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Tags
list
1839
2
null
1829
4
null
I tend to think of 'least squares' as a criterion for defining the best fitting regression line (i.e., that which makes the sum of 'squared' residuals 'least') and the 'algorithm' in this context as the set of steps used to determine the regression coefficients that satisfy that criterion. This distinction suggests tha...
null
CC BY-SA 2.5
null
2010-08-18T14:57:00.733
2010-08-18T14:57:00.733
null
null
183
null
1840
2
null
1826
6
null
Let's say you investigate some process; you've gathered some data describing it and you have build a model (either statistical or ML, doesn't matter). But now, how to judge if it is ok? Probably it fits suspiciously good to the data it was build on, so no-one will believe that your model is so splendid that you think. ...
null
CC BY-SA 2.5
null
2010-08-18T15:14:02.023
2010-08-18T15:14:02.023
null
null
null
null
1841
1
2057
null
8
662
Disclaimer: I'm a software engineer, not a statistician, so please forgive any blunt error :-) I have a set of time-series "curves", each measuring the entropy of a given artifact. Now, I'm standing over the following premises (please criticize them as you see fit): - In order to approximate the upper bounds of the Ko...
Hypothesis testing that one time-series of a measure of entropy doesn't belong to a population
CC BY-SA 2.5
null
2010-08-18T15:19:44.807
2010-08-25T13:52:20.933
2010-08-18T16:00:37.460
990
990
[ "r", "time-series", "hypothesis-testing", "spss", "entropy" ]
1842
2
null
1838
12
null
I think you can get what you want using `ggplot2`. Using the code below, I can produce: ![alt text](https://i.stack.imgur.com/qNcAk.png) Obviously things like line colours can be changed to what ever you want. On the x-axis I specified major lines on years and minor lines on months. ``` require(ggplot2) t = as.Date(0:1...
null
CC BY-SA 2.5
null
2010-08-18T15:25:59.757
2010-08-18T15:25:59.757
null
null
8
null
1843
2
null
1838
16
null
You can use `par(new=TRUE)` to plot into the same graph using two different y-axes! This should also solve your problem. Next you will find a simple example that plots two random normal variables, one on mean 0 the other one on mean 100 (both sd s = 1) in the same plot. The first one in red on the left y-axis, the seco...
null
CC BY-SA 3.0
null
2010-08-18T15:43:03.723
2013-11-16T01:50:25.777
2013-11-16T01:50:25.777
442
442
null
1844
1
2053
null
18
12148
One way to summarize the comparison of two survival curves is to compute the hazard ratio (HR). There are (at least) two methods to compute this value. - Logrank method. As part of the Kaplan-Meier calculations, compute the number of observed events (deaths, usually) in each group ($Oa$, and $Ob$), and the number of ...
What are the pros and cons of using the logrank vs. the Mantel-Haenszel method for computing the Hazard Ratio in survival analysis?
CC BY-SA 3.0
null
2010-08-18T15:47:15.627
2013-05-25T15:42:51.127
2013-05-25T15:42:51.127
7290
25
[ "survival", "hazard" ]
1845
2
null
1829
35
null
Regarding the question in the title, about what is the algorithm that is used: In a linear algebra perspective, the linear regression algorithm is the way to solve a linear system $\mathbf{A}x=b$ with more equations than unknowns. In most of the cases there is no solution to this problem. And this is because the vector...
null
CC BY-SA 3.0
null
2010-08-18T16:19:28.490
2011-12-04T07:53:22.947
2011-12-04T07:53:22.947
2914
339
null
1846
2
null
1376
2
null
Some robust alernatives are discussed in [A class of robust stepwise alternativese to Hotelling's T 2 tests](http://dx.doi.org/10.1080/02664760050076434), which deals with trimmed means of the marginals of residuals produced by stepwise regression, and in [A comparison of robust alternatives to Hoteslling's T^2 control...
null
CC BY-SA 2.5
null
2010-08-18T16:28:57.907
2010-08-18T16:28:57.907
null
null
795
null
1847
2
null
1787
3
null
Have you thought about using simulate in the arm package? Gelman & Hill have some nice chapters on this in their book.
null
CC BY-SA 2.5
null
2010-08-18T16:38:48.443
2010-08-18T16:38:48.443
null
null
101
null
1848
1
1849
null
9
2126
I'm implementing a rating system to be used on my website, and I think the Bayesian average is the best way to go about it. Every item will be rated in six different categories by the users. I don't want items with only one high rating to shoot to the top though, which is why I want to implement a Bayesian system. Here...
Bayesian rating system with multiple categories for each rating
CC BY-SA 2.5
null
2010-08-18T16:43:11.870
2014-01-31T15:08:16.867
null
null
991
[ "bayesian" ]
1849
2
null
1848
6
null
It depends on whether you want to wind up only with a cumulative rating of each object, or category-specific rating. Having a separate system in each category sounds more realistic, but your particular context might suggest otherwise. You could even do both a category-specific and overall rating!
null
CC BY-SA 2.5
null
2010-08-18T16:58:10.540
2010-08-18T16:58:10.540
null
null
279
null
1850
1
1930
null
32
91771
For an effect size analysis, I am noticing that there are differences between Cohen's d, Hedges's g and Hedges' g*. - Are these three metrics normally very similar? - What would be a case where they would produce different results? - Also is it a matter of preference which I use or report with?
Difference between Cohen's d and Hedges' g for effect size metrics
CC BY-SA 2.5
null
2010-08-18T17:35:17.280
2020-11-03T20:02:33.500
2010-08-19T08:02:01.917
183
559
[ "effect-size", "cohens-d" ]
1852
2
null
1807
3
null
Suppose there are 999 workers at ACME north factory each making a wage of 112, and 1 CEO making 88112. The population mean salary is $\mu = 0.999 * 112 + 0.001 * 88112 = 200.$ The probability of drawing the CEO from a sample of 49 people at the factory is $49 / 1000 < 0.05$ (this is from the hypergeometric distribution...
null
CC BY-SA 2.5
null
2010-08-18T18:21:12.870
2010-08-19T17:09:15.637
2010-08-19T17:09:15.637
795
795
null
1853
1
1953
null
13
2510
What tests are available for testing two independent samples for the null hypothesis that they come from populations with the same skew? There is a classical 1-sample test for whether the skew equals a fixed number (the test involves the 6th sample moment!); is there a straightforward translation to a 2-sample test? A...
Testing two independent samples for null of same skew?
CC BY-SA 2.5
null
2010-08-18T18:49:48.227
2015-09-16T07:58:23.800
2015-09-16T07:58:23.800
11887
795
[ "hypothesis-testing", "distributions", "bootstrap", "moments", "l-moments" ]
1854
2
null
1826
10
null
"Avoid learning your training data by heart by making sure the trained model performs well on independent data."
null
CC BY-SA 2.5
null
2010-08-18T19:09:37.983
2010-08-18T19:09:37.983
null
null
961
null
1855
2
null
1797
7
null
It has the same meaning as any other confidence interval: under the assumption that the model is correct, if the experiment and procedure is repeated over and over, 95% of the time the true value of the quantity of interest will lie within the interval. In this case, the quantity of interest is the expected value of th...
null
CC BY-SA 2.5
null
2010-08-18T19:16:05.037
2010-08-18T19:16:05.037
null
null
495
null
1856
1
2888
null
17
4618
What do you think about applying machine learning techniques, like Random Forests or penalized regression (with L1 or L2 penalty, or a combination thereof) in small sample clinical studies when the objective is to isolate interesting predictors in a classification context? It is not a question about model selection, no...
Application of machine learning techniques in small sample clinical studies
CC BY-SA 2.5
null
2010-08-18T20:36:59.617
2015-06-20T20:44:31.313
2010-09-19T10:57:54.697
930
930
[ "machine-learning", "feature-selection" ]
1857
2
null
1856
4
null
One common rule of thumb is to have at least 10 times the number of training data instances (not to speak of any test/validation data, etc.) as there are adjustable parameters in the classifier. Keep in mind that you have a problem wherein you need to not only have adequate data but also representative data. In the e...
null
CC BY-SA 2.5
null
2010-08-18T20:51:32.280
2010-08-18T21:23:54.503
2010-08-18T21:23:54.503
5
5
null
1858
2
null
1856
3
null
I can assure you that RF would work in that case and its importance measure would be pretty insightful (because there will be no large tail of misleading unimportant attributes like in standard (n << p)s). I can't recall now any paper dealing with similar problem, but I'll look for it.
null
CC BY-SA 2.5
null
2010-08-18T21:28:17.517
2010-08-18T21:28:17.517
null
null
null
null
1860
1
1861
null
4
126
I am studying a population of individuals who all begin with a measureable score of interest (ranging from -2 to 2) [call it "old"], then they all undergo a change to a new score (also ranging from -2 to 2) ["new"]. Thus all the variation is in the change (which can be positive or negative), and there are also a variet...
Regression specification choices
CC BY-SA 2.5
null
2010-08-18T22:58:05.027
2010-08-19T12:59:30.587
null
null
78
[ "regression" ]
1861
2
null
1860
3
null
You are right, version 1 is not acceptable. The second or third options (as long as `old` has a coefficient that will be estimated) are both OK, and in fact equivalent with respect to estimates for `a` and `b`. This can be seen if you replace `change` with `new-old` in the second equation, and solve it for `new`. All t...
null
CC BY-SA 2.5
null
2010-08-18T23:17:46.677
2010-08-19T12:59:30.587
2010-08-19T12:59:30.587
279
279
null
1862
1
1869
null
13
8268
I've been struggling with the following problem with hopefully is an easy one for statisticians (I'm a programmer with some exposure to statistics). I need to summarize the responses to a survey (for management). The survey has 100+ questions, grouped in different areas (with about 5 to 10 questions per area). All answ...
How to summarize categorical data?
CC BY-SA 3.0
null
2010-08-19T00:31:44.013
2017-07-14T08:29:38.673
2017-07-14T08:29:38.673
11887
840
[ "categorical-data", "data-transformation", "descriptive-statistics" ]
1863
1
1871
null
6
1617
I ran a within subjects repeated measures experiment, where the independent variable had 3 levels. The dependent variable is a measure of correctness and is recorded as either correct / incorrect. Time taken to provide an answer was also recorded. A within subjects repeated measures ANOVA is used to establish whether t...
Might be an unbalanced within subjects repeated measures?
CC BY-SA 2.5
null
2010-08-19T00:50:20.120
2010-08-21T07:21:06.203
null
null
993
[ "variance", "unbalanced-classes", "repeated-measures" ]
1864
2
null
1856
5
null
I would have very little confidence in the generalisability of results of an exploratory analysis with 15 predictors and a sample size of 20. - The confidence intervals of parameter estimates would be large. E.g., the 95% confidence interval on r = .30 with n = 20 is -0.17 to 0.66 . - Issues tend to be compounded whe...
null
CC BY-SA 2.5
null
2010-08-19T00:59:56.543
2010-08-19T05:53:41.183
2010-08-19T05:53:41.183
183
183
null
1865
1
null
null
7
1201
Standard deck has 52 cards, 26 Red and 26 Black. A run is a maximum contiguous block of cards, which has the same color. Eg. - (R,B,R,B,...,R,B) has 52 runs. - (R,R,R,...,R,B,B,B,...,B) has 2 runs. What is the expected number of runs in a shuffled deck of cards?
What is the expected number of runs of same color in a standard deck of cards?
CC BY-SA 2.5
null
2010-08-19T01:15:27.043
2023-04-18T10:58:32.437
2010-09-19T16:20:20.837
null
994
[ "probability", "games" ]
1866
1
1918
null
13
4633
Following to the recent questions we had [here](https://stats.stackexchange.com/questions/1818/how-to-determine-the-sample-size-needed-for-repeated-measurement-anova/1823#1823). I was hopping to know if anyone had come across or can share R code for performing a custom power analysis based on simulation for a linear mo...
How to simulate a custom power analysis of an lm model (using R)?
CC BY-SA 4.0
null
2010-08-19T02:10:15.867
2021-08-19T18:16:33.700
2021-08-19T18:08:54.867
11887
253
[ "r", "simulation", "statistical-power" ]
1867
2
null
1863
2
null
So this is a one way repeated measures Anova - with the "Y" being time till answer was given, and the first factor having 3 levels (each subject having three of them). I think the easiest way for doing this would be to take the mean response time for each subject for each of the three levels (which will results in 3 nu...
null
CC BY-SA 2.5
null
2010-08-19T02:35:58.207
2010-08-19T02:35:58.207
null
null
253
null
1868
2
null
1860
2
null
A few references that you might find useful: - Edwards (2001) has a nice article called Ten Difference Score Myths. - I have a post with some general points on change scores.
null
CC BY-SA 2.5
null
2010-08-19T03:03:39.437
2010-08-19T03:03:39.437
null
null
183
null
1869
2
null
1862
10
null
You really need to figure out what is the question that you are trying to answer- or what question is management most interested in. Then you can select the survey questions that are most relevant to your problem. Without knowing anything about your problem or dataset, here are some generic solutions: - Visually repr...
null
CC BY-SA 2.5
null
2010-08-19T03:15:34.427
2010-08-19T03:21:26.100
2010-08-19T03:21:26.100
995
995
null
1870
1
1879
null
8
875
The question is in the header, but I would extend the context a bit. Next semester I am due to be a teaching assistant (TA) in a course in statistics, where I would need to help sociology students learn to use SPSS. I don't know SPSS, yet, and would like to learn how to use it. I was thinking of taking a simple dataset...
Learning how to use a new statistical GUI?
CC BY-SA 3.0
null
2010-08-19T04:35:15.690
2016-12-19T21:47:15.810
2016-12-19T21:47:15.810
22468
253
[ "spss", "references", "software", "teaching" ]
1871
2
null
1863
3
null
It's not imbalanced because your repeated measures should be averaged across such subgroups within subject beforehand. The only thing imbalanced is the quality of the estimates of your means. Just as you aggregated your accuracies to get a percentage correct and do your ANOVA in the first place you average your latenc...
null
CC BY-SA 2.5
null
2010-08-19T04:35:45.863
2010-08-21T07:21:06.203
2010-08-21T07:21:06.203
601
601
null
1872
2
null
1870
6
null
Since you are pretty well versed in R, get a copy of Muenchen's "[R for SAS and SPSS Users](http://www.springer.com/statistics/computanional+statistics/book/978-0-387-09417-5)" (Springer, 2009) and work backwards.
null
CC BY-SA 2.5
null
2010-08-19T04:47:46.457
2010-08-19T04:47:46.457
null
null
597
null
1873
1
null
null
3
194
I posted this on mathoverflow, but they sent me here. This question relates to a problem I had at work a while ago, doing a little data mining at a car rental company. Names changed, of course. I'm using Oracle DBMS if it matters. There was a flight of steps out the front of our building. It had a dodgy step on it, on ...
Based on my data, is Jack likely to be clumsy?
CC BY-SA 2.5
null
2010-08-19T04:50:25.533
2010-09-16T06:49:06.127
2010-09-16T06:49:06.127
null
997
[ "hypothesis-testing" ]
1874
1
null
null
5
167
I'm looking to construct a 3-D surface of a part of the brain based on 2-D contours from cross-sectional slices from multiple angles. Once I get this shape, I want to "fit" it to another set of contours via rescaling. I'm aspiring to do this in the context of an MCMC analysis (So as to be able to make inferences, so it...
Parametric Surface Reconstruction from Contours with Quick Rescaling
CC BY-SA 2.5
null
2010-08-19T04:53:32.270
2010-10-12T18:11:52.460
null
null
996
[ "bayesian", "markov-chain-montecarlo", "fitting", "optimal-scaling", "interpolation" ]
1875
1
1903
null
21
1443
A question which bothered me for some time, which I don't know how to address: Every day, my weatherman gives a percentage chance of rain (let's assume its calculated to 9000 digits and he has never repeated a number). Every subsequent day, it either rains or does not rain. I have years of data - pct chance vs rain or ...
Is my weatherman accurate?
CC BY-SA 2.5
null
2010-08-19T05:56:06.483
2020-12-26T15:49:48.700
2020-12-26T15:49:48.700
11887
997
[ "hypothesis-testing", "forecasting", "scoring-rules" ]
1876
2
null
1862
8
null
Standard options include: - getting the mean for items within a scale (e.g., if the scale is 1 to 5, the mean will be 1 to 5) - converting each item to a binary measure (e.g., if item >= 3, then 1, else 0) and then taking the mean of this binary response Given that you are aggregating over items and over large samp...
null
CC BY-SA 2.5
null
2010-08-19T06:13:02.550
2010-08-19T06:13:02.550
null
null
183
null
1877
2
null
1873
3
null
``` chisq.test(c(15,7),p=c(3000,1000),rescale.p=TRUE) Chi-squared test for given probabilities data: c(15, 7) X-squared = 0.5455, df = 1, p-value = 0.4602 ``` There is not enough evidence against the Null hypothesis (that is just a random incident). A difference from the expected value as big as or bigger than ...
null
CC BY-SA 2.5
null
2010-08-19T06:16:25.087
2010-08-19T06:29:38.990
2010-08-19T06:29:38.990
339
339
null
1878
2
null
1875
11
null
Comparison of probability forecast for binary event (or discrete Random Variable) can be done upon the [Brier score](http://en.wikipedia.org/wiki/Brier_score) but you can also use [ROC curve](http://en.wikipedia.org/wiki/Receiver_operating_characteristic) since any probability forecast of this type can be transformed...
null
CC BY-SA 2.5
null
2010-08-19T06:22:09.973
2011-01-25T18:19:47.763
2011-01-25T18:19:47.763
223
223
null
1879
2
null
1870
11
null
As someone who made the shift the other way from SPSS to R, I'd say that SPSS is relatively simple and intuitive relative to R. The menus and dialog boxes guide you through the process. Of course this means that it is also fairly easy to run analyses that don't make sense. And the GUI leads to less flexible analyses a...
null
CC BY-SA 2.5
null
2010-08-19T06:28:05.217
2010-08-19T06:28:05.217
null
null
183
null
1880
2
null
1866
3
null
Here are a few sources of simulation code in R. I'm not sure if any specifically address linear models, but perhaps they provide enough of an example to get the gist: - Benjamin Bolker has written a great book Ecological Data and Models with R. An early draft of the whole book along with Sweave code is available onlin...
null
CC BY-SA 2.5
null
2010-08-19T06:35:02.147
2010-08-19T06:35:02.147
null
null
183
null
1881
1
1901
null
16
6561
I would like an advice on a analysis method I am using, to know if it it statistically sound. I have measured two point processes $T^1 = t^1_1, t^1_2, ..., t^1_n$ and $T^2 = t^2_1, t^2_2, ..., t^2_m$ and I want to determine if the events in $T^1$ are somehow correlated to the events in $T^2$. One of the methods that I ...
Analysis of cross correlation between point-processes
CC BY-SA 2.5
null
2010-08-19T06:42:15.767
2010-08-19T13:07:22.083
null
null
582
[ "point-process", "cross-correlation" ]
1882
2
null
1829
82
null
To answer the letter of the question, "ordinary least squares" is not an algorithm; rather it is a type of problem in computational linear algebra, of which linear regression is one example. Usually one has data $\{(x_1,y_1),\dots,(x_m,y_m)\}$ and a tentative function ("model") to fit the data against, of the form $f(x...
null
CC BY-SA 3.0
null
2010-08-19T06:42:28.403
2016-06-13T18:36:26.280
2016-06-13T18:36:26.280
830
830
null
1883
1
null
null
10
2075
What areas of statistics have been substantially revolutionised in the last 50 years? For example, about 40 years ago, Akaike with colleagues revolutionised the area of statistical model discrimination. About 10 years ago, Hyndman with colleagues revolutionised the area of exponential smoothing. About XX years ago, ......
Revolutions in statistics for the last 50 years?
CC BY-SA 3.0
null
2010-08-19T07:00:53.840
2015-11-22T13:36:21.940
2015-11-22T13:36:21.940
28666
273
[ "history" ]
1884
2
null
1865
2
null
Suppose $X_n$ denotes the color of the $n$th card in the shuffled deck. Then note that the last card always denotes the end of a run. Other ends of runs are characterized by $X_n\ne X_{n+1}$ which indicates a run ending at $n$. Note that $P(X_n\ne X_{n+1})=26/51$ (since once you fix a card, you can choose another card ...
null
CC BY-SA 4.0
null
2010-08-19T08:34:51.493
2023-04-18T10:58:32.437
2023-04-18T10:58:32.437
362671
994
null
1885
2
null
1850
9
null
To my understanding, Hedges's g is a somewhat more accurate version of Cohen's d (with pooled SD) in that we add a correction factor for small sample. Both measures generally agree when the homoscedasticity assumption is not violated, but we may found situations where this is not the case, see e.g. McGrath & Meyer, Psy...
null
CC BY-SA 4.0
null
2010-08-19T08:50:44.340
2020-11-03T20:02:33.500
2020-11-03T20:02:33.500
930
930
null
1887
2
null
10
48
null
Maybe too late but I add my answer anyway... It depends on what you intend to do with your data: If you are interested in showing that scores differ when considering different group of participants (gender, country, etc.), you may treat your scores as numeric values, provided they fulfill usual assumptions about varian...
null
CC BY-SA 3.0
null
2010-08-19T10:00:00.370
2012-07-11T11:04:18.083
2012-07-11T11:04:18.083
930
930
null
1888
2
null
203
13
null
Clason & Dormody discussed the issue of statistical testing for Likert items ([Analyzing data measured by individual Likert-type items](http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.113.2197&rep=rep1&type=pdf)). I think that a bootstrapped test is ok when the two distributions look similar (bell shaped and e...
null
CC BY-SA 3.0
null
2010-08-19T10:19:35.723
2014-12-15T03:53:44.170
2014-12-15T03:53:44.170
805
930
null
1889
2
null
1883
15
null
Efron's work on the [Bootstrap](http://en.wikipedia.org/wiki/Bootstrapping_%28statistics%29) comes to mind.
null
CC BY-SA 2.5
null
2010-08-19T10:29:27.773
2010-08-19T10:44:00.393
2010-08-19T10:44:00.393
null
334
null
1890
2
null
1883
4
null
The creation of this site ;-)
null
CC BY-SA 2.5
null
2010-08-19T10:45:32.653
2010-08-19T10:45:32.653
null
null
null
null
1891
2
null
1883
6
null
Generalized linear models due to the recently deceased John Nelder and Robert Wedderburn.
null
CC BY-SA 2.5
null
2010-08-19T11:03:39.603
2010-08-19T11:03:39.603
null
null
521
null
1892
2
null
1883
4
null
- Revolution 1: S (ACM Software Systems Award) - Revolution 2: R (Ross Ihaka (1998) on the history of R to that point)
null
CC BY-SA 2.5
null
2010-08-19T11:06:22.780
2010-08-19T11:06:22.780
null
null
183
null
1893
2
null
1883
15
null
The application of Bayesian statistics with Monte Carlo methods.
null
CC BY-SA 2.5
null
2010-08-19T11:21:55.827
2010-08-19T11:21:55.827
null
null
5
null
1894
2
null
1883
11
null
[Ensemble methods](http://en.wikipedia.org/wiki/Ensemble_learning) like boosting, bagging, ... etc are another potential candidate.
null
CC BY-SA 2.5
null
2010-08-19T11:22:51.240
2010-08-19T11:22:51.240
null
null
334
null
1895
1
null
null
4
1108
I have a software benchmark which is quite noisy. I am trying to for the bugs which are causing the noise, and I need to be able to measure it somehow. The benchmark is comprised of a number of subbenchmarks, for example: ``` "3d-cube": 31.56884765625, "3d-morph": 21.89599609375, "3d-raytrace": 51.802978515625, "access...
Determining the "variability" of a benchmark
CC BY-SA 2.5
null
2010-08-19T11:33:01.067
2022-11-23T10:04:33.483
2017-12-14T08:55:25.773
1352
1001
[ "variance" ]
1896
2
null
1895
3
null
I guess that your method is the one described [here](http://en.wikipedia.org/wiki/Absolute_deviation), and it's apparently valid. You could also have used the [standard deviation](http://en.wikipedia.org/wiki/Standard_deviation) as a measure of variability (which according to the article, it's not as [robust](http://en...
null
CC BY-SA 2.5
null
2010-08-19T11:58:09.057
2010-08-19T11:58:09.057
null
null
339
null
1897
2
null
1895
4
null
As gd047 mentioned, the standard way of measuring variability is to use the [variance](http://en.wikipedia.org/wiki/Variance). So your pseudo-code will be: ``` vnew = vector of length subbenchmarks for s in subbenchmarks: vnew[i] = variance(s) ``` Now the problem is, even if you don't change your code, `vnew` will ...
null
CC BY-SA 4.0
null
2010-08-19T12:29:30.023
2022-11-23T10:04:33.483
2022-11-23T10:04:33.483
362671
8
null
1898
2
null
1883
5
null
There was a great discussion on metaoptimize called "[Most Influential Ideas 1995 - 2005](http://metaoptimize.com/qa/questions/867/most-influential-ideas-1995-2005)" Which holds a great collection of ideas. The one I mentioned there, and will repeat here, is the "revolution" in the concept of multiple comparisons, spe...
null
CC BY-SA 2.5
null
2010-08-19T12:45:55.700
2010-08-19T12:45:55.700
null
null
253
null
1899
2
null
1883
4
null
Cox proportional hazards survival analysis: [http://en.wikipedia.org/wiki/Cox_proportional_hazards_model](http://en.wikipedia.org/wiki/Cox_proportional_hazards_model)
null
CC BY-SA 2.5
null
2010-08-19T12:50:42.303
2010-08-19T12:50:42.303
null
null
521
null
1900
2
null
1883
9
null
John Tukey's truly strange idea: exploratory data analysis. [http://en.wikipedia.org/wiki/Exploratory_data_analysis](http://en.wikipedia.org/wiki/Exploratory_data_analysis)
null
CC BY-SA 2.5
null
2010-08-19T13:01:46.790
2010-08-19T13:01:46.790
null
null
521
null
1901
2
null
1881
11
null
A standard method to analyze this problem in two or more dimensions is Ripley's (cross) K function, but there's no reason not to use it in one dimension, too. (A Google search does a good job of digging up references.) Essentially, it plots the CDF of all distances between points in the two realizations rather than a...
null
CC BY-SA 2.5
null
2010-08-19T13:07:22.083
2010-08-19T13:07:22.083
null
null
919
null
1902
2
null
1883
4
null
The Box-Jenkins approach to time-series modelling: ARIMA models etc. [http://en.wikipedia.org/wiki/Box-Jenkins](http://en.wikipedia.org/wiki/Box-Jenkins)
null
CC BY-SA 2.5
null
2010-08-19T13:09:50.597
2010-08-19T13:09:50.597
null
null
521
null
1903
2
null
1875
6
null
In effect you are thinking of a model in which the true chance of rain, p, is a function of the predicted chance q: p = p(q). Each time a prediction is made, you observe one realization of a Bernoulli variate having probability p(q) of success. This is a classic logistic regression setup if you are willing to model t...
null
CC BY-SA 2.5
null
2010-08-19T13:21:56.153
2010-08-19T13:21:56.153
null
null
919
null
1904
1
null
null
14
1002
What are the most significant annual Statistics conferences? Rules: - One conference per answer - Include a link to the conference
Statistics conferences?
CC BY-SA 2.5
null
2010-08-19T13:25:53.413
2022-12-15T06:46:10.637
null
null
5
[ "conferences" ]
1905
2
null
1904
3
null
Shameless plug: [R/Finance](http://www.RinFinance.com) which relevant for its intersection of domain-specifics as well as tools, and so far well received by participants of the 2009 and 2010 conference. . Disclaimer: I am one of the organizers.
null
CC BY-SA 2.5
null
2010-08-19T13:30:01.783
2010-08-19T13:30:01.783
null
null
334
null
1906
1
null
null
8
597
What are the most significant annual Data Mining conferences? Rules: - One conference per answer - Include a link to the conference
Data mining conferences?
CC BY-SA 2.5
null
2010-08-19T13:37:35.557
2022-12-04T11:14:04.433
2011-11-17T15:30:18.353
6976
5
[ "data-mining", "conferences" ]
1907
2
null
1906
7
null
[KDD](https://web.archive.org/web/20100701205656/http://www.sigkdd.org/conferences.php) (ACM Special Interest Group on Knowledge Discovery and Data Mining) - KDD 2010
null
CC BY-SA 4.0
null
2010-08-19T13:40:35.720
2022-12-04T11:06:28.573
2022-12-04T11:06:28.573
362671
5
null
1908
1
null
null
6
1809
What are the most significant annual Machine Learning conferences? Rules: - One conference per answer - Include a link to the conference
Machine Learning conferences?
CC BY-SA 2.5
null
2010-08-19T13:45:36.037
2015-10-28T19:34:49.797
2010-08-23T15:27:33.560
877
5
[ "machine-learning", "conferences" ]
1909
2
null
1904
7
null
UseR! - List of previous and upcoming R conferences on r-project Related Links: - 2011: University of Warwick, Coventry, UK - Videos of some keynote speakers from 2010
null
CC BY-SA 4.0
null
2010-08-19T13:46:41.337
2022-12-15T05:22:59.057
2022-12-15T05:22:59.057
362671
183
null
1910
2
null
1908
7
null
[ICML](http://en.wikipedia.org/wiki/ICML) (International Conference on Machine Learning) - ICML 2010
null
CC BY-SA 2.5
null
2010-08-19T13:47:24.127
2010-08-19T13:47:24.127
null
null
5
null
1911
2
null
1883
10
null
In 1960 most people doing statistics were calculating with a four-function manual calculator or a slide rule or by hand; mainframe computers were just beginning to run some programs in Algol and Fortran; graphical output devices were rare and crude. Because of these limitations, Bayesian analysis was considered formid...
null
CC BY-SA 2.5
null
2010-08-19T14:13:27.077
2010-08-19T14:13:27.077
null
null
919
null
1912
1
1959
null
4
374
[Gary King](http://gking.harvard.edu/) made the [following statement on Twitter](http://twitter.com/kinggary/status/21513150698): > scale invariance sounds cool but is usually statisticians shirking responsibility & losing power by neglecting subject matter info What is an example of this phenomena, where [sca...
Why can scale invariance cause a loss of explanatory power?
CC BY-SA 2.5
null
2010-08-19T14:15:28.693
2010-08-27T15:21:05.230
2010-08-20T15:19:17.757
5
5
[ "scale-invariance" ]
1913
2
null
1904
5
null
In terms of overall breadth, I would say that the ASA/IMS Joint Statistical Meetings are the most significant. Next year, the statisticians are taking their talents to South Beach...or [Miami Beach](http://www.amstat.org/meetings/jsm/2011/index.cfm) is more correct. I just couldn't help to use that line from Lebron J...
null
CC BY-SA 2.5
null
2010-08-19T14:38:51.867
2010-08-19T14:38:51.867
null
null
null
null
1914
1
null
null
5
410
I doing spatial bayesian data analysis, I am assuming a no-nugget exponential covariance. I have tried a variety of priors for the sills and range parameters (gamma, inverse gamma etc.) , unfortunately the convergence diagonstics are typically horrible. I am wondering how to figure out the poor mixing I observe, is th...
Choice for priors for exponential spatial covariance
CC BY-SA 2.5
null
2010-08-19T15:13:49.887
2010-09-18T22:00:39.013
2010-09-18T22:00:39.013
930
1004
[ "bayesian", "markov-chain-montecarlo", "spatial" ]
1915
1
1917
null
8
3855
I am interested in running Newman's [modularity clustering](http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1482622/) algorithm on a large graph. If you can point me to a library (or R package, etc) that implements it I would be most grateful.
Newman's modularity clustering for graphs
CC BY-SA 3.0
null
2010-08-19T16:09:23.430
2016-05-17T02:18:02.557
2016-05-17T02:18:02.557
114327
1007
[ "clustering", "networks", "partitioning", "igraph", "modularity" ]
1916
2
null
1914
3
null
Diggle and Ribeiro discuss this in their book ("[Model-based Geostatistics](http://rads.stackoverflow.com/amzn/click/0387329072)"): see section 5.4.2. They quote some research suggesting that re-parameterization might help a little. For an exponential model (a Matern model with kappa = 1/2) this research suggests usi...
null
CC BY-SA 2.5
null
2010-08-19T16:31:49.917
2010-08-20T08:27:30.700
2010-08-20T08:27:30.700
8
919
null
1917
2
null
1915
6
null
The [igraph](http://cran.r-project.org/web/packages/igraph/index.html) library implements some algorithms for community structure based on Newman's optimization of modularity. You can consult the [reference manual](http://cran.r-project.org/web/packages/igraph/igraph.pdf) for details and citations.
null
CC BY-SA 2.5
null
2010-08-19T16:59:14.233
2010-08-19T16:59:14.233
null
null
251
null
1918
2
null
1866
4
null
I'm not sure you need simulation for a simple regression model. For example, see the paper [Portable Power](http://www.jstor.org/stable/1267939), by Robert E. Wheeler (Technometrics , May, 1974, Vol. 16, No. 2). For more complex models, specifically mixed effects, the [pamm](http://cran.r-project.org/web/packages/pam...
null
CC BY-SA 4.0
null
2010-08-19T17:13:01.420
2021-08-19T18:16:33.700
2021-08-19T18:16:33.700
11887
251
null
1919
2
null
1904
0
null
Not a "statistics" conference in the technical sense, but Predictive Analytics World is a case study conference on how companies are using predictive and other analytics in theis businesses. [Predictive Analytics World](http://www.predictiveanalyticsworld.com/)
null
CC BY-SA 2.5
null
2010-08-19T17:14:39.123
2010-08-19T17:14:39.123
null
null
11
null
1920
2
null
1904
0
null
[ACM SIGKDD 2010](http://www.kdd.org/kdd2010/index.shtml) [KDD 2011 in San Diego](http://kdd.org/kdd/2011/)
null
CC BY-SA 2.5
null
2010-08-19T17:19:52.763
2010-08-19T17:19:52.763
null
null
11
null
1921
2
null
1863
4
null
I just want to emphasize the importance of not analyzing accuracies on the proportion scale. While lamentably pervasive across a number of disciplines, this practice can yield frankly incorrect conclusions. See: [http://dx.doi.org/10.1016/j.jml.2007.11.004](http://dx.doi.org/10.1016/j.jml.2007.11.004) As John Christie ...
null
CC BY-SA 2.5
null
2010-08-19T17:24:19.183
2010-08-19T17:43:34.613
2010-08-19T17:43:34.613
364
364
null
1922
2
null
1862
9
null
There's a nice paper on visualization techniques you might use by Michael Friendly: - Visualizing Categorical Data: Data, Stories, and Pictures (Actually, there's a whole [book](http://books.google.com/books?id=eG0phz62f1cC&lpg=PP1&dq=michael%20friendly%20visualizing%20categorical%20data&pg=PP1#v=onepage&q&f=false) ...
null
CC BY-SA 2.5
null
2010-08-19T17:28:18.883
2010-08-19T17:28:18.883
null
null
251
null
1923
1
2509
null
6
513
Suppose instead of maximizing likelihood I maximize some other function g. Like likelihood, this function decomposes over x's (ie, g({x1,x2})=g({x1})g({x2}), and "maximum-g" estimator is consistent. How do I compute asymptotic variance of this estimator? Update 8/24/10: Percy Liang goes through derivation of asymptotic...
How to compute efficiency?
CC BY-SA 4.0
null
2010-08-19T17:56:58.550
2022-12-04T06:16:41.183
2022-12-04T06:16:41.183
362671
511
[ "estimation", "efficiency", "asymptotics" ]
1924
2
null
1923
2
null
The consistency and asymptotic normality of the maximum likelihood estimator is demonstrated using some regularity conditions on the likelihood function. The wiki link on [consistency](http://en.wikipedia.org/wiki/Maximum_likelihood#Consistency) and [asymptotic normality](http://en.wikipedia.org/wiki/Maximum_likelihood...
null
CC BY-SA 2.5
null
2010-08-19T18:29:24.990
2010-08-19T18:29:24.990
null
null
null
null
1925
2
null
203
0
null
Proportional odds ratio model is better then t-test for Likert item scale.
null
CC BY-SA 2.5
null
2010-08-19T18:30:39.777
2010-08-19T18:30:39.777
null
null
419
null
1926
2
null
1904
5
null
For biostatistics the largest US conferences are the meetings of the local sections of the International Biometrics Society (IBS): - ENAR for the Eastern region - WNAR for the Western region Of these ENAR is by far larger.
null
CC BY-SA 4.0
null
2010-08-19T18:43:16.163
2022-12-15T05:26:02.587
2022-12-15T05:26:02.587
362671
279
null
1927
1
null
null
38
6757
If so, what? If not, why not? For a sample on the line, the median minimizes the total absolute deviation. It would seem natural to extend the definition to R2, etc., but I've never seen it. But then, I've been out in left field for a long time.
Is there an accepted definition for the median of a sample on the plane, or higher ordered spaces?
CC BY-SA 2.5
null
2010-08-19T19:36:01.337
2022-08-06T19:09:10.103
2018-08-01T20:42:56.327
11887
1011
[ "multivariate-analysis", "spatial", "median" ]
1928
2
null
1927
21
null
I'm not sure there is one accepted definition for a multivariate median. The one I'm familiar with is [Oja's median point](http://cgm.cs.mcgill.ca/~athens/Geometric-Estimators/oja.html), which minimizes the sum of volumes of simplices formed over subsets of points. (See the link for a technical definition.) Update: T...
null
CC BY-SA 2.5
null
2010-08-19T19:48:16.567
2010-08-19T19:58:31.783
2010-08-19T19:58:31.783
251
251
null
1929
2
null
1927
1
null
I do not know if any such definition exists but I will try and extend the [standard definition of the median](http://en.wikipedia.org/wiki/Median#An_optimality_property) to $R^2$. I will use the following notation: $X$, $Y$: the random variables associated with the two dimensions. $m_x$, $m_y$: the corresponding median...
null
CC BY-SA 2.5
null
2010-08-19T19:53:51.467
2010-08-19T19:53:51.467
null
null
null
null
1930
2
null
1850
25
null
Both Cohen's d and Hedges' g pool variances on the assumption of equal population variances, but g pools using n - 1 for each sample instead of n, which provides a better estimate, especially the smaller the sample sizes. Both d and g are somewhat positively biased, but only negligibly for moderate or larger sample si...
null
CC BY-SA 2.5
null
2010-08-19T20:52:10.220
2010-08-19T20:52:10.220
null
null
1013
null
1931
2
null
1927
12
null
There are distinct ways to generalize the concept of median to higher dimensions. One not yet mentioned, but which was proposed long ago, is to construct a convex hull, peel it away, and iterate for as long as you can: what's left in the last hull is a set of points that are all candidates to be "medians." ["Head-bang...
null
CC BY-SA 3.0
null
2010-08-19T20:58:59.157
2015-02-11T14:37:28.947
2015-02-11T14:37:28.947
919
919
null
1932
2
null
1908
7
null
[NIPS (Neural Information Processing Systems)](http://nips.cc). It's actually an intersection of machine learning, and application areas such as speech/language, vision, neuro-science, and other related areas.
null
CC BY-SA 2.5
null
2010-08-19T21:44:04.807
2010-08-19T21:44:04.807
null
null
881
null
1933
2
null
1826
3
null
Since you don't have access to the test data at the time of training, and you want your model to do well on the unseen test data, you "pretend" that you have access to some test data by repeatedly subsampling a small part of your training data, hold out this set while training the model, and then treating the held out ...
null
CC BY-SA 2.5
null
2010-08-19T21:50:48.220
2010-08-19T23:49:54.203
2010-08-19T23:49:54.203
881
881
null
1934
2
null
1228
3
null
Thomas Ryan ("Statistical Methods for Quality Improvement", Wiley, 1989) describes several procedures. He tends to try to reduce all control charting to the Normal case, so his procedures are not as creative as they could be, but he claims they work pretty well. One is to treat the values as Binomial data and use the...
null
CC BY-SA 2.5
null
2010-08-19T22:08:44.573
2010-08-19T22:08:44.573
null
null
919
null
1935
1
null
null
9
2088
Despite several attempts at reading about bootstrapping, I seem to always hit a brick wall. I wonder if anyone can give a reasonably non-technical definition of bootstrapping? I know it is not possible in this forum to provide enough detail to enable me to fully understand it, but a gentle push in the right direction w...
Whither bootstrapping - can someone provide a simple explanation to get me started?
CC BY-SA 2.5
null
2010-08-20T00:10:33.740
2017-06-26T12:19:21.890
2017-06-26T12:19:21.890
11887
561
[ "nonparametric", "bootstrap", "intuition" ]
1936
2
null
1908
0
null
One of the only machine learning conferences for those in Australia and New Zealand is: - 23rd Australasian Joint Conference on Artificial Intelligence It's held in Adelaide this year.
null
CC BY-SA 2.5
null
2010-08-20T00:16:09.237
2010-08-20T00:16:09.237
null
null
530
null
1937
2
null
1935
4
null
The wiki on [bootstrapping](http://en.wikipedia.org/wiki/Bootstrapping_%28statistics%29) gives the following description: > Bootstrapping allows one to gather many alternative versions of the single statistic that would ordinarily be calculated from one sample. For example, assume we are interested in the height of pe...
null
CC BY-SA 2.5
null
2010-08-20T00:20:49.803
2010-08-20T00:20:49.803
null
null
null
null
1938
2
null
1904
2
null
The main regular conference in Australia is the "Australian Statistics Conference", held every second year. The next one is [ASC 2010](http://www.promaco.com.au/2010/asc/), to be held in Western Australia in December.
null
CC BY-SA 2.5
null
2010-08-20T00:23:03.980
2010-08-20T00:23:03.980
null
null
159
null
1939
2
null
1935
8
null
The Wikipedia entry on Bootstrapping is actually very good: [http://en.wikipedia.org/wiki/Bootstrapping_%28statistics%29](http://en.wikipedia.org/wiki/Bootstrapping_%28statistics%29) The most common reason bootstrapping is applied is when the form of the underlying distribution from which a sample is taken is unknown. ...
null
CC BY-SA 2.5
null
2010-08-20T00:35:28.433
2010-08-20T00:35:28.433
null
null
521
null
1940
2
null
1935
8
null
The American Scientist recently had a nice article by Cosma Shalizi on [the bootstrap](http://www.americanscientist.org/issues/pub/2010/3/the-bootstrap/1) which is fairly easy reading and gives you the essentials to grasp the concept.
null
CC BY-SA 2.5
null
2010-08-20T01:08:12.280
2010-08-20T01:08:12.280
null
null
251
null
1941
2
null
1781
5
null
I have not full internalized the issue of matrix interference but here is one approach. Let: $Y$ be a vector that represents the concentration of all the target compounds in the undiluted sample. $Z$ be the corresponding vector in the diluted sample. $d$ be the dilution factor i.e., the sample is diluted $d$:1. Our mod...
null
CC BY-SA 2.5
null
2010-08-20T01:47:20.863
2010-08-20T01:47:20.863
null
null
null
null