch of points distributed on a hyper-plan of rank ... | g21837 | [
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<p>I have a dataset in which individuals have rated a number of subjects. I am trying to predict a subject-level outcome (binary) on the basis of these ratings.</p>
<p>While analyzing these data, I noticed that whenever I include a random intercept for subject, this random effect accounts for almost all variance in th... | g60091 | [
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<p>I have as an input a number of points that I need to partition into clusters. Each point has a number of features that are ideally to be used to find the similarity between each point and the others. Some of these features are scalar values (one number) and others are vectors.</p>
<p>For example, assume that each p... | g60092 | [
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<p>I'm having trouble calculating 95% confidence intervals for a change in binomial proportion. For example, in group $A$, there are $4$ successes out of $n =20$. In group $B$, there are $12$ successes out of $n =20$. I am able to calculate the CIs for the proportions separately in R using: </p>
<pre><code>binom.te... | g60093 | [
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<p>I'm examining some genomic coverage data which is basically a long list (a few million values) of integers, each saying how well (or "deep") this position in the genome is covered.</p>
<p>I would like to look for "valleys" in this data, that is, regions which are significantly "lower" than their surrounding enviro... | g60094 | [
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<p>In a standard mean regression setting $y_i=x_i^T \beta + \epsilon_i$, if we assume the errors $\epsilon_i$ are stationary with some covariance $\Sigma$, what can be said about $x_i$? Is $x_i$ also stationary? Also, is $\epsilon_i|x_i$ stationary? What if $x_i$ includes nonstationary covariates, what can be said abo... | g60095 | [
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<p>I have a vector of values that I would like to report the average in windows along a smaller slide.</p>
<p>For example, for a vector of the following values:</p>
<pre><code>4, 5, 7, 3, 9, 8
</code></pre>
<p>A window size of 3 and a slide of 2 would do the following:</p>
<pre><code>(4+5+7)/3 = 5.33
(7+3+9)/3 = 6.... | g37677 | [
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<p>Doing a poisson regression like this: <code>model<-glm(y~x*z,family=poisson)</code> with one predictor being a factor, I would use <code>anova(model,test="Chisq")</code> to test the overall effect of the interaction rather than <code>summary(model)</code>, which would give me two interaction terms (one for each o... | g16003 | [
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<p>I have a population of people. Each person has one of three characteristics, say X, Y or Z. I want to compare other characteristics of these people, using the characteristics X, Y and Z as a independent variable. </p>
<p>My hypothesis would be something like: "The mean of the salary for people with characteristic X... | g16004 | [
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<p>How can I draw similar biplot like you can on PCA, so I could compare these two visualization techniques / methods? I got dissimilarities and distances of my data in simple plot, but I would like it to visualize in biplot with arrows that are used in PCA? </p>
<p>Is it possible to visualize like that? Or it's not l... | g60096 | [
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<p>I'm not a statistician but I'm writing my thesis on mathematical finance and I think it would be neat to have a short section about independence of stock returns. I need to get better understanding about some assumptions (see below) and have a good book to cite. </p>
<p>I have a model for stock prices $S$ in which ... | g60097 | [
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<p>When I simulate normal data in R, I make sure that the sample have the exact mean and sd of the sampling distribution: <code>x = scale(rnorm(n))*sd + mean</code>.</p>
<p>I want to do the same for binomial data, making the sample express the near-exact probability that they were generated from. Of course it can't be... | g17897 | [
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<p>I have data set of ints with values 1..10.</p>
<p>Before any sample is added to the dataset it can be observed for a period of time. During this period X can grow from 1 to 10 (<strong>Note : it only grows in one directio through all values 1,2,3...10</strong>). </p>
<p><strong>Once added it cant change</strong>. ... | g60098 | [
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<p>I am going to configure a system for spam detection. What I have is a dataset of labeled (spam/not-spam) strings containing, mostly, sentences.</p>
<p>I have a background in machine learning techniques, but no background in machine learning applied to text.</p>
<p>One approach could be creating vectors of extremel... | g60099 | [
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<p>I have a set of 9 possible features that I can extract from an image. Does anyone know of a method that I can employ to utilize the best feature combination to get the maximum possible classification accuracy?</p> | g60100 | [
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<p>I am trying to use <code>logistic regression</code> in a scenario where there are very few positives. I'm aware that maximum likelihood suffers from small sample bias. So MATLAB's <code>glmfit</code> doesn't work for me. I tried using <code>firth</code> regression in R but it simply hangs up my powerful PC (150,0... | g16010 | [
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<p>Say, I wish to simulate two categorical variables who are associated with each other like in the table:</p>
<pre><code>prop.table(table(mtcars$gear, mtcars$vs),2)
vs
gear 0 1
3 0.66666667 0.21428571
4 0.11111111 0.71428571
5 0.22222222 0.07142857
# I can generate two new variables whi... | g60101 | [
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<p><strong>Background:</strong> Obviously, some musical compositions are better than others (measured by charts, saleability, last.fm site, ...). Each composition is, in fact, ordered sequence of discrete values (notes). Putting all together, it looks like supervised problem - sequence of notes (independent "variable")... | g60102 | [
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<p>I am developing a website with a lot of different items that can be reviewed and rated, although I need a solid ranking algorithm which I can sort after.</p>
<p>The ratings will be performed by the user being able to give a score from 1 to 10 where 10 is the best. Now I need the ranking algorithm to be able to calc... | g16011 | [
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<p><strong>Summary:</strong>
While looking at the correlations I noticed a wired, relation. </p>
<p>Variables:
User comments - A;
User community activity- B;
Comments on user's wall - C (control)</p>
<p>I expected that A and B will be highly correlated, and later on will load into the same latent factor. However, it ... | g60103 | [
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<p>I have conducted an empirical study as part of my master thesis. Each test subject was asked to find 10 cards (one at a time, without knowing what the next card was) among 50 cards divided into 10 piles. Because of different reasons did I chose to shuffle all cards for each subject, and my hypothesis is that this ha... | g60104 | [
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<p>According to <a href="http://smj.sagepub.com/content/3/1/15.abstract" rel="nofollow">Reduced-rank vector generalized linear models</a> the parameter estimates are obtained by Fisher-scoring algorithm. In the <code>VGAM</code> package the IRLS algorithm is used:</p>
<p>$\beta^{(a+1)} = (\sum X_i^\top W_i ^{(a)} X_i)... | g16012 | [
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<p>Assume the following bivariate regression model:
$$
y_i = \beta x_i + u_i,
$$
where $u_i$ is i.i.d $N(0, \sigma^2 = 9)$ for $i = 1,\ldots, n$.</p>
<p>Assume a noninformative prior $p(\beta) \propto \text{constant}$, then it can be shown that the posterior pdf for $\beta$ is
$$
p(\beta|\mathbf{y}) = (18\pi)^{-\frac{... | g60105 | [
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<p>I am a research scholar and monitoring phenological events of timber line at Himalayan region from past 4 years. During data analysis I found a research paper <a href="http://www.tandfonline.com/doi/abs/10.1080/17550874.2011.580382#.UgdVIdJHLgs" rel="nofollow">Estimation and comparison of flowering curve</a> similar... | g60106 | [
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<p>Does is exist counterpart of Chow test for Least absolute deviations method in analytical or not version ? In least absolute deviations we minimize sum of absolute values of errors.</p> | g60107 | [
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<p>I can't seem to find much info on the following: I have a dataset <em>D</em> at time <em>t</em> which I use to fit an ARIMA model. I forecast the value of the time series at time <em>t</em> + 1. Now, when I'm in <em>t</em> + 1, I would like to predict the value of my time series at <em>t</em> + 2 using data up unti... | g60108 | [
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<p>I orginially posted this <a href="http://ask.metafilter.com/265816/Statistical-power-and-the-validity-of-experimental-results" rel="nofollow">over at AskMetafilter</a>, and a commenter suggested I ask it here.</p>
<p>I work for a dietary supplement company that also makes skin care products, and some of those skin ... | g60109 | [
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<p>I am attempting simple Ward type clustering. However, the R package is proving several choices to use for the distance matrix. I am wondering how I am supposed to determine the right distance matrix method.</p>
<p>Are there any generally acceptable criteria for specific sets of problems?</p> | g60110 | [
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<p>I am looking for a <code>JavaScript</code> or a <code>PHP</code> library to calculate common business/statistical metrics (e.g. <code>Total</code>, <code>Avg</code>, <code>YTD</code>, <code>YoY</code>, <code>MoM</code>, <code>CAGR</code> growth, standard deviation, regression line coordinates) from simple arrays/obj... | g60111 | [
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<p>I have a feeling this is a somewhat common problem but reading about tests for normal distributions hasn't really helped me as their assumptions didn't seem to fit mine. </p>
<p>Consider the following case: </p>
<ul>
<li>I have data (a lot) that is somewhat normally distributed but quite leptokurtic. </li>
<li>I c... | g16021 | [
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0.02690972201526165,
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-0.001... |
<p>I have a dataset with page view data for about 500,000 users, divided into two groups. Each user can visit up to 5 pages, each as many or as few times as they want. So for each user, I have the distribution of number of visits to each page. I would like to compare the 'average skew' in distribution between the two g... | g60112 | [
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<p>I know there are a lot of similiar questions about this topic. But nevertheless I am not able to solve my problem.</p>
<p>I want to reshape a dataset of this structure:</p>
<pre><code>Country Variable 2001 2002 2003
A Demand 8 46 776
A Supply 4576 576 576
A Storage 5 765 765
B Demand 75... | g49580 | [
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<p>If you want to compare two learning algorithms, which metric is better to use in general: ROC or accuracy? I understand that in ROC, you get both the sensitivity and specificity?</p> | g49581 | [
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<p>I run an experiment with some control condition and some test conditions, in a repeated measures design, and I want to know whether for my dependent variable there is a significant difference between the two conditions.</p>
<p>Is it enough to test for the main effect of the repeated measures one-way ANOVA?
Or do I ... | g60113 | [
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<p>For example, I have a model:
$$Y= \beta_0 + \beta_1*X_1 + \beta_2*X_2 + \beta_3*X_3 + \beta_4*X_4 + \epsilon_1$$</p>
<p>I suppose that $X_1$ may be the factor causing heteroskedasticity, and I regress Y on $X_1$
$$Y= \alpha_0 + \alpha_1*X_1 + \epsilon_2 $$</p>
<p>Now, which residual, $\epsilon_1$ or $\epsilon_2$ ... | g60114 | [
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<p>I'm fitting a Bayesian HLM in JAGS using k-fold cross-validation (k=5). I'd like to know whether estimates of parameter $\beta$ are stable across all folds. What's the best way to do this?</p>
<p>One idea is to find the differences of the posteriors of $\beta$ and to
see if 0 is in the 95% CI of the difference. In ... | g60115 | [
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<p>I need to prove an induction step. $X_i$ are independently distributed with the distribution function $1-F_i=x^{-\alpha}L_{i}(x)$ where $\alpha \geq 0$ and $L_{i}(x)$ is regularly varying (If the limit $g(a)=\lim\limits_{x\rightarrow\infty}\frac{L(ax)}{L(x)}$ is finite and nonzero for $a >0$, then L is regularly ... | g16026 | [
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<p>For three independent normally distributed continuous random variables X, Y, and Z (each with its own mean and standard deviation), I need a way to calculate</p>
<p>$P(Y \geq X, Y \leq Z)$</p>
<p>I know that I can do this by the following:</p>
<p>$P(Y \geq X, Y \leq Z) = P(Y \geq X) \cdot P(Y \leq Z | Y \geq X)$<... | g16027 | [
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<p>I just wonder why t-stat is normally reported with an asterisk to indicate significance but not p-value.</p> | g16030 | [
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<p>Given pairs $(x_i, y_i), x_i \in R^n , y_i \in R$ we want to solve minimization
problem (logistic regression):$\min \frac{1}{2} ||w||^2 + \sum_i^{i=m}\log(1+\exp(-y w\cdot x_i))$. How to do that? I know the dual form is:
$ \min_{\alpha} D(\alpha)= \frac{1}{2}\sum_{i, j}\alpha_i \alpha_j y_i y_j x_i \cdot x_j + \sum_... | g60116 | [
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<p>I am using inverse modelling software (<a href="http://www.pesthomepage.org/" rel="nofollow">PEST</a>) to estimate a periodic parameter for the direction of anisotropy, $\hat{\theta}$, which is somewhere in $[0^{\circ}, 180^{\circ})$ (i.e., has a wavelength of 180°). With PEST, parameters must be defined with lo... | g16032 | [
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<p>I have Beta as my independent variable and Economic value added (EVA) as my dependent variable.
To calculate EVA I need to use Cost of capital and to calculate that I have to use Beta, so is it possible to use EVA as the dependent variable. thank you </p>
<blockquote>
<p>EVA= Net Operating Profit After Taxes (NO... | g23553 | [
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<p>I am currently reading about Bayesian Methods in Computation Molecular Evolution by Yang. In section 5.2 it talks about priors, and specifically Non-informative/flat/vague/diffuse, conjugate, and hyper- priors. </p>
<p>This might be asking for an oversimplification but, could someone explain simply the difference b... | g16034 | [
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<p>I have estimated ARDL(UECM) in eviews but I dont know how to specify or extract the long run an short run estimates/coefficienst? what is the standard procedure to do so?</p> | g60117 | [
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0.00961846113204956,
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<p>What are the different methods to prove that a continuous univariate distribution is unimodal?</p>
<p>Some of them are available at <a href="http://en.wikipedia.org/wiki/Unimodality" rel="nofollow">Wikipedia</a> but not much detail is given. Solution or suggestion of any continuous univariate distribution is welcom... | g16036 | [
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<p>To investigate reasons for certain behavior, we have defined three categories for these reasons, and have determined how often these were mentioned across 15 (very different) scientific articles. These articles were selected by systematic review of titles and abstracts. They span the whole (broad) medical field and ... | g16037 | [
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<p>I have a basic question regarding use of the terms "Weibull model" and "Weibull distribution". (I take Weibull as an example, but the question could apply to any distribution.) </p>
<p>I read in books or research papers frequent use of "Weibull model" or "Weibull distribution", so my questions are</p>
<p>1) Are th... | g60118 | [
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<p>I am trying to understand if the division for n-1 in the calculation of standard deviation related to degrees of freedom, unbiasing of the estimator, or both. </p>
<p>I understand what is a degree of freedom when we talk about t, chi, f distribution and so on. </p>
<p>I was also trying to understand what is a degr... | g49318 | [
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<p>How can I estimate 95% confidence intervals using profiling for parameters estimated by maximising a log-likelihood function using optim in R?</p>
<p>I know I can asymptotically <a href="http://stats.stackexchange.com/questions/27033/in-r-given-an-output-from-optim-with-a-hessian-matrix-how-to-calculate-paramet">es... | g18766 | [
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<p>So, I've got a matrix of about 60 x 1000. I'm looking at it as 60 objects with 1000 features; the 60 objects are grouped into 3 classes (a,b,c). 20 objects in each class, and we know the true classification. I'd like to do supervised learning on this set of 60 training examples, and I'm interested both in classifier... | g60119 | [
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<p>I am currently using the mice: Multivariate Imputation by Chained Equations in R (JSS 2011 45(3)) package.</p>
<p>Consider the following example. I am using Sites B to Z and mice() to help infill missing data for Site A. The observations for Site A span the period 2002 to 2005 (there are some missing data in this p... | g60120 | [
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<p>I have a linear model of the form y ~ x + z + x:z. </p>
<p>I have unbalanced data and further have a few missing cells (data would be unbalanced even without those missing cells).</p>
<p>My understanding of the different Types of SS comes mostly from how you can manually obtain the SS using different model compari... | g487 | [
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<p>As part of an assignment, I had to fit a model with two predictor variables. I then had to draw a plot of the models' residuals against one of the included predictors and make changes based on that. The plot showed a curvilinear trend and so I included a quadratic term for that predictor. The new model showed the qu... | g60121 | [
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<p>Let $(X_n)$ be iid random variables and suppose they have mean 0 and follow Cauchy distribution. </p>
<p>I know I can set the location parameter to 0. My question is how to find the corresponding scale parameter. Thank you!</p> | g16047 | [
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<p>I have heard of Owen's empirical likelihood, but until recently paid it no heed until I came across it in a paper of interest (<a href="http://arxiv.org/abs/1205.5658">Mengersen et al. 2012</a>). </p>
<p>In my efforts to understand it, I have gleaned that the likelihood of the observed data is represented as $$L = ... | g60122 | [
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<p>Suppose I have panel data with firms $i=1,...,N$ and year $t=1,...,T$. Also, assume that I have the model like below: </p>
<p>$y_{it}=\beta x_{1it}+\alpha_{i}x_{2it}+v_{i}+u_{it}$</p>
<p>My simple question is how to estimate $\alpha_{i}$. Note that $x_1$ and $x_2$ are continuous variables. </p>
<p>In Stata, I did... | g60123 | [
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<p><img src="http://i.stack.imgur.com/eG6l1.jpg" alt="enter image description here"></p>
<p>I used <code>auto.arima</code> function of R software to get following order of arima model: ARIMA(2,0,2). Then I used the following commands on my data to generate ACF and PACF plots.</p>
<pre><code>par(mfrow=c(1,2))
acf(myda... | g60124 | [
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<p>I am sure this has been done, but I can't find quite the right approach.</p>
<p><strong>EDIT:</strong>
Trying to explain better. </p>
<p>The rows of colored boxes below are <em>columns</em> of molecular sequence data -- positions in a protein. The circles represent individuals (species, etc) which have that amino ... | g60125 | [
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<p>I am interested in seeing the correlation between a particular principal component and a particular independent variable in my 'original' data set, that is, I'd like to calculate</p>
<p>$\rho_{Y_{i},X_{k}} = \frac{e_{i,k}\sqrt{\lambda}}{\sqrt{\sigma_{k,k}}}$ </p>
<p>where $Y_{i}$ is the $i$th principal component ... | g16054 | [
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<p>I'm using Dynamic Time Warping to match a "query" and a "template" curve and having reasonable success thus far, but I have some basic questions:</p>
<ol>
<li><p>I'm assessing a "match" by assessing whether the DTW result is less than some threshold value that I come up with heuristically. Is this the general appro... | g60126 | [
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0.016620878130197525,
0.014147341251373291,
-0.038718342781066895,
0.05924644321203232,
-0... |
<p>There is a very nice post here that gives a neat solution to the problem of finding the ridge parameter when the degrees of freedom are known:</p>
<p><a href="http://stats.stackexchange.com/questions/8309/how-to-calculate-regularization-parameter-in-ridge-regression-given-degrees-of-f">How to calculate regularizati... | g60127 | [
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<p>I am working on an exploratory factor analysis of dichotomous items. I've found <a href="http://stats.stackexchange.com/questions/31948/looking-for-a-step-through-an-example-of-a-factor-analysis-on-dichotomous-data">this post</a> extremely helpful. However, Mplus seems to be a standard that journals in my field are... | g45476 | [
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<p>How can I derive the posterior distribution of a likelihood function $N({\bf{t}}|\phi(x)^{T}{\bf{w}}, \beta^{-1})$ and a prior $N({\bf{w}}|{\bf{m_{0}}}, \beta^{-1}{\bf{S_{0}}})Gam(\beta, a_{0},b_{0})$? </p>
<p>I'd like to use something similar to the general relations for conditional distributions in the normal cas... | g38114 | [
0.011802077293395996,
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0... |
<p>I have a dataset that follows something between a power and exponential law. I'm not happy with the IQR method of detection of outliers because on small sets of data (<50-100), it does not give you an idea of the percentage of outliers that have been droped.<br>
I thought of an iterative method that would drop on... | g60128 | [
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<p>Is anyone familiar with usage of Random forest code Breiman and Cutler (<a href="http://stat-www.berkeley.edu/users/breiman/RandomForests/cc_home.htm" rel="nofollow">http://stat-www.berkeley.edu/users/breiman/RandomForests/cc_home.htm</a>).?? I wanted to know how to use that FORTRAN code to predict the class labels... | g49582 | [
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0.018... |
<p>The BW algorithm to estimate HMM parameters works on a consecutive sequence of observations. But what should be done if only a partial sequence is available? From another point of view, the observable may change its internal state without producing any output. </p>
<p>Can we say that a continuous-time HMM is less s... | g60129 | [
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0.0... |
<p>I am interested in ARMA/ARIMA models. First off, is there any material online about how to identify such models? It is done via acf and pacf, but I find the material I found online somewhat misleading. I would like to have a set of rule of thumbs I can use for that.</p>
<p>Secondly, do you know of any C++ library, ... | g16061 | [
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0.0... |
<p>In which cases should one prefer the one over the other?</p>
<p>I found someone who claims an advantage for Kendall, <a href="http://www.rsscse.org.uk/ts/bts/noether/text.html">for pedagogical reasons</a>, are there other reasons?</p> | g38070 | [
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<p>I have a multi-output regression problem with $d_x$ input features and $d_y$ outputs. The outputs have a complex, non-linear correlation structure.</p>
<p>I'd like to use random forests to do the regression. As far as I can tell, random forests for regression only work with a single output, so I would have to train... | g60130 | [
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<p>I only have two variables and they are on the same scale. However, the variance corresponding to the first variable is approximately 0.609, whereas for the second variable is 0.154. So my question is should I standardize the observations (subtracting off the mean and dividing by the standard deviation) or leave it a... | g60131 | [
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<p>What does it mean when two random effects are highly or perfectly correlated?<br>
That is, in R when you call summary on a mixed model object, under "Random effects" "corr" is 1 or -1.</p>
<pre><code>summary(model.lmer)
Random effects:
Groups Name Variance Std.Dev. Corr
pop... | g60132 | [
0.026683276519179344,
-0.03358815982937813,
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0.002401507692411542,
0.049172114580869675,
0.0020180828869342804,
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0.03772396594285965,
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0.0015801404369994998,
0.052091553807258606,
-... |
<p>I understand the basics of what a Support Vector Machines' aim is in terms of classifying an input set into several different classes, but what I don't understand is some of the nitty-gritty details. For starters, I'm a bit confused by the use of Slack Variables. What is their purpose?</p>
<p>I'm doing a classifica... | g49386 | [
0.010531307198107243,
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0.036530155688524246,
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<p>I'm investigating the effect of 'Condition' (3 levels: Quiet, Intelligible, Unintelligible) on pupil response over time (intercept, linear, cubic, quadratic, quartic and quintic terms).</p>
<p>When I use this as my mixed growth curve model;</p>
<pre><code>m.full <- lmer(PupilBaseCorrect ~ (ot1+ot2+ot3+ot4+ot5) ... | g60133 | [
0.013861619867384434,
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... |
<p>I have been asked to compare an exploratory factor analysis (EFA) to one based on a hypothesized model. The <a href="http://stats.stackexchange.com/a/5468">answer</a> in <a href="http://stats.stackexchange.com/questions/5448/why-would-the-results-of-pca-differ-from-a-confirmatory-factor-analysis">Why would the resul... | g16069 | [
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0.018... |
<p>Here's what I want to do, but there seem to be no <code>predict</code> method for the mlogit. Any ideas?</p>
<pre><code>library(mlogit)
data("Fishing", package = "mlogit")
Fish <- mlogit.data(Fishing, varying = c(2:9), shape = "wide", choice = "mode")
Fish_fit<-Fish[-1,]
Fish_test<-Fish[1,]
m <- mlogi... | g60134 | [
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0.016940882429480553,
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0.002418183721601963,
0.11547179520130157,
0.... |
<p>I'm doing an autocorrelation analysis for a spatially distributed collection of observations. To perform my analysis, I am using Moran's I statistic.</p>
<p>My questions are: <strong>(1)</strong> What are the implications and benefits of using different weighting functions, i.e. $d^{-1}$, $d^{-2}$, $\exp(-d)$, and ... | g16071 | [
0.02274913713335991,
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0.10157796740531921,
0.... |
<p>I've seen at least 3 sources on time series* state that the component of a series that is variously called random, stochastic, or noise (something clearly separate from any deterministic, patterned component) itself consists of 2 parts, a systematic part and an unsystematic part. I can't for the life of me figure o... | g60135 | [
0.03338124230504036,
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<p>I am doing the following to fit my data using an exponential function:</p>
<pre><code># Define the data
data <- c(67, 81, 93, 65, 18, 44, 31, 103, 64, 19, 27, 57, 63, 25, 22, 150,
31, 58, 93, 6, 86, 43, 17, 9, 78, 23, 75, 28, 37, 23, 108, 14, 137,
69, 58, 81, 62, 25, 54, 57, 65, 72, 17, 22,... | g45487 | [
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0.009966582991182804,
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0.08593330532312393,
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<p>I want to study effect of three factors (Size, Stress and distortion) on readability of graphs. Each factor has two level of difficulties such as easy and hard. Every time I will fix two factors and change another factor to generate a graph. For example, I will fix Size and Stress and will generate a graph with low ... | g60136 | [
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0.04651021212339401,
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0.013305621221661568,
0.014387025497853756,
-0.... |
<p>Can I determine cutoffs for the values of R-squared and its slope that are not arbitrary? Can I do anything to improve my method? </p>
<p>Exposition: I work with a type-2 superconducting magnet for the measurement of very small magnetic moments. There is a problem which occurs when the the magnet passes through "cr... | g60137 | [
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0.005259071011096239,
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0.041920069605112076,
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<p>Using an independent samples t test, I am comparing the performance of 2 groups on an activity, based on the percentage of items correct (the percentage of total items correct, as well as percentage of items correct for four sub-domains of the activity). The n of one group is 23, and the n of the other is 34.</p>
... | g60138 | [
0.023859452456235886,
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0.03626946359872818,
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0.034846... |
<p>I'm not an economist and I am little confused. I want to build a hedonic model and regression for analyzing price evolution of some product (e.g. computers) on the market and hedonic price/quality indices. The analysis shoud be based on two points:</p>
<ol>
<li>before entry of a new player on the market (period of ... | g60139 | [
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0.02949652448296547,
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0.03883941099047661,
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0.023612... |
<p>I have some funnel data from a website I manage. After some time I did some improvement on a multi-step purchase process. I wonder if it's possible to
formulate a test that with statistical significance can assess if the improvements in the process have actually been effective.</p>
<p>In other words I would like t... | g16076 | [
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0.026938172057271004,
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0.02814951166510582,
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-... |
<p>In my data, I have two treatment conditions with repeated measures for each subject. I would like to run a mixed logistic regression separately for each of my two conditions where my binary outcome DV (dependent variable) is regressed on my IV (independent variable) and also have a random slope and intercept fitted ... | g16077 | [
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0.0622376874089241,
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... |
<p>How can I do to incorporate Monte Carlo simulation on a triangular function.
I'm trying to do this using JavaScript and found a very interesting bibliioteca <a href="http://jstat.github.io/distributions.html" rel="nofollow">http://jstat.github.io/distributions.html</a> # jStat.triangular.pdf however I do not know h... | g16078 | [
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0.12709587812423706,... |
<p>Can we use clustering output as predictor variable for classification?</p>
<ol>
<li>I have a set of data and I do clustering analysis on it, it divides the data into different clusters.</li>
<li>Can I use this cluster information i.e. cluster1, cluster2, cluster3, as one of the input variable i.e. predictor variabl... | g60140 | [
0.025861620903015137,
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0.013779330998659134,
0.06417695432901382,
0.045113444328308105,
0.07818164676427841,
-0.... |
<p>For my work, im using the multilabel dataset from this <a href="http://mulan.sourceforge.net/datasets.html" rel="nofollow">webpage</a>. Few dataset which are listed in the page (for, e.g <em>bibtex</em>) have nominal attributes, i.e attribute values are 0 and 1. </p>
<p>My queries are given below</p>
<ol>
<li><p>I... | g60141 | [
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0.017093010246753693,
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0.03662758320569992,
0.03586972877383232,
0.04811284691095352,
0.06662001460790634,
0.01372... |
<p>I have two finite-sampled signals, $x_1$ and $x_2$, and I want to check for statistical independence.</p>
<p>I know that for two statistically independent signals, their joint probability distribution is a product of the two marginal distributions.</p>
<p>I have been advised to use histograms in order to approxima... | g16081 | [
-0.0043909428641200066,
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0.007216645870357752,
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0.07680541276931763,
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-0.01869136095046997,
-0.0021491688676178455,
0.05891905725002289,
-0.016934622079133987,... |
<p>Given U is an uniform random variable on [0,1] and F is a cdf with inverse $F^{-1}$. I want to prove that $F^{-1}(U)$ has distribution F. Is the following proof correct:</p>
<p>$F_{X}^{-1}(u) = x$ <=> $F_{X}(x) = u$</p>
<p>Proof:</p>
<p>$F_{X}(x) = F_{U}(u)$ =>
$\int_{0}^{u} P_{u}(u)du = \int_{0}^{1} 1 du = u.... | g60142 | [
0.005938456393778324,
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0.0542038269340992,
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... |
<p>Sites such as <a href="http://Surveymonkey.com" rel="nofollow">Survey Monkey</a> allow a layperson to easily create and administer a questionnaire. However, the only thing I know about polling is that you can't just create a questionnaire, let anyone answer it, and get valid results from it. </p>
<p>Is there a layp... | g60143 | [
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0.02677118219435215,
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0.007815921679139137,
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0.007773688994348049,
0... |
<p>Sorry if this has been asked before but I've already done quite a bit of work here and I feel like I'm quite close to an answer. </p>
<p>I am interested in testing whether the PHP function <a href="http://php.net/array_key_exists" rel="nofollow">array_key_exists</a> depends on the size of the array. If it did, we s... | g18954 | [
0.05896114557981491,
0.01491744164377451,
-0.006584205199033022,
-0.06251882016658783,
0.0185213815420866,
-0.0612623356282711,
0.0386463925242424,
-0.0035390241537243128,
-0.0552564337849617,
-0.03419085592031479,
-0.0036959557328373194,
0.020804807543754578,
0.038883745670318604,
0.02473... |
<p><strong>Short question:</strong> Why is this true??</p>
<p><strong>Long question:</strong></p>
<p>Very simply, I am trying to figure out what justifies this first equation. The author of the book I am reading, (context <a href="http://stats.stackexchange.com/questions/35248/deriving-negentropy-getting-stuck">here<... | g21970 | [
0.016247224062681198,
-0.030677227303385735,
-0.018083229660987854,
-0.02179998904466629,
0.006908709183335304,
0.005847908090800047,
0.008278228342533112,
0.03921639546751976,
-0.020832717418670654,
-0.012190844863653183,
-0.039884649217128754,
0.0435718335211277,
0.06095273420214653,
-0.... |
<p><strong>EDIT: Since making this post, I have followed up with an additional post <a href="http://stats.stackexchange.com/questions/61711/fitting-a-zero-inflated-negative-binomial-regression-with-r">here</a>.</strong></p>
<p><strong>Summary of the text below: I am working on a model and have tried linear regression,... | g16089 | [
-0.023337699472904205,
-0.047987669706344604,
-0.03708983212709427,
-0.045855820178985596,
-0.10136450082063675,
0.026104602962732315,
0.020328259095549583,
-0.03268563002347946,
-0.007494600024074316,
-0.01093263179063797,
0.005388047080487013,
0.03851022571325302,
0.03570905700325966,
-0... |
<p>Computing power considerations aside, are there any reasons to believe that <strong>increasing the number of folds</strong> leads to better model selection/validation? (the higher the number of folds the better)</p>
<p>Taking the argument to the extreme, does <strong>leave-one out</strong> necessarily lead to bett... | g60144 | [
-0.010308654047548771,
0.07765866816043854,
0.018972022458910942,
0.0032075357157737017,
-0.005692715756595135,
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0.010808327235281467,
0.051342520862817764,
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0.00423932122066617,
0.02740999311208725,
-0.04956578463315964,
0.06578779965639114,
0.06... |
<p>I'd like to know if there is a method (in R) to classify curves based mainly on their appearance ie one cluster will represent a specific form of curves.</p>
<p>Thanks</p> | g60145 | [
0.04214075207710266,
-0.016314726322889328,
-0.00023893929028417915,
-0.018334226682782173,
0.005279459524899721,
-0.050923191010951996,
-0.008036618120968342,
-0.005832853727042675,
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-0.02153170481324196,
0.042024899274110794,
0.06874939799308777,
0.11588984727859497,
... |
<p>I am not sure whether this question is fully appropriate here, if not, please delete. </p>
<p>I am a grad student in economics. For a project which investigates issues in social insurances, I have access to a large number of administrative case reports (>200k) which deal with eligibility evaluations. These reports ... | g16091 | [
0.033023424446582794,
0.04191278666257858,
-0.0033849598839879036,
-0.027343178167939186,
-0.019458936527371407,
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-0.011846865527331829,
0.03359628841280937,
0.013890469446778297,
-0.0012684756657108665,
0.020129263401031494,
0.008792620152235031,
0.0732211321592331,
-... |
<p>I have a relatively simple problem that I can't seem to find a satisfactory solution to. If I have three scales for three different sets of data. One varies from [-5,5] the other from [1,10], and the last from [-10,10] what would an appropriate way to make a single scale for data from all three sets of data? </p> | g758 | [
0.00889449194073677,
0.050595227628946304,
-0.010583728551864624,
-0.08795410394668579,
0.04610558599233627,
0.02056966722011566,
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-0.00772210443392396,
0.0016048094257712364,
-0.012038416229188442,
0.024225784465670586,
-0.011... |
<p>I want to create a pie chart for four items, the arc of the slices would be equal, each 90 degrees, however the areas would be different since I will shrink or enlarge the slice depending on the data. Here is an that is close to what I want: </p>
<p><img src="http://i.stack.imgur.com/HDOPk.png" alt="[example](http... | g60146 | [
0.039020221680402756,
0.03254907950758934,
-0.005917851347476244,
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0.005440440960228443,
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-0.017234714701771736,
0.021002093330025673,
-0.0012036111438646913,
0.0324462354183197,
... |
<p>I have a fairly simple question regarding the interpretation of the F-test in Microsoft Excel.</p>
<p>Let't say these are the results of my F-test:</p>
<p><img src="http://i.stack.imgur.com/7Ds80.jpg" alt="enter image description here"></p>
<p>I am now wondering how to interpret it in order to choose the correct ... | g18971 | [
0.021571360528469086,
0.048838645219802856,
0.023656493052840233,
-0.009470038115978241,
0.025778211653232574,
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0.01845976710319519,
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-0.046036384999752045,
0.01848788373172283,
-0.014327319338917732,
0.045314300805330276,
-0... |
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