question stringlengths 37 38.8k | group_id stringlengths 2 6 | sentence_embeddings listlengths 768 768 |
|---|---|---|
<p>To use the scores of the extracted components/factors in a further regression analysis, like mixed effects model regression as predictors to an outcome variable or DV. Would be there any discrepancies in the results coming out of the regression analysis when using scores of the following scenarios (<code>psych</code... | g16703 | [
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<p>I have a large dataset of 34 variables and I run PCA on it. I want to use the first, say, 5 principal components to "predict" (or estimate or approximate) an arbitrary linear combination of the original 34 variables. For example, I can simulate the 5-variate uncorrelated time series of these five components which I ... | g16704 | [
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<p>A friend of mine asked me on how to do it in excel, and after playing with it a bit (and googling it) I gave up.</p>
<p>Does any one have a suggestion on how it might be done?</p> | g41336 | [
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<p>If I consider a data X, I want to fit a distribution Y which has a density f(x) but It's not possible to express the moments of Y as function of the parameters. </p>
<p>My problem is : </p>
<p>1- to estimate the parameter of my distribution using GMM estimator. I know that GMM work if we have the analytically expr... | g22965 | [
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<p>I'm trying to implement logNormal distribution into my java program because lognormal dist doesn't exist into apache commons math library.</p>
<p>I have no problem to re-write density and cumulative probability function, extending abstract classes of apache commons math library, like this : </p>
<pre><code> public... | g560 | [
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<p>I'm trying to create a multiple linear regression with water temperature change as my response variable and four numeric explanatory variables (that influence temperature change). Each numeric variable was recorded prior to the temperature change (e.g. amount of ice added into the water).</p>
<p>My problem is that ... | g60549 | [
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<p>The Suanshu Statistics Library supports the "Kolmogorov-Smirnov two-sample test" by rejecting the null hypothesis if $p$-value if smaller than significance level $\alpha$ (e.g., $p<0.05$).</p>
<p>My question is whether there is any method to check if the "test statistic" exceeds the critical value (for $\alpha ... | g46289 | [
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<p>Consider bivariate data consisting of correlated variables (r ~ 0.9). It is known how both the variables are calculated. Each observation is identically distributed but <strong>non independent</strong>. Also, the dataset is fairly skewed in nature. </p>
<p>Given this information, i'm interested in isolating observa... | g16707 | [
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<p>I have posted a similar question about the same problem, having been suggested to use a polynomial Robust Linear Model, which worked fine for most cases, as can be seen here:</p>
<p><a href="http://stats.stackexchange.com/questions/43086/non-algebric-curve-fitting-along-weighted-pointcloud-if-possible-using-python"... | g46290 | [
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<p>I just found "Robust Fitting of Linear Models" rlm() function in the MASS library.</p>
<p>I would like to know what is the difference between this function and the standard lm() (linear regression).</p>
<p>Could someone give me a short explanation?</p>
<p>Thank you</p> | g16710 | [
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<p>Suppose that we want to test the hypothesis that the proportion of blue-eyed martians has been decreasing throughout the 20th century. Unfortunately, the Martian population fluctuates highly, so every decade there is large difference in the total population [update: consider the Martian population to be constant at ... | g60550 | [
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<p>I would like to model intraday data of energy load. The data show strong seasonality within the day (which is clear and well known) and a different pattern on weekdays and weekends. I use the time series packages of R (package ts and then a decomposition in seasonality, level and trend). I get good results when I ju... | g60551 | [
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<p>I was testing the cross sectional independence test using <code>Pesaran CD</code> test in <code>stata 10</code> for the panel data using the <code>N=50 and T=18</code>. After running the fixed effect with time dummies (effects), I got a negative value for the test with the <code>p</code> value >1 (which is not possi... | g60552 | [
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<p>In case you want to compare the average income of a group of male employees against the average income of a group of female employees, the observations are clearly independent.</p>
<p>Now, I have a network of a certain number of nodes. These nodes are linked by edges and I can characterize each node by the number o... | g109 | [
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<p>Apology for posting almost one question daily. I am trying to learn some aspects of Statistical Machine learning, so every day many questions coming and if I am not finding answer in my offline peer community, I am trying to ask to you. </p>
<p>You answer so nicely it encourages people like me to ask. </p>
<p>I wa... | g60553 | [
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<p>I'm trying to compare some data and see if there is a significant P<sub>interaction</sub> value between them. The data is highly skewed and thus I would like to use a transformation; a log transformation results in highly non-normal residuals, thus I am looking for a more appropriate transformation, if it exists. I... | g16716 | [
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<p>Lyapunov's inequality states that A^T*P + P*A < 0. Given a 2X2 A how do I go about representing this as a canonical linear matrix inequality?</p> | g16718 | [
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<p>Whenever I run a robust regression model in R with <code>rlm</code> and with either M or MM methods, I get the following error message:</p>
<blockquote>
<p>Error: 'lqs' failed: all the samples were singular</p>
</blockquote>
<p>I am not sure what it means and what I can do to bypass this error.</p> | g60554 | [
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<p>Suppose I have a function $g\in L_2(\mathbb{R})$, and we observe variables two -vectors $(Y_i,X_i)$ such that $Y_i = g(X_i) + U_i$ for some IID error terms $U_i$. If I want to estimate $g$, I want to use an orthonormal basis of $\mathbb{R}$, which we will call the set $\{e_i\}_{i\geq 0}$. Then we could write $g(x)$ ... | g506 | [
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<p>This isn't a strictly stats question--I can read all the textbooks about ANOVA assumptions--I'm trying to figure out how actual working analysts handle data that doesn't quite meet the assumptions. I've gone through a lot of questions on this site looking for answers and I keep finding posts about when not to use AN... | g60555 | [
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<p>Use MC integration to estimate the probability that X * exp(X) < 2.5, assuming that X ~ Gamma(1.2,3.7)</p>
<pre><code>data mcprobdata;
/* generate the sample */
call streaminit(23891);
count = 0;
do i=1 to 2000;
p = rand('uniform');
x = quantile('Gamma', p, 1.2, 3.7);
count = count + (x*exp(x) < 2... | g49430 | [
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<p>I am trying to create a stock market model based on fundamental variables for the US economy. I am using R. Some of the variables I am looking to include are: GDP, Unemployment Rate, Initial Claims, etc... Given that some of these indicators have different time frames from weekly to quarterly will I get error messag... | g60556 | [
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<p>I'm trying to fit a data sample to a distribution. So far I have created a histogram and fitted the data with a lognormal distribution in R and made a Q-Q plot in excel (of log(benefits paid) against theoretical normal quantiles).</p>
<p>Here are my histogram and Q-Q plot:
<img src="http://i.stack.imgur.com/ZL94H.... | g60557 | [
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<p>I am implementing a general purpose prediction tool for time series. I want to tolerate missing values, so I decided to settle for DLMs. To make it as relevant as possible on a large number of datasets, I want it to try several different models and select the best parameters. It would then operate the prediction wit... | g60558 | [
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<p>I am wondering how to choose a predictive model after doing K-fold cross-validation. </p>
<p>This may be awkwardly phrased, so let me explain in more detail: I understand how K-fold cross-validation works. However, whenever I run K-fold cross-validation, I use K different sets of training data, and end up with K di... | g60559 | [
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<p>I'm trying to determine what constitutes a family of hypotheses when measuring multiple response variables. In particular I have an A/B type test where I'm comparing several marketing campaigns against a baseline campaign.</p>
<p>For each campaign I want to measure increase in revenue, clicks, and purchases. What I... | g60560 | [
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<p>I am finding it strange but what does multivariate laplacian distribution looks like. What is its pdf? I googled for a while but couldn't find a good description. I wasn't paying attention to Laplacian. But all of a sudden when I need it today, I couldn't find the multivariate case.</p> | g46313 | [
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<p>I was wondering what relations and differences are between time-series analysis and statistical signal processing?</p>
<p>I found some recommendations of books in time series including some books in statistical signal processing. But I am not sure how these two areas are related and differ?</p>
<p>Thanks and regar... | g42706 | [
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<p>This is a pretty general question but, I often find statistical textbooks claiming that, in order to justify the within groups normality assumption of a one way ANOVA, you can look at a QQ plots of the residuals. However, the qq plots can only detect non-normality when the variance (or standard deviation) across all... | g682 | [
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<p>In genomics and computational biology, expression data sets contain a much larger number of features (p) than the number of observations (N). I wanted to simulate data where p>>N to compare the performance of classifier methods (e.g., regularized methods, automatic feature selection methods, and filtering/feature se... | g60561 | [
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<p>When I prepare data for Bayesian network meta analysis using model published in <a href="http://www.biomedcentral.com/1471-2288/10/54" rel="nofollow">Woods B.S, Hawkins N et al - Network meta-analysis on the log-hazard scale, combining count and hazard ratio statistics accounting for multi-arm trials; A tutorial(201... | g16724 | [
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<p>I am having a hard time finding comparisons between non-parametric and parametric methods, specifically for the task of density estimation (e.g. GMM vs using Dirichlet Processes).</p>
<p>More than tractability or running time, I am interested in their statistical performance on general datasets. Are there any known... | g60562 | [
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-0.007217243313789368,
-0.0265855323523283,
-0.03354434296488762,
0.034432552754879,
-0.042846668511629105,
-0.06588876247406006,
0.012959931045770645,
0.012547135353088379,
-0.051435183733701706,
0.056733909994363785,
0.01... |
<p>We have a dataset with three variables (dV: self-reported measure on scale 1-5, assumed to be metric; iV1: factor with 4 levels; iV2: factor with 8 levels). We are interested whether the dV differs in regard to both iVs and whether there is an interaction between the iVs.</p>
<p>Idea: Calculating an ANOVA with both... | g60563 | [
0.01927843503654003,
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<p>A question states: Estimate the mean change in the number of flycatchers killed when the nest box tit occupancy increases by 10%.</p>
<p>The slope for this regression is .10766X. Hence, says the answer, take .10766(10) = the mean change. </p>
<p>My question is: The reason they are inserting 10 is not because it... | g60564 | [
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<p>In answering a question about a confidence interval for a binomial proportion I pointed out the fact that the normal approximation is an unreliable method that is archaic. It should not be taught as a method, although there might be an argument that it be included as a part of a lesson about what makes an adequate m... | g42389 | [
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<p>Does anybody know how to calculate the maximum likelihood factor loadings from <em>only</em> the correlation (R) matrix and/or covariance (S) matrix in Factor Analysis "by hand" (i.e., by Excel)? Or, even better, point me to a clear explanation with a worked example?</p>
<p>I don't have the underlying data, so I c... | g60565 | [
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<p>If we assume we have 2 equations and each equation contains the other dependent variable. </p>
<p>$y_1 = \beta_0 + \beta_1 y_2 + \beta_2 z_1 + u_1$</p>
<p>$y_2 = \alpha_0 + \alpha_1 y_1 + \alpha_2 z_2 + u_2$</p>
<p>For exact identification, we would need two instruments. Let's say these instruments are $z_3$ and ... | g60566 | [
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0.02... |
<p>When running ridge regression, how do you interpret coefficients that end up larger than their corresponding coefficients under least squares (for certain values of lambda)? Isn't ridge regression supposed to monotonically shrink coefficients?</p>
<p>On a related note, how does one interpret a coefficient whose si... | g60567 | [
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<p>if you administered a census questionnaire to an entire group of interest ("population") and got a 68% response rate. Is it wrong to calculate confidence intervals for the medians of the data subsets? The data subsets contain outliers and medians were calculated. Tx!</p> | g49591 | [
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<p>Some time ago I read <a href="http://www.psych.umn.edu/faculty/waller/classes/FA2010/Readings/rodgers.pdf" rel="nofollow">this great short paper on the relationship between 'correlation', ‘independence’ and ‘orthogonality’</a>. In short, two vectors can be uncorrelated, they can be orthogonal, they can be both, or t... | g60568 | [
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<p>I have a set of 3D points. The points have three components $x$, $y$, $z$. You can think of these points as the surveyor points that one collects from measuring a terrain for GIS purposes.</p>
<p>I have a few algorithms that take in this set of 3D points as the reference and also a list of 2D points $p_{out}(x,y)$:... | g49780 | [
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<p>I am reading the paper of "Dirichlet Process Mixtures of Generalized Linear Models" authored by L. A. Hannah. If I would like to simulate the following model</p>
<p>$$\mathcal{P}\sim \text{DP}(c\mathbb{G}_0)$$
$$\theta_i|\mathcal{P}\sim\mathcal{P}$$
$$X_{i,j}|\theta_{i,x}\sim\mathcal{N}(\mu_{ij},\sigma^2_{ij}), j=1... | g60569 | [
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<p>In bivariate linear regression is there a direct relationship between sample size $n$, coefficient of determination $r^2$ and $\sigma_\beta$ (the standard error of coefficient $\beta$)? </p>
<p>Assume data have been normalized so both target and predictor variable have $\sigma=1$.</p>
<p>Putting the question anoth... | g16737 | [
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<p>Suppose that I have a set of data sets $(m_i)$. Each of this data set $m_i$ is related to
a parameter $\hat{\theta}_i$ that I know. Then I have two models providing me HPDs intervals for each $\theta_i|m_i$. I want to assess/compare the performance of the two models. Obvisouly I can simply look how many of the $\ha... | g16738 | [
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<p>I have two frequency tables, one representing observed data and one representing modeled data.</p>
<p>I am looking for a Goodness of Fit measure, checking whether the model data fits the observed data.</p>
<p>Problem is, my counts are rather small (most are smaller than 5), and so Pearson Goodness of Fit fails to ... | g60570 | [
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<p>we have ran an experiment where we compared three interaction techniques for a 3d docking task. So we had two factors: the aforementioned technique type and a factor representing the direction translation (i.e.: if participants had to move an object that appeared close to their viewpoint and move it in depth or vice... | g60571 | [
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<p>I have a uniform prior with certain values $a$ and $b$ (not standard uniform). How do I update this distribution to take into account the results from my data? If it was $U(1,1)$, I could convert it to a beta distribution, but since it is not, I'm not sure how to approach this.</p> | g60572 | [
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<p>If I have a batch of 130 parts and I inspect a random sample of 14 parts, either accept or reject the part, and calculate the percent defective in the sample, how confident can I be that the percent defective in the sample represents the percent defective in the batch?</p>
<p>Here's why I need to know: We have a p... | g60573 | [
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<p>I'm using PROC KDE to fit a density to a large set of continuous data. I
can't figure out how to get around the convergence issue below. Any
suggestions? I could plot percentiles, but I prefer the densities. Here's my log:</p>
<pre><code>285 ods graphics off;
286 ods graphics on;
287 proc kde data=sasdata.ha... | g16742 | [
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0.044... |
<p>I frequently run into the following example:</p>
<p>Lot's of genes (order of hundreds of thousands), a few hundred samples stratified into multiple groups. And those groups overlap (i.e. healthy/sick + young/old or something similar).</p>
<p>The task - I need to run a hypothesis test for differences in means for e... | g16743 | [
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<p>After a sample size of 400+ I was able to get a Pearson's coefficient of .25. How am I supposed to break this down into a probability or a percentage. Rather, how can I explain my findings in laymen terms?</p>
<p>I should give some more information. We have two different tests. One of these tests has 1 question,... | g16744 | [
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<p>I am trying to compare incidence rate ratios (IRR). This is what I have:</p>
<p>Group A (exposed vs. unexposed) IRR and
Group B (exposed vs. unexposed) IRR</p>
<p>So how would I correctly test for the difference between the IRR from Group A and the IRR from Group B? The question I would like to answer is whethe... | g48645 | [
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0.05375732108950615,
0.06453598290681839,
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0.0456... |
<p>I'm building a naive bayesian classifier for a binary classification.
Right now I have an estimator for Bernoulli distributions, and real distributions (using a kernel mixture distribution).</p>
<p>I can build my distributions nicely, and take the PDF's from my distribution and samples. But when I combine the proba... | g46350 | [
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0.02919445000588894,
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0.07230426371097565,
0.034... |
<p>What is $EY$, if $Y=max(X_{1},X_{2},...,X_{n})$ where $X_{i}$ are observations from uniform distribution over set $(0,a)$, $EY$ goes to $a$ as $n$ goes to infinity ?</p> | g60574 | [
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<p>Assume that I have a belief network with a set of nodes. </p>
<p>In order to create a valid junction tree I have to moralize the graph. Assume now that I have nodes with more than 2 parents (e.g 3 parents) then I have to link each of the parents. After doing that, the graphical models contain some unnecessary cliq... | g60575 | [
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<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/40454/determine-different-clusters-of-1d-data-from-database">Determine different clusters of 1d data from database</a> </p>
</blockquote>
<p>I am trying to detect clusters, i.e. segments on a linear scale,... | g49592 | [
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0.0016300425631925464,
0.08426832407712936,
... |
<p>I am reading the paper introducing the graphical lasso, which is a way to estimate a sparse inverse covariance matrix.</p>
<p><a href="http://www-stat.stanford.edu/~tibs/ftp/graph.pdf" rel="nofollow">http://www-stat.stanford.edu/~tibs/ftp/graph.pdf</a></p>
<p>Finding a sparse inverse covariance matrix can be usefu... | g16749 | [
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0.02169398032128811,
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0.04884245619177818,
0.03949262201786041,
-0.00... |
<p>I am carrying out a logistic regression with $24$ independent variables and $123,996$ observations. I am evaluating the model fit in order to determine if the data meet the model assumptions and have produced the following binned residual plot using the <code>arm</code> <code>R</code> package:</p>
<p><img src="http... | g60576 | [
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0.03276684507727623,
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... |
<p>I have the (inexact) measurement of N points. I also have access to the true value for M < N of such points.</p>
<p>Suppose the measurement error is normally distributed.</p>
<p>Based on this knowledge I could probably compute the mean ("error_mean") and SD ("error_sd") of the measurement error based on the M p... | g60577 | [
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0.058131396770477295,
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0.0... |
<p>I do not have a strong statistics background, and I am trying to figure out the best way to determine whether a correlation exists between two variables $x$ and $y$ using Minitab. I have repeated measures for both variables for each of 8 different subjects, but for any given subject the $n$ for variable $x$ is diffe... | g16750 | [
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... |
<p>Given two independent random variables $X\sim \mathrm{Gamma}(\alpha_X,\beta_X)$ and $Y\sim \mathrm{Gamma}(\alpha_Y,\beta_Y)$, what is the distribution of the difference, i.e. $D=X-Y$?</p>
<p>If the result is not well-known, how would I go about deriving the result?
Thank you!</p> | g60578 | [
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<p>I am conducting a meta-analysis of effect sizes <strong><em>d</em></strong> in R using the metafor package. <strong><em>d</em></strong> represents differences in memory scores between patients and healthy. However some studies report only subscores of the measure of interest <strong><em>d</em></strong> (e.g. several... | g16751 | [
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0.0537799634039402,
0... |
<p>I'm using a regression package that uses <code>gam()</code> from the <code>mgcv</code> package. Is it possible to include an L1 penalty with the <code>gam</code> function? The documentation indicates that an L2 penalty can be used using the <em>H</em> parameter, but I do not understand how, or if it can be used for ... | g16753 | [
0.03217659890651703,
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<p>I am asking on behalf of a colleague. I was hoping to have an answer for him, but I rather seek some guidance and be a bit more confident. He is designing a treatment study, which I am inventing here for illustrative purposes. The treatment (singing) is supposed to increase mood, while the control (humming) may incr... | g60579 | [
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<p>I found two very useful posts about the difference between linear regression analysis and ANOVA and how to visualise them:</p>
<p><a href="http://stats.stackexchange.com/questions/555/why-is-anova-taught-used-as-if-it-is-a-different-research-methodology-compared">Why is ANOVA taught / used as if it is a different r... | g60580 | [
0.016670240089297295,
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<p>I am referring to the site deeplearning.net on how to implement the deep learning architectures. I have read quite a few research papers on document summarization (both single document and multidocument) but I am unable to figure to how exactly the summary is generated for each document.</p>
<p>Once the training is... | g60581 | [
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<p>I would like to build a HMM that would work similarly to a parts-of-speech tagger. But rather than tag words in a sentence with their part of speech, I would tag words in user searches on e-commerce sites with their category. For instance, both "red party dress" and "black formal tie" would be tagged with <code>[col... | g16759 | [
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<p>I am wondering if there are any methods for calculating sample size in mixed models? I'm using <code>lmer</code> in R to fit the models (I have random slopes and intercepts).</p> | g43380 | [
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<p>I have trouble figuring out what the range bars in <code>plot.stl</code> exactly mean. I found Gavin's post on this question and read the documentation as well, I understand that they tell the relative magnitude of the decomposed components, but still I am not entirely sure how they work.</p>
<p>E.g.:</p>
<p>data:... | g46364 | [
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<p>Today I have got a question about binomial/ logistic regression, its based on an analysis that a group in my department have done and were seeking comments upon. I made up the example below to protect their anonymity, but they were keen to see the responses. </p>
<p>Firstly, the analysis began with a simple 1 or 0 ... | g60582 | [
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<p>Suppose I have two random variable $X_t\sim NID(0,1)$ and $Y_t\sim NID(0,4)$ and $Cov(X_t,Y_t)=2$ .
Consider the random variable $Z_t = X_t + Y_t + Y_tX_t$. </p>
<p>$E(Z_t) = E(X_t)+E(Y_t X_t)+E(Y_t) = 0 + 2 + 0 = 2$</p>
<p>because,</p>
<p>$E(X_t)=0$</p>
<p>$E(Y_t)=0$</p>
<p>$E(X_tY_t) = E(X_t)\times E(Y_t)+co... | g34023 | [
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<p>I have two samples A and B.
A contains 100 elements while B has 150 elements.
I want to know whether Kolmogorov-Smirnov test can be performed to compare these two samples A and B of different size?</p>
<p>Kindly reply.</p>
<p>With Regards
Puglu</p> | g16767 | [
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<p>I get confused on the proper notations of meanings, as well as the meanings of some notations relating to random variables and their distributions. Below, I will list things that I think are true, as well as things that I don't understand, and I would love input/corrections. I have labeled each point/question with... | g16769 | [
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<ol>
<li><p>I want to test heteroskedasticity in a Tobit model with Stata 12. But I don't know how to do that.</p></li>
<li><p>When I used an OLS model, I tested heteroskedasticity and autocorrelation, and didn't find much, but the OLS model isn't significant (Prob > <em>F</em> = 0.54) and <em>R</em>² is small = 0.01. ... | g60583 | [
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<p>I am currently writing my thesis using multiple regression.
However my data does not meet the regression assumption of normal distribution.</p>
<p>I want to describe that, due to the non normal distribution, the interpretation of the data is limited. I don't want to transform the data, i just want to say what the i... | g60584 | [
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<p>When running the Metropolis-Hastings algorithm with uniform candidate distributions, what is the rationale of having acceptance rates around 20%? </p>
<p>My thinking is: once the true (or close to true) parameter values are discovered, then no new set of candidate parameter values from the same uniform interval wou... | g60585 | [
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<p>I have a large data.frame in R. I would like to double if its distribution fit normal distribution or extreme value distribution better</p>
<p>Here is my simplified data.frame.</p>
<pre><code>x <- data.frame(A=c(1,3,1,5,4,5,5,7,3,2,2,1,1,1,4,9,10))
</code></pre>
<p>Could you mind to let me know how to do so? ... | g60586 | [
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<p>If the model does not satisfy ANOVA assumptions (normality in particular), if one-way, Kruskal-Wallis non-parametric test is recommended. But, what if you have multiple factors? </p> | g49509 | [
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<p>As a means of motivating the question, consider a regresison problem where we seek to estimate $Y$ using observed variables $\{ a, b \}$</p>
<p>When doing multivariate polynomial regresison, I try to find the optimal paramitization of the function </p>
<p>$$f(y)=c_{1}a+c_{2}b+c_{3}a^{2}+c_{4}ab+c_{5}b^{2}+\cdots$$... | g60587 | [
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<p>Say one wishes to train a hidden Markov model with $n$ hidden states, and (accidentally) the problem itself can be described with a hidden Markov model with $n$ (or less states). What is the expected number of samples one needs to learn such model correctly (with an error $<\epsilon$)?</p> | g60588 | [
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<p>Follow the very useful answers from Peter Flom, Wayne and many others. I have now started using R and it gives me a feeling of python :)</p>
<p>The results are below but I am not sure how should I go from here ? The density certain looks much better after log transformation. Can you please shed some light on how to... | g60589 | [
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<p>If I do a multiple regression such as:</p>
<pre><code>df<-data.frame(y1=rnorm(100,2,3),
y2=rnorm(100,3,2),
x1=rbinom(100,1,0.5),
x2=rnorm(100,100,10))
fit<-lm(cbind(y1,y2)~x1+x2,data=df)
> anova(fit)
Analysis of Variance Table
Df Pillai approx F num Df den Df Pr(>F)
(Intercept) 1 0.7... | g60590 | [
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... |
<p>I am working with models for panel data of individuals, wherein:<br>
my latent variables Yt= $\beta$Yt-1+Ai+Q<br>
Individuals level of the process A~N(l,h)<br>
Innovation of the latent Q~N(0,q)<br>
observed variables Xt=$\lambda$Y+$\epsilon$<br>
measurement residuals $\epsilon$~N(0,e) </p>
<p>Basically, a multivar... | g60591 | [
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0.0... |
<p>Just started getting into machine-learning, and I'm wondering if there is a relationship between the Perceptron learning algorithm and linear regression?</p> | g16780 | [
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<p>Let $X_1,...,X_N$ be independent normal random variables. $X_i$ is normal with mean $\mu_i$ and standard deviation $\sigma_i$. Let $x_i$ be a single random sample from $X_i$.</p>
<p><strong>Input:</strong> We get all $x_i$'s and all $\sigma_i$'s, but we don't get the $\mu_i$'s.</p>
<p><strong>Question 1</strong> E... | g60592 | [
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<p>When using dummy variables in a random effects model, how do I specify the model?</p>
<p>Assuming three dummies (e.g. for three industries): </p>
<ul>
<li><p>Do I treat it as three regressions, where I present a table with three columns for each of these dummies? (where all other variables are the same below in ea... | g16785 | [
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0... |
<p>From the document and help, probit model is supported by mlogit. But when I tried it with these R scripts, the estimation takes much longer time to run (than the logit verion) and the result is quite a bit different as well (argument probit=FALSE). Does the probit behave correctly? If so, how should I interpret the ... | g60593 | [
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<p>This is probably close to trivial for stats experts. Yet, although having searched the web for quite a while now, I have not been able to come up with a satisfactory answer.</p>
<p>Given two (approximately) Gaussian random variables, $u$ and $v$, what is the PDF and the expectation value of $u – v$ given the prior ... | g60594 | [
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<p>This question is an extension to my previous <a href="http://stats.stackexchange.com/questions/60929/should-i-convert-bootstrapped-confidence-intervals-for-logistic-regression-coeff">question</a>, although it is not repeated.</p>
<p>My bootstrapped ORs are OK. They are equal to non-bootstrapped ORs. However, the co... | g16789 | [
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<p>I am planning to write a program that performs MDS. Any pointers to where I can access the pseudo-code for MDS?
Thanks!</p> | g60595 | [
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<p>I have a dataset of bimodal population. It contains a smaller peak, which is considered to be "bad", and a bigger peak. I try to separate the bad part of data from the rest of data. What I did was: first I did a kernel density estimation, then found the local maximum of this small peak, and the local minimum of the ... | g60596 | [
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<p>Are there any papers/books/ideas about the relationship between the number of features and the number of observations one needs to have to train a "robust" classifier?</p>
<p>For example, assume I have 1000 features and 10 observations from two classes as a training set, and 10 other observations as a testing set. ... | g60597 | [
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0.034460004419088364,
0.08954682946205139,
0.02... |
<p>I have a sample of records, with string and numerical columns. My sample is currently hosted in an excel spreadsheet. I need a tool that wil produce discripte statistics for each colomn, such as max and min values, number of unique values, max string lenght. Are there any such tools available. Any tips? The ultimate... | g60598 | [
0.04872993007302284,
-0.021869691088795662,
-0.003568738466128707,
-0.04376035928726196,
-0.013515236787497997,
-0.07253236323595047,
-0.04008786007761955,
0.04636875540018082,
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-0.06343923509120941,
-0.04929506778717041,
-0.009268728084862232,
0.07896943390369415,
-0.... |
<p>Recently I've been working EM algorithms for MAP estimation in a problem where the expectation is intractable, but the maximization is easy. Further, draws from the distribution in the E-step are easily available through MCMC, so I've been experimenting with stochastic versions of EM. Let $X$ be the observed data, $... | g60599 | [
-0.02036498859524727,
-0.07203514128923416,
0.00951546523720026,
0.04075457900762558,
-0.02730712480843067,
0.009898852556943893,
0.050323206931352615,
0.003865917446091771,
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0.05744317173957825,
-0.010130306705832481,
-0.029669292271137238,
0.05741192772984505,
0.0450... |
<p>Can you suggest a good review of case control matching algorithms? Algorithms that can be used to set up the matched <em>pairs of one case and one control</em>, or <em>matched blocks of a case and multiple controls</em>.(Preferably a paper, book chapter or website discussing recent developments.)</p> | g16794 | [
0.0442974679172039,
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0.028740156441926956,
0.023340975865721703,
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0.0022806525230407715,
0.0067902132868766785,
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0.017609236761927605,
0.018620526418089867,
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0.05842646211385727,
0.023... |
<p>SPSS returns lower and upper bounds for Reliability. While calculating the Standard Error of Measurement, should we use the Lower and Upper bounds or continue using the Reliability estimate.</p>
<p>I am using the formula : </p>
<p>$$\text{SEM}\% =\left(\text{SD}\times\sqrt{1-R_1} \times 1/\text{mean}\right) ×... | g43147 | [
-0.008424632251262665,
-0.04499295353889465,
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0.008630619384348392,
-0.05704991891980171,
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0.038979243487119675,
-0.007300001569092274,
... |
<p>I can see that there are a lot of formal differences between Kullback–Leibler vs Kolmogorov-Smirnov distance measures.
However, both are used to measure the distance between distributions.</p>
<ul>
<li>Is there a typical situation where one should be used instead of the other? </li>
<li>What is the rationale to do ... | g60600 | [
0.03971780836582184,
-0.01638082042336464,
-0.01831948570907116,
-0.010652907192707062,
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0.053651608526706696,
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0.017855588346719742,
-0.010811399668455124,
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-0.04749184474349022,
0.052858322858810425,
0... |
<p>I use the <a href="http://www.oga-lab.net/RGM2/func.php?rd_id=forecast%3aauto.arima">auto.arima()</a> function in the <a href="http://cran.r-project.org/web/packages/forecast/index.html">forecast</a> package to fit ARMAX models with a variety of covariates. However, I often have a large number of variables to select... | g60601 | [
0.029170731082558632,
-0.026524566113948822,
-0.0017640276346355677,
-0.007318367250263691,
0.023189133033156395,
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0.027621710672974586,
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0.023840919137001038,
0.046476345509290695,
0.037340037524700165,
0.06542764604091644,
-... |
<p>I am wanting to run correlations on a number of measurements where Likert scales were used. Looking at the scatterplots it appears the assumptions of linearity and homoscedasticity may have been violated. </p>
<ul>
<li>Given that there appears to be some debate around ordinal level rating approximating interval lev... | g60602 | [
0.033151041716337204,
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0.002592202043160796,
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0.025709012523293495,
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0.0021... |
<p>I'm struggling with a proof of the normal equation, so I posted a <a href="http://stats.stackexchange.com/questions/54927/linear-regression-in-matrix-notation">question</a> which hopefully will get resolved soon. However, I mentioned there that I'm uncomfortable with the proofs dealing with <a href="http://en.wikipe... | g41456 | [
0.029098166152834892,
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0.03647194057703018,
0.007268744055181742,
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-0.0009646265534684062,
0.03421355038881302,
0.0302028376609087,
... |
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