question stringlengths 37 38.8k | group_id stringlengths 2 6 | sentence_embeddings listlengths 768 768 |
|---|---|---|
<p>I'm wondering if there are any sorts of standard distributions on subsets of integers $\{1, 2, ..., J\}$. Equivalently, we could express this as a distribution on a $J$ length vector of binary outcomes, e.g. if $J = 5$ then $\{1, 3, 5\}$ corresponds to the vector $(1, 0, 1, 0, 1)$.</p>
<p>Ideally what I'm looking f... | g61462 | [
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<p><strong>My Question</strong></p>
<p>Consider the model $X_1, \dots, X_n \overset{\mathrm{iid}}{\sim} \cal N(\mu, \sigma^2), (\mu, \sigma^2) \in (-\infty, \infty) \times (0, \infty)$ with a product prior pdf $\xi(\mu, \sigma^2) = \xi_1(\mu)\xi_2(\sigma^2)$ where $\xi_1(\mu) = \cal N(a, b^2)$ and $\xi_2(\sigma^2) = \... | g61463 | [
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<p>I'm trying to use R's <code>glm.nb</code> to calculate predictions and confidence intervals.
When I'm using linear models after training a model, e.g., using:</p>
<pre><code>model <- lm(y ~ x)
</code></pre>
<p>I can get predictions and CIs using:</p>
<pre><code>pred <- predict(model, new_x, se.fit=T, interv... | g18049 | [
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<p>Suppose I am interested in sampling many pairs $(\mathbf X, Y)$ from some distribution $f(\mathbf x, y)$ where $\mathbf x \in \mathbb R^p$, $p$ large ; I am interested in both exact and approximate simulations. $f(\mathbf x)$ is easy to sample from, but $f(y \mid \mathbf x)$ is not. </p>
<p>For motivation, I could ... | g61464 | [
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<p>I am looking to analyze nonparametric, related sample data using a test similar to the McNemar. My independent and dependent variables are not dichotomous (7x5). For example, if my IV was level of anxiety (five levels) and my DV was rate of criminal offending (seven levels), how could I determine the association bet... | g18050 | [
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<p>We know that red noise is the same as a first-order autoregressive (AR(1)) stationary Gaussian process with a positive correlation at unit lag. Does there exist some formal statistical test for red noise process?</p>
<p>One way I can think of is to firstly fit an AR(1) model to the process, then perform white noise ... | g61465 | [
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<p>What test for significance is best to use to test the difference between the change of a categorical variable in a control group and the change in a pilot group?</p>
<p>The variable had three categories (e.g. on-street parking, off-street parking, and garage parking). We want to see if the change of the percent of ... | g61466 | [
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<p>Suppose I have two methods that I test over time on the same data. I suspect that the methods degrade over time, and that this degradation is more or less linear.
I want to know if one method degrades faster than the other.</p>
<p>So, what I do is, I fit a line through both sets of data points with ordinary least s... | g18052 | [
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<p>In practice, how to evaluate whether a AR(P) process is stationary or not?</p>
<p>How to determine the order for the AR and MA model?</p> | g18053 | [
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<p>I ran an analysis on a very sparse 40K x 40K customer-item rating matrix for recommendations; I first ran SVD on this matrix using many different reduced rank sizes, k=20,30,40... I used the results from SVD for 1/0 prediction (before I did recomendations), and somehow I receive the best AUC from k=1. Is this reason... | g12749 | [
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<p>How do I compare d-prime scores from 2 different conditions for the same individual, using the d-primes and standard errors?</p> | g18055 | [
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<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/4713/binomial-confidence-interval-estimation-why-is-it-not-symmetric">Binomial confidence interval estimation - why is it not symmetric?</a> </p>
</blockquote>
<p>Are confidence intervals always symmetrica... | g49620 | [
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<p>I'm using naive bayes classifier to classify between two groups of data.
One group of the data is much larger than the other (above 4 times).
I'm using the prior probability of each group in the classifier.</p>
<p>The problem is that the result I get has 0% true positive rate and 0% false positive rate.
I got the s... | g30732 | [
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<p>If I use a latent profile analysis (Gaussian Mixture Model) to model my observed multivariate probability distribution as a mixture (K-classes) of conditionally-independent normal pdfs, does this model imply that each <strong>within-class</strong> multivariate pdf is multivariate normal? </p>
<p>Can you show my w... | g61467 | [
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<p>I'm just studying my statistics exams and I came across something odd.</p>
<p>When I try to get the 25th or 75th percentile with wolfram alpha, it gives me another answer than I should get according to my textbooks.</p>
<p>simple example: <a href="http://www.wolframalpha.com/input/?i=first+quartile+32%2C42%2C46%2C... | g47888 | [
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<p>I have two different models which estimate a continuous variable $X$ depending on N categorial covariates $V_i$. </p>
<p>Is there a way to test if both models produce significantly different results? I could test for differences of their mean, median, variance, and distribution. However, how can I account for the c... | g61468 | [
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<p>Some Bayesians attack frequentist inference stating that "there is no unique sampling distribution" because it depends on the intentions of the researcher (Kruschke, Aguinis, & Joo, 2012, p. 733).</p>
<p>For instance, say a researcher starts data collection, but his funding was unexpectedly cut after 40 partici... | g22176 | [
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<p>I need some help/insights on result of my data analysis.</p>
<p>My object is to classify 3 types of different numbers. ie) 1 or 2 or 3</p>
<p>I built </p>
<ol>
<li>C5.0 tree + leave group out cross validation (hold out) </li>
<li>SVM (radial) -with preprocess: boxcox+standardize + leave group out cross validation... | g61469 | [
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<p>Let $X_1,\dots,X_n$ are i.i.d with distribution function $F$. Let $\hat F_n$ be its empirical distribution function, i.e.,
$$
\hat F_n(x)=\frac1n\sum_{i=1}^n1_{\{X_\le x\}}(x)
$$
where $1_A(x)$ is the characteristic function.</p>
<p>I am going to know the order of
$$
T_n=\sum_{i=1}^n\left(\{\Phi^{-1}(\hat F_n(X_i)... | g61470 | [
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<p>I've done some analysis on a financial random walk, and even post-transformations am finding heteroskedascity across longer time periods. I want to investigate whether this is due to stochastic vol and was wondering how I can add stochastic vol into a first order random walk model?</p> | g61471 | [
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<p>Gradient Descent has a problem of getting stuck in Local Minima. We need to run gradient descent exponential times in order to find global minima.</p>
<p>Can anybody tell me about any alternatives of gradient descent as applied in neural network learning, along with their pros and cons.</p> | g61472 | [
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<p>I have 30 observations, and I inculde 5 variables as independents using ENTER methods to conduct multiple linear regression.</p>
<p>The results showed the multiple linear regression model does not reach significance (Not-significant F), however, there is a significant coefficient.</p>
<p>In this situation, is the ... | g49368 | [
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<p>In my corpus documents I have two different subjects.
Which diffusion of LDA (asymmetric or symmetric) could help for assigning the words corresponds to Subject 1 and Subject 2 in my Topics?</p>
<p>Here is my code: </p>
<pre><code>jss_LDA <- LDA(dtm, control = list(alpha = 0.1), k = 2)
Topic_LDA<- get_terms(... | g61473 | [
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<p>In MCMC, </p>
<blockquote>
<p>Use a single chain with a burn-in period of 100 iterations and a sampling period of 1000 iterations.</p>
</blockquote>
<p>If I am correct, the "burn-in period" is the length of the first part of a sample path that is to be discarded.</p>
<p>What does the "sampling period" mean? </... | g61474 | [
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<p>Does anybody know how to compare two positive predictive value (PPV) from two different predictive models? I found
some papers reporting $\chi^2$-test or Fisher exact test but I can´t figure out how the contingency tables would look like: They cannot be the same as for sensitivity/specifity tests, can they?</p>
<p>... | g61475 | [
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<p>I have a system where the work flows through like so</p>
<p>Open incident -> Find problem -> Validate -> Perform edit -> Sign off -> Complete</p>
<p>Naturally this system can repeat at various stages. It's easy to workout the avg tasks for a client to see which create more work.</p>
<p>But how can I see what part... | g61476 | [
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<p>I was recently asked:</p>
<ul>
<li>Is there an R implementation of a significance test for testing whether three or more correlations drawn from independent samples are equal?</li>
</ul>
<p>I found <a href="http://luna.cas.usf.edu/~mbrannic/files/regression/corr1.html#More%20than%20two" rel="nofollow">this formula... | g61477 | [
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<p>I'm trying to analyse some temperature data, collected at 49 sites over a three month period. The data are in the form of a maximum reading at each site on each day. I'm interested in how temperature differs between sites, and want to generate predicted temperature values for days when I do not have readings at a gi... | g61478 | [
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<p>How do you do normalization so that when I get the mean/variance, the flat values wont affect the results? For example, in the figure below, Graph 1 & 2 are both considered to be noisy as compared to Graph 3. </p>
<p><img src="http://i.stack.imgur.com/BqGcq.jpg" alt="enter image description here"></p>
<p>Howev... | g61479 | [
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<p>Is it necessary to <em>always</em> include the random intercept in a mixed model? Can we drop it sometimes? How can we know <em>when</em> it is or it is not possible to drop it? Would its exclusion adversely affect the model specification? Is that effect always considerable? How can we know when it is considerable a... | g61480 | [
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<p>Where it says 'Differential baseline bias only', I see both a differential baseline bias and a differential treatment effect bias. From my understanding, to have no differential treatment effect bias, $y_i^{1}$ - $y_i^{0}$ has to be the same for both the treatment group and the control group. However it is (20-10 =... | g61481 | [
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-0.01739530637860298,
-0.028055738657712936,
0.06362223625183105,
0.014176850207149982,
0.06319409608840942,
0.015093007124960423,
-0.023170076310634613,
-0.05702785402536392,
0.019095830619335175,
0.04663429409265518,
-0.013250536285340786,
0.004... |
<p>I have data for solute export by month (monthly mean values with year aggregated so that n=12), in one-way ANOVA the groups should be independent. A month of high solute export will probably lead to the mean of the following month also being high, however this is not always the case. Is one-way ANOVA appropriate for... | g18072 | [
-0.038568880409002304,
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-0.004326499067246914,
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0.02390316128730774,
0.008526595309376717,
... |
<p>I have $n$ individuals, and for each individual, I have two measurements using two devices (device X and device Y). I know the ground truth for the correct measurement, and I can classify each measurement as accurate or inaccurate. Thus, for each individual I effectively have a boolean value that indicates whether... | g61482 | [
0.017670199275016785,
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0.01814553514122963,
0.04938338324427605,
0.042234938591718674,
-0.009... |
<p><strong>Background</strong></p>
<p>I'm currently looking into how reliable confidence intervals are on bounded scores (EQ-5D) and I compare regular asymptotic, robust and botstrap-based confidence intervals. The robust (alias heteroscedacity-consistent) perform really well but have a significant over-coverage in sm... | g61483 | [
0.05176365748047829,
-0.01386150810867548,
0.0021595892030745745,
0.00485030235722661,
-0.012462160550057888,
0.004212706815451384,
0.05080503597855568,
0.017434656620025635,
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0.02236189693212509,
0.022001946344971657,
0.0018258447526022792,
0.015954554080963135,
0.033... |
<p>Given a Poisson distribution with parameter $\lambda$ (basically a Poisson process), how can I prove that this Poisson process is independent and stationary increment? Or the memoryless property: $$P(N(t+s)|N(t))=P(N(s))$$ From what I learned, the basic definition of a Poission process includes self increment and th... | g61484 | [
0.08705700933933258,
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-0.006157246418297291,
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0.031872089952230453,
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0.020733091980218887,
-0.0984133705496788,
0.037699613720178604,
-0.020279116928577423,
0... |
<p>For which kinds of supervised machine learning techniques is it possible to estimate how uncertain the model is about its predictions for given level/range of the predictor once the model is trained on a set of data?</p>
<p>I can imagine that it is possible to do that e.g. for random forest by looking at the varian... | g61485 | [
-0.028956633061170578,
-0.032327890396118164,
0.020817570388317108,
0.015840161591768265,
0.01435830071568489,
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-0.027424992993474007,
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0.011104822158813477,
0.0228229109197855,
0.00... |
<p>I have two questions :</p>
<p>I am wondering if it is possible to know the size of the sample (n) for a multiple linear regression if I want the tests to be powerful enough ?
To me, it seems very difficult in reality to use the calculation of power for the multiple linear model, because it would be necessary to ent... | g61486 | [
0.0023411756847053766,
-0.01655665785074234,
0.010865192860364914,
0.0059210434556007385,
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0.030741486698389053,
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-0.01774446852505207,
-0.01597777009010315,
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0... |
<p>I have implemented Maximum-entropy Markov model (MEMM) for the Named entity recognition (NER) problem.
I have four classes: geographical, people, material (book titles etc) and other.</p>
<p>Class <code>other</code> is overrepresented in the training & test datasets. It occurs 88% (about 40k samples) of the tim... | g61487 | [
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-0.02400701679289341,
0.0076180920004844666,
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0.03883255273103714,
0.019005300477147102,
0.0014664764748886228,
0.03492753207683563,
0... |
<p>I measured an attribute X (continuous variable) of the same set of companies' annual reporting at two points in time and now want to test whether the change in the attribute X is significant if one controls for factors such as size and profitability. Basically I want to understand if when controlling for e.g. the ch... | g18076 | [
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0.015231079421937466,
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0.08802313357591629,
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0... |
<p>Please give me idea how to efficiently recode a categorical variable (factor) into the set of orthogonal polynomial contrast variables.</p>
<p>For many types of contrast variables (e.g. deviation, simple, Helmert, etc.) the pass is:</p>
<ol>
<li>Compose the contrast coefficients matrix correspondig to the type.</l... | g61488 | [
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0.04828586429357529,
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0.007303878664970398,
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<h1>Informal question</h1>
<p>Suppose there is a fruit (an apple or an orange) in the next room and ten people observe the fruit. Eight of them report that the fruit is an apple. What is the probability that the fruit is an apple?</p>
<h1>Formal question</h1>
<p>Let $X\in\left\{1,\ldots,l\right\}$ be the true label ... | g61489 | [
-0.0060780891217291355,
0.022429674863815308,
-0.02147056721150875,
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0.02631385065615177,
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0.009936114773154259,
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-0.009537427686154842,
0.014359112828969955,
0.021432047709822655,
0.03258729353547096,
0.0... |
<p>I am trying to evaluate the significance of overlap between several gene lists. Here I have applied different methods to select genes relevant to a disease and I have several 4 way venn diagrams illustrating the results. </p>
<p>My main goal is to determine whether the intersection of these 4 methods is significant... | g61490 | [
0.025615377351641655,
0.04420480504631996,
0.017149394378066063,
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0.010804180055856705,
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0.01005639135837555,
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0.04191289469599724,
0.0016784706385806203,
-0.011597241275012493,
0.03214782103896141,
0.04... |
<p>I'm experimenting with some graph drawing and using historical imports/exports data for various countries as a dataset. I'd like to adjust these annual figures (which go from 1955 to 2013) for inflation but I'm not sure exactly how.</p>
<p>I'm using data from <a href="http://stats.oecd.org/Index.aspx?QueryId=164" r... | g18078 | [
-0.012608475051820278,
0.05145711824297905,
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0.03258387744426727,
0.04429469257593155,
0.005148021504282951,
0.02663777396082878,
-0.029... |
<p>The first section of this <a href="http://www.statisticsdonewrong.com/p-value.html" rel="nofollow">article</a> provides some intuition on base rate fallacy with p-values. In particular, it uses as example a cancer test. </p>
<blockquote>
<p>Suppose I am testing a hundred potential cancer medications. Only ten of ... | g18080 | [
0.041179947555065155,
0.05647500604391098,
0.020826706662774086,
0.02343195676803589,
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0.036882661283016205,
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-0.028652779757976532,
0.02256030961871147,
0.052020564675331116,
0.009398438036441803,
0.0... |
<p>I have Group A, B, C. My hypotheses are:</p>
<p>1) proportions of C are different from proportions of B (=independance) <br />
2) proportions of A are NOT different from proportions of B (=NO independance) </p>
<p>results: <br /></p>
<pre><code>A: success = 0.085 n=50
B: Success = 0.167 n=50
C: Success = 0.380 n=... | g61491 | [
0.02469554729759693,
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0.0018986642826348543,
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0.030152777209877968,
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0.03295106068253517,
0.005200599320232868,
0.0179330725222826,
-0.04459705576300621,
0.0626... |
<p>I have data from a 24-item (each item ordinal) scale used at two time points in 2 groups - before and after treatment with treatment A and treatment B. I want to capture a core group of symptoms that are related and might respond to one treatment but not another, i.e. I want to see if the magnitude of the change in ... | g4 | [
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0.025516949594020844,
0.02579355798661709,
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-0.0... |
<p>Some guys, decided to make some money, by selling lemonade in different public places. Each guy has a fix spot on which she sell the lemonade. In every morning, they go to a lemonade maker warehouse and buy the stock for the entire day, based on their forecasts. At any moment of the day, they can ask for an instant ... | g47908 | [
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0.02387932501733303,
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0.004630439914762974,
0.053420376032590866,
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0.07892969995737076,
0.0537... |
<p>I have a question about the normalization in case we use weigthed last squared. By normalization i mean the column of the predictor matrix $X$ have unitary variance. In case of WOLS i weigth each observation $y_i$ and predictor $x_i$ with a weigth $w_i$. </p>
<p>$$\min\sum_{i=1}^n (w_i y_i - \beta w_i x_i))^2 $$
$... | g18084 | [
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0.021112654358148575,
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0.00708133727312088,
0.014129243791103363,
0.003927941434085369,
-0.03311561048030853,
-0.01585407182574272,
0.09716524928808212,
-0.02164207026362419,
0.... |
<p>Does the sign of the vectors returned by PCA have any significance after I center my variables?</p> | g49826 | [
0.010315421037375927,
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0.03174031525850296,
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... |
<p>This is an excerpt from the second edition of <a href="http://books.google.com.au/books?id=0CAgx5kQSwcC&pg=PA79&lpg=PA79" rel="nofollow">An Introduction to Generalized Linear Models</a> by Annette J. Dobson:</p>
<p><img src="http://i.stack.imgur.com/Cc4cq.png" alt="enter image description here">
<img src="h... | g61492 | [
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0.040151018649339676,
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0.037005700170993805,
0.01838899776339531,
0.01... |
<p>A Common expression for Pearson's goodness of fit test is</p>
<p>$\chi^2 = \sum_i \frac{(O_i - E_i)^2}{E_i}$</p>
<p>Where $O_i$ and $E_i$ are the observed and expected frequencies respectively.</p>
<p>Now assuming we want to test the goodness-of-fit of a Poisson distribution to the data, estimated using a MLE par... | g61493 | [
0.035007450729608536,
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0.002325488021597266,
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0.022369101643562317,
-... |
<p>I have data in the following format:</p>
<pre><code>id yrdx yrsrv dead
1 2000 3 1
2 2003 10 0
3 2004 5 0
4 2007 1 1
</code></pre>
<p>where <code>yrdx</code> indicates the year of diagnosis for a disease, <code>yrsrv</code> indicates how long an individual survived, and <code>dead</code> indicate... | g61494 | [
0.0004961225786246359,
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0.007834943011403084,
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0.010733499191701412,
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0.057243525981903076,
... |
<h3>The setting</h3>
<p>A user is presented with a number of options related to her search query. She chooses one of them. As a result, a payout is generated. The payout lies in the range [0.05, 0.50], but the payout of each option is not known. The total number of options is $n$. </p>
<h3>Observable data</h3>
<p>F... | g61495 | [
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0.04399954155087471,
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0.02760910615324974,
-0.021910378709435463,
-0.012162180617451668,
0.09729603677988052,
0... |
<p>I'm trying to understand the whole variance/std error thing of a time series of financial returns, and I think I'm stuck.
I have a series of monthly stock return data (let's call it $X$), which has expected value 1.00795, and variance 0.000228 (std. dev is 0.01512).
I'm trying to calculate the worst case of the annu... | g61496 | [
0.058514367789030075,
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0.0047108265571296215,
0.05165283754467964,
0.043602850288152695,
0.... |
<p>Maybe this question has answer in medicine, but are there any statistical reasons why <a href="http://en.wikipedia.org/wiki/Body_mass_index" rel="nofollow">BMI index</a> is calculated as $\text{weight}/\text{height}^2$? Why not for example just $\text{weight}/\text{height}$? My first idea is that it has something to... | g61497 | [
0.06513233482837677,
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0.04799727350473404,
0.07658639550209045,
-0.01... |
<h1>Background</h1>
<h2>Introduction</h2>
<p>I have a data set consisting of data collected from a questionnaire that I wish to validate. I have chosen to use confirmatory factor analysis to analyse this data set.</p>
<h2>Instrument</h2>
<p>The instrument consists of 11 subscales. There is a total of 68 items in th... | g61498 | [
0.07329808920621872,
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-0.0013071700232103467,
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0.024706706404685974,
0.0026651418302208185,
0... |
<p>The characteristic function of the Fisher$(1,\alpha)$ distribution is:
$$C(t)=\frac{\Gamma \left(\frac{\alpha +1}{2}\right) U\left(\frac{1}{2},1-\frac{\alpha }{2},-i t \alpha \right)}{\Gamma \left(\frac{\alpha }{2}\right)}$$</p>
<p>Where $U$ is the confluent hypergeometric function. Looking to solve the inverse Fo... | g18096 | [
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0.014232397079467773,
-0.000704987440258... |
<p>Is the order of variables in an R model supposed to be significant? For some reason, the two models below result in different coefficients associated with fm and yr (which are supposed to model fixed effects associated with fm and yr respectively):</p>
<pre><code>set.seed(0)
fm = c(rep("A", 5), rep("B", 5), rep("C... | g61499 | [
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-0.00528176361694932,
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0.024715928360819817,
0.015470040962100029,
-0.... |
<p>Is it $0$ for for $h>0$? Or can anybody recommend some reference material for me?</p> | g27119 | [
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0.00740033620968461,
0.0126... |
<p>Consider the following slightly unrealistic experiment:</p>
<p>I have an infinitely large pool of questions to write exams from, and suppose that the questions are continuously rated in difficulty from 0 to 10 and that each difficulty rating has an infinite number of questions in the pool corresponding to it. The e... | g61500 | [
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<p>While analysing a particular iterative method which reaches the fixed points of a multivariate function f(x, y) (x and y are N-dimensional vectors in this case), I was able to reformulate it in the following terms</p>
<p><img src="http://mathurl.com/pg9xuv5.png" alt="eqn"></p>
<p>that is, as some kind of 'alternat... | g18098 | [
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0.0617837980389595,
... |
<p>I am really new to this topic of optimization. My question is, if this is actually something that can be done in python. </p>
<p>Let´s say i am using a Data Mining tool in the background, doing complex regressions that cannot be described in an algebraic equation. Python is used to get the estimated result of an de... | g61501 | [
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<p>This is partly an R question and partly a stats question:</p>
<p>I am trying to do batch forecasts using the auto.arima function from the forecast package. I have over 1000 items to forecast so doing it by hand is not feasible.</p>
<p>The auto.arima function consistently gives me predictions whose deviation from t... | g15924 | [
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0.0161... |
<p>I cannot differentiate clearly between "interaction" and "collinearity" in multiple linear regression. For me these terms are related but not the same.</p>
<p>I have searched the forum but could not find the answer. Please share your answer if you have. If you know there is an answer somewhere in the forum for this... | g61502 | [
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<p>This problem compute to showing cource. </p>
<p>Fie tosses of a coin with P(head)=p resulted in H,T,T,T,T.</p>
<pre><code> 1) Write the likelihood function L(p).
2) Compute the maximum likelihood estimate of p.
</code></pre> | g18100 | [
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<p>I need some hints for the following questions.</p>
<p>Let $X_1, \dots, X_8$ be a random sample from a normal population having known mean $\mu$ and variance 2. Let $\bar X_7={1\over 7} \sum_1^7X_i$ be the average of the first 7 of them.</p>
<ol>
<li><p>What is the mean and variance of $X_8-\bar X_7$?</p></li>
<li>... | g18101 | [
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0.04787949100136757,
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... |
<p>I'm trying to teach myself statistics. Please help me with this estimation problem:</p>
<p>Let 12,15,14,16,13 be real observations from $\mathcal{N}(\mu_1,σ_1^2)$ and 2,6,7 be real observations from $\mathcal{N}(μ_2,σ_2^2)$.</p>
<ol>
<li><p>compute an unbiased estimate of $σ_2^2$.</p></li>
<li><p>suppose that $σ_1... | g47926 | [
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0.034106139093637466,
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... |
<p>I'm doing a cross validation using the leave-one-out method. I have a binary response and am using the boot package for R, and the <a href="http://stat.ethz.ch/R-manual/R-patched/library/boot/html/cv.glm.html" rel="nofollow">cv.glm function</a>. My problem is that I don't fully understand the "cost" part in this fun... | g61503 | [
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0.0211... |
<p>So I have two sets of profiles scores which are as below</p>
<pre><code> Set 1 Set2
1,2,3,43,7 3,4,7,10,5
3,4,14,54,2 9,34,6,4,22
(5 numbers) (5 numbers)
</code></pre>
<p>The actual numbers are much smaller and Set 1 and Set 2 are much larger. I calculated the Pearson's ... | g61504 | [
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... |
<p>If a time series has several runs of missing data is it best to impute the mean of the previous observations?</p> | g61505 | [
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<p>I have some samples of a stable real-world process. Its is polymodal, and does not cleanly fit any of the "textbook" analytic distributions. I need to make very accurate estimates of the maximum value for a number of samples that is much larger than what I have. </p>
<p>Two things that I thought of and have show... | g18103 | [
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... |
<p>I have done a last-digit test on a draw of numbers between 1 og 370. Team A drew 64 numbers from the pool, and the last digit of those numbers spread out like this:</p>
<p>Digit: 0 1 2 <strong>3</strong> 4 5 6 7 8 9</p>
<p>Frequency: 9 (14,06 %) 7 (10,94%) <strong>13 (20,31%)</strong> 3 (4,69 %) 5 (7,81%) 4 ... | g61506 | [
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<p>I use R to run GLMM models in my study. Then in my situation, I have 10 independent variables and one of them has 3 categories. Then, when I run the GLMM, it usually uses one category as baseline, so it compares category A with B, and A with C, but does not compare B with C. </p>
<p>In this case, is it possible to ... | g18105 | [
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<p>If I have 50 variables in my PCA, I get a matrix of eigenvectors and eigenvalues out (I am using the MATLAB function <code>eig</code>).</p>
<p>I have normalised the eigenvalues to sum to 1, and they are returned already sorted by magnitude. I just want to know how to match them to the variables, by looking at the m... | g61507 | [
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<p>Suppose I have two random variables defined on the probability space $(\Omega, \mathcal{F}, P)$: $X_1: \Omega \rightarrow R$ and $X_2: \Omega \rightarrow R$. Assume that $X_1$ and $X_2$ are identically distributed. Following the definition, this means that
$P(X_1 \in E)=P(X_2 \in E)$ $\forall E \in B(R)$, i.e. $P(\o... | g61508 | [
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<p>A beta distribution with its parameters $\alpha = \beta = 1$ is the uniform $[0, 1]$ distribution.</p>
<p>What distribution is to the discrete uniform distribution (the sample space is left undecided), as the beta distribution is to the uniform distribution over $[0,1]$?</p> | g61509 | [
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<p>I need to explain the calculations involved in a meta-analysis with Hazard ratios (random effects) for programming in a tool. It is not possible to use statistical softtware neither webpages where these calculations are implemented.
We will have available the HRs and their 95%CI, where we can deduce the SE of the l... | g61510 | [
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... |
<p>I realise that the term factor has additional applications in other areas (e.g. in ANOVA), but it seems to me that in factor analysis the two terms are used synonymously.</p> | g61511 | [
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<p>Does taking the first difference of a series with a unit root ALWAYS give us a stationary series? I tried taking the first difference, but Dickey Fuller test tells me the new series still has a unit root... Thank you! </p> | g61512 | [
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<p>There is a substantial literature on identifying the best-fitting distribution for income and wealth data. Candidates have included the log-normal, Gamma, Singh-Maddala, Dagum type I and generalized Beta of second kind. Usually the assumption is that there is likely to be one such distribution applying to all count... | g61513 | [
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<p>My data are in SPSS. I teach in a nursing program.</p>
<p>During their junior year, 68 students participated in a simulation scenario for heart failure. They were by rated by observers (0/1, did not do/did do) on 102 items, thus a student's score could range from 0-102 (actual range was 26-86 with a mean of 57.41 a... | g18110 | [
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<p>Hope this newbie question is the right question for this site:</p>
<p>Suppose I would like to compare the composition of ecological communities at two sites A, B. I know all three sites have dogs, cats, cows, and birds, so I sample their abundances at each site (I don't really have an "expected" abundance for each ... | g41676 | [
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0... |
<p>I am trying to fit a log-linear model to a large number of variables from survey data. There are some reasons that it might be preferable to fit logistic regressions to that data instead. Several authorities suggest that these are equivalent. However, I have some reasons to doubt this. </p>
<ol>
<li>Log-linear m... | g61514 | [
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0.0... |
<p>Suppose I have a regression model
$$y = X\beta + e$$
where $e$ is multivariate normal with variance-covariance matrix $\sigma^2 I$.</p>
<p>Suppose I want to test the null hypothesis
$$L \beta =0$$
against the alternative hypothesis
$$L \beta \ne 0$$
where $L$ is a matrix <em>with rank greater than 1</em>.</p>
<p>I... | g61515 | [
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0.04665431007742882,
0.01657881960272789,
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<p>I have two dependent variables, DV1 and DV2, and one independent variable IV. I want to ascertain if the fitted model between DV1 and IV explains the relationship between DV2 and IV well or not.</p>
<p>First I am fitting two separate models thus:</p>
<pre><code>ModelA<-lm(DV1~IV)
ModelB<-lm(DV2~IV)
</code><... | g61516 | [
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<p>Suppose you are running an experiment with two conditions, <code>A</code> and <code>B</code>.
At the beginning of the experiment, both populations are the same, and of equal size. After a (teaching) intervention, both groups receive a post-test. Then the students that succeed on the post-test come back later and do ... | g61517 | [
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<p>Member are being enrolled in a program every month. The goal of the program to reduce health-care costs. Some members have been in the program for 9 months and some have been for less than a month. To evaluate the program I am building a matched cohort using propensity score matching. My question is how do I find th... | g61518 | [
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<p>What are the most significant annual Data Mining conferences?</p>
<p>Rules:</p>
<ol>
<li>One conference per answer</li>
<li>Include a link to the conference </li>
</ol> | g31062 | [
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<p>What are the most significant annual Statistics conferences?</p>
<p>Rules:</p>
<ol>
<li>One conference per answer</li>
<li>Include a link to the conference </li>
</ol> | g61519 | [
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<p>I have a dataset with cluster correlated data; multiple measurement on the same subject (not over time). I am trying to create two different mixed models using lmer in R with two specific variance covariance structures. I am fairly confident I have my first model correct, I want each subject to have its own interce... | g61520 | [
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... |
<p>I have a customer churn data, and would be implementing algorithms (decision tree, logistic regression, segment analysis). I have doubt on feature extraction procedure though. The training sample has binary, continuous and categorical variables, and have around 20 features.</p>
<ol>
<li>Is it necessary to perform f... | g61521 | [
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0.... |
<p>I am interested in the unhealthy people across 10 different populations. Here is the raw data:</p>
<pre><code>Popn Unhealthy Size Percentage
---- ---------- ------- ------------
A 170 1000 17.0%
B 2 2 100.0%
C 12 25 52.0%
D 7... | g61522 | [
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... |
<p>The problem I am trying to solve it predicting sales for an item for the next $n$ weeks.</p>
<p>Obviously, seasonality is a major factor for such predictions. If we use a time series based model, then we generally produce a raw forecast and multiply the raw forecast by the seasonality indices.</p>
<p>If we use CAR... | g61523 | [
-0.0358358770608902,
-0.009335183538496494,
0.015995632857084274,
-0.025590190663933754,
-0.06864680349826813,
-0.03824552893638611,
-0.00016900802438613027,
-0.027158765122294426,
0.011646607890725136,
-0.0200541652739048,
0.022970596328377724,
0.0029760038014501333,
0.0938718393445015,
-... |
<p>Motivated by the problem of <a href="http://stats.stackexchange.com/questions/11368/how-to-ensure-properties-of-covariance-matrix-when-fitting-multivariate-normal-mo">covariance estimation</a>.</p>
<p>Let $\Sigma$ be a positive-definite matrix whose diagonal entries are identically 1. (i.e. $\Sigma$ is a correlati... | g18122 | [
0.027111554518342018,
-0.039772067219018936,
-0.007064078468829393,
-0.07111083716154099,
0.002471610903739929,
0.031815022230148315,
0.08285839855670929,
-0.0015430168714374304,
0.00011361492215655744,
-0.0016135856276378036,
-0.02030157297849655,
0.023508906364440918,
-0.002129621338099241... |
<p>Given certain products (ProductA, ProductB, ProductC, etc..) users are asked to rank them according to their preference (whether they like, somewhat like, or not like, the product). </p>
<p>Thereafter I have extracted certain binary features from these products (handle is present or not, etc..) and now I want to te... | g61524 | [
-0.011459900066256523,
-0.03034604899585247,
-0.027728209272027016,
0.003105343086645007,
0.03146728500723839,
-0.00307435542345047,
0.052297577261924744,
0.010417626239359379,
-0.051634784787893295,
0.021616734564304352,
-0.015921136364340782,
0.06280211359262466,
0.015421605668962002,
0.... |
<p>Assume we have a noisy system where data is available via <code>sample()</code> and in order to filter out the noise someone has implemented the following voting algorithm:</p>
<pre><code>sample_a = sample();
sample_b = sample();
if (sample_a != sample_b) {
sample_c = sample();
if (sample_a == sample_c)
... | g18125 | [
0.021374577656388283,
-0.022121291607618332,
0.00755894323810935,
0.04664668068289757,
0.02893158234655857,
-0.018760154023766518,
-0.024172527715563774,
0.03396433964371681,
-0.02315152995288372,
0.0669008120894432,
-0.012460821308195591,
0.058317434042692184,
-0.006623085122555494,
0.025... |
<p>I'm recently reading a tutorial on Principal component analysis( A tutorial on principal components analysis/Lindsay I Smith). At the end it discusses about "getting the old data back". I'm wondering if there's any point of doing this? I've actually tried this with the dataset named "USArrests" under princomp functi... | g61525 | [
0.03277882933616638,
-0.0672711730003357,
0.008308572694659233,
-0.062294851988554,
-0.022691626101732254,
-0.03525194898247719,
0.07832398265600204,
0.05113697052001953,
-0.00830748025327921,
-0.033275969326496124,
0.008188070729374886,
0.06995365023612976,
-0.005633668974041939,
-0.01096... |
<p>I have two time-series.
Data have been logged over time for two different objects.
Is there a significance test, applicable in SPSS or Minitab, that can be used to determine whether there is a significant difference between my objects? The data are acquired at the same frequency.</p> | g49621 | [
0.0006857995176687837,
-0.029210485517978668,
0.013383465819060802,
-0.043759316205978394,
-0.009069059044122696,
-0.033107757568359375,
0.034238431602716446,
0.0013828794471919537,
-0.011807295493781567,
-0.08264654129743576,
-0.0037760806735605,
0.017482399940490723,
0.08481722325086594,
... |
<p>For training a Machine learning model,
I have 3 datasets:</p>
<ul>
<li>Training</li>
<li>Validation</li>
<li>Testing</li>
</ul>
<p>Normally I obtain there by dividing up the full dataset into pieces. <br>
I've created a function in my code to return the 3 of them in a record (ie named tuple, ie structure) an I ne... | g61526 | [
-0.024443786591291428,
0.038059454411268234,
-0.011851869523525238,
-0.12033718824386597,
0.02593385986983776,
-0.02099236659705639,
-0.043084532022476196,
0.0585726797580719,
-0.03707907348871231,
-0.002583249704912305,
0.02225280925631523,
-0.012656452134251595,
0.07420206815004349,
-0.0... |
<p>This might sound a little silly to ask, but I couldn't figure out how an author arrived to the prior variance estimates from this vector:</p>
<pre><code> x <- c(5,3,5,1,2,4)
y <- c("Lab", "Lib", "Cons", "Other", "None", "Swing")
</code></pre>
<p>I see how he computed the mean: m = (x/sum(x)) Resulting in ... | g18126 | [
0.02458076924085617,
-0.03804226964712143,
-0.009476849809288979,
-0.04155799373984337,
-0.022472774609923363,
0.011886433698236942,
0.053917862474918365,
-0.0033373949117958546,
-0.0740508958697319,
-0.043865978717803955,
-0.07556002587080002,
0.04918690770864487,
0.0015871732030063868,
0... |
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