question stringlengths 37 38.8k | group_id stringlengths 2 6 | sentence_embeddings listlengths 768 768 |
|---|---|---|
<p>From the joint distribution of any two order statistics, say $Y_j$ and $Y_k$, $j<k$ I would like to derive the distribution of $Z=F(Y_k)-F(Y_j)$.</p>
<p>The initial pdf is:</p>
<p>$$f_{Y_j,Y_k} (y_j,y_k) =\frac{n!}{(j-1)!(k-1-j)!(n-k)!} \times [F(Y_j)]^{j-1} [F(y_k)-F(y_j)]^{k-1-j} \times[1-F(y_k)]^{n-k} f(y_j)... | g22450 | [
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<p>I run an ordinal regression model and I wanted to check the proportional odds assumption. In order to do that I used the <code>VGAM</code> package and I run olr twice, the first under the assumption and the second without the assumption. Below is the code and the results</p>
<pre><code>> fit1 <- vglm(stage ~K... | g64353 | [
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<p>I have been reading “<a href="http://rads.stackoverflow.com/amzn/click/0387310738" rel="nofollow">Pattern Recognition & Machine Learning</a>” written by Christopher M. Bishop for some time, but I am still a beginner. I wish to get a bigger view that summarizes regression and classification models.</p>
<p>The bo... | g64354 | [
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<p>I would like to convert an ARIMA model developed in R using the <code>forecast</code> library to Java code. Note that I need to implement only the forecasting part. The fitting can be done in R itself. I am going to look at the <code>predict</code> function and translate it to Java code. I was just wondering if anyo... | g41992 | [
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<p>After some heavy reordering and canceling of factorials, I discovered that the following experiment is approximately equivalent for $m \ll n < N$ if conducted with or without replacement:</p>
<blockquote>
<p>In $n$ turns, draw marbles (with/without replacement) from an urn containing $m$ white and $N-m$ black ... | g64355 | [
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<p>I have a table of sales growth rates by month calculated thus:</p>
<p>$$\text{growth rate}_i=\dfrac{\text{sales in month } i-\text{sales in January}}{\text{sales in January}}$$</p>
<p>What should I call this table? The best I've come up with it "sales growth rates from January by month". Is this ambiguous? Is ther... | g22453 | [
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<p>I have series of returns on a stock.</p>
<p>I want to apply exponential smoothing to my data
using a rolling window with R.</p>
<p>I don't how to do that.</p>
<p>I define a function this way:</p>
<pre><code>weight <- function(data) {
result1 <- (rep(0.94,36)^rev(c(0:35))
result2 <- result/sum(resul... | g22454 | [
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<p>I am examining a paper that uses growth mixture modeling. They have estimated intercept, linear slope, and quadratic growth parameters. They have also estimated random effects for the intercept and linear slope. However, they have set the variance of the quadratic slope to zero (which I understand to be using fixed ... | g64356 | [
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<p>Given a categorical random variable with large number of possible outcomes and a sufficiently large sample, I observe that 90% of the sample falls into some relatively small number of categories, say, 30 out of 1000. How can I estimate minimum sample size such that these 30 categories are observed?</p>
<p>A sort of... | g64357 | [
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<p>I would like to calculate the power of a Chi-Square test for goodness-of-fit as a function of sample size for a specified alpha-value (say 0.01). Specifically, I am referring to power as the probability that the test will correctly reject the null hypothesis. In most places I look, I can find only vague references... | g64358 | [
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<p>my y variable is crop production (in kg/ha) and x variable is rainfall (mm). In a linear regression, if the slope is 0.5. I would say, 'if rainfall increases by 1 mm yield increases by 0.5 kg/ha.'</p>
<p>Now if I do the regression again but this time I have standardised by x and y variable by centering and dividing... | g22456 | [
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<p>We have fitted a nonlinear function to observed data. The next step should be the assessment of the goodness of fit of this function (like $R^2$ for linear models). </p>
<p>What are the usual ways to measure this?</p>
<p><strong>Edit 1:</strong> </p>
<p>The fitting was performed as follows:</p>
<ol>
<li>Perform ... | g64359 | [
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<p>Using Stata 11.2, I would like to develop 2 analytic models that could be implemented by school administrators to flag students for intervention. I'm wondering if it would be possible to develop these models based on historical cross-sectional data consisting of 650,000 unique observations (11th grade students); it... | g64360 | [
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<p>So I always understood the error term to be the difference between the observed value from the true, yet unobservable, function value. However, I often here, especially related to the economics fields, articles and people talking about error terms as 'shocks'. </p>
<p>Can anyone offer an intuitive, non-math intensi... | g22457 | [
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<p>I used the package R <a href="http://cran.r-project.org/web/packages/fitdistrplus/index.html" rel="nofollow">fitdistrplus</a> in order to estimate parameters of different distribution function. </p>
<p>In one case it shows a strange error message I can't interpret:</p>
<pre><code>> fitdist(data=rf,distr="gev",m... | g680 | [
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0.041... |
<p>hopefully someone can point me in the right direction here.</p>
<p>I'm using boosted regression trees (BRT) to assess the relative importance of a number of environmental factors (sea bottom temperature, sea bottom salinity, substrate grain size, depth, distance from shore, maximum water speed @ seabed) on fish abu... | g64361 | [
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0.013... |
<p>Can regression be used for out lier detection. I understand that there are ways to improve a regression model by removing the outliers. But the primary aim here is not to fit a regression model but find out out liers using regression</p> | g64362 | [
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<p>I have four variables want to run regression while i check for data distribution i found that histogram and qq plot provide evidance of normal data distribution where as ks test is significant for all variables. one more thing i see there are no negative values in data set all are positive can it be the reason of ks... | g49695 | [
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<p>I ran an experiment with an eye tracker and my data frame has this look:</p>
<pre><code> Condition DWellsAOI1 DwellsAOI2 TotalDwells
Participant1 1 12 13 25
Participant2 2 100 11 111
Participant3 1 50 ... | g22461 | [
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<p>I'm getting started with R, I really like it but recently I found myself in a corner. I'd like to build neural network model that predicts heat consumption. I have historical data that contains outside air temperature (model input) and heat demand values (model output) in megawatts (hourly data from past 4 years). I... | g64363 | [
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<p>As the title says, I'm looking for the distribution of $X$ given that $X>Y$.</p> | g22462 | [
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<p>I have a dataset composed by 200.000 projects. Each project is defined according to its size and the presence of active users (1 if the project has active users, 0 otherwise).</p>
<p>I've ordered the projects according to their sizes (ascending order), then I've grouped the projects in 10 groups (20.000 projects pe... | g22463 | [
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<p>I'm performing a t-test on a time series with a sliding window (i.e. every N samples, perform a t test).</p>
<p>I know that overall, the samples are roughly normally distributed, however adjacent samples are correlated, so the N samples (taken for the t test) may not be normally distributed. Are the t test assumpti... | g22464 | [
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<p>For a research project, I'm asked to find ways to build an economic foresight system.
For example, for the production of cheese. We will have data about the market indicators, like price, demand etc. And we want to build a system that estimates the future state of these variables.</p>
<p>Machine Learning and Bayesi... | g64364 | [
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<p>How can I determine a significance factor?</p>
<p>For example,</p>
<p>If 1/1 samples returns positive, the ratio is one.
However, if 9/10 samples return positive, the ratio is .9, but is better because of the number of samples tested. Is there any way to statistically rank these test scenarios. I know it may be up... | g64365 | [
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<p>Please, how artificial neural network and support vector machine methods reduce dimensionality of variables? And based on what do we select the extraction features (retained variables)?</p> | g42507 | [
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<p>(I'm a newbie at stats. I'm a mathematician and a programmer and I'm trying to build something like a naive Bayesian spam filter.)</p>
<p>I've noticed in many places that people tend to break down the denominator in the equation from Bayes' Theorem. So instead of this:</p>
<p>$\frac{P(A|B)\cdot P(B)}{P(A)}$</p>
<... | g22467 | [
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<p>I have a fairly larege file 100M rows and 30 columns or so on which I would like to run multiple regressions. I have specialized code to run the regressions on the entire file, but what I would like to do is draw random samples from the file and run them in R.
The strategy is:
randomly sample N rows fr... | g22468 | [
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<p>In a log-log model, such as $\log(y) = b_0 + b_1 \log(x)$, I know that with OLS the standard interpretation is a "1% increase in x is associated with a $b_1$% increase in y." </p>
<p>I have three related questions:</p>
<ol>
<li>If x is a percentage variable that was logged to correct skew (ex: x
ranges from .01 to... | g64366 | [
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<p>I'm attempting to take a list of products and rank them according to rating and votes. This is tricky!</p>
<p>Lets suppose product <strong>A</strong> is rated at average <strong>5.6</strong> at <strong>310</strong> votes. Product <strong>B</strong> is average <strong>7.3</strong> at <strong>10</strong> votes. Produ... | g64367 | [
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<p>X is uniform random variable in [0,1] and Y=1-X. How do I calculate the distribution function F(X,Y)? I can see that Y is also uniformly distributed and can draw the intervals. But I am unable to compute the distribution function when x+y>1 & x,y in [0,1]. How do I compute it for this specific case?</p> | g42015 | [
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-0.03493751585483551,
-0.019210774451494217,
0.022779662162065506,
0.04635905474424362,
-... |
<p>I've implemented the <a href="http://en.wikipedia.org/wiki/Marsaglia_polar_method" rel="nofollow">Marsaglia polar method</a> to generate random numbers that are normally distributed. Unfortunately the code as shown on this <a href="http://www.taygeta.com/random/gaussian.html" rel="nofollow">website</a> returns numbe... | g64368 | [
-0.003214756492525339,
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<p>The waiting times for poisson distribution is an exponential distribution with parameter lambda. But I don't understand it. Poisson models the number of arrivals per unit of time for example. How is this related to exponential distribution? Lets say probability of k arrivals in a unit of time is P(k) (modeled by poi... | g64369 | [
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<p>I am doing a survival analysis in R with the <code>survival</code> package.
I think I am working with left-truncated data, but I'm not entirely sure how to handle it.</p>
<p>I have a cohort of patients diagnosed between 1990 and 2012. All the patients have a well-defined time of diagnosis (entry time). However, the... | g64370 | [
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<p>Is there any free desktop software for <a href="http://en.wikipedia.org/wiki/Treemapping" rel="nofollow">treemapping</a>? <a href="http://en.wikipedia.org/wiki/List_of_treemapping_software" rel="nofollow">Every one I've found</a> appears to have a commercial license. <a href="http://manyeyes.alphaworks.ibm.com/manye... | g37516 | [
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<p>How do you calculate an estimate for the variance covariance matrix of a logistic regression with elastic net regularization?</p>
<p>Starting from the variance-covariance matrix of a plain vanilla logistic regression, how does the formula need to be augmented:
$\hat{\Sigma}=-\left[\hat{p}(1-\hat{p})XX^{T}\right]^{-... | g64371 | [
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<p>I'm trying to compare if the order in col 1 is comparable to the order in col 2. The simplest thing I can do is just to compare both ranks using something like Friedman's test. </p>
<p>However, Col1 and Col2 is on a continuous basis. And for instance, the .94 and .93 in column 2 are closer together than 13.06 is to... | g64372 | [
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<p>Please apologize my butchering of statistical lingo :) I have found a couple of questions on here that are related to advertising and click through rates. But none of them helped me very much with my understanding of my hierarchical situation.</p>
<p>There's a related question <a href="http://stats.stackexchange.co... | g64373 | [
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<p>By default, machine learning packages turn inverse distance weighting off for KNN. To me, it seems that inverse distance weighting is always a good option.</p>
<p>Why would we not want to use IDW with KNN? [And why would we want to?]</p>
<p>Thanks</p> | g19901 | [
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<p>This is a multi-response linear regression experiment. I generate a random matrix of gaussian noise $\mathcal{N}(0,1)$ sized 10x6 called $Y_N$. I then generate an independent response $X$ via either uniform or gaussian noise, 10x1. I then regress $X$ on $Y_N$, generating $\hat{Y}$. I obtain my residuals, $Y_{res}$, ... | g64374 | [
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<p>I was reading the Wikipedia article on Robust Statistics: <a href="http://en.wikipedia.org/wiki/Robust_statistics#Properties_of_M-estimators" rel="nofollow">http://en.wikipedia.org/wiki/Robust_statistics#Properties_of_M-estimators</a></p>
<p>What is meant by the distribution of an estimator, as used here,</p>
<blo... | g64375 | [
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<p>I was wondering if anybody had any insight or intuition behind the difference between the <a href="http://en.wikipedia.org/wiki/Variation_of_information" rel="nofollow">Variation of Information</a> and the <a href="http://en.wikipedia.org/wiki/Rand_index" rel="nofollow">Rand Index</a> for comparing clusterings.</p>
... | g64376 | [
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<p>When I run multinomial logistic regression with some of the explanatory variables as categorical, my algo (glm) turns them in binary variables, automatically. For examples if one categorical variable X has three values a, b anc c, then my output shows cofficient and t-values for x.a, x.b and x.c. </p>
<p>But in fac... | g42027 | [
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<p>I'm trying to get my head around the mediation package in R, using the vignette for the package. </p>
<p>I'm struggling to understand the output of the <code>mediate()</code> function. </p>
<pre><code>require("mediation")
require("sandwich")
data("framing")
med.fit <- lm(emo ~ treat + age + educ + gender + inco... | g64377 | [
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<p>I'm still trying to classify few (about 200) samples in a high dimensional feature space (dim=19) into 3 (very unbalanced) classes. I use an implementation of Least Squares SVM with one vs one coding with class weighting.</p>
<p>I want to:</p>
<ol>
<li>estimate the best model parameters</li>
<li>estimate the overa... | g22482 | [
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0.007625659927725792,
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0.027590589597821236,
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0.06... |
<p>I have made a summative scale based on a likert scale. That have created 7 multi item scales all based on theory and validated by a reliability analysis using cronbach's alpha showing all values above 0,7 for all the 7 multi item scales, which consist of 5-6 questions that have been added and divided by the number o... | g64378 | [
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<p>I am trying to calculate the marginal maximum likelihood estimate of a parameter ρ given a vector of data <em>x</em> for person <em>i</em> across <em>n</em> items. This is in the context of Item Response Theory. The first (usual IRT) parameter, θ, is the ability (theoretically unbounded but usually between -3 and 3)... | g64379 | [
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<p>I have a multivariate time series . For each row in the data we have the values of inputs and a label for stability (0 or 1 ) . What are the algorithms that can detect the stability for an unlabelled time series, using this historical data. The sample data looks like this
<img src="http://i.stack.imgur.com/lSiwX.pn... | g64380 | [
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0.0... |
<p>I want to run a regression in R with different datasets.
The question is whether stock performance (daily log return) is influenced by factors like interest rates (the one set by fed or ECB), size of the board of directors (e.g. has been long 7 and then switches to 8) and whether there is an audit committee or not (... | g64381 | [
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0.000817... |
<p>I have 100 pairwise comparisons where my results show that 33% of the pairwise comparison tests are non-significant. </p>
<ul>
<li>How can I draw draw a <a href="http://en.wikipedia.org/wiki/Hasse_diagram" rel="nofollow">Hasse diagram</a> to represent this?</li>
<li>Are there any tips to follow when drawing a Hasse... | g64382 | [
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<p>I trained a Support Vector Machine with the <strong>caret</strong> package in <strong>R</strong>.</p>
<p>My <strong>dataset</strong> looks the following:</p>
<pre><code>+----+----+----+----+----+----+----+---+
| x1 | x2 | x3 | x4 | x5 | x6 | x7 | y |
+----+----+----+----+----+----+----+---+
</code></pre>
<p>I hav... | g64383 | [
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<p>In text classification problems where the number of features >> number of documents, is it useful to perform feature selection with filters (e.g. Information Gain) when using Naive Bayes. However, what about SVM and Maximum Entropy classifiers ?</p> | g690 | [
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<p>In order to make some predictions for my work I have modeled a process using a binomial distribution, but in my case every single experiment must be a success and I am just changing the probability that each individual trial is a success. Effectively what I am looking at is:</p>
<p>$$
P({\rm success}) = p^m
$$</p>
... | g22489 | [
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... |
<p>Hello I don't have any idea of how to start implementing Kalman Filter in python!
I have a DataFrame ( table) with in one column my forecast values and in another column my actual datas (real). The data are the same active power
By using pykalman, I want to improve my forecast results and I don't know how to get thi... | g64384 | [
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0.02... |
<p>I'm aware of the fact that first differences and fixed effects are both designed for the same solution -- removing unobserved unit-level effects.</p>
<p>However, I'm unclear on what happens when you include a unit-level dummy in a first differences model (I've seen this done for error-correction models as well as e... | g22490 | [
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<p>This question stems from Pedro Domingos' excellent paper <a href="http://homes.cs.washington.edu/~pedrod/papers/cacm12.pdf" rel="nofollow">"A Few Useful Things to Know About Machine Learning."</a> The paper is extremely clear and well-written, but I still have a clarification question. Namely, what is the difference... | g64385 | [
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<p>I am working in SPSS on a repeated measures linear mixed model and I am having a really hard time wrapping my head around how to select a "repeated covariance type". The options are:</p>
<ul>
<li>Ante-Dependence:First Order</li>
<li>AR1</li>
<li>AR1 Heterogenous</li>
<li>ARMA</li>
<li>Compound Symmetry</li>
<li>Com... | g64386 | [
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0.0... |
<p>I'm looking for an intuitive explanation of Bayesian Logistic Regression (I'm using it for texts if that's relevant). It seems that <a href="http://www.stat.columbia.edu/~madigan/PAPERS/techno.pdf" rel="nofollow">this</a> article presents it, but it's, uh, <em>way</em> too mathy.</p>
<p>Thanks!</p> | g22491 | [
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<p>I have four variables. The first two (V1, V2) are correlated .98. The third and fourth variables are correlated (.99). When I correlate the ratios V1/V3 and V2/V4 the correlation drops to .59. Any thoughts why? V1-V3 and V2-V4 are correlated about .98. Coudl that have anything to do with it? And how?
Thank you,
G</p... | g64387 | [
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0... |
<p>Let $Z_i,Z_2,\ldots$ be IID Random Variables with density $f$. Suppose that $P(Z_i>0)=1$ and that $\lambda=\lim_{x \to 0+} f(x)>0$. How can I show that $X_n=n \times \min\{Z_i\}$ has a limiting exponential distribution with mean$1/\lambda$?</p>
<p>I know that the CDF of the first order Statistic is for $t>... | g49408 | [
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<p>I have a categorical variable with binary outcomes 0,1 (say Y), I want to study the association with other variables X1,X2,X3,X4,X5..... most of Xi's are categorical and few of them are continuous. I used Chisquare test to study the same, which tell wheather I can consider two variables independent or not.</p>
<p>F... | g64388 | [
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-0.025593772530555725,
0.03543804585933685,
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0.01... |
<p>In a typical ChIP-Seq experiment, we found a transcription factor <code>ABC</code> peaks on 590 genes. 242 genes out of the 590 genes are classified as <code>ORF</code>s. If the number of <code>ORF</code>s contained in the genome is 5420, and the total number of genes in the genome is 6226, are the total <code>ABC</... | g64389 | [
0.04799157753586769,
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0.045747... |
<p>I'm using R to run some logistic regression. My variables were continuous, but I used cut to bucket the data. Some particular buckets for these variables always result in dependent variable being equal to 1. As expcted, the coefficient estimate for this bucket is very high, but the p-value is also high. There are ab... | g22492 | [
-0.00688163610175252,
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0.... |
<p>I have two signals sampled at 100 Hz during 3 seconds. So I have 300 sample points at each signal series.
I want to calculate coherence values between these two time series and would like to know whether this coherence value is statistically significant.</p>
<p>I found two resources online:</p>
<ol>
<li><a href="... | g176 | [
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0.018419895321130753,
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-... |
<p>I have found this post:</p>
<blockquote>
<p>Yes. The coefficient reflects the change in log odds for each increment of change in the ordinal predictor. This (very common) model specification assumes the the predictor has a linear impact across its increments. To test the assumption, you can compare a model in whi... | g64390 | [
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<p>I'm trying to analyze the effect of the laying order on a certain concentration of immune factor. I have a large set of data (1000+ eggs). I want to know if egg 1 (first-laid egg) will have higher concentrations than the last-laid egg (egg 7, 8, 9, etc) or even if the concentrations tend to increase/decrease with la... | g64391 | [
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<p>I wonder if a GARCH model with only "autoregressive" terms and no lagged innovations makes sense. I have never seen examples of GARCH(p,0) in the literature. Should the model be discarded altogether?
<br> <br>
E.g. GARCH(1,0):
<br>
$$ \sigma^2_t = \omega + \delta \sigma^2_{t-1} $$<br>
From the above expression one... | g22496 | [
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<p>The problem here is very similar to the problem asked by someben in 2012 (link:<a href="http://stats.stackexchange.com/questions/30162/sampling-for-imbalanced-data-in-regression">Sampling for Imbalanced Data in Regression</a>). It involves the linear regression analysis using an unbalanced dataset. Say, you have kno... | g22497 | [
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-0.00811619590967... |
<p><strong>Description</strong></p>
<p>I have several datasets(from different subjects) with the same type of data. For each dataset I cluster the data using affinity propagation. Clustering is based on similarity distance between data points and I'm using a type of histogram intersection for the distance (dataset are... | g22498 | [
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0.005... |
<p>I am an undergraduate student who currently preparing for my thesis paper. </p>
<p>In my design, there is total 4 variable (1 predictor, 1 moderator and 1 outcome variable, all of them is in continuous scale. I also have 1 control variable which is in categorical scale). </p>
<p>I am examining the relationship bet... | g22499 | [
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<p><a href="http://en.wikipedia.org/wiki/Sequential_Pattern_Mining" rel="nofollow">Sequential pattern mining</a> finds patterns in unlabeled data. So I assume its an unsupervised learning algorithm. But most references to pattern mining never mention the learning part. Why? Can sequential pattern mining be called an un... | g22500 | [
0.057252123951911926,
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<h2>Background</h2>
<p>I have a data set $Y$:</p>
<pre><code>set.seed(0)
predictor <- c(rep(5,10), rep(10,10), rep(15,10), rep(20,10)) + rnorm(40)
response <- c(rnorm(10,1), rnorm(10,4), rnorm(10,2), rnorm(10,1))
plot(predictor, response)
</code></pre>
<p>and a set of models g$_i$:</p>
<pre><code>fits <- ... | g64392 | [
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0.004434357862919569,
0.03294060751795769,
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0.07506053894758224,
-... |
<p><strong>What exactly is a higher-order correlation?</strong> </p>
<p>Is the term just a catch-all for all dependencies that are not captured by second-order correlations? Or do people mean something more precise than that?</p>
<p>Can all higher-order correlations be captured by second-order correlations on some ... | g64393 | [
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0.006478389725089073,
... |
<p>I have read some explanations about the properties of linear vs nonlinear models, but still I am sometimes not sure if a model on hand is a linear or a nonlinear one. For example, is the following model linear or nonlinear?</p>
<p>$$y_t=\beta_0 + \beta_1B(L;\theta)X_t+\epsilon_t$$</p>
<p>With:</p>
<p>$$B(L;\theta... | g64394 | [
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0.009856026619672775,
-0.040603090077638626,
0.028293849900364876,
0.030715234577655792,
... |
<p>Suppose you've collected data on factors $X_1, X_2, X_3, \ldots X_p$ and you're interested in creating a latent factor score $L = \beta_0 + \beta_1 X_1 + \beta_2 X_2 + \ldots \beta_p X_p$ . For instance, these variables might have been part of a regimen of pain testing and you wish to "score" individuals for their o... | g16110 | [
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0.010996708646416664,
-0.0676628053188324,
0.07403439283370972,
0.027168365195393562,
-0.0... |
<p>I have a sample of data sets A = {a1, a2, a3, ...aN}</p>
<p>We will change each data value following the same pattern, say a1’ =a1*10, a2’ = a2*10.
Which statistics evaluated from this data set will be changed?</p>
<p>Assume that I increase the size of this data set simply by make copies for each data,</p>
<p>A’ ... | g64395 | [
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0.04258506000041962,
0.07367657124996185,
0... |
<p>I have a stationary time series and I want to calculate the autocorrelation coefficient of order 1. For that I use OLS. I know the autocorrelation parameters change over the time. Thus it is not trivial to fix a window length for the regression. Moreover I can easily do over-fitting by finding the windows which opti... | g22504 | [
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0.08036373555660248,
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<p>I'm performing a weighted linear least squares fit, where the weights correspond to the number of counts of a specific observation. Due to the nature of the data, it is possible that a small handful of observations get weighted much more than the rest, so that the regression is dominated by, say, two data points onl... | g22506 | [
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0.07865544408559799,
0.0... |
<p>I have a regression with a harmonic effect of day of the year, which interacts with other variables. I am not sure how to interpret the coefficients. My model is:</p>
<pre><code>m1 <- lme(lcount ~ AirT + sin(2*pi/360*DOY) + cos(2*pi/360*DOY) +
AirT*sin(2*pi/360*DOY) + AirT*cos(2*pi/360*DOY) + RainAmt ... | g64396 | [
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0.0... |
<p>I have a classification problem with 2 classes (positive and negative). Usually, in such classification problems, all the samples will be labelled either 'positive' or 'negative'. In my dataset, some of the samples possess a combination of both positive and negative characteristics. Formally, if the dataset is $x$, ... | g64397 | [
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0.011653279885649681,
0.0698627382516861,
0.007789426017552614,
0.059084221720695496,
0.02... |
<p>Could someone help me with question 5.b. I understand that the probability of any of these occuring independently is 0.5 but how do I combine those into a joint distribution function?</p>
<p>Is $0.5 \cdot 0.5 \cdot 0.5 \cdot 0.5 = 0.0625$ correct?</p>
<p><img src="http://i.stack.imgur.com/P1hud.png" alt="enter ima... | g64398 | [
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0.050706878304481506,
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<p>In page 206 of the book 'Elements of statistical learning', the author wrote:</p>
<blockquote>
<p><em>The local log-likelihood for this $J$ class model can be written</em> </p>
<p>$\sum_{i=1}^NK_\lambda (x_0, x_i)\{\beta_{g_i0}(x_0) + \beta_{g_i}(x_0)^T(x_i-x_0) - log[1+\sum_{k=1}^{J-1}exp(\beta_{k0}+\beta... | g64399 | [
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0.06763111799955368,
0.08022812008857727,
0.006... |
<p>I understand the difference between LDA and QDA (linear and quadratic discriminant analysis), being that with LDA assume that your features have the same covariance matrix in each class.</p>
<p>I wonder why I have not seen an example yet where they actually calculate the variance covariance matrices in each class a... | g64400 | [
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<p>I am in the process of writing an open source State Space Analysis suite in C# (for fun). I have implemented a number of different Kalman-Based Filters (Kalman Filter, Information Filter and the Square Root Filter) and the State and Disturbance Smoothers that work with these implementations. My tests on these filter... | g64401 | [
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... |
<p>I was using <a href="http://scikit-learn.org/0.10/auto_examples/svm/plot_oneclass.html#example-svm-plot-oneclass-py" rel="nofollow">One class SVM</a> implemented in Scikit learn, Python for my research work. But I have no good understanding of this. Can anyone please give a simple, good explanation of One Class SVM?... | g64402 | [
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0.009709305129945278,
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0.0664750188589096,
0.03071... |
<p>I have a one group trial with n = 100. I want to analyze the relationship between the accumulated amount of drug intake (continuous) and the effect (measured by symptom score).</p>
<p>For example, for different time points for patient 1:</p>
<pre><code>t1: d_amount 10, S_score 50
t2: d_amount 15, S_score 45
t3: d_... | g64403 | [
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0.03078281134366989,
0.046894073486328125,
0.0... |
<p>I would like to know if individuals were consistent across three different days. I measured the latency of individuals for a maximum of ten minutes. Many individuals had a latency of 0 and some individuals never arrived and were therefore given a latency of 601. </p>
<p>The data on each of the three days is very no... | g64404 | [
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... |
<p>I adjust the partial least squares regression for one categorical factor (2 levels – <code>be</code> or <code>nottobe</code>) with with the <code>pls</code> package in R. I try to use <code>round()</code> function in the predict values for take the decision if the result are the first or second level in my factor. D... | g22511 | [
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<p>I have observations of two random variables $S_1(t)$ and $S_2(t)$ and I'm trying to build a test to see if they are related. In other words I'm trying to test if unknown functions $F_1(t)$ and $F_2(t)$ are the same function. The parameters $r$ and $b$ are constants with $ r \geq 0$ and $n_1$ and $n_2$ are Gaussian... | g22512 | [
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<p>What non-parametric methods exist to assess whether two random samples belong to the same distribution?</p> | g64405 | [
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<p>I'm trying to implement a Support Vector Machine classifier in R and I have to solve the optimization problem using the quadprog R package which solves problems of the form :</p>
<p>$$min_b \frac{1}{2} b^tDb-d^tb$$</p>
<p>such that : $A^tb \geq b_0$</p>
<p>In my case :</p>
<p>$$
A^t = \left(\begin{array}
II\\
z... | g64406 | [
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-0.01705058105289936,
-0.02916795015335083,
-0.0011579911224544048,
-0.0117593202739954... |
<p>I'm trying to fit a (simple) linear regression using MZ twin data. The reason why mixed-effects are used here is just to correct for correlated responses from the twins. </p>
<p>The current model looks like this: </p>
<pre><code>out.fit.1 <- lmer(outcome ~ cov1 + cov2 + cov3 + predictor + (1 | PairNumber ),
... | g64407 | [
0.025784458965063095,
-0.0823582112789154,
-0.03082902729511261,
-0.03567177429795265,
0.004068712238222361,
0.03285732492804527,
0.013520222157239914,
0.02411555126309395,
-0.01258733682334423,
-0.018303021788597107,
0.0003589843981899321,
0.00021644216030836105,
0.002461125375702977,
0.0... |
<p>In our experimental design, we are assessing the effect of TMS on decision making. Our data is not normally distributed because our assesment test results in mean count data (ultimatum game). Besides, even randomized the previous test decisions are different across subjects as it is not possible to equalize in our c... | g42063 | [
-0.017701081931591034,
-0.017561867833137512,
-0.003235019976273179,
-0.03582633659243584,
-0.015010341070592403,
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0.041340477764606476,
0.008397342637181282,
-0.047281522303819656,
0.02934207022190094,
0.040339794009923935,
-0.00024970591766759753,
-0.005903074983507395... |
<p>I'm working with a time-series of several years and to analyze it, I’m using GAM smoothers from the package <code>mgcv</code>. I’m constructing models where zooplankton biomass (<code>bm</code>) is the dependent variable and the continuous explanatory variables are: </p>
<p>-time in Julian days (<code>t</code>), to... | g37515 | [
0.019001338630914688,
-0.036543603986501694,
0.02666855975985527,
-0.045857641845941544,
0.006956140510737896,
0.0061393016949296,
0.1299041211605072,
-0.015157792717218399,
-0.06608586758375168,
0.0377066396176815,
0.0023576533421874046,
0.049099378287792206,
0.11328960210084915,
0.001636... |
<p>I have tested gender difference on the relationship between Variable A and B using linear model (GLM command in SPSS). </p>
<p>I have found that the interaction of A (covariate/independent variable) with gender (factor) on B (dependent variable) is statistically significant. This means that the relationship between... | g39293 | [
0.03052951954305172,
-0.05179267376661301,
0.021811803802847862,
-0.034004226326942444,
0.028986360877752304,
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-0.02716292440891266,
-0.00463926000520587,
0.028354818001389503,
0.0275257658213377,
0.0... |
<p>I want to regress two series (one big series divided in half) with the mean of the big series.
I do that because I would like to "investigate" the relationship between those two subseries and the mean.</p>
<p>Does this make any sense for you?</p>
<p>When running the code below, I don't understand why I don't get ... | g64408 | [
-0.014414051547646523,
0.017833998426795006,
-0.027912098914384842,
-0.02243424393236637,
0.03713409602642059,
-0.022682106122374535,
0.02388511598110199,
0.005289657507091761,
-0.025210194289684296,
-0.1056213453412056,
-0.03082832135260105,
0.0632624551653862,
0.020828189328312874,
-0.00... |
<p>I have a set of data, $y$ and $x$. I would like to test the following hypothesis: There is a peak in $y$; that is as $x$ increases, $y$ first increases and then decreases.</p>
<p>My first idea was fitting $x$ and $x^2$ in a SLR. That is, if I find that the coefficient before $x$ is significantly positive and the co... | g40253 | [
0.04230322316288948,
0.028632963076233864,
-0.03163610398769379,
-0.031700681895017624,
-0.023733094334602356,
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0.015100233256816864,
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0.020614195615053177,
0.006606790237128735,
0.05151623860001564,
0.038780830800533295,
0.... |
<p>What is the difference between spatial dependence and spatial heterogeneity?</p>
<p>My question is motivated by readings in model specification problems in spatial econometrics, in particular <a href="http://onlinelibrary.wiley.com/doi/10.1111/j.1435-5957.2010.00279.x/full" rel="nofollow">Anselin (2010)</a>.</p> | g42068 | [
0.07034915685653687,
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0.0076648215763270855,
0.009867379441857338,
0.006478846538811922,
0.06098084896802902,
0.03973858803510666,
0.007460656575858593,
-0.04270956665277481,
0.03765382245182991,
0.00572588387876749,
0.00907595083117485,
0.04792944714426994,
0.0230520... |
<p>Gelman & Hill 2007 mention several times throughout their book that:</p>
<p>"Roughly speaking, if a coefficient estimate is more than 2 standard errors away from zero, then it is called statistically significant. "</p>
<p>However, when they use this rule throughout this book I find the conclusions inconsistent... | g20161 | [
-0.009781812317669392,
-0.010819241404533386,
-0.005641289055347443,
-0.004012058023363352,
0.0019355834228917956,
0.01690436154603958,
0.0557611808180809,
0.011654742993414402,
-0.08610773831605911,
0.01632920652627945,
-0.018741007894277573,
-0.008660703897476196,
0.0720825046300888,
-0.... |
<p>For example I have <code>vectX</code> and <code>vectY</code>, and I want to know: </p>
<ol>
<li>Which is the better model fitting for my data -- it can be linear,
exponential, or parabolic. </li>
<li>If my result is significant.</li>
</ol>
<p>I am doing it like this:</p>
<pre><code>#response exponentiel
expFct2 ... | g22519 | [
0.022581921890378,
-0.021622562780976295,
-0.013038473203778267,
-0.04504247009754181,
0.05642421916127205,
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0.0010272694053128362,
0.005492711439728737,
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-0.002142383251339197,
-0.017784062772989273,
0.020518051460385323,
0.07421554625034332,
-0.0... |
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