question stringlengths 37 38.8k | group_id stringlengths 2 6 | sentence_embeddings listlengths 768 768 |
|---|---|---|
<p>I have some categorical data set; I want to use these as predictor variables, like one is slope. And it categorized in to five classes as, < 10 deg, 10-20 deg, 20-30 deg, 30-40 deg, > 40 deg. I have taken first class as reference category (< 10 deg). Now I am facing problem to interpret the beta value of the r... | g49702 | [
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<p>Following <a href="http://books.google.es/books/about/Critical_Phenomena_in_Natural_Sciences.html?id=rQSIZVOQfWYC&redir_esc=y" rel="nofollow">Critical Phenomena in Natural Sciences</a> of Didier Sornette, I am plotting the maximum value among $N$ variables. Doing this I can see the tail behaviour of a distributi... | g10357 | [
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<p><strong>Background:</strong></p>
<p>I'm assessing the future condition of a product where we have 18,000 units in the inventory.</p>
<p>The product can be assessed as Poor, Fair, Good, or Excellent, based on a <code>condition_index</code> rating that we determine. For example, if for one product, the index reading... | g63259 | [
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<p>Ordinary least squares regression is clearly not symmetrical! Regressing $Y$ on $X$ is not the same as regressing $X$ on $Y$. What kind of regression is symmetrical? </p>
<p>I have 5 variables ($A$, $B$, $C$, $D$, $E$) and I want to find out the true relationship among the variables.
$$
W_a * A + W_b * B + W_c * C ... | g63260 | [
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<p>I make habitat suitability models for animal species. The purpose of my research is to investigate the accuracy of different models.</p>
<p>I clearly have a nested design:</p>
<ul>
<li>accuracy_measure -> response variable</li>
<li>2 model types (model_type) -> fixed effect</li>
<li>230 species (species) -> random... | g40140 | [
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<p>This question concerns how to implement the following problem in R. </p>
<pre><code>x = rnorm(1000)
hist(x,freq=FALSE)
lines(density(x))
</code></pre>
<p>How would you calculate the upper (or lower) tail probability for a given cutoff (e.g. +1) given the density estimate above? NOTE: the following solution isn't g... | g28889 | [
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<p>This seem to silly but I wanted to confirm if the derivative of the log-likelihood $\hskip 2 pt l(x_i)$. The derivative of $$\frac{d (\sum_{i=1}^{M} log(x_i))}{dx} = \frac{1}{x_i} \sum_{i=1}^{M} \frac{1}{x_i}$$
Is this correct?</p>
<p>UPDATE of the Question : the pdf is $$p(x) = dP(x)/dx = d*x^{d-1}$$ where $P... | g63261 | [
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<p>In their book <a href="http://www-stat.stanford.edu/~tibs/ElemStatLearn/" rel="nofollow">The Elements of Statistical Learning</a>, Friedman and coll. talk about the in sample error $Err_{in}$ (p. 229):
$$Err_{in} = \frac{1}{n}\sum_{i=1}^n\mathbb{E}\left[\left(Y_i-\hat{f}\left( x_i\right)\right)^2\right]
$$
there ex... | g20863 | [
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<p>I've got a small list of companies that provide a platform for running R, python, or octave scripts on clusters built on top of amazon EC2. Are there other names I should add?</p>
<ol>
<li><a href="http://cloudnumbers.com/" rel="nofollow">Cloudnumbers</a></li>
<li><a href="https://opani.com" rel="nofollow">Opani</a... | g40143 | [
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<p>I want to represent the co-occurrence of factor groups within clusters in a heat map that reflects the colocalization frequency of each pair of factors in clusters (yellow for more frequently colocalized, red means less). After trying different things, I came up with the code below. Is this a sensible way of represe... | g63262 | [
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<p>I've been scratching my head over this issue and would appreciate some help. I have a time series from 1920-2011 which I've used a Baxter Kings filter on to detrend. I would like to test whether the series has fundamentally changed between periods 1950-1979 and 1980 to 2009. Spectral analysis shows periodicity is in... | g28609 | [
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<p>I want to implement Probabilistic Latent Semantic Analysis(pLSA) in Python. I have searched many times but couldn't find a simple tutorial.</p>
<pre><code>terms d1 d2 d3 d4
t1 1 1 0 1
t2 1 1 0 1
t3 1 1 1 1
t4 0 1 0 1
</code></pre>
<p>First we need to get <... | g10711 | [
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<p>If $X$ is uniformly distributed on $(0,1)$, then the random variable $ \lambda(-\ln(1-X))^{1/k}\ $, is Weibull distributed with parameters $k$ and $\lambda$.</p>
<p>With this, I can get random numbers distributed weibull from a uniform random number generator.</p>
<p>but if I have a translated Weibull distribution... | g63263 | [
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<p>I've got a question and I have done several experiments in R, yet couldn't figure out why.</p>
<p>The question is for a data set of N*D, N for number of data points and D for dimension, the maximum number of principal component is max(N, D).</p>
<p>Then I discovered a fact that, when N is larger than D, by using D... | g63264 | [
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<p>I knwo that the autocorrelation in MA(1) process varies between -.5 and +.5, if we consider d(t)=c+e(t)−θ⋅e(t−1),then for positive values of Theta, autocorrelation is negative and for negative values of Theta autocorrelation is positive. Now I'm wondering if the autocorrelation of IMA(1,1) process also follows the s... | g63265 | [
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<p>"Let $\{X_n, n \geq 0\}$ be a DTMC with state space $S = \{1, 2, 3, 4, 5\}$ and the following transition probability matrix:</p>
<p>$$
P = \begin{pmatrix} 0.1 & 0.0 & 0.2 & 0.3 & 0.4 \\ 0.0 & 0.6 & 0.0 & 0.4 & 0.0 \\ 0.2 & 0.0 & 0.0 & 0.4 & 0.4 \\ 0.0 & 0.4 & ... | g43886 | [
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<p>I have a dataset with 60,000 training examples. I tried the following command under windows and with libsvm:</p>
<pre><code>svm-train.exe -t 2 -g 0.07 -c 1 images.train
</code></pre>
<p>and it started giving multiple outputs for example:</p>
<pre><code>.....*..*
optimization finished, #iter = 7090
nu = 0.117216
o... | g63266 | [
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<p>I have four datasets, and for each one, I fit the same 3-parameter model. I'm interested in making a statement about the heterogeneity of each parameter value of the model, across the four datasets (and also comparing it to parameters from a fit to the pooled dataset).</p>
<p>My first thought was to use Cochrane's ... | g63267 | [
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<p>What is the expectation of an exponential function:
$$\mathbb{E}[\exp(A x)] = \exp((1/2) A^2)\,?$$</p>
<p>I am struggling to find references that shows this, can anyone help me please?</p>
<p>I am assuming Gaussian distribution.</p>
<p>A is a constant and x is a random variable that is gaussian distributed.</p> | g63268 | [
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<p>I'm working on a scientific paper in which goodness-of-fit and a parameter are estimated by a $\chi^2$ minimization, and I'd like to know whether there is a general rule for how many significant figures one should quote for the value of the $\chi^2$ and its resulting P-value.</p>
<p>In particular I'm fitting one pa... | g38934 | [
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<p>I'm looking for references and comments regarding the validaty of the following method for data denoising, which I found while reading a code doing analysis of some gene expression dataset. The dataset consists of columns $x_1, ..., x_n$ of length $m$ (expression levels for $n$ genes observed in m samples). Someone ... | g40152 | [
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<p>A main hypothesis in our study is that people’s decisions (our dichotomous outcome variable) are influenced by how people in their social context have decided in the same matter.</p>
<p>In a multilevel analysis perspective, is it feasible to use as a level 2, or contextual variable, the aggregated (mean) of the out... | g63269 | [
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<p>I have 5000 SKUs which all of them are highly positive autocorrelated, to get the item level forecast for all5000 SKUs (disaggregate forecast) which approach can provide more accurate forecasts, BU or TD, SES is forecasting method? and why?</p>
<p>BU approach: we do the forecast for all 500 SKUs directly
TD approa... | g63270 | [
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<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/18480/interpretation-of-log-transformed-predictor">Interpretation of log transformed predictor</a> </p>
</blockquote>
<p>I have a regression equation (below). In the raw form, my Y dependent variable is in... | g49358 | [
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<p>Is it possible to specify a model that uses an integral in the JAGS dialect of BUGS? (I believe this is possible in *BUGS, but I use a Mac, on which it seems JAGS is better supported.)</p> | g63271 | [
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<p>Basically I want to know how to extend the following formula to the three variable case:</p>
<p>$$\mbox{var}(aX+bY) = a^2\mbox{var}(X)+ b^2\mbox{var}(Y) + 2ab \sqrt{ \mbox{var}(X) \mbox{var}(Y)} \mbox{corr}(X,Y)$$</p>
<p>How can I calculate $\mbox{var}(aX + bY + cZ) $?</p>
<p>The answer to the two variable case ... | g40155 | [
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<p>The reason I ask this is because it seems that internally studentized residuals seem to have the same pattern as raw estimated residuals. It would be great if someone could offer an explanation.</p> | g39965 | [
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<p>Suppose a group of people are exposed to some chemical for $20$ minutes. Their heart rate is measured before being exposed. The exposure to the chemical seems to cause their heart rate to speed up. What test can be used to precisely find the point where the heart rate differs significantly from baseline? A paired t-... | g20874 | [
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<p>My question is certainly quite basic for statisticians!</p>
<p>Let's suppose <code>Var1</code> and <code>Var2</code> are highly correlated with a poor $R^2$.</p>
<p><code>Var3</code> is another variable that we will use in a regression (standard linear model (Gaussian error distribution, OLS estimator)) as a respo... | g63272 | [
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<p>I'm working on a project to calculate the Area of Mandelbrot Set by Monte Carlo method. I implemented my code by generating standard random numbers and throwing them into the area.
I used simple sampling, and I also implemented Latin Hypercube Sampling. </p>
<p>I should also implement my project with <em>Pure Samp... | g63273 | [
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-0.017043888568878174,
-0.010882450267672539,
0.008077025413513184,
0.05705465376377106,
0.... |
<p>I'm looking for reference to get a better understanding and overview of the methods for data modeling (mostly related to business questions like finding categories in data and setting of scoring functions for forecasting). After some internet research I couldn't single out a canonical reference. I have some very bas... | g63274 | [
0.04706241935491562,
0.029195962473750114,
0.024292031303048134,
0.03992088884115219,
-0.007488466799259186,
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0.01496910024434328,
0.006269796751439571,
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-0.005299543496221304,
0.053712669759988785,
0.0014444749103859067,
0.13248534500598907,
-0.01... |
<p>I have two vectors of normalized data values representing two paired conditions ("methylation" and "expression"). A scatterplot of my data looks like this:</p>
<p><img src="http://i.stack.imgur.com/oq9dK.png" alt="enter image description here"></p>
<p>I'd like to know if I am using the Wilcoxon signed-rank test co... | g20880 | [
0.005602202378213406,
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-0.013761443085968494,
-0.029587052762508392,
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-0.032032694667577744,
0.0393807478249073,
0.04612164944410324,
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-0... |
<p>I found this <a href="http://jessica2.msri.org/attachments/10778/10778-boost.pdf" rel="nofollow">document</a> which compare some learning methods and I don't understand this table :
<img src="http://i.stack.imgur.com/UEat0.png" alt="enter image description here"></p>
<p>Gradient boosting has a better intepratabilit... | g63275 | [
-0.02010449953377247,
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0.0016756105469539762,
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0.015956051647663116,
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0.03563426062464714,
-0.01085860189050436,
0.04296479374170303,
0.10106895118951797,
0.0427... |
<p>I conducted an experiment with 2 independent group variables (gender and language - language indicates either native speakers or 2nd language speakers) and ran a 2 way ANOVA. There were no main effects, and no interaction. My hypotheses had been that there would be main effects and interaction. So, I rejected all 3 ... | g20881 | [
0.009857572615146637,
0.00971167627722025,
0.008628548122942448,
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-0.0420815646648407,
0.008338416926562786,
0.02588634006679058,
-0.030535481870174408,
0.0... |
<p>Could anyone help me perform a Kruskal-Wallis test in Stata?</p>
<p>I am not familiar with Kruskal-Wallis test, but I have to perform a nonparametric test, since the normality hypothesis is rejected, to confirm the results of a parametric test already performed (F-test). I have got the data already ranked in groups... | g63276 | [
0.002069678157567978,
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0.006618293467909098,
0.026765743270516396,
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... |
<p>I'm having trouble interpreting the results from the Spread-Level Plot function in R (car package). The documentation says:</p>
<blockquote>
<p>PowerTransformation<br>
spread-stabilizing power transformation, calculated as 1 - slope of the line fit to the plot.</p>
</blockquote>
<p>This is not explicit enough ... | g63277 | [
-0.005216063931584358,
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0.06724332273006439,
-... |
<p>I am really unfamiliar with Bayesian methods particularly parameter estimation.</p>
<p>Suppose I have a test to find a parameter, theta which is the number of packaged bag for retail sale that could contain a hidden toy. I consider the following values of theta to be possible: <code>{0, 1, 2, 3, 4, 5}</code>. I am ... | g63278 | [
0.008721214719116688,
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... |
<p><a href="http://en.wikipedia.org/wiki/Ljung%E2%80%93Box_test" rel="nofollow">Ljung-Box test</a> tests zero autocorrelation in a time series. I wonder what type of stochastic processes the test assumes on the time series? For example, whenever autocorrelation exists?</p>
<p>By assumption, I mean the one that holds u... | g20885 | [
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<p>What kind of Machine Learning method does the function "classify" in Matlab use for the multi-class classification? Is it SVM? If so, how does it use the classifier for multiple classes?</p> | g63279 | [
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0.0... |
<p>So if Pearson's Chi Squared Statistic is given for a $1 \times N$ table, then its form is:</p>
<p>$$\sum_{i=1}^n\frac{(O_i - E_i)^2}{E_i}$$</p>
<p>Then this approximates $\chi_{n-1}^2$, the Chi-Squared Distribution with $n-1$ degrees of freedom, as the sample size $N$ gets larger. </p>
<p>What I don't understand... | g63280 | [
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0.014385219663381577,
0.0... |
<p>I see that a lot of questions are answered here for multivariate and bivariate conditional distributions. But I did not find the proof of these equations (I need just for bivariate case).</p>
<p><img src="http://i.stack.imgur.com/6SCb1.png" alt="enter image description here"></p>
<p><img src="http://i.stack.imgur.... | g49671 | [
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0.039467524737119675,
... |
<p>I am trying to sample the Gaussian markov random field or say multivariate gaussian distribution with some spatial correlation given by the precision matrix Q.</p>
<p>Here is the algorithm that I am using</p>
<pre><code>Compute the Cholesky factorization Q=LL'
Sample z ~ N(0,I)
Solve L'x = z
</code></pre>
<p>whe... | g63281 | [
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0.03238898143172264,
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-0.001916... |
<p>I was trying to fit one time-series data (without replicates) using regression model.
The data looks like follows:</p>
<pre><code>> xx.2
value time treat
1 8.788269 1 0
2 7.964719 6 0
3 8.204051 12 0
4 9.041368 24 0
5 8.181555 48 0
6 8.04141... | g63282 | [
0.024728605523705482,
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0.030433904379606247,
0.044142965227365494,
0.027619890868663788,
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0.01071751769632101,
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0.0408768355846405,
0.030244944617152214,
0.0... |
<p>Let's suppose that some data points follow $Lognormal(\mu,\sigma^2)$ and both parameters are unknown . My goal is to obtain the posterior distribution by assigning conjugate prior distributions on both $\mu$ and $\sigma^2$,. How this can be done in WinBugs?</p> | g63283 | [
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... |
<p>I tend to use histograms of continuous variables adding estimated density curves in order to compare several charts easily. However, I find difficulties when I try to explain what density is and the interpretation of the curve's height to non-statisticians. </p>
<p>The stalwart Wikipedia provide us a good <a hre... | g38828 | [
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0.01356277521699667,
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<p>I have 3 integer valued time series $a_t$, $b_t$ and $y_t$ with $k$ observations. I want to fit $y_t$ with the 2 first, and for that purpose I use a regression tree like this:</p>
<ul>
<li>test all combinations of $a_t,\ldots a_{t-k}$, $b_t,\ldots b_{t-k}$, for each value between 0 and $N$. For each combination, ta... | g40175 | [
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0.01835823990404606,
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0.06631968170404434,
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0... |
<p>In Section 4.2 of the paper by <a href="http://www.econ.upf.edu/~lugosi/esaimsurvey.pdf" rel="nofollow">Boucheron et al.</a>, the authors argue that the minimizer $f^*$ of the cost functional
$$A(f) = \mathbb{E}\{\phi(-Yf(X))\}$$
is such that the classifier $g^*$, constructed from $f^*$ by
$$ g^*(x) =
\begin{case... | g63284 | [
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0.052948981523513794,
0.027663182467222214,
0.0... |
<p>In analyzing my non-independent count data with a negative binomial regression, I am finding that one of my variables (a proportion variable) consistently is showing a beta weight > 1. As a matter of fact it's over 3. I read that beta weights can be greater than one if there is suppression going on in a model with m... | g20888 | [
0.046216435730457306,
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-0.05185245722532272,
0.009536474011838436,
-0.0015663214726373553,
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... |
<p>I have a linear model of a dependent variable, $y$, with two predictor variables, year and site, and their interaction, with year being numeric and site categorical.</p>
<p>The main effect of year is not significantly different from zero, with an estimated value of 0.02312 for the $y$ on year slope.</p>
<p>Some of... | g49635 | [
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0.01201636716723442,
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0.029400700703263283,
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0.029196226969361305,
0.04319523647427559,
... |
<p>I'm looking for a package to do truncated regression in R.
I found the truncreg and truncSP packages, but they seem to allow either a lower bound or an upper bound, but not both at the same time.</p>
<p>All my response values are bound between 0 and 1, so I need to have both bounds taken into account.</p>
<p>Any ... | g20890 | [
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0.033202629536390305,
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0.0... |
<p>Consider a multinomial $2\times 2$ table $\begin{pmatrix} x_{11} & x_{12} \\ x_{21} & x_{22} \end{pmatrix}$ with theoretical probabilities: $$\begin{pmatrix} \theta_{11} & \theta_{12} \\ \theta_{21} & \theta_{22} \end{pmatrix}.$$ </p>
<p>Let us call $p:=\dfrac{\theta_{12}}{\theta_{11}+\theta_{12}}$... | g49716 | [
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0.027851063758134842,
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0.03144679591059685,
0.046177253127098083,
0.03841260075569153,
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... |
<p>Suppose people take a 10-item exam. For each item, $k = 1,2,…,10$, exactly one rater assigns a score to exactly one person, with the constraint that no person sees the same rater twice. There are $i = 1,2,…,5000$ people and $j = 1,2,…,500$ raters. So people and raters are partially crossed, with most person-rater pa... | g12160 | [
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0.039692457765340805,
0.005979716777801514,
0.017079496756196022,
-0.005817086901515722,
... |
<p>I know that generative means "based on $P(x,y)$" and discriminative means "based on $P(y|x)$," but I'm confused on several points:</p>
<ul>
<li><p>Wikipedia (+ many other hits on the web) classify things like SVMs and decision trees as being discriminative. But these don't even have probabilistic interpretations. W... | g10592 | [
0.008313305675983429,
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0.0013396631693467498,
0.025985006242990494,
0.060640547424554825,
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0.01000545546412468,
0.06724286079406738,
0.028263697... |
<p>Which software is better? R, Excel or others.
Would appreciate recommendations of good resource websites/books that you found useful.</p> | g63285 | [
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<p>What are the available options if I want to perform a scoring task on a set of observations that: a) have a set of variables connected to them and, b) each round I get new information about the success of the latest round.</p>
<p>What I mean is, I start with a normal scoring task: Using the available training data ... | g63286 | [
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0.03905901685357094,
0.023032786324620247,
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0... |
<p>I want to predict if a customer is interested in a new product and I use the randomForest package for that.</p>
<p>Target variable : factor (Yes or No) <em>so I use the randomForest for classification</em> :</p>
<pre><code>randomForest(x=train,y=labels_train,xtest=test, ytest=labels_test, ntree=100)
</code></pre... | g63287 | [
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0.01179350633174181,
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-0.0006730632740072906,
0.03247130662202835,
0.05357519909739494,
0.019339652732014656,
... |
<p>Let's say I have 2 models:</p>
<p>1) High Matthew's correlation coefficient (MCC) score, low area under the curve (AUC) </p>
<p>2) Low MCC, high AUC</p>
<p>When I say high and low, I mean relatively to the other model. I'm not quite sure which model is "better" and how to interpret this difference between the 2 m... | g63288 | [
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0.037150219082832336,
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-0.042447756975889206,
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0.043278105556964874,
0.07884201407432556,
-0.... |
<p><img src="http://i.stack.imgur.com/alLc5.jpg" alt="Markov Chain"></p>
<p>I have the Markov chain presented in the image. It hast 4 states S=(1,2,3,4). The transitional probabilities are all $\frac{1}{2}$ and the direction from one state to another is given by the arrows.</p>
<p>Is there an error with the original ... | g63289 | [
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0.0076630678959190845,
0.002754931105300784,
0.025747770443558693,
0.0011394276516512036,
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0.07426095008850098,
0.010716849006712437,
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0.006958770100027323,
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0.0379302091896534,
0.0345926396548748,
-0.... |
<p>I am running a large OLS regression where all the independent variables (around 400) are dummy variables. If all are included, there is perfect multicollinearity (the dummy variable trap), so I have to omit one of the variables before running the regression.</p>
<p>My first question is, which variable should be omi... | g40185 | [
0.0016205243300646544,
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0.010841489769518375,
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0.03648381680250168,
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0.02545672282576561,
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0.009687339887022972,
0.027089200913906097,
0... |
<p>I have a boxplot output in R using ggplot2:</p>
<pre><code>p <- ggplot(data, aes(y = age, x = group))
p <- p + geom_boxplot()
p <- p + scale_x_discrete(name= "Group",)
p <- p + scale_y_continuous(name= "Age")
p
</code></pre>
<p><img src="http://i.stack.imgur.com/fxI8B.png" alt="ggplot2 boxplots"></p>
... | g63290 | [
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0.04609193652868271,
0.03560757264494896,
0.047167807817459106,
... |
<p>I am a software designer by trade and I am working on a project for a client, and I would like to make sure that my analysis is statistically sound.</p>
<p>Consider the following: <strong>We have <em>n</em> advertisements (n < 10), and we simply want to know which ad performs the best.</strong> Our ad server w... | g40187 | [
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<p>Let's say I have a model selection problem and I am trying to use <a href="http://en.wikipedia.org/wiki/Akaike_information_criterion" rel="nofollow">AIC</a> or <a href="http://en.wikipedia.org/wiki/Bayesian_information_criterion" rel="nofollow">BIC</a> to evaluate the models. This is straightforward for models that ... | g63291 | [
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<p>I am given the following transition matrix</p>
<p>$$P= \pmatrix{ 1-\alpha & \alpha \\ \beta & 1-\beta}, \ \alpha,\beta \in (0,1)$$</p>
<p>with the states $S=\{1,2\}$.</p>
<p>I want to determine the stationary distribution $\pi$ of the Markov chain determined by a starting distribution and the transition m... | g63292 | [
0.01252736710011959,
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0.0696287676692009,
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<p>I read from a textbook that Gauss-Newton regression is also called 'artificial regression'. Please give me an example, how does it work? And what's the relation with Newton's method? Thank you.</p> | g156 | [
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<p>Reflecting on this <a href="http://machinelearning.wustl.edu/mlpapers/paper_files/Demsar06.pdf" rel="nofollow">paper</a>. </p>
<p>The use of a statistical significance test is required in order to compare the algorithms across different data sets. In that paper and other papers, the number of data sets are always b... | g63293 | [
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<p>McManus (2012) discusses the three standard errors of measurement and provides the following definitions. </p>
<p>$SE_{meas} = SD \sqrt{(1 - reliability)}$<br>
The standard error of measurement is an estimate of the validity of the actual scores likely to be obtained given a candidate’s true score (which is not and... | g63294 | [
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<p>I'm trying to cluster <em>meaningfully</em> a set of objects characterized by a vector space (bag-of-words) model. Each of those 5000 objects has 1-8 features ("words") from a set of 5500 possible. I used a vector space model ($A_i = 1$ if feature $i$ is present) and cosine distance as a dissimilarity measure, $d (A... | g31347 | [
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<p>I'd like to run a chi-squared test in Python with scipy. I've created code to do this, but I don't know if what I'm doing is right, because the scipy docs are quite sparse. </p>
<p>Background first: I have two groups of users. My null hypothesis is that there is no significant difference in whether people in either... | g20903 | [
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<p>I want to estimate a covariance matrix from data with some missing values. Ideally I'd like an R package but python could be ok. </p>
<p>R has some built in ways of doing this. You can use </p>
<pre><code>cov.mat=cov(X,use='pairwise')
</code></pre>
<p>Or the same using cor (correlation). The trouble is that if yo... | g20904 | [
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<p>According to a text that I'm using, the formula for the variance of the $i^{th}$ residual is given by:</p>
<p>$\sigma^2\left ( 1-\frac{1}{n}-\frac{(x_{i}-\overline{x})^2}{S_{xx}} \right )$</p>
<p>I find this hard to believe since the $i^{th}$ residual is the difference between the $i^{th}$ observed value and the $... | g28624 | [
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<p>I have 2 acceleration vectors, each represented by a matrix with its first column corresponding to the magnitude of acceleration and second column corresponding to the time (in ms) They both represent the same data, but one sensor is started a little later than the other, so I'm trying to remove the time lag using c... | g927 | [
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<p>If I have a dependent variable and $N$ predictor variables and wanted my stats software to examine all the possible models, there would be $2^N$ possible resulting equations. </p>
<p>I am curious to find out what the limitations are with regard to $N$ for major/popular statistic software since as $N$ gets large the... | g20907 | [
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<p>I have done a survey using a questionnaire that involves Likert type questions. The answers range from 1 - Strongly agree to 5 - Strongly disagree. In this questionnaire I have included some control questions. First I would ask something like</p>
<p>"Would you use functionality X."</p>
<p>Followed later by somethi... | g63295 | [
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<h3>Context:</h3>
<p>In an effort to structure the center pieces that I have came across in probability theory and statics, I created a reference document focussing on the mathematical essentials (available <a href="https://github.com/mavam/stat-cookbook" rel="nofollow">here</a>).</p>
<p>By sharing this document, I h... | g63296 | [
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<p>I'm familiar with what the 2nd moment (variance) indicates as well as what the 3rd moment (skewness) indicates. I know that on a histogram the 4th moment (kurtosis) indicates the "peeked-ness" of the data. My question asks what are the practical implications/interpretations of a kurtotic distribution. I'm asking ... | g63297 | [
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<p>I have data on average long-term intake of common foods of a medium/large cohort (n=500+). It was assessed semi-quantitatively (that is, interval-censored). From these about 100 food items and their rough intake frequency I have, using a food database, calculated each cohort member's average intake of about 150 food... | g63298 | [
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<p>I am looking for various ways of explaining to my students (in an elementary statistics course) what is a two tailed test, and how its P value is calculated.</p>
<p>How do you explain to your students the two- vs one- tailed test?</p> | g49841 | [
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<p>Is there a standard notation for distinguishing between the following:</p>
<ol>
<li>Random Variables</li>
<li>Realizations of Random Variables</li>
<li>Deterministic Variables (not random)</li>
<li>Functions</li>
</ol>
<p>I am familiar with using capital letters for random variables, X, and lowercase letters for r... | g209 | [
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<p>Say I have $f$ features and $n$ observations. If $f>>n$ are there any inherent issues that arise if a naive bayes classifier is used on such a data set?</p>
<p>To be more concrete, let's say $f=200$ and $n=100$. My argument is that there is no issue with the high number of features compared to the number of o... | g63299 | [
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<p>I have done a study looking at the role of Emotional Intelligence in helping an individual regulate stress when they are abused by their boss.
I took salivary cortisol samples before and after an abusive intervention.
My supervisor is hell bent on me analyzing the data using polynomial regression (as an alternative... | g20917 | [
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... |
<p>I am testing a few covariates in generalized linear model in SPSS. When the omnibus test comes out as non-significant, does that mean the model is not significant even if the my covariates came out as significant on the "test of model effects"? Thanks. </p> | g63300 | [
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<p>I an using scikit-learn as a toolset. </p>
<p>I have 1K features as candidates and am trying to reduce the feature set as I believe the majority is noise (but am not sure).</p>
<p>I wanted to somehow automate this using PCA and Random Forests.</p>
<p>My end result would be a designated feature set.</p>
<p>Any su... | g4005 | [
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0.030481381341814995,
0.09993... |
<p>I encountered the usage of a "restricted prior". Could someone explain what distribution this refers to, and what is the meaning?</p> | g63301 | [
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... |
<p>In MCMC, how is burn-in time chosen? In other words, how long do you need to wait before you think the Markov chain has reached its limiting distribution? Thanks!</p> | g63302 | [
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<p>I have a huge data set which is non-stationary. (Checked non-stationarity with unit root test). I'm wondering how can I make my data stationary. I need stationary series because I want do some statistical analysis later on (calculate skewness, kurtosis, std dev, ...). </p>
<p>I read that the most easy to use (and u... | g10785 | [
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... |
<p>I would like to combine the outputs of five neural networks, each with a softmax output layer of three classes each. A typical, example output is shown below:-
<img src="http://i.stack.imgur.com/Xuqf0.png" alt="enter image description here">
where Figure 1 is the output of model 1, Figure 2 of model 2 etc. and the y... | g20922 | [
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0.02... |
<p>Suppose two independent variables in the linear regression initially have very high correlation of 0.95. This introduces severe multicollinearity into the model (as indicated by very high variance inflation factors). Can one take natural logarithm of each of them (this decreases correlation between them to 0.75), an... | g20923 | [
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<p>Defining $Z=f(x,y)$ in interval $[q,1][q,1]$,$x,y$ are all i.i.d. uniform.<br>
I know that, if $f(x,y)$ is non-increasing or non-decreasing for both $x$ and $y$, the median of $z$ is $f((1-q)/2,(1-q)/2)$. But if $f(x,y)$ is non-increasing or non-decreasing for only $x$, and it is not non-increasing or non-decreasing... | g63303 | [
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0.... |
<p>I have a sample, set of outcomes of some random variable. I divide it into "clusters", using some determinate approach. One of the clusters considered to be "correct", usually it is the one that has the most number of outcomes in it, but not always. I want to mark each cluster with some "confidence level", based on ... | g20928 | [
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0... |
<p>I am looking for a statistical technique similar to a estimating a hazard model.</p>
<p>Suppose a person chooses between two actions, buy or sell. Given data on trading decisions, once a person has bought, say, a stock, I can calculate the time that elapses until they sell. Using a hazard model I can model this haz... | g63304 | [
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<p>Can someone please tell me what they think of my explanation of the Box-Jenkins approach to forecasting time series? Do you have anything to add (in particular to my explanation as to the intuition behind stationarity and the spurious regression problem)?</p>
<p>"I use the Box-Jenkins approach to develop a model f... | g20932 | [
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0.0... |
<p>I was hoping for some advice. I use SAS for automatic forecasting (I have a large number of forecasts to complete in a limited timeframe). </p>
<p>As part of the forecast output from SAS, I get a mid-point (median or mean), and an upper and lower confidence limit for each forecast. This is determined at a pre-speci... | g63305 | [
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... |
<ol>
<li><p>for the general case : data is normal-gamma (mean normal and sd is gamma) and I want to estimate the $b$ and $a$ distribution ( they assumed to be normal) in $y=bx+a$ using Bayesian regression. I know I need assumption for my priors but I think I have to be OK with most simplistic case. not very good in rea... | g63306 | [
0.02645760588347912,
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0.0314... |
<p>I have a dataset with some samples and labels for each sample. I can cluster the samples into like lets say 10 clusters. I want to know how much significant this dataset is in predicting the labels. I was thinking of doing some kind of hypergeometric test for each cluster and give the cluster a score. Then the avera... | g63307 | [
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0.0... |
<p>Consider the following model for $Y_t$:</p>
<p>$\Delta$log($Y_t)$ = $\beta_0$ + $\beta_1$$\Delta$$log(X_t)$ + $u_t$ where $u_t$ ~ IID Normal(0,$\sigma^2$).</p>
<p>I want a forecast for $Y_{T+1}$. Thus, I need a mathematical formula for $E(Y_{T+1}|\Omega_T)$. </p>
<p>After some algebra we have:</p>
<p>$log(Y_{T+1... | g20938 | [
-0.010403229855000973,
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... |
<p>Recently I have used Platt's scaling of SVM-outputs to estimate probabilities of default-events. More direct alternatives seem to be "Kernel logistic Regression" (KLR) and the related "Import Vector Machine".</p>
<p>Can anyone tell which kernel method giving probability-outputs is currently state of the art? Does a... | g20941 | [
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0.... |
<p>Lets say we have random variable $X$ with known variance and mean. The question is: what is the variance of $f(X)$ for some given function f. The only general method that I'm aware of is the delta method, but it gives only aproximation. Now I'm interested in $f(x)=\sqrt{x}$, but it'd be also nice to know some genera... | g37949 | [
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-0.025422552600502968,
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0.06315682083368301,
... |
<p>I am attempting to examine the change in slope between a predictor and response over two years. In year 1, it is definitely positive. (Linear regression, the 95% CI of the slope doesn't overlap 0). In year 2, the point estimate of the slope is close to 0 (0.002) and the CI overlaps 0. This is what I would expect ... | g63308 | [
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0.021707216277718544,
-0.01... |
<p>In linear regression, we need to check which assumption is violated.
But for logistic regression, what assumptions do we have for the model? </p>
<p>I was attempting to wrap my head around this thing. But the diagnostics I can come up with right are DFBETAS plot and Pearson residual plot. </p> | g49672 | [
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-0.005... |
<p>Apparently one can obtain a regression analysis as</p>
<p>$$g(x)=\frac{\int yf(y,x)dy}{f(x)}$$</p>
<p>where </p>
<p>$$f(x)=\int f(y,x)dy$$</p>
<p>is the marginal density of $X_i$. In effect, I believe, the above expression calculates the expected value of the conditional density $f(y|x)$.</p>
<p>I am confused, ... | g20943 | [
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0.023900695145130157,
0.040163811296224594,
-... |
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