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Tags
list
2367
2
null
2352
18
null
You need to specify the purpose of the model before you can say whether Shao's results are applicable. For example, if the purpose is prediction, then LOOCV makes good sense and the inconsistency of variable selection is not a problem. On the other hand, if the purpose is to identify the important variables and explain...
null
CC BY-SA 2.5
null
2010-09-04T03:12:13.830
2010-09-14T02:33:16.480
2010-09-14T02:33:16.480
159
159
null
2368
2
null
2296
3
null
You should take a look at some of the nonparametric Bayesian approaches (see [this paper](https://users.umiacs.umd.edu/%7Ehal/docs/daume08ihfrm.pdf) and [this paper](https://web.archive.org/web/20130426174725/http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.133.2649&rep=rep1&type=pdf)) to factor analysis which ...
null
CC BY-SA 4.0
null
2010-09-04T03:58:10.850
2023-01-06T04:42:12.417
2023-01-06T04:42:12.417
362671
881
null
2369
2
null
2356
9
null
Frequentist confidence intervals bound the rate of false positives (Type I errors), and guarantee their coverage will be bounded below by the confidence parameter, even in the worst case. Bayesian credibility intervals don't. So if the thing you care about is false positives and you need to bound them, confidence inter...
null
CC BY-SA 2.5
null
2010-09-04T04:22:51.527
2010-09-04T05:26:37.343
2010-09-04T05:26:37.343
1122
1122
null
2370
1
null
null
8
418
I am trying fit a Cox Proportional Hazard model with coxph with a cmoputer of 12GB of RAM. It keeps running out of memory. Is there a biglm equivalent of coxph?
Is there a biglm equivalent for coxph?
CC BY-SA 2.5
null
2010-09-04T05:19:51.860
2010-10-08T16:07:41.500
2010-10-08T16:07:41.500
8
1126
[ "r", "survival", "large-data" ]
2371
2
null
2370
5
null
Maybe take a look at the [DatABEL](http://cran.r-project.org/web/packages/DatABEL/) package. I know it is used in genomic studies with large data that may be stored on the HD instead of RAM. From what I read in the help file, you can then apply different kind of model, including survival model.
null
CC BY-SA 2.5
null
2010-09-04T07:17:51.167
2010-09-04T11:18:53.117
2010-09-04T11:18:53.117
null
930
null
2372
2
null
2272
18
null
I disagree with Srikant's answer on one fundamental point. Srikant stated this: "Inference Problem: Your inference problem is: What values of θ are reasonable given the observed data x?" In fact this is the BAYESIAN INFERENCE PROBLEM. In Bayesian statistics we seek to calculate P(θ| x) i.e the probability of the param...
null
CC BY-SA 2.5
null
2010-09-04T10:22:19.790
2010-09-04T10:28:57.360
2010-09-04T10:28:57.360
521
521
null
2373
2
null
2272
7
null
As I understand it: A credible interval is a statement of the range of values for the statistic of interest that remain plausible given the particular sample of data that we have actually observed. A confidence interval is a statement of the frequency with which the true value lies in the confidence interval when the ...
null
CC BY-SA 2.5
null
2010-09-04T11:07:44.643
2010-09-04T11:07:44.643
null
null
887
null
2374
1
2375
null
18
26857
I used to analyse items from a psychometric point of view. But now I am trying to analyse other types of questions on motivation and other topics. These questions are all on Likert scales. My initial thought was to use factor analysis, because the questions are hypothesised to reflect some underlying dimensions. - But...
Factor analysis of questionnaires composed of Likert items
CC BY-SA 3.0
null
2010-09-04T11:15:48.317
2014-05-14T23:35:57.370
2011-10-04T07:04:04.897
930
1154
[ "factor-analysis", "scales", "psychometrics", "likert", "psychology" ]
2375
2
null
2374
23
null
From what I've seen so far, FA is used for attitude items as it is for other kind of rating scales. The problem arising from the metric used (that is, "are Likert scales really to be treated as numeric scales?" is a long-standing debate, but providing you check for the bell-shaped response distribution you may handle t...
null
CC BY-SA 2.5
null
2010-09-04T12:21:17.757
2010-09-07T10:18:19.340
2010-09-07T10:18:19.340
930
930
null
2376
2
null
2348
2
null
[MH sampling](http://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm) is used when it's difficult to sample from the target distribution (e.g., when the prior isn't [conjugate](http://en.wikipedia.org/wiki/Conjugate_prior) to the likelihood). So you use a proposal distribution to generate samples and accept...
null
CC BY-SA 2.5
null
2010-09-04T21:25:49.863
2010-09-04T21:25:49.863
null
null
881
null
2377
1
2392
null
12
5104
I am curious if there is a transform which alters the skew of a random variable without affecting the kurtosis. This would be analogous to how an affine transform of a RV affects the mean and variance, but not the skew and kurtosis (partly because the skew and kurtosis are defined to be invariant to changes in scale). ...
A transform to change skew without affecting kurtosis?
CC BY-SA 2.5
null
2010-09-04T23:00:04.117
2011-05-20T09:56:36.523
2010-09-08T08:09:20.603
183
795
[ "data-transformation", "random-variable", "moments" ]
2378
2
null
2348
1
null
In physics, statistical physics in particular, Metropolis-type algorithm(s) are used extensively. There are really countless variants of these, and the new ones are being actively developed. It's much too broad topic to give any sort of expanation here, so if you're interested you can start e.g. from [these lecture not...
null
CC BY-SA 2.5
null
2010-09-05T03:23:37.750
2010-09-05T03:23:37.750
null
null
1197
null
2379
1
2415
null
86
17030
Mathematics has its famous [Millennium Problems](http://en.wikipedia.org/wiki/Millennium_Prize_Problems) (and, historically, [Hilbert's 23](http://en.wikipedia.org/wiki/Hilbert%27s_problems)), questions that helped to shape the direction of the field. I have little idea, though, what the Riemann Hypotheses and P vs. NP...
What are the 'big problems' in statistics?
CC BY-SA 2.5
null
2010-09-05T04:16:29.570
2019-10-13T08:40:34.290
2014-07-19T12:45:28.427
22468
1106
[ "history" ]
2380
2
null
2379
6
null
As an example of the general spirit (if not quite specificity) of answer I'm looking for, I found a "Hilbert's 23"-inspired lecture by David Donoho at a "Math Challenges of the 21st Century" conference: [High-Dimensional Data Analysis: The Curses and Blessings of Dimensionality](http://www-stat.stanford.edu/~donoho/Lec...
null
CC BY-SA 2.5
null
2010-09-05T05:23:25.660
2010-09-05T05:36:49.673
2010-09-05T05:36:49.673
1106
1106
null
2381
2
null
322
2
null
Jaynes [shows](http://omega.albany.edu:8008/ETJ-PDF/cc11g.pdf) how to derive Shannon's entropy from basic principles in his [book](http://omega.albany.edu:8008/JaynesBookPdf.html). One idea is that if you approximate $n!$ by $n^n$, entropy is the rewriting of the following quantity $$\frac{1}{n}\log \frac{n!}{(n p_1)!\...
null
CC BY-SA 2.5
null
2010-09-05T06:49:22.653
2010-09-05T06:49:22.653
null
null
511
null
2382
2
null
2379
4
null
Mathoverflow has a similar question about [big problems in probability theory](https://mathoverflow.net/questions/37151/what-are-the-big-problems-in-probability-theory). It would appear from that page that the biggest questions are to do with self avoiding random walks and percolations.
null
CC BY-SA 2.5
null
2010-09-05T08:36:31.083
2010-09-05T08:59:37.680
2017-04-13T12:58:32.177
-1
352
null
2383
2
null
7
2
null
[Here's another list](https://web.archive.org/web/20151223171454/https://sites.google.com/site/munaga71/Home/datasetlinks) that might be of help.
null
CC BY-SA 4.0
null
2010-09-05T09:22:57.927
2022-11-22T03:05:03.507
2022-11-22T03:05:03.507
362671
976
null
2384
1
2387
null
2
356
Say I have a series of forecasts and observations like this: ``` EntityF EntityO 2004 120 125 2006 166 173 2008 150 167 2010 152 - ``` And assume that the (i) entity is the same and (ii) the forecasting methodology is constant. I'd like to - Produce a meaningful metric of the f...
Testing prediction time series against real data
CC BY-SA 2.5
null
2010-09-05T11:15:57.607
2010-09-16T06:33:13.167
2010-09-16T06:33:13.167
null
722
[ "time-series", "forecasting" ]
2385
1
2389
null
6
368
I have a very large data set which I would like to summarise in as small a space as possible, preferably one side of A4. The data are from a customer satisfaction survey and are Likert-type scales, 5 scales for each work area, with 190 work areas in total. I would also like to represent the response rate on the visuali...
Data visualisation- summarise 190 means and response rates
CC BY-SA 2.5
null
2010-09-05T11:37:47.670
2010-10-08T16:06:54.717
2010-10-08T16:06:54.717
8
199
[ "data-visualization", "large-data" ]
2386
2
null
2379
2
null
My answer would be the struggle between frequentist and Bayesian statistics. When people ask you which you "believe in", this is not good! Especially for a scientific discipline.
null
CC BY-SA 2.5
null
2010-09-05T11:43:35.673
2010-09-05T11:43:35.673
null
null
561
null
2387
2
null
2384
5
null
- You could use Mean Absolute Error (mean of $|F-O|$) or Mean Squared Error (mean of $(F-O)^2$) - If your forecast method is unbiased, then the best estimate of a future forecast error is 0 and the variance of the forecast error can be estimated by the MSE.
null
CC BY-SA 2.5
null
2010-09-05T12:50:11.763
2010-09-05T12:50:11.763
null
null
159
null
2388
2
null
2385
2
null
I would suggest you check out either box-plots (if you have an intro text to R, box plots always seem to be one of the first plots they use), or you can plot the means of each group on the Y axis and use the X-axis to represent each of your 190 work areas (and then maybe put error bars representing a confidence interva...
null
CC BY-SA 2.5
null
2010-09-05T13:22:42.097
2010-09-05T13:22:42.097
null
null
1036
null
2389
2
null
2385
6
null
I find a heatmap to be one of the most effective ways of summarizing large amounts of multi-dimensional data in a confined space. The LearnR blog has [a nice example](http://learnr.wordpress.com/2010/01/26/ggplot2-quick-heatmap-plotting/) of creating one in ggplot2.
null
CC BY-SA 2.5
null
2010-09-05T15:12:53.097
2010-09-05T15:12:53.097
null
null
5
null
2390
1
2394
null
7
4938
I'm familiar with what the 2nd moment (variance) indicates as well as what the 3rd moment (skewness) indicates. I know that on a histogram the 4th moment (kurtosis) indicates the "peeked-ness" of the data. My question asks what are the practical implications/interpretations of a kurtotic distribution. I'm asking thi...
What practical implications/interpretations are there of a kurtotic distribution?
CC BY-SA 2.5
null
2010-09-05T15:59:43.343
2013-11-27T09:55:50.423
null
null
196
[ "definition", "interpretation", "kurtosis" ]
2391
1
2424
null
68
78679
Suppose that I have three populations with four, mutually exclusive characteristics. I take random samples from each population and construct a crosstab or frequency table for the characteristics that I am measuring. Am I correct in saying that: - If I wanted to test whether there is any relationship between the pop...
What is the relationship between a chi squared test and test of equal proportions?
CC BY-SA 3.0
null
2010-09-05T16:35:45.123
2018-11-27T21:26:23.710
2018-11-27T21:26:23.710
28666
1195
[ "chi-squared-test", "proportion", "contingency-tables", "z-test" ]
2392
2
null
2377
6
null
My answer is the beginnings of a total hack, but I am not aware of any established way to do what you ask. My first step would be to rank order your dataset you can find the proportional position in your dataset and then transform it to a normal distribution, this method was used in Reynolds & Hewitt, 1996. See samp...
null
CC BY-SA 2.5
null
2010-09-05T17:07:00.207
2010-09-05T17:07:00.207
null
null
196
null
2394
2
null
2390
9
null
The kurtosis also indicates the "fat tailedness" of the distribution. A distribution with high kurtosis will have many extreme events (events far away from the center) and many "typical" events (events near the center). A distribution with low kurtosis will have events a moderate distance from the center. This picture...
null
CC BY-SA 2.5
null
2010-09-05T18:55:00.790
2010-09-05T18:55:00.790
null
null
1146
null
2395
2
null
2379
4
null
You might check out Harvard's ["Hard Problems in the Social Sciences' colloquium](http://socialscience.fas.harvard.edu/hardproblems) held earlier this year. Several of these talks offer issues in the use of statistics and modeling in the social sciences.
null
CC BY-SA 2.5
null
2010-09-05T19:18:58.237
2010-09-05T19:18:58.237
null
null
401
null
2396
2
null
2379
13
null
I'm not sure how big they are, but there is a [Wikipedia page](http://en.wikipedia.org/wiki/Unsolved_problems_in_Statistics) for unsolved problems in statistics. Their list includes: > Inference and testing Systematic errors Admissability of the Graybill–Deal estimator Combining dependent p-values in Meta-analysis...
null
CC BY-SA 3.0
null
2010-09-05T19:19:03.197
2018-01-13T14:36:38.283
2018-01-13T14:36:38.283
7290
196
null
2397
1
2408
null
11
7380
I'm looking for the limiting distribution of multinomial distribution over d outcomes. IE, the distribution of the following $$\lim_{n\to \infty} n^{-\frac{1}{2}} \mathbf{X_n}$$ Where $\mathbf{X_n}$ is a vector value random variable with density $f_n(\mathbf{x})$ for $\mathbf{x}$ such that $\sum_i x_i=n$, $x_i\in \math...
Asymptotic distribution of multinomial
CC BY-SA 3.0
null
2010-09-05T19:52:53.743
2020-08-06T19:10:04.343
2017-04-13T12:19:38.853
-1
511
[ "asymptotics", "multinomial-distribution" ]
2398
2
null
2397
2
null
It looks to me like Wasserman's covariance matrix is singular, to see, multiply it by a vector of $d$ ones, i.e. $[1,1,1,\dots,1]^\prime$ of length $d$. [Wikipedia](http://en.wikipedia.org/wiki/Multinomial_distribution) gives the same covariance matrix anyway. If we restrict ourselves to just a binomial distribution th...
null
CC BY-SA 2.5
null
2010-09-05T22:04:14.960
2010-09-05T22:20:30.703
2010-09-05T22:20:30.703
352
352
null
2399
2
null
2390
0
null
There is the [Kurtosis risk](http://en.wikipedia.org/wiki/Kurtosis_risk) which isn't explained fantastically well at that link. In general, measures of normality (or deviation therefrom) are crucial if you are using analyses that assume normality. For example, the standard workhorse Pearson-r correlation coefficient i...
null
CC BY-SA 2.5
null
2010-09-05T22:41:39.633
2010-09-05T22:41:39.633
null
null
869
null
2400
2
null
322
3
null
Grünwald and Dawid's paper [Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory](http://projecteuclid.org/euclid.aos/1091626173) discuss generalisations of the traditional notion of entropy. Given a loss, its associated entropy function is the mapping from a distribution to the minimal...
null
CC BY-SA 2.5
null
2010-09-05T23:52:45.783
2010-09-05T23:52:45.783
null
null
1201
null
2401
1
2409
null
12
2591
I've never liked how people typically analyze data from Likert scales as if error were continuous & Gaussian when there are reasonable expectations that these assumptions are violated at least at the extremes of the scales. What do you think of the following alternative: If the response takes value $k$ on an $n$-point ...
Is it appropriate to treat n-point Likert scale data as n trials from a binomial process?
CC BY-SA 3.0
null
2010-09-06T00:58:21.607
2020-11-15T08:12:12.180
2020-11-15T08:11:25.820
930
364
[ "binomial-distribution", "likert", "scales", "psychometrics", "psychology" ]
2402
2
null
2401
9
null
If you really wish to abandon the assumption of interval level data for likert scales I would suggest that you assume the data to be a ordered logit or probit instead. Likert scales usually measure strength of response and hence higher values should indicate a stronger response on the underlying item of interest. Supp...
null
CC BY-SA 2.5
null
2010-09-06T01:15:20.940
2010-09-06T01:21:13.017
2010-09-06T01:21:13.017
null
null
null
2403
2
null
2377
1
null
Another possible interesting technique has come to mind, though this doesn't quite answer the question, is to transform a sample to have a fixed sample L-skew and sample L-kurtosis (as well as a fixed mean and L-scale). These four constraints are linear in the order statistics. To keep the transform monotonic on a samp...
null
CC BY-SA 2.5
null
2010-09-06T02:32:10.617
2010-09-06T02:32:10.617
null
null
795
null
2404
2
null
2390
2
null
I seem to remember that the median has a smaller standard error than the mean when the samples are drawn from a leptokurtic distribution, but the mean has a smaller standard error when the distribution is platykurtic. I think I read this in one of Wilcox' books. Thus the kurtosis may dictate which kinds of locational t...
null
CC BY-SA 2.5
null
2010-09-06T02:58:30.540
2010-09-06T02:58:30.540
null
null
795
null
2405
1
2406
null
5
653
Suppose that I have a market research survey with the question "What brand of television are you planning on buying" and then also have a choice that is "I don't plan on buying a television." Respondents may choose more than one brand, but they may not make any other choices if they select that they do not plan on buy...
Survey questionnaire rebasing after removal of a selection
CC BY-SA 2.5
null
2010-09-06T04:14:20.773
2010-09-16T12:43:13.977
2010-09-16T12:43:13.977
null
1195
[ "survey" ]
2406
2
null
2405
4
null
The short answer: what you propose to do sounds reasonable. It often occurs in survey research that a question only applies to a subset of the population. In such situations you typically want to say: - "Of American/Australian/French/etc. adults where this question is applicable, $X\%$ believes/intends to do/thinks/et...
null
CC BY-SA 2.5
null
2010-09-06T06:45:09.040
2010-09-06T08:06:05.930
2010-09-06T08:06:05.930
183
183
null
2407
2
null
2385
3
null
To give you a few more things to look at: - Principal components - look at some previous answers about PC. In particular, this answer may be helpful. - Cluster analysis. This page gives quite a nice overall in R. I would recommend trying as many things as possible and see what comes out. Once you have your data in ...
null
CC BY-SA 2.5
null
2010-09-06T07:48:01.307
2010-09-06T07:48:01.307
2017-04-13T12:44:33.237
-1
8
null
2408
2
null
2397
7
null
The covariance is still non-negative definite (so is a valid [multivariate normal distribution](http://en.wikipedia.org/wiki/Multivariate_normal_distribution)), but not positive definite: what this means is that (at least) one element of the random vector is a linear combination of the others. As a result, any draw fro...
null
CC BY-SA 2.5
null
2010-09-06T10:36:39.710
2010-09-06T11:28:12.913
2010-09-06T11:28:12.913
495
495
null
2409
2
null
2401
17
null
I don't know of any articles related to your question in the psychometric literature. It seems to me that ordered logistic models allowing for random effect components can handle this situation pretty well. I agree with @Srikant and think that a proportional odds model or an ordered probit model (depending on the link ...
null
CC BY-SA 3.0
null
2010-09-06T10:43:15.640
2013-01-17T14:37:11.723
2017-04-13T12:44:37.793
-1
930
null
2410
1
2411
null
14
1942
A colleague in my office said to me today "Tree models aren't good because they get caught by extreme observations". A search here resulted in [this thread](https://stats.stackexchange.com/questions/1292/what-is-the-weak-side-of-decision-trees) that basically supports the claim. Which leads me to the question - under w...
Can CART models be made robust?
CC BY-SA 2.5
null
2010-09-06T14:59:09.557
2022-04-27T13:37:17.247
2017-04-13T12:44:37.583
-1
253
[ "regression", "classification", "robust", "cart" ]
2411
2
null
2410
15
null
No, not in their present forms. The problem is that convex loss functions cannot be made to be robust to contamination by outliers (this is a well known fact since the 70's but keeps being rediscovered periodically, see for instance this paper for one recent such re-discovery): [http://www.cs.columbia.edu/~rocco/Public...
null
CC BY-SA 4.0
null
2010-09-06T15:20:06.863
2019-06-01T09:03:30.480
2020-06-11T14:32:37.003
-1
603
null
2412
2
null
2410
6
null
You might consider using [Breiman's](https://en.wikipedia.org/wiki/Leo_Breiman) bagging or [random forests](https://en.wikipedia.org/wiki/Random_forest). One good reference is [Breiman "Bagging Predictors"](https://doi.org/10.1007/BF00058655) (1996). Also summarized in Clifton Sutton's ["Classification and Regression...
null
CC BY-SA 4.0
null
2010-09-06T15:20:57.673
2022-04-27T13:37:17.247
2022-04-27T13:37:17.247
79696
5
null
2413
2
null
328
4
null
You should check out [http://area51.stackexchange.com/proposals/117/quantitative-finance?referrer=b3Z9BBygZU6P1xPZSakPmQ2](http://area51.stackexchange.com/proposals/117/quantitative-finance?referrer=b3Z9BBygZU6P1xPZSakPmQ2), they are trying to start one on stackexhange.com
null
CC BY-SA 2.5
null
2010-09-06T16:26:44.860
2010-09-06T16:26:44.860
null
null
1137
null
2415
2
null
2379
48
null
A big question should involve key issues of statistical methodology or, because statistics is entirely about applications, it should concern how statistics is used with problems important to society. This characterization suggests the following should be included in any consideration of big problems: - How best to con...
null
CC BY-SA 2.5
null
2010-09-06T17:27:01.890
2010-09-06T17:27:01.890
null
null
919
null
2416
5
null
null
0
null
Overview [Mixed models](http://en.wikipedia.org/wiki/Mixed_model) are linear models that include both fixed effects and random effects*. They are used to model longitudinal or nested data; such data do not have independent errors and mixed models can account for the arising correlations. Mixed models are also known as ...
null
CC BY-SA 3.0
null
2010-09-06T18:24:38.507
2015-10-25T00:57:09.050
2015-10-25T00:57:09.050
28666
null
null
2417
4
null
null
0
null
Mixed (aka multilevel or hierarchical) models are linear models that include both fixed effects and random effects. They are used to model longitudinal or nested data.
null
CC BY-SA 3.0
null
2010-09-06T18:24:38.507
2015-12-15T01:07:11.833
2015-12-15T01:07:11.833
28666
null
null
2419
1
282321
null
15
11914
Is there a a good python library for training boosted decision trees ?
Boosted decision trees in python?
CC BY-SA 3.0
null
2010-09-06T19:00:03.070
2022-06-18T07:57:59.773
2012-03-11T09:58:27.203
null
961
[ "python", "cart", "boosting" ]
2420
1
null
null
2
366
I have some data values of type date/time (the last date that a resource was accessed) and I wish to chart this data on the y-axis against the different categories of resource on the x-axis. What would be a sensible type of chart for displaying this sort of data ? For example is a histogram / bar chart satisfactory o...
Date/Time data on the y-axis
CC BY-SA 2.5
null
2010-09-06T19:00:42.580
2010-09-07T08:21:20.630
2010-09-07T07:49:42.283
414
414
[ "data-visualization" ]
2421
2
null
2419
12
null
My first look would be at [Orange](http://www.ailab.si/orange/), which is a fully-featured app for ML, with a backend in Python. See e.g. [orngEnsemble](http://www.ailab.si/orange/doc/modules/orngEnsemble.htm). Other promising projects are [mlpy](https://mlpy.fbk.eu/) and the [scikit.learn](http://scikit-learn.sourcefo...
null
CC BY-SA 2.5
null
2010-09-06T19:28:19.213
2010-09-06T19:35:13.690
2010-09-06T19:35:13.690
930
930
null
2422
2
null
2420
7
null
I presume that you have only a few resources that you are interested in? If so, then histograms are fine, or you could also try box-plots: ``` #Some R code #Create random dates for resource A & resource B dates.a = as.Date(rnorm(100, 200, 100), origin="2008-01-01") dates.b = as.Date(rnorm(100, 300, 50), origin="2008-01...
null
CC BY-SA 2.5
null
2010-09-06T20:25:58.380
2010-09-06T20:25:58.380
null
null
8
null
2423
1
2426
null
13
4455
Can anyone recommend some books that are considered to be standard references for classical (frequentist) statistics? IE, fairly comprehensive, and also, been around for a while so that typos and mistakes in formulas had a chance to be checked and corrected
Standard reference for classical mathematical statistics?
CC BY-SA 2.5
null
2010-09-06T20:28:53.090
2013-08-29T13:47:48.317
2010-09-08T06:40:30.013
183
511
[ "references", "mathematical-statistics" ]
2424
2
null
2391
33
null
Very short answer: The chi-Squared test (`chisq.test()` in R) compares the observed frequencies in each category of a contingency table with the expected frequencies (computed as the product of the marginal frequencies). It is used to determine whether the deviations between the observed and the expected counts are to...
null
CC BY-SA 4.0
null
2010-09-06T20:39:55.953
2018-06-14T13:55:01.687
2018-06-14T13:55:01.687
77478
930
null
2425
2
null
2423
9
null
I have found Statistical Inference by Casella and Berger to be a relatively comprehensive introduction.
null
CC BY-SA 2.5
null
2010-09-06T21:47:23.083
2010-09-06T21:47:23.083
null
null
743
null
2426
2
null
2423
5
null
E. L. Lehmann, Theory of Point Estimation, 1983, and its companion book, Testing Statistical Hypotheses. (NB: The latest edition of TPE, coauthored with George Casella, has not been getting good reviews on Amazon, but the original is still a classic.)
null
CC BY-SA 3.0
null
2010-09-06T22:05:28.123
2013-08-29T13:47:48.317
2013-08-29T13:47:48.317
22047
919
null
2427
1
2442
null
13
4019
I would like to solve [Project Euler 213](http://projecteuler.net/index.php?section=problems&id=213) but don't know where to start because I'm a layperson in the field of Statistics, notice that an accurate answer is required so the Monte Carlo method won't work. Could you recommend some statistics topics for me to rea...
How should one approch Project Euler problem 213 ("Flea Circus")?
CC BY-SA 3.0
null
2010-09-06T22:44:39.583
2016-12-01T21:53:26.533
2016-12-01T10:07:28.067
28666
18
[ "self-study", "monte-carlo", "markov-process" ]
2428
2
null
2427
1
null
I suspect that some knowledge of discrete-time [Markov chains](http://en.wikipedia.org/wiki/Markov_chain) could prove useful.
null
CC BY-SA 2.5
null
2010-09-06T23:09:16.800
2010-09-06T23:09:16.800
null
null
495
null
2429
2
null
2423
5
null
I'd recommend [Theory of Statistics](http://rads.stackoverflow.com/amzn/click/0387945466) by Mark Schervish.
null
CC BY-SA 2.5
null
2010-09-07T02:04:47.937
2010-09-07T02:04:47.937
null
null
881
null
2430
1
null
null
3
1738
I am trying to identify approximate 3% of the population for some characteristic feature. Standard decision tree or logistic regression gives too many false positives. Is there a chance that rules based classifier can improve performance? I would like to get approx 75% of recall with 95% of precission (i.e. FalsePositi...
When does rules based classifier outperforms decision trees?
CC BY-SA 2.5
null
2010-09-07T03:12:09.853
2022-04-30T12:57:37.987
2010-09-07T08:05:20.140
null
null
[ "machine-learning", "classification" ]
2431
2
null
2423
3
null
[All of Statistics](http://rads.stackoverflow.com/amzn/click/0387402721)
null
CC BY-SA 2.5
null
2010-09-07T03:19:29.143
2010-09-07T03:19:29.143
null
null
183
null
2432
1
2445
null
15
2515
- Is there a modelling technique like LOESS that allows for zero, one, or more discontinuities, where the timing of the discontinuities are not known apriori? - If a technique exists, is there an existing implementation in R?
LOESS that allows discontinuities
CC BY-SA 2.5
null
2010-09-07T03:24:59.747
2017-11-01T11:32:17.717
2017-11-01T11:32:17.717
28666
183
[ "r", "regression", "curve-fitting", "change-point", "loess" ]
2433
2
null
2432
6
null
Here are some methods and associated R packages to solve this problem Wavelet thresolding estimation in regression allows for discontonuities. You may use the package wavethresh in R. A lot of tree based methods (not far from the idea of wavelet) are usefull when you have disconitnuities. Hence package treethresh, p...
null
CC BY-SA 2.5
null
2010-09-07T05:12:15.380
2011-02-17T17:10:30.397
2011-02-17T17:10:30.397
223
223
null
2434
2
null
2427
7
null
Could you not iterate through the probabilities of occupation of the cells for each flea. That is, flea k is initially in cell (i(k),j(k)) with probability 1. After 1 iteration, he has probability 1/4 in each of the 4 adjacent cells (assuming he's not on an edge or in a corner). Then the next iteration, each of those q...
null
CC BY-SA 2.5
null
2010-09-07T07:18:25.347
2010-09-07T07:23:41.247
2010-09-07T07:23:41.247
805
805
null
2435
2
null
2430
5
null
Probably you just have unbalanced classes (3% to 97%, if I understood well) -- try balancing them (get this 3% of true ones and about equal number of false ones) and check the classifier build on this case. If you are worried that you have thrown out most of your data, iterate it few times and connect them with some si...
null
CC BY-SA 2.5
null
2010-09-07T08:04:24.807
2010-09-07T08:04:24.807
null
null
null
null
2437
2
null
2420
1
null
My personal preference would be for box plots. If the distributions of date/time in one or more categories are skewed, then box plots would definitely be more informative than bars.
null
CC BY-SA 2.5
null
2010-09-07T08:21:20.630
2010-09-07T08:21:20.630
null
null
266
null
2438
2
null
7
9
null
NIST provides a [Reference Dataset archive](http://www.itl.nist.gov/div898/strd/general/dataarchive.html).
null
CC BY-SA 2.5
null
2010-09-07T08:58:26.777
2010-09-07T08:58:26.777
null
null
830
null
2439
1
2440
null
9
798
A cursory search reveals that [Latin squares](http://en.wikipedia.org/wiki/Latin_square) are fairly extensively used in the design of experiments. During my PhD, I have studied various theoretical properties of Latin squares (from a combinatorics point-of-view), but do not have a deep understanding of what is it about...
Desirable and undesirable properties of Latin squares in experiments?
CC BY-SA 2.5
null
2010-09-07T11:48:49.003
2022-05-15T03:50:45.243
2022-05-15T03:50:45.243
11887
386
[ "experiment-design", "latin-square" ]
2440
2
null
2439
8
null
Imagine: - you were interested in the effect of word type (nouns, adjectives, adverbs, and verbs) on recall. - you wanted to include word type as a within-subjects factor (i.e., all participants were exposed to all conditions) Such a design would raise the issue of carry over effects. I.e., the order of the condit...
null
CC BY-SA 2.5
null
2010-09-07T13:03:36.843
2010-09-07T13:47:53.373
2010-09-07T13:47:53.373
183
183
null
2441
2
null
2427
5
null
An analytical approach may be tedious and I have not thought through the intricacies but here is an approach that you may want to consider. Since you are interested in the expected number of cells that are empty after 50 rings you need to define a markov chain over the "No of the fleas in a cell" rather than the positi...
null
CC BY-SA 2.5
null
2010-09-07T14:37:45.337
2010-09-07T14:37:45.337
2017-04-13T12:44:21.160
-1
null
null
2442
2
null
2427
12
null
You're right; Monte Carlo is impracticable. (In a naive simulation--that is, one that exactly reproduces the problem situation without any simplifications--each iteration would involve 900 flea moves. A crude estimate of the proportion of empty cells is $1/e$, implying the variance of the Monte-Carlo estimate after $...
null
CC BY-SA 2.5
null
2010-09-07T14:51:35.883
2010-09-07T14:51:35.883
null
null
919
null
2443
2
null
2391
34
null
A chi-square test for equality of two proportions is exactly the same thing as a $z$-test. The chi-squared distribution with one degree of freedom is just that of a normal deviate, squared. You're basically just repeating the chi-squared test on a subset of the contingency table. (This is why @chl gets the exact same $...
null
CC BY-SA 3.0
null
2010-09-07T15:12:36.180
2013-09-07T16:27:36.933
2013-09-07T16:27:36.933
7290
1122
null
2445
2
null
2432
15
null
It sounds like you want to perform multiple changepoint detection followed by independent smoothing within each segment. (Detection can be online or not, but your application is not likely to be online.) There's a lot of literature on this; Internet searches are fruitful. - DA Stephens wrote a useful introduction ...
null
CC BY-SA 2.5
null
2010-09-07T15:45:24.470
2010-09-08T22:31:40.630
2010-09-08T22:31:40.630
919
919
null
2446
1
null
null
8
522
In order to correlate or compare means of two dependent variables. In my case, I need to correlate individual (e.g. subjects=30) slope values from different conditions (e.g. conditions=4), and each slope value summarizes the relation between the dependent variable (e.g. measured 4 times in each level of the independen...
How to choose df for comparisons between summary statistics (e.g. slope values)?
CC BY-SA 2.5
null
2010-09-07T16:01:51.877
2010-09-21T20:33:56.847
2010-09-15T17:04:17.370
1084
1084
[ "correlation", "regression", "statistical-significance", "degrees-of-freedom" ]
2447
2
null
2432
7
null
do it with koencker's broken line regression, see page 18 of this vignette [http://cran.r-project.org/web/packages/quantreg/vignettes/rq.pdf](http://cran.r-project.org/web/packages/quantreg/vignettes/rq.pdf) In response to Whuber last comment: This estimator is defined like this. $x\in\mathbb{R}$, $x_{(i)}\geq x_{(i-1)...
null
CC BY-SA 2.5
null
2010-09-07T16:03:44.463
2010-09-10T17:36:27.873
2010-09-10T17:36:27.873
603
603
null
2448
2
null
2430
4
null
This is only valid for the logit: you can use another link function (complementary log-log or cloglog in short). This is a variation of the classical logit function that allows for assymetry (when one tail of the link function does not go to 0 at the same speed as the other tail goes to 1). I had a very good experience...
null
CC BY-SA 4.0
null
2010-09-07T16:09:53.610
2022-04-30T12:57:37.987
2022-04-30T12:57:37.987
79696
603
null
2449
2
null
2430
2
null
One strategy would be to use margin based methods with uneven margins (see [this paper](http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.130.4424&rep=rep1&type=pdf)). Or you can use [active learning](http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.155.1168&rep=rep1&type=pdf) to provide the learner with...
null
CC BY-SA 2.5
null
2010-09-07T16:45:12.883
2010-09-07T17:14:37.033
2010-09-07T17:14:37.033
881
881
null
2450
2
null
2423
4
null
A comprehensive and authoratative reference is Kendall's Advanced Theory of Statistics - Volume 1 Distribution Theory - Volume 2A Classical Inference and Linear Models There is also a Volume 2B but it is Bayesian Inference. Other than those, I agree the Casella and Berger is an excellent reference at the graduate ...
null
CC BY-SA 2.5
null
2010-09-07T17:02:12.730
2010-09-07T17:02:12.730
null
null
1107
null
2452
2
null
1964
3
null
One place to start would be Silverman's [nearest-neighbor estimator](http://nedwww.ipac.caltech.edu/level5/March02/Silverman/Silver2_5.html), but to add in the weights somehow. (I am not sure exactly what your weights are for here.) The nearest neighbor method can evidently be formulated in terms of distances. I believ...
null
CC BY-SA 2.5
null
2010-09-07T21:40:03.113
2010-09-07T21:40:03.113
null
null
795
null
2453
2
null
4
10
null
I'm going to ask the consultant's dumb question. Why do you want to know if these distributions are different in a statistically significant way? Is it that the data that you are using are representative samples from populations or processes, and you want to assess the evidence that those populations or processes di...
null
CC BY-SA 2.5
null
2010-09-07T23:43:17.103
2010-09-07T23:43:17.103
null
null
187
null
2454
2
null
2432
2
null
It should be possible to code a solution in R using the non-linear regression function nls, b splines (the bs function in the spline package, for example) and the ifelse function.
null
CC BY-SA 2.5
null
2010-09-07T23:47:38.133
2010-09-07T23:47:38.133
null
null
187
null
2455
1
2456
null
14
18969
Age pyramid looks like this: ![alt text](https://i.stack.imgur.com/GtBSK.png) I would like to make something similar, namely a 2 barplots (not histograms) with same categories, rotated vertically and extending to both sides as in pyramid. Is it a simple way to do this in R? It would be also nice to control the colour o...
How to make age pyramid like plot in R?
CC BY-SA 2.5
null
2010-09-08T00:31:39.353
2016-07-17T19:59:33.040
null
null
null
[ "r", "data-visualization" ]
2456
2
null
2455
21
null
You can do this with [the pyramid.plot() function](http://rss.acs.unt.edu/Rdoc/library/plotrix/html/pyramid.plot.html) from the `plotrix` package. Here's an example: ``` library(plotrix) xy.pop<-c(3.2,3.5,3.6,3.6,3.5,3.5,3.9,3.7,3.9,3.5,3.2,2.8,2.2,1.8, 1.5,1.3,0.7,0.4) xx.pop<-c(3.2,3.4,3.5,3.5,3.5,3.7,4,3.8,3.9,...
null
CC BY-SA 2.5
null
2010-09-08T00:39:29.500
2010-09-08T00:45:25.083
2010-09-08T00:45:25.083
5
5
null
2457
1
2463
null
27
16911
I would just like someone to confirm my understanding or if I'm missing something. The definition of a markov process says the next step depends on the current state only and no past states. So, let's say we had a state space of a,b,c,d and we go from a->b->c->d. That means that the transition to d could only depend on...
Markov Process that depends on present state and past state
CC BY-SA 4.0
null
2010-09-08T01:57:18.193
2020-04-10T14:15:18.650
2020-04-10T14:15:18.650
268072
1208
[ "markov-process" ]
2459
2
null
2427
3
null
if you are going to go the numerical route, a simple observation: the problem appears to be subject to red-black parity (a flea on a red square always moves to a black square, and vice-versa). This can help reduce your problem size by a half (just consider two moves at a time, and only look at fleas on the red squares,...
null
CC BY-SA 2.5
null
2010-09-08T02:11:18.783
2010-09-08T02:11:18.783
null
null
795
null
2462
2
null
2457
10
null
The definition of a markov process says the next step depends on the current state only and no past states. That is the Markov property and it defines a first order MC, which is very tractable mathematically and quite easy to present/explain. Of course you could have $n^{th}$ order MC (where the next state depends on t...
null
CC BY-SA 3.0
null
2010-09-08T02:17:56.713
2015-05-02T15:34:42.320
2015-05-02T15:34:42.320
-1
603
null
2463
2
null
2457
33
null
Technically, both the processes you describe are markov chains. The difference is that the first one is a first order markov chain whereas the second one is a second order markov chain. And yes, you can transform a second order markov chain to a first order markov chain by a suitable change in state space definition. L...
null
CC BY-SA 2.5
null
2010-09-08T02:20:47.227
2010-09-08T02:28:25.460
2010-09-08T02:28:25.460
null
null
null
2464
2
null
4
2
null
One measure of the difference between two distribution is the "maximum mean discrepancy" criteria, which basically measures the difference between the empirical means of the samples from the two distributions in a Reproducing Kernel Hilbert Space (RKHS). See this paper ["A kernel method for the two sample problem"](htt...
null
CC BY-SA 2.5
null
2010-09-08T03:00:19.690
2010-09-08T03:00:19.690
null
null
881
null
2465
2
null
2446
2
null
Here's how I have understood your question: - you have two groups of participants - Five observations per participant - Based on the five observations, you can extract a single summary statistic (e.g., if the five observations were performance over five time points, the summary statistic might be the slope of the re...
null
CC BY-SA 2.5
null
2010-09-08T03:34:47.097
2010-09-08T03:34:47.097
null
null
183
null
2466
1
2482
null
13
725
Say I have a population of 50 million unique things, and I take 10 million samples (with replacement)... The first graph is I've attached shows how many times I sample the same "thing", which is relatively rare as the population is larger than my sample. However if my population is only 10 million things, and I take 10...
Estimate the size of a population being sampled by the number of repeat observations
CC BY-SA 2.5
null
2010-09-08T04:44:53.493
2015-10-05T23:56:22.660
2015-10-05T23:56:22.660
12359
1210
[ "r", "sampling", "expectation-maximization" ]
2467
1
2473
null
5
7051
I have analysed several dimensions in a survey. Each part of the survey represents a theoretical dimension and is analysed with factorial analysis. I want to use scores from factor analysis to do a classification. - The first factors represents a large part of the variance. Can I keep only first factor or do I need...
Classification after factor analysis
CC BY-SA 3.0
null
2010-09-08T04:49:55.197
2016-11-17T12:15:57.527
2016-11-17T12:15:57.527
29949
1154
[ "classification", "clustering", "factor-analysis", "psychometrics" ]
2468
2
null
2466
5
null
You can estimate via a binomial distribution. If there are $n$ draws, with replacement, from $k$ objects (with $k$ unknown), the probability of an object being drawn once in a single draw is $P = \frac{1}{k}$. Think of this as a coinflip now. The probability of exactly $m$ heads (i.e. $m$ duplicates) from $n$ trials is...
null
CC BY-SA 2.5
null
2010-09-08T05:03:32.267
2010-09-08T16:55:59.350
2010-09-08T16:55:59.350
795
795
null
2469
1
2472
null
13
32054
Question: What is a good method for conducting post hoc tests of differences between group means after adjusting for the effect of a covariate? Prototypical example: - Four groups, 30 participants per group (e.g., four different clinical psychology populations) - Dependent Variable is numeric (e.g., intelligence scor...
Post hoc tests in ANCOVA
CC BY-SA 2.5
null
2010-09-08T05:41:48.627
2014-02-11T13:41:58.733
null
null
183
[ "anova", "multiple-comparisons", "ancova" ]
2470
2
null
2469
2
null
Combining simple methods that you can easily access from R and general principles you could use Tukey's HSD simply enough. The error term from the ANCOVA will provide the error term for the confidence intervals. In R code that would be... ``` #set up some data for an ANCOVA n <- 30; k <- 4 y <- rnorm(n*k) a <- factor(...
null
CC BY-SA 3.0
null
2010-09-08T07:00:04.273
2012-06-09T17:14:56.070
2012-06-09T17:14:56.070
601
601
null
2471
2
null
2466
8
null
This sounds like a form of 'mark and recapture' aka 'capture-recapture', a well-known technique in ecology (and some other fields such as epidemiology). Not my area but [the Wikipedia article on mark and recapture](http://en.wikipedia.org/wiki/Mark_and_recapture) looks reasonable, though your situation is not the one t...
null
CC BY-SA 2.5
null
2010-09-08T07:09:54.603
2010-09-08T11:29:12.837
2010-09-08T11:29:12.837
449
449
null
2472
2
null
2469
13
null
Multiple testing following ANCOVA, or more generally any GLM, but the comparisons now focus on the adjusted group/treatment or marginal means (i.e. what the scores would be if groups did not differ on the covariate of interest). To my knowledge, Tukey HSD and Scheffé tests are used. Both are quite conservative and will...
null
CC BY-SA 2.5
null
2010-09-08T07:17:02.653
2010-09-08T07:17:02.653
null
null
930
null
2473
2
null
2467
4
null
One solution to your 1. question is to use cross-validation. You compute classification accuracy for models with different number of components and then pick one with the highest classification accuracy. You can check the references below: [PLS Dimension Reduction for Classification with Microarray Data](http://www.bep...
null
CC BY-SA 2.5
null
2010-09-08T07:36:36.987
2010-09-08T07:36:36.987
null
null
609
null
2474
2
null
2467
2
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One approach that side-steps cross-validation to determine the optimal number of factors is to use the nonparametric Bayesian approaches for factor analysis. These approaches let the number of factors to be unbounded and eventually decided by the data. See [this paper](http://citeseerx.ist.psu.edu/viewdoc/download?doi=...
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CC BY-SA 2.5
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2010-09-08T07:42:53.730
2010-09-08T07:42:53.730
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To cluster (text) documents you need a way of measuring similarity between pairs of documents. Two alternatives are: - Compare documents as term vectors using Cosine Similarity - and TF/IDF as the weightings for terms. - Compare each documents probability distribution using f-divergence e.g. Kullback-Leibler divergen...
Measuring Document Similarity
CC BY-SA 2.5
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2010-09-08T10:23:59.423
2015-03-25T06:54:55.450
2010-09-17T20:20:49.300
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[ "information-retrieval" ]