question stringlengths 37 38.8k | group_id stringlengths 2 6 | sentence_embeddings listlengths 768 768 |
|---|---|---|
<p>Find (without using MGF) the mean and variance.</p>
<p>$$f(x) = \exp(-kx)x^{(r-1)}k^r/(r-1)!\ \text{ for }\ x>=0$$</p>
<p>$$f(x) = 0\ \text{ for }\ x<0$$</p>
<p>$r$ positive integer, $k>0$</p> | g47703 | [
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<p>What is the definition of "feature space"?</p>
<p>For example,
When reading about SVMs, I read about "mapping to feature space".
When reading about CART, I read about "partitioning to feature space".</p>
<p>I understand what's going on, especially for CART, but I think that there is some definition that I have mis... | g67502 | [
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<p>I want to convolve two square pulses. One pulse say X starts from 0 to R.Other pulse say Y starts from -R to 0.Now to convolve these two pulses I just flip the pulse X and then move it to -infinity.Now, to convolve I will pass this pulse through pulse Y. The result will be a triangular waveform which starts from -R+... | g27069 | [
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<p>I am looking for a method to transform my dataset from its current mean and standard deviation to a target mean and a target standard deviation. Basically, I want to shrink/expand the dispersion and scale all numbers to a mean.</p>
<p>It doesn't work to do two separate linear transformations, one for standard devi... | g49745 | [
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<p>To help me focus on which pages on a site to improve, I'm looking at user feedback to the question "Was this page helpful?" (Answers are "Yes" or "No".)</p>
<p>The response rate (responses divided by unique pageviews) varies across different pages. And in fact the pages with low response rate also tend to have a hi... | g67503 | [
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<p>I have read <a href="http://stats.stackexchange.com/questions/13000/random-effect-nested-under-fixed-effect-model-in-r">Random effect nested under fixed effect model in R</a>, but I have a doubt:</p>
<p>My data is on germling survivorship, I have <code>Temperature</code> as a fixed factor (2 levels), <code>pH</code... | g27070 | [
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<p>Using any supervised classifier, we can usually get the probability that a data point $x$ belongs to each class $y_i$, i.e. $P(y_i|x)$.</p>
<p>However, in the case where the data-point x may belong to none of the known classes, how can we get the probability $P(?|x)$, which means that x belongs to an unknown class ... | g67504 | [
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<p>I want to predict reaction times using several personality scores. I have 9 different personality scores. My sample consists of 23 participants. Aren't there too many predictors if I put all 9 in one model, especially regarding the small sample size? If not, how could I choose predictor? The theory does not state an... | g67505 | [
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<p>I've attached a picture of the time series I'm talking about. The top is the original series, the bottom is the differenced series. </p>
<p>Each data point is a 5 minute average reading from a strain gauge. This strain gauge is placed on a machine. The noisy areas correspond to areas where the machine is turned on,... | g67506 | [
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<p>I have a dataset where empirical intuition say I should expect a weekly seasonality (i.e., the behavior in saturday and sunday is different from the rest of the week). Should this premise be true, shouldn't an autocorrelation graph give me bursts at lag multiples of 7?</p>
<p>Here's a sample of the data:</p>
<pre>... | g67507 | [
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<p>I'm a first year PhD student and I am a bit at a loss regarding which test to use, and how to calculate power for a grant proposal. Any help will be much appreciated!</p>
<p>I'm running all my participants in two conditions (positive/negative), so a within-subject design</p>
<p>My dependent variable is continuous<... | g67508 | [
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<p>I found out that the function <code>jags()</code> in the <code>R2jags</code> package sometimes does not remove the burn in part even with the option <code>n.burnin=##</code>. Here is a very simple example in <code>R</code> (a simple linear model):</p>
<pre><code>library(R2jags)
N <- 1000
y <- rnorm(N)
x <... | g49482 | [
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<p>At the moment I'm working with an algorithm that calculates probabilities $Z$ for a finite sequence of data points $X= \left\{ x_1,x_2,...,x_n \right\}$ using an expression like:<br>
$p(Z_i| X_i,\theta) = \frac{1}{\phi}f(X_i,\theta)$,<br>
where $\phi$ is a normalising constant such that $\sum_n p(Z_n|X_n) = 1$. (i.e... | g67509 | [
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<p>Just a question about how robust standard errors are fitted in marginal models with GEE: I noticed that if I try to fit a model with clusters of size 1 (i.e. no clustering, therefore no intra-cluster correlation), the variance is not the same as the one I would get with a standard GLM.</p>
<p>Here is an example wit... | g40220 | [
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<p>Could someone please give an explanation of why two-step dynamic panel data estimator is better then one-step? Can't quiet understand it... For example, from <code>xtabond2</code> manual in STATA:</p>
<p>"two-step estimator is asymptotically efficient and robust to whatever patterns of heteroskedasticity and cross-co... | g27077 | [
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<p>I have a set of sequential data around of around 12k points. Each is a 1 or -1. They are split something like 53%/47%. I want to test the hypothesis that this sequence comes from a random walk with a constant parameter. What sort of statistical test should I use?</p>
<p>(I'd also be grateful for any book recommenda... | g27078 | [
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<p>I am trying to replicate a table and in one of the notes it's written that <strong>'standard errors are adjusted to account for the within-analyst correlation of the observations'</strong> I am running my regressions in Matlab and obtaining normal SEs. I have been searching how to adpat my SEs to this specific situa... | g17429 | [
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<p>This is an R question. I have $n$ observations of the variable $y$, with each observation, $i$, weighted by $w(i)$. Each $w(i)$ weight falls between zero and 1, with the sum of the weights, $m<n$. I am testing whether the weighted mean of $y$ equals zero, with $std(mean)$ denoting the weighted sample standard d... | g67510 | [
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<p>I major in science, and my knowledge of statistics is rather superficial.</p>
<h2>Problem</h2>
<p>I had to find a data set and analyze it to the best of my ability as an assignement for my statistics course. This is no longer an assignment, I just need help in interpreting why I did my analysis badly and what I sh... | g67511 | [
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<p>Here is the actual question-
There are 1000 employees in a firm, and the firm has four departments namely D1, D2, D3 and D4 with 100, 200, 300, 400 employees respectively.
Now, each employee is explained about what constitutes an injury(for this experiment). Then, each employee is asked whether they were injured in ... | g26094 | [
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<p>I have a reasonable understanding of the technique to detect similar documents
consisting in first computing their minhash signatures (from their shingles, or
n-grams), and then use an LSH-based algorithm to cluster them efficiently
(i.e. avoid the quadratic complexity which would entail a naive pairwise
exhaustive ... | g67512 | [
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<p>In the Classical Regression Model i.e. $\big(E(y|x)=\alpha +\beta x$ and $Var(y|x)=\sigma^2\big)$ with only two coefficients for intercept $\alpha$ and slope $\beta$ of a dummy variable $x$, we can interpret $\alpha$ as the the mean of values for which $x=0$ and $\beta$ as the difference of the means of the data whe... | g67513 | [
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<p>Given $K$ triplets $t_k:=(a_k^{(1)},a_k^{(2)},a_k^{(3)}) \in \mathbb{R}^3, k=1,...,K$
and the triplet to test against them $t=(a^{(1)},a^{(2)},a^{(3)}) \in \mathbb{R}^3$.</p>
<p>How can one test whether $t$ differs significantly from the $K$ other triplets, in the sense that $t$ has "little probability to occur in... | g67514 | [
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<p>The question is simple. My residuals after performing a linear regression are non-normal.
I am not sure whether or not one of my variables is significant. I know that I cannot use p-values. Can you suggest a non-gaussian methodology for dealing with this problem? Thanks in advance.</p>
<p>Update:</p>
<p>The re... | g27082 | [
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<p>I'm working on a time series containing hourly data for 8 days. Using the R <code>forecast</code> package, I'm trying to predict future data with <code>stl</code>. If I use only 7 days data, things work fine, but when I add the last day, the predicted values drop strongly. My questions:</p>
<ol>
<li><p>Visually the... | g804 | [
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<p>I have large data set of $\approx 10^6$ points where each point contains the information of a</p>
<pre><code>(year, count)
</code></pre>
<p>of a particular event. There are many counts for a each year. Looking at the histograms of counts for a given year, I've conjectured that they follow a Poisson distribution. B... | g27083 | [
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<p>I am running a multi-variate Cox regression and Stata provides the standard errors for each hazard ratio. How are theses to be interpreted? I know that I want my coefficients to be large compared to my SEs, but I don't know if the same rule applies to ratios.</p> | g67515 | [
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<h3>Introduction</h3>
<p>I have a 300,000-row cancer dataset with around 60 variables (cancer stage, year of diagnosis, radiation therapy, histology, etc.) with a time variable ("number of months survived") and an event (alive or dead). The last two variables have complete values in the individual records.</p>
<h3>Su... | g67516 | [
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<p>There are several functions in R to calculate the power of a test, for example, the pwr-functions of the <code>pwr</code> package. </p>
<p>My question is how we get this function for ANOVA (<code>pwr.anova.test</code>)?</p>
<p>I know that
\begin{align}
1-\beta &= P(H1|H1) \\
&= P(F>F_{1-\alpha... | g67517 | [
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<p>The wonderful libsvm package provides a python interface and a file "easy.py" that automatically searches for learning parameters (cost & gamma) that maximize the accuracy of the classifier. Within a given candidate set of learning parameters, accuracy is operationalized by cross-validation, but I feel like this... | g101 | [
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0.055... |
<p>I have carried out a stepwise logistic regression in JMP. Then (using the proper button in the program window), I have chosen to build a nominal logistic regression model using (only) the variables identified by the stepwise procedure.
Anyhow, comparing the summary tables of the stepwise regression and the nominal o... | g67518 | [
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... |
<p>Okay, so I think I have a decent enough sample, taking into account the 20:1 rule of thumb: a fairly large sample (N=374) for a total of 7 candidate predictor variables. </p>
<p>My problem is the following: whatever set of predictor variables I use, the classifications never get better than a specificity of 100% an... | g49437 | [
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<p>I'm searching for some good reading material on <a href="http://en.wikipedia.org/wiki/Multifractal" rel="nofollow">multifractal analysis</a>. Preferably something accessible that doesn't put the stress too much on mathematical proofs but rather on applications. As long as it gives a good review of the status of the ... | g27088 | [
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<p>I have been running 3-level multilevel models with <a href="http://www.ssicentral.com/hlm/" rel="nofollow">HLM</a>, and my main interest is in some cross-level interaction effects that I am finding. My concern is that the effect sizes of these interactions appear to be small – I am wondering whether they are really ... | g47724 | [
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<p>Can anybody please explain that in simple words: how can we correctly use probabilities given by some classifiers along with the predicted class values?</p>
<p>Let us consider some implementation of a Naive Bayes classifier that works with Gaussian priors. As an output, for each test instance we have a true class l... | g38743 | [
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<p>I recently learned how to use winbugs. I know nothing about coding and programming. My model is not included in the set of distributions that are already available in winbugs. </p>
<p>This is a trivariate poisson model with covariance structure:
<img src="http://i.stack.imgur.com/6LbEA.png" alt="http://i.stack.imgu... | g27090 | [
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<p>I want to compare the means between groups <code>1</code> vs. <code>2</code> and also <code>2</code> vs. <code>3</code>. All three groups are nonnormal, as the Shapiro-Wilk test resulted in p values of 0.03, 0.04 and <0.0001 respectively. <em>n</em> is 10, 13 and 38 respectively, and the Levene test for equal var... | g35726 | [
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<p>I've implemented a neural network for prediction, and for the input data, I've used the following formula to normalize data: </p>
<pre><code>Data_normalized_i= [Data_i - Min_data]/[Max_Data- Min_data]
</code></pre>
<p>I've some questions:</p>
<ol>
<li>How do I interpret the output of my network according to my in... | g27092 | [
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<p>Some friends and I (statistics grad students) would like to work through a good regression book. We're looking for </p>
<ul>
<li>single and multiple linear regression</li>
<li>logistic regression</li>
<li>model selection</li>
<li>diagnostics</li>
<li>splines</li>
<li>penalized methods</li>
<li>classifiers, trees</l... | g27095 | [
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<p>I'm trying to analyze the results of a survey question. The question is multiple choice (but each respondent can only select one answer) and I want to calculate 95% confidence intervals for their responses.</p>
<pre><code>A 122
B 55
C 16
D 14
E 13
----------
Total 220
</code></pre>
<... | g38854 | [
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0.06040290370583534,
-... |
<p>I have recently begún to learn about model based recursive partitioning by playing around with MOB in the party package. I came across this mobForest package but am a little baffled towards what it is actually doing. </p>
<p>A MOB model (if I can call it that) is of the form</p>
<p>Y ~ X1,...,Xk | Z1,...,Zl using ... | g67519 | [
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0.... |
<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/26454/proof-that-if-higher-moment-exists-then-lower-moment-also-exists">Proof that if higher moment exists then lower moment also exists</a> </p>
</blockquote>
<p>For a random variable $X$, lets say I know... | g49775 | [
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0.0... |
<p>I am trying to discern the best way to calculate a correlation and perform a one-way ANOVA on data I am taking from a PostgreSQL database.</p>
<ul>
<li>What tools should I use? </li>
<li>Can I do this using the SQL language itself? </li>
<li>Is there an easy way to export the data?</li>
</ul> | g67520 | [
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<p>let v to be forecasted value for periods 1 through T and $v_{t}$ be its forecasted value at time $t$. We express $v_{t}$ as the sum of two terms, its mean at time $t$, and its deviation from the mean at time $t$, $\epsilon_{t}$. In other words, $$ v_{t}= \overline{v_{t}} + \epsilon_{t} $$
The $\overline{v_{t}}$ a... | g67521 | [
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0.04206722974777222,
0.01... |
<p>I am using R to replicate a study and obtain mostly the same results the author reported. At one point, however, I calculate marginal effects that seem to be unrealistically small. I would greatly appreciate if you could have a look at my reasoning and the code below and see if I am mistaken at one point or another.... | g47741 | [
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0.03... |
<p>I have a multinomial logistic regression model.
One of the output categories is not observed in the data set that I'm using. </p>
<h3>Example:</h3>
<ul>
<li>4 different diagnoses (response variable) in the population, but in the sample, Type 3 never occurred</li>
<li>5 hormone level measurements (predictors) </li... | g67522 | [
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0.0806172713637352,
0.0014... |
<p>On the Internet there is an example of k-s test being applied relative to distribution of number of bird varieties over different five hour periods.
The observed distribution was:</p>
<pre><code>a=c(0,1,1,9,4)
</code></pre>
<p>The expected distribution (if there is no difference between the five hours) could be:</... | g47742 | [
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0.039... |
<p>I'm reading through someone else's code for plotting the results of a psychology experiment, and (according to the code comments) they calculate the accuracy error of their behavioral paradigm as follows:</p>
<p>$\textit{accuracy error} = \sqrt{\frac{(\textit{accuracy}) (1-\textit{accuracy})}{\textit{total trials}}... | g67523 | [
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0.016736997291445732,
0.049908749759197235,
-0.0... |
<p>I want to estimate parameters of Dirichlet mixture models using Gibbs sampling and I have some questions about that:</p>
<ol>
<li><p>Is a mixture of Dirichlet distributions equivalent to a Dirichlet process? What is their main differences if is not?</p></li>
<li><p>Also, if I want to estimate a single Dirichlet dis... | g67524 | [
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0.003205968765541911,
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0.05184082314372063,
... |
<p>I would like to check different gradient algorithms. For example:</p>
<pre><code> fr <- function(x) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
print(c(x1,x2))
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
optim(c(-1.2,1),fr,method="BFGS")
</code></pre>
<p>print... | g67525 | [
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0.05612386390566826,
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0.07500986009836197,
0.03000052645802498,
0.04... |
<p>Inter-market analysis is a method of modeling market behavior by means of finding relationships between different markets. Often times, a correlation is computed between two markets, say S&P 500 and 30-Year US treasuries. These computations are more often than not based on price data, which is obvious to everyon... | g67526 | [
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<p>I am starting to use R's <a href="http://cran.r-project.org/web/packages/dynlm/index.html" rel="nofollow">dynlm</a> package. Currently I am just looking at the fit and eyeball which choice of lags might be the best. Is there a standard way or a strategy to determine the best k parameters for <code>L()</code>. What I... | g67527 | [
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0.0449368879199028,
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0.04817230999469757,
0.0... |
<p>In the following example</p>
<pre><code>> m = matrix(c(3, 6, 5, 6), nrow=2)
> m
[,1] [,2]
[1,] 3 5
[2,] 6 6
> (OR = (3/6)/(5/6)) #1
[1] 0.6
> fisher.test(m) #2
Fisher's Exact Test for Count Data
data: m
p-value = 0.6699
alternative hypothesis: true odds ratio is not eq... | g67528 | [
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0.014969001524150372,
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0... |
<p>Let $Y_n$ be the nth order statistic of a random sample of size n from a distribution with pdf $f(x|\theta) = 1/\theta$, $0<x<\theta$, zero elsewhere. Take the loss function to be $L[\theta, \delta(y)] = [\theta - \delta(y_n)]^2$. Let $\theta$ be an observed value of the random variable $\Theta$, which ahs the... | g27105 | [
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0.02909405715763569,
0.026609180495142937,
0... |
<p>Pretty basic question:</p>
<p>What does a normal distribution of residuals from a linear regression mean? In terms of, how does this reflect on my original data from the regression?</p>
<p>I'm totally stumped, thanks guys</p> | g67529 | [
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0.004254687577486038,
-0.059... |
<p>How can I add new variable into data frame which will be percentile rank of one of the variables? I can do this in Excel easily, but I really want to do that in R.</p>
<p>Thanks</p> | g47755 | [
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<p>Imagine I have a set of data from an experiment:<br>
Observed Measurement 1: 5<br>
Observed Measurement 2: 6<br>
Observed Measurement 3: 7<br>
Observed Measurement 4: 8<br>
Observed Measurement 5: 9 </p>
<p>I have a target mean of 6--I need to choose a set of weights that map the observational data to the target m... | g67530 | [
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0.013811133801937103,
0.05823041498661041,
-0... |
<p>Assuming we have a sample (some observables) from a population of unknown distribution, can I assume that the right way to estimate the sample size (for estimating means, medians, etc.) is using the formula:</p>
<p>$$n = 4s^2 / d^2$$</p>
<p>where $s$ is the sample standard deviation, $d$ is the margin of error (p... | g67531 | [
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<p>Which variety of Linux is best suited to work with R, SAS, SQL, Matlab?
Is it Scientific Linux?</p> | g40448 | [
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<p>I am a newbie here. well I am trying to find a method or a formula to forecast meals per day, which have ̀5 meals to upload on flights, sales, wastage and passengers are what I have to consider, the old template is not completed yet , and its not so good to forecast, and I can't think of other formulas or methods to... | g67532 | [
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0.... |
<p>I have read the wonderful thread entitled <a href="http://stats.stackexchange.com/questions/138/resources-for-learning-r">Resources for learning R</a>. The question asks for resources to learn R "on the cheap". </p>
<p>I have a similar question: What is the best and quickest way to learn R, regardless of cost? I am... | g67533 | [
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<p>I'm trying to fit a causal model. Participants in a task are trained on the model then asked for their belief in all the joints over the variables (e.g., what are the chances of observing an item with <code>cause_1</code> and <code>effect</code> present and <code>cause_2</code> absent?)</p>
<p>I want to infer peopl... | g67534 | [
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<p>I just want to preface this with the fact it is not a home work question. I am also not a stats person so I am not sure even how to start with calculating this, what it is called or where to look. When I google I get not much that looks like it helps.</p>
<p>So my problem, assume you have a 30 team league. Any g... | g67535 | [
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<p>Suppose there is a sample of varying size $n\in \mathbb N$, each sample point taking values in $\mathbb R$, and a statistic $T$. If I am correct, a statistic can accept arbitrary sample size. What are some standard ways to represent/write the statistic $T$ with varying sample size $n$? For example,</p>
<ol>
<li>We... | g46922 | [
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<p>I’ve simulated some data consisting of one response variable (‘y’) and two collinear predictor variables (‘Amount’ and ‘MPS’), where collinearity arises from one of two causes: (1) Amount causes MPS, or (2) Amount and MPS are jointly affected by an unmeasured variable. </p>
<p>What I'm trying to do is figure out wh... | g37562 | [
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<p>I want the basic steps to analyze a communication system using Discrete Time Markov Chain?
Can you help me with a book name that concern with this issue?</p> | g67536 | [
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<p>Following the answer and comments on <a href="http://stackoverflow.com/q/21538519/2829605">Python Statsmodels Testing Coefficients from Robust Linear Model based on M-Estimators</a>:</p>
<p>I'm wondering how the sandwich form of an m estimator's covariance matrix would be calculated. The RLM regression will devalu... | g67537 | [
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<p>If we have absolutely no knowledge about the base rates (maybe except for the number of possible outcomes), what is the most accurate probability distribution to assume, is it uniform? </p>
<p>Here is a practical example. I don't know whether the Universe is real or I am just living in a simulation. In either case,... | g67538 | [
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<p>I am a PhD student, and I am trying to construct a data set to use for proof of concept for my research. However, I am not sure how to construct the model to simulate the data in R. I want to construct data that mimics software usage logs. In other words, each record would represent a user running an application ... | g67539 | [
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<p>Does there exist a conjugate prior for the <a href="http://en.wikipedia.org/wiki/Laplace_distribution">Laplace distribution</a>? If not, is there a known closed form expression that approximates the posterior for the parameters of the Laplace distribution?</p>
<p>I've googled around quite a lot with no success so m... | g67540 | [
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<p>What are the stationarity requirements of using regression with ARIMA errors (dynamic regression) for inference?</p>
<p>Specifically, I have a non-stationary continuous outcome variable $y$, a non-stationary continuous predictor variable $x_a$ and a dummy variable treatment series $x_b$. I would like to know if the... | g67541 | [
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<p>Each week, John drives to his mother's house. The amount of time required for the trip varies and is normally distributed. On about 16% of trips, it takes him more than 54 minutes to reach his mother's house. On about 2.5% of trips, it takes him less than 33 minutes to reach his mother's house. Which is closest to t... | g49776 | [
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<p>I have a table of employees' information and each employee has the following attributes. I wanted to do an analysis to find out what similarities they share among themselves and possibly cut them into 3 or 4 groups. I started with cluster analysis using <code>fit = kmeans(mydata,5)</code> and <code>fit = dist(mydata... | g67542 | [
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<p>I develop open-source statistical software (<a href="http://openmx.psyc.virginia.edu/" rel="nofollow">http://openmx.psyc.virginia.edu/</a>), but matrix calculus is not my strong point. I need the 1st and 2nd derivatives of the log multivariate normal density. I was happy to find the 1st derivatives here on CrossVali... | g67543 | [
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<p>I am a bit confused when it comes to 68-95-99.7 rule of confidence interval of normal distribution. Normally I could see confidence interval of 95% for a sample statistic (s) with margin of error lets say e. So the confidence interval is s +- e. So 95% means that if we do the sampling 100 times and calculate the sa... | g27120 | [
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<p><strong>Edit</strong> I've rephrased this question severely.</p>
<p>Suppose I have a fitness center, and instead of a monthly fee, the people are paying for courses they are taking. I've got the monthly total revenue of all participants who started in January, for seven months (up to July). I've also collected the ... | g67544 | [
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<p>I am using the limma package in R to do some analysis on a count data matrix. I use the voom function and that normally creates a plot with the mean variance trend line in it. Now I created also a mean variance trend plot, but it doesn't look normal.</p>
<p>Has anyone seen something like this before?</p>
<p><img s... | g67545 | [
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<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/7200/evaluate-definite-interval-of-normal-distribution">Evaluate definite interval of normal distribution</a> </p>
</blockquote>
<p>Title was changed and question edited bellow.</p>
<p>How is possible tha... | g49777 | [
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<p>The regular way to compute the F-value for a Chow forecast test is:
$$F=\frac{(e_R'e_R-e_1'e_1)/g}{e_1'e_1/(n-k)}$$</p>
<p>My professor said something today about that a Chow forecast test using $R^2$ would be wrong, because the number of observations in the restricted model that gives $e_R$ is different from that ... | g67546 | [
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<p>Sorry, this is probably very basic...</p>
<p>I have data on expenditure over 3 years. This expenditure is made up of 2 products L and H. L has been increasing and H has been decreasing, so overall L+H is about the same. Can I measure whether there has been a statistically significant decrease in H between the 3 tim... | g67547 | [
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<p>I'm currently trying to do a forecast of GDP , although I'm new to the econometric field , with SAS and the Partial Least Square method.</p>
<p>My question is the following:</p>
<p>Does anyone have any articles that will give me a better understanding of what is needed in term of data preparation , the coding and ... | g67548 | [
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<p>I have fit a few mixed effects models (particularly longitudinal models) using <code>lme4</code> in <code>R</code> but would like to really master the models and the code that goes with them.</p>
<p>However, before diving in with both feet (and buying some books) I want to be sure that I am learning the right libra... | g27128 | [
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<p>I understand that in One-Way ANOVA two alternative F-Ratios have been derived to be robust when homogeneity of variance has been violated. Tomarkin and Serlin (1986) review amongst other techniques the Brown-Forsythe and Welch F-Ratios and conclude that both control the type I error rate well.</p>
<p>So far I have ... | g67549 | [
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<p>I am modeling a random variable ($Y$) which is the sum of some ~15-40k independent Bernoulli random variables ($X_i$), each with a different success probability ($p_i$). Formally, $Y=\sum X_i$ where $\Pr(X_i=1)=p_i$ and $\Pr(X_i=0)=1-p_i$.</p>
<p>I am interested in quickly answering queries such as $\Pr(Y<=k)$ (... | g49838 | [
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<p>In Excel or Google Docs you can readily construct a Cumulative Distribution Function for the Normal distribution using the NORMDIST function (X, Mean, Standard Deviation). I am trying to do the same for a Lognormal distribution using the LOGNORMALDIST function that has the same parameters (X, Mean, Standard Deviati... | g67550 | [
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<p>Introductory, advanced, and even obscure, please.</p>
<p>Mostly to test myself. I like to make sure I know what the heck I'm talking about :)</p>
<p>Thanks</p> | g67551 | [
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<p>I am trying to predict the outcome of a random variable x, which is a real-valued number. In some cases I can observe another variable y1, which should approximate x. I model y1 as a Gaussian distribution with mean of 0 and an empirically estimated standard deviation, and use the probability density function of that... | g67552 | [
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<p>I'm working on the forecasting of life expectancy actually. I have written code following the usual procedure. The results are not trustworthy because the life expectancy should have a positive slope (logically) but in my case it comes flat for the 50 years ahead.
The ARIMA(1,1,2) is the best model with the lowest... | g67553 | [
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<p>I am comparing two distributions with KL divergence which returns me a non-standardized number that, according to what I read about this measure, is the amount of information that is required to transform one hypothesis into the other. I have two questions:</p>
<p>a) Is there a way to quantify a KL divergence so th... | g67554 | [
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<p>I need an help because I don´t know if the command for the ANOVA analysis I am
performing in R is correct. Indeed using the function aov I get the following error: <code>In aov (......) Error() model is singular</code></p>
<p>The structure of my table is the following: subject, stimulus, condition, sex, response</... | g67555 | [
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<p>I'm doing a Blinder-decomposition (females as reference group). Is it normal that a variable has an explained or unexplained contribution above 100%?</p>
<p>I know my calculation is correct. However, the unexplained age is 1.099 (log value); while the overall difference is 0.10. So unexplained age has an unexplaine... | g67556 | [
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... |
<p>This is perhaps basic but I couldn't find a suitable reference. </p>
<p>I have a regression model with a rather complicated link function.
So $\vec{x}$ is a vector of continuous predictors, and $z$ is a binary variable such
that according to the model: $Pr(z=1) = f(\vec{x})$ for some (known) function $f$. </p>
... | g47815 | [
0.039632122963666916,
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0.046219948679208755,
0.053431447595357895,
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-0.03543216735124588,
0.024799877777695656,
0.01897318661212921,
0.007407822646200657,
... |
<p>The "Linear Ballistic Accumulator" model (LBA) is a rather successful model for human behaviour in speeded simple decision tasks. <a href="http://www.ncbi.nlm.nih.gov/pubmed/19897817">Donkin et al</a> (2009, <a href="http://mypage.iu.edu/~cdonkin/pubs/brm09b.pdf">PDF</a>) provide code that permits estimating the par... | g67557 | [
-0.018297430127859116,
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0.025321023538708687,
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0.02643301710486412,
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0.05389238893985748,
... |
<p>I stumbled on this while doing MLR, and was curious as to why this happens. The adjusted R-squared is (if I understand correctly) supposed to be a way of comparing the predictive quality of models with different numbers of explanatory variables. In the second model, I've added a statistically insignificant variable ... | g67558 | [
-0.008241340517997742,
-0.04392147809267044,
-0.008658500388264656,
0.014379994943737984,
0.012057126499712467,
0.01324311550706625,
0.04536600410938263,
0.03302576392889023,
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-0.0062612490728497505,
-0.01813153550028801,
0.03706776350736618,
0.05735257640480995,
0.049... |
<p>Give a short example to show that items in a strong association rule may actually be negatively correlated?</p>
<p>Thanks in advance! </p> | g67559 | [
0.04646926745772362,
0.03552689775824547,
0.00783755537122488,
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0.004485758021473885,
0.01821955293416977,
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0.025188719853758812,
0.013027738779783249,
-0.009439727291464806,
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0.019638821482658386,
0.020219432190060616,
0.041... |
<p><img src="http://i.stack.imgur.com/PFhg8.jpg" alt="enter image description here"></p>
<p>I am having trouble understanding the output here. In the green table, it seems like SAS is saying "Gender F" and "Gender M" are not significant. However, in the blue table, seems like it's saying that it would make a different... | g20607 | [
0.00624473812058568,
0.013026708737015724,
0.026831811293959618,
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0.0023789340630173683,
0.0323735773563385,
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-0.04894160106778145,
0.0207834430038929,
0.0030607827939093113,
0.07394924014806747,
0.018303... |
<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/15427/kruskal-wallis-or-fligner-test-to-check-homogeneity-of-variances">Kruskal-Wallis or Fligner test to check homogeneity of variances?</a> </p>
</blockquote>
<p>Is there a test to check if the residuls ... | g49778 | [
0.009183892980217934,
-0.05805683508515358,
0.005469393916428089,
-0.029461845755577087,
0.03701554611325264,
0.004540740977972746,
-0.022228877991437912,
-0.016175398603081703,
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-0.0643850713968277,
-0.0012984786881133914,
0.03880714252591133,
-0.0224266666918993,
0.... |
<p>I just came by <a href="http://www.investuotojas.eu/?p=464" rel="nofollow">a post talking about</a> networks for displaying correlations:
<img src="http://i.stack.imgur.com/BhyaZ.png" alt="enter image description here"></p>
<p>Is this a known method? Can someone shed some insights into it? (I'm wondering about how... | g67560 | [
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0.036343611776828766,
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0.09060345590114594,
0.0113... |
<p>Specifically, I'm looking for references (papers, books) which will rigorously show and explain the curse of dimensionality. This question arose after I began reading this <a href="http://www3.stat.sinica.edu.tw/statistica/J16N2/editorial3.pdf">white paper</a> by Lafferty and Wasserman. In the third paragraph they m... | g67561 | [
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0.014942482113838196,
0.017932379618287086,
0.08524161577224731,
0.01... |
<p>I'm looking for bounds on the variance of the maximum of a set of random variables. In other words, I'm looking for closed-form formulas for $B$, such that
$$
\mbox{Var}(\max_i X_i) \leq B \enspace,
$$
where $X = \{ X_1, \ldots, X_M \}$ is a fixed set of $M$ random variables with finite means $\mu_1, \ldots, \mu_M$ ... | g299 | [
-0.03457051143050194,
0.0020015437621623278,
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-0.048519451171159744,
-0.03305332362651825,
0.05173211172223091,
-0.02802702784538269,
... |
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