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Tags
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856
1
1306
null
13
6485
Does anyone know of a variation of Fisher's Exact Test which takes weights into account? For instance [sampling weights](http://www.measuredhs.com/help/Datasets/sampling_weights.htm). So instead of the usual 2x2 cross table, every data point has a "mass" or "size" value weighing the point. Example data: ``` A B weight ...
Fisher's Exact Test with weights?
CC BY-SA 2.5
null
2010-07-27T20:24:45.767
2011-04-24T08:04:05.637
2010-07-29T15:21:16.363
506
506
[ "hypothesis-testing" ]
857
2
null
775
6
null
Operations Research began during wartime in the 1940s with scientists and others addressing problems in Radar operations, Anti-Submarine Warfare (ASW), and air operations. It is really a methodology to help decision makers choose a course of action by using an analytic framework that includes statistics, linear and non...
null
CC BY-SA 2.5
null
2010-07-27T20:25:16.327
2010-07-27T20:25:16.327
null
null
482
null
858
2
null
837
3
null
I'm not sure why this doesn't work with `lrm`. However, R does Logistic Regression just fine with its own internal functions. See GLM. Here's your model, working... ``` summary(glm(am~1, data = mtcars, family=binomial(link=logit))) ``` So, unless you need something that `lrm()` from design provides, then use GLM wi...
null
CC BY-SA 3.0
null
2010-07-27T20:33:48.787
2013-08-09T00:48:47.660
2013-08-09T00:48:47.660
7290
485
null
859
1
867
null
12
5991
Sorry for the verbose background to this question: Occasionally in investigations of animal behaviour, an experimenter is interested in the amount of time that a subject spends in different, pre-defined zones in a test apparatus. I've often seen this sort of data analyzed using ANOVA; however, I have never been entirel...
ANOVA with non-independent observations
CC BY-SA 2.5
null
2010-07-27T21:07:20.127
2014-05-21T17:36:11.060
2010-12-21T17:06:54.740
930
445
[ "anova" ]
860
2
null
834
7
null
Let $f$ be your true distribution, and $g$ the family from which you are trying to fit your data. Then $\theta$, the maximum likelihood estimator of parameters of $g$, is a random variable. You could formulate model selection as finding the distribution family $g$ that minimizes the expected KL divergence between $f$ a...
null
CC BY-SA 2.5
null
2010-07-27T21:51:43.650
2010-11-18T00:36:44.833
2010-11-18T00:36:44.833
159
511
null
861
2
null
743
3
null
There is a free book on Geostatistical Mapping with R [here](http://spatial-analyst.net/book/) it might help your problem.
null
CC BY-SA 2.5
null
2010-07-27T22:33:05.287
2010-07-27T22:33:05.287
null
null
481
null
862
2
null
798
146
null
The [Freedman-Diaconis](https://en.wikipedia.org/wiki/Freedman%E2%80%93Diaconis_rule) rule is very robust and works well in practice. The bin-width is set to $h=2\times\text{IQR}\times n^{-1/3}$. So the number of bins is $(\max-\min)/h$, where $n$ is the number of observations, max is the maximum value and min is the m...
null
CC BY-SA 4.0
null
2010-07-28T00:23:22.107
2019-01-31T23:55:44.507
2019-01-31T23:55:44.507
159
159
null
863
2
null
859
5
null
Mike, I agree that an ANOVA based on total time probably isn't the correct approach here. Further, I'm not convinced that Chi Sqaure solves your problem. Chi square will respect the idea that you can't be in two locations at the same time, but it doesn't address the problem that there are likely dependencies between ...
null
CC BY-SA 2.5
null
2010-07-28T00:29:41.487
2010-07-28T00:29:41.487
null
null
196
null
864
2
null
859
3
null
I am going to suggest an answer that is very different from that of a traditional ANOVA. Let T be the total time that is available for an animal to spend in all the zones. You could define T as the total amount of waking time or some such. Suppose that you have J zones. Then by definition you have: Sum T_j = T You coul...
null
CC BY-SA 2.5
null
2010-07-28T01:00:22.877
2010-07-28T01:00:22.877
null
null
null
null
865
2
null
225
1
null
Just to expand on Rob's answer a bit, suppose that we want to know the cumulative distribution function (CDF) of the highest value of $N$ independent draws from a standard normal distribution, $X_1, ..., X_N$. Call this highest value $Y_1$, the first order statistic. Then the CDF is: $$ \begin{align*}P(Y_1 < x) &= P(\m...
null
CC BY-SA 3.0
null
2010-07-28T01:06:56.963
2012-04-01T04:18:55.447
2012-04-01T04:18:55.447
401
401
null
866
1
876
null
206
165951
Say I want to estimate a large number of parameters, and I want to penalize some of them because I believe they should have little effect compared to the others. How do I decide what penalization scheme to use? When is ridge regression more appropriate? When should I use lasso?
When should I use lasso vs ridge?
CC BY-SA 2.5
null
2010-07-28T01:10:18.423
2017-10-11T16:20:05.347
2010-08-09T12:25:13.010
159
455
[ "regression", "lasso", "ridge-regression" ]
867
2
null
859
3
null
(Caveat Emptor: I'm not an expert in this area) If you just want to talk about differences in time spent per location, then submitting the "time-per-location" data as counts in a multinomial mixed model (see the MCMCglmm package for R), using subject as a random effect, should do the trick. If you want to talk about d...
null
CC BY-SA 2.5
null
2010-07-28T01:17:57.410
2010-07-28T01:17:57.410
null
null
364
null
868
1
917
null
4
2824
I created a quick fun Excel Spreadsheet tonight to try and predict which video games I'll enjoy if I buy them. I'm wondering if this quick example makes sense from a Logistic Regression perspective and if I am computing all of the values correctly. Unfortunately, if I did everything correctly I doubt I have much to loo...
Training a Logistic Regression Model
CC BY-SA 2.5
null
2010-07-28T03:15:34.473
2011-01-07T01:55:24.827
null
null
9426
[ "logit", "logistic" ]
869
2
null
868
2
null
Usually in logistic regression you'd want "successes" to be 1 and "failures" to be 0, but so long as you are consistent in how you enter your data and interpret it, the coefficients don't really care.
null
CC BY-SA 2.5
null
2010-07-28T03:49:27.933
2010-07-28T03:49:27.933
null
null
196
null
870
1
956
null
28
32628
Given a list of p-values generated from independent tests, sorted in ascending order, one can use the [Benjamini-Hochberg procedure](http://www.math.tau.ac.il/%7Eybenja/MyPapers/benjamini_hochberg1995.pdf) for [multiple testing correction](https://en.wikipedia.org/wiki/False_discovery_rate#Independent_tests). For each ...
Multiple hypothesis testing correction with Benjamini-Hochberg, p-values or q-values?
CC BY-SA 4.0
null
2010-07-28T03:54:56.447
2022-06-23T20:57:07.927
2022-06-23T20:57:07.927
79696
520
[ "hypothesis-testing" ]
871
1
875
null
54
41056
I realize this is pedantic and trite, but as a researcher in a field outside of statistics, with limited formal education in statistics, I always wonder if I'm writing "p-value" correctly. Specifically: - Is the "p" supposed to be capitalized? - Is the "p" supposed to be italicized? (Or in mathematical font, in TeX?)...
Correct spelling (capitalization, italicization, hyphenation) of "p-value"?
CC BY-SA 3.0
null
2010-07-28T04:08:23.973
2018-11-17T09:19:45.610
2016-12-09T16:38:27.097
28666
520
[ "hypothesis-testing", "p-value", "terminology" ]
872
2
null
871
8
null
This seems to be a style issue with different journals and publishers adopting different conventions (or allowing a mixed muddle of styles depending on authors' preferences). My own preference, for what it's worth, is p-value, hyphenated with no italics and no capitalization.
null
CC BY-SA 2.5
null
2010-07-28T04:21:06.723
2010-07-28T04:21:06.723
null
null
159
null
873
2
null
871
5
null
The [ASA House Style](http://www.amstat.org/publications/chance/assets/style.pdf) seems to recommend italicizing the p with hyphen: p-value. A google scholar search shows [varied spellings](http://scholar.google.com/scholar?q=p+value&hl=en&btnG=Search&as_sdt=80001&as_sdtp=on).
null
CC BY-SA 2.5
null
2010-07-28T04:24:05.240
2010-07-28T04:24:05.240
null
null
251
null
874
2
null
866
53
null
Ridge or lasso are forms of regularized linear regressions. The regularization can also be interpreted as prior in a maximum a posteriori estimation method. Under this interpretation, the ridge and the lasso make different assumptions on the class of linear transformation they infer to relate input and output data. ...
null
CC BY-SA 2.5
null
2010-07-28T04:26:17.297
2010-07-28T04:26:17.297
null
null
260
null
875
2
null
871
37
null
There do not appear to be "standards". For example: - The Nature style guide refers to "P value" - This APA style guide refers to "p value" - The Blood style guide says: Capitalize and italicize the P that introduces a P value Italicize the p that represents the Spearman rank correlation test - Wikipedia uses "...
null
CC BY-SA 3.0
null
2010-07-28T04:29:37.107
2016-12-09T14:43:12.957
2016-12-09T14:43:12.957
28666
163
null
876
2
null
866
128
null
Keep in mind that ridge regression can't zero out coefficients; thus, you either end up including all the coefficients in the model, or none of them. In contrast, the LASSO does both parameter shrinkage and variable selection automatically. If some of your covariates are highly correlated, you may want to look at the E...
null
CC BY-SA 3.0
null
2010-07-28T05:55:31.407
2013-07-26T13:52:42.580
2013-07-26T13:52:42.580
17230
530
null
877
1
null
null
3
1116
Has anyone gone through some papers using Vector Error Correction Models in causality applications with more than one cointegration vectors, say two. I guess there will be more than one ECM terms. How to assess the endogeneity of the left hand variables if t-stats on different ECM coefficients yield different (conflic...
Time Series Econometrics: VECM with multiple cointegration vectors
CC BY-SA 2.5
null
2010-07-28T06:31:36.857
2010-07-28T06:31:36.857
null
null
531
[ "econometrics" ]
878
2
null
726
69
null
> Absence of evidence is not evidence of absence. –[Martin Rees](https://en.wikiquote.org/wiki/Martin_Rees) ([Wikipedia](https://en.wikipedia.org/wiki/Evidence_of_absence))
null
CC BY-SA 4.0
null
2010-07-28T06:49:12.123
2019-07-16T22:06:22.707
2019-07-16T22:06:22.707
143653
null
null
879
2
null
798
12
null
Maybe the paper "[Variations on the histogram](http://pubs.research.avayalabs.com/pdfs/ALR-2007-003-paper.pdf)" by Denby and Mallows will be of interest: > This new display which we term "dhist" (for diagonally-cut histogram) preserves the desirable features of both the equal-width hist and the equal-area hist. It wil...
null
CC BY-SA 2.5
null
2010-07-28T07:23:22.887
2010-07-28T07:23:22.887
null
null
251
null
880
1
null
null
9
1154
My question is about cross validation when there are many more variables than observations. To fix ideas, I propose to restrict to the classification framework in very high dimension (more features than observation). Problem: Assume that for each variable $i=1,\dots,p$ you have a measure of importance $T[i]$ than exact...
Cross validation in very high dimension (to select the number of used variables in very high dimensional classification)
CC BY-SA 2.5
null
2010-07-28T08:15:40.827
2019-08-02T13:35:07.420
2010-09-02T07:13:57.967
223
223
[ "machine-learning", "classification", "cross-validation" ]
881
1
1189
null
6
1483
Here's something I've wondered about for a while, but haven't been able to discover the correct terminology. Say you have a relatively complicated density function that you suspect might have a close approximation as a sum of (properly weighted) simpler density functions. Have such things been studied? I'm particularly...
Series expansion of a density function
CC BY-SA 2.5
null
2010-07-28T08:15:51.733
2011-03-28T08:58:47.087
2011-03-28T08:58:47.087
null
34
[ "probability", "mixture-distribution", "density-function" ]
882
2
null
881
4
null
Histogram density estimator is estimating the density with a sum of piecewise functions (density of a uniform). KDE is using a sum of smooth function (gaussian is an example) (as long as they are positive they can be transformed into a density by normalization) The use of "mixture" in statistic is about convex combin...
null
CC BY-SA 2.5
null
2010-07-28T08:21:47.367
2010-08-03T19:20:24.017
2010-08-03T19:20:24.017
223
223
null
883
2
null
881
3
null
You can do this with mixture modeling. There are a number of R packages on CRAN for doing this. Search for "mixture" at [http://cran.r-project.org/web/packages/](http://cran.r-project.org/web/packages/)
null
CC BY-SA 2.5
null
2010-07-28T09:09:51.180
2010-07-28T09:09:51.180
null
null
159
null
884
1
null
null
28
1832
> Possible Duplicate: How to understand degrees of freedom? I was at a talk a few months back where the speaker used the term 'degrees of freedom'. She briefly said something along the lines of it meaning the number of values used to form a statistic that are free to vary. What does this mean? I'm specifically look...
What are "degrees of freedom"?
CC BY-SA 2.5
null
2010-07-28T09:54:14.730
2012-08-07T09:37:08.443
2017-04-13T12:44:25.243
-1
541
[ "degrees-of-freedom" ]
886
1
934
null
20
16503
The 'fundamental' idea of statistics for estimating parameters is [maximum likelihood](http://en.wikipedia.org/wiki/Maximum_likelihood). I am wondering what is the corresponding idea in machine learning. Qn 1. Would it be fair to say that the 'fundamental' idea in machine learning for estimating parameters is: 'Loss Fu...
What is the 'fundamental' idea of machine learning for estimating parameters?
CC BY-SA 2.5
null
2010-07-28T11:31:59.857
2017-08-29T15:26:29.920
2017-04-08T15:37:35.440
11887
null
[ "machine-learning", "maximum-likelihood", "loss-functions", "pac-learning" ]
887
1
null
null
5
930
Suppose there is a very big (infinite?) population of normally distributed values with unknown mean and variance. Suppose also that we have a sample, S, of n values from the entire population. We can calculate mean and standard deviation for this sample (we use n-1 for stdev calculation). The first and most important q...
Basic question regarding variance and stdev of a sample
CC BY-SA 3.0
null
2010-07-28T12:02:21.063
2017-12-31T10:52:59.010
2017-12-31T10:52:59.010
128677
213
[ "standard-deviation", "variance", "normality-assumption", "sample", "unbiased-estimator" ]
889
2
null
887
1
null
My first answer was full of errors. Here is a corrected version: The correct way to test is as follows: z = (mean(S) - mu) / (stdev(S) / sqrt(n) ) See: [Student's t-test](http://en.wikipedia.org/wiki/Student%27s_t-test#Independent_one-sample_t-test) Note the following: - The sample size is accounted for when you divid...
null
CC BY-SA 2.5
null
2010-07-28T12:12:22.993
2010-07-28T12:20:09.950
2010-07-28T12:20:09.950
null
null
null
890
1
null
null
2
1136
I am struggling a little bit at the moment with a question related to logistic regression. I have a model that predicts the occurrence of animal based on land cover with reference to forest. I am not grasping the concept of a reference class and struggle to extrapolate the model onto a new area. Any explanations or gui...
Reference category and prediction
CC BY-SA 3.0
null
2010-07-28T12:13:03.647
2012-10-27T22:09:44.950
2012-10-27T22:09:44.950
null
null
[ "logistic" ]
893
2
null
16921
23
null
I really like first sentence from [The Little Handbook of Statistical Practice. Degrees of Freedom Chapter](http://www.jerrydallal.com/LHSP/dof.htm) > One of the questions an instrutor dreads most from a mathematically unsophisticated audience is, "What exactly is degrees of freedom?" I think you can get real...
null
CC BY-SA 2.5
null
2010-07-28T12:48:14.233
2010-07-28T12:48:14.233
null
null
236
null
894
2
null
16921
90
null
Or simply: the number of elements in a numerical array that you're allowed to change so that the value of the statistic remains unchanged. ``` # for instance if: x + y + z = 10 ``` you can change, for instance, x and y at random, but you cannot change z (you can, but not at random, therefore you're not free to change ...
null
CC BY-SA 2.5
null
2010-07-28T12:49:31.780
2010-07-28T17:34:31.507
2010-07-28T17:34:31.507
1356
1356
null
895
2
null
887
3
null
I'm finding it rather tricky to see what you are asking: - If you want to know whether the Var(S) is different from the population variance, then see this previous answer. - If you want to determine whether the mean(S) and the mean(X) are the same, then look at Independent two-sample t-tests. - If you want to test w...
null
CC BY-SA 2.5
null
2010-07-28T12:50:26.427
2010-07-28T12:50:26.427
2017-04-13T12:44:36.923
-1
8
null
897
1
905
null
55
70748
What is the difference between offline and [online learning](http://en.wikipedia.org/wiki/Online_machine_learning)? Is it just a matter of learning over the entire dataset (offline) vs. learning incrementally (one instance at a time)? What are examples of algorithms used in both?
Online vs offline learning?
CC BY-SA 2.5
null
2010-07-28T13:32:32.843
2019-03-27T21:41:25.717
2018-11-05T11:38:08.473
11887
284
[ "machine-learning", "online-algorithms" ]
898
1
918
null
7
2791
I am interested in tools/techniques that can be used for analysis of [streaming data in "real-time"](http://en.wikipedia.org/wiki/Real-time_data)*, where latency is an issue. The most common example of this is probably price data from a financial market, although it also occurs in other fields (e.g. finding trends on ...
Modeling of real-time streaming data?
CC BY-SA 2.5
null
2010-07-28T13:49:07.733
2010-11-11T05:30:32.227
null
null
5
[ "modeling", "software", "real-time" ]
899
1
null
null
14
4672
I'm trying to separate two groups of values from a single data set. I can assume that one of the populations is normally distributed and is at least half the size of the sample. The values of the second one are both lower or higher than the values from the first one (distribution is unknown). What I'm trying to do is t...
Separating two populations from the sample
CC BY-SA 3.0
null
2010-07-28T13:53:18.503
2013-03-17T16:07:09.307
2012-10-27T20:15:59.537
686
219
[ "dataset", "outliers", "expectation-maximization" ]
900
2
null
898
1
null
I am not sure how far this would be relevant to what you want to do but see the paper on adaptive question design called [FASTPACE](http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.120.8664&rep=rep1&type=pdf). The goal of the algorithm is to ask the next question from a survey respondent based on his/her previo...
null
CC BY-SA 2.5
null
2010-07-28T13:57:09.400
2010-07-28T13:57:09.400
null
null
null
null
901
2
null
73
2
null
RODBC for accessing data from databases, sqldf for performing simple SQL queries on dataframes (although I am forcing myself to use native R commands), and ggplot2 and plyr
null
CC BY-SA 2.5
null
2010-07-28T13:59:49.157
2010-07-28T13:59:49.157
null
null
11
null
902
2
null
898
2
null
It is going to depend a lot on what exactly you are looking for, but start at [Data Streams: Algorithms and Application by Muthukrishnan ](http://www.cs.rutgers.edu/~muthu/stream-1-1.ps). There are many others that can be found by googling "data stream algorithms", or following the references in the paper.
null
CC BY-SA 2.5
null
2010-07-28T14:01:46.063
2010-07-28T16:49:31.297
2010-07-28T16:49:31.297
247
247
null
903
2
null
485
3
null
There is a series of Google Tech Talk videos called [Stats 202 - Statistical Aspects of Data Mining](http://video.google.com/videosearch?q=mease+stats+202&sitesearch=#)
null
CC BY-SA 2.5
null
2010-07-28T14:06:35.367
2010-07-28T14:06:35.367
null
null
11
null
904
2
null
812
14
null
Functional Data often involves different question. I've been reading Functional Data Analysis, Ramsey and Silverman, and they spend a lot of times discussing curve registration, warping functions, and estimating derivatives of curves. These tend to be very different questions than those asked by people interested in ...
null
CC BY-SA 2.5
null
2010-07-28T14:16:38.977
2010-07-28T14:16:38.977
null
null
549
null
905
2
null
897
51
null
Online learning means that you are doing it as the data comes in. Offline means that you have a static dataset. So, for online learning, you (typically) have more data, but you have time constraints. Another wrinkle that can affect online learning is that your concepts might change through time. Let's say you want to b...
null
CC BY-SA 4.0
null
2010-07-28T14:37:17.337
2018-11-05T13:16:57.520
2018-11-05T13:16:57.520
null
549
null
908
2
null
880
6
null
You miss one important issue -- there is almost never such thing as T[i]. Think of a simple problem in which the sum of two attributes (of a similar amplitude) is important; if you'd remove one of them the importance of the other will suddenly drop. Also, big amount of irrelevant attributes is the accuracy of most clas...
null
CC BY-SA 2.5
null
2010-07-28T14:58:10.173
2010-07-28T14:58:10.173
null
null
null
null
909
2
null
899
2
null
This assumes that you don't even know if the second distribution is normal or not; I basically handle this uncertainty by focusing only on the normal distribution. This may or may not be the best approach. If you can assume that the two populations are completely separated (i.e., all values from distribution A are less...
null
CC BY-SA 2.5
null
2010-07-28T15:24:38.010
2010-07-28T15:24:38.010
null
null
364
null
910
2
null
886
3
null
There is a trivial answer -- there is no parameter estimation in machine learning! We don't assume that our models are equivalent to some hidden background models; we treat both reality and the model as black boxes and we try to shake the model box (train in official terminology) so that its output will be similar to t...
null
CC BY-SA 2.5
null
2010-07-28T15:29:33.070
2010-07-28T15:29:33.070
null
null
null
null
911
2
null
856
3
null
Interesting question. What do you mean by weight? I would be inclined to do a bootstrap...pick your favorite statistic (i.e. Fisher's Exact), and compute it on your data. Then assign new cells to each instance according to your null hypothesis, and repeat the process 999 times. This should give a pretty good empir...
null
CC BY-SA 2.5
null
2010-07-28T15:32:38.310
2010-07-28T15:32:38.310
null
null
549
null
912
2
null
868
1
null
The other issue is that you put in your data, and the algorithm learns the weights and the Beta_0 for you...I don't know if Excel can do logistic regression...if it doesn't, I'd be inclined to use R to learn your model (and predict future cases for you!).
null
CC BY-SA 2.5
null
2010-07-28T15:37:01.803
2010-07-28T15:37:01.803
null
null
549
null
913
1
916
null
5
718
Comparing two variables, I came up with the following chart. the x, y pairs represent independent observations of data on the field. I've doen [Pearson correlation](http://en.wikipedia.org/wiki/Correlation_and_dependence) on it and have found one of 0.6. My end goal is to establish a relationship between y and x such...
Relationships between two variables
CC BY-SA 2.5
null
2010-07-28T16:15:07.883
2010-09-19T01:47:02.270
2010-09-16T07:04:38.580
null
59
[ "regression" ]
914
2
null
913
3
null
What you are looking for is called regression; there are a lot of methods you can do it, both statistical and machine learning ones. If you want to find f, you must use statistics; in that case you must first assume that f is of some form, like f:y=a*x+b and then use some regression method to fit the parameters. The pl...
null
CC BY-SA 2.5
null
2010-07-28T16:21:41.483
2010-07-28T16:31:04.797
2010-07-28T16:31:04.797
null
null
null
915
2
null
913
3
null
And just eyeballing the data, you are probably going to want to transform the data, as (at least to me) it looks skewed. Looking at the histograms of the two variables should suggest which transforms may be beneficial. As suggested by mbq, more text [here](http://en.wikipedia.org/wiki/Data_transformation_%28statistics%...
null
CC BY-SA 2.5
null
2010-07-28T16:24:38.283
2010-07-28T16:48:05.950
2010-07-28T16:48:05.950
247
247
null
916
2
null
913
5
null
Normality seems to be strongly violated at least by your y variable. I would log transform y to see if that cleans things up a bit. Then, fit a regression to log(y) ~ x. The formula the regression will return will be of the form log(y) = \alpha + \beta*x which you can transform back to the original scale by y = exp(\...
null
CC BY-SA 2.5
null
2010-07-28T16:31:53.143
2010-07-28T16:31:53.143
null
null
287
null
917
2
null
868
5
null
Like drknexus said, for a logistic regression, your outcome measure needs to be 0 and 1. I'd go back and recode your outcome as 0 (didn't like it), or 1 (did like it). Then, abandon excel and load the data into R (it's really not as intimidating as it looks). Your regression will look something like this: ``` glm(Like...
null
CC BY-SA 2.5
null
2010-07-28T17:01:12.903
2010-07-28T17:01:12.903
null
null
287
null
918
2
null
898
3
null
This area roughly falls into two categories. The first concerns stream processing and querying issues and associated models and algorithms. The second is efficient algorithms and models for learning from data streams (or data stream mining). It's my impression that the CEP industry is connected to the first area. Fo...
null
CC BY-SA 2.5
null
2010-07-28T17:04:38.547
2010-07-28T20:07:08.813
2010-07-28T20:07:08.813
251
251
null
919
2
null
890
1
null
I'm not sure I exactly understand your question, but I'm assuming your confusion involves a categorical predictor in your model. When it comes to continuous variables in a regression, the coefficients for each predictor are weights for the value of the predictor to produce the predicted y value:e.g. y = 2*x However...
null
CC BY-SA 2.5
null
2010-07-28T17:14:08.763
2010-07-28T17:14:08.763
null
null
287
null
920
1
940
null
6
4729
I completed a Monte Carlo simulation that consisted of one million ($10^6$) individual simulations. The simulation returns a variable, $p$, that can be either 1 or 0. I then weight the simulations based on predefined criteria and calculate the probability of $p$. I also calculate a risk ratio using $p$: $$\text{Risk ra...
Test if probabilities are statistically different?
CC BY-SA 3.0
null
2010-07-28T17:15:09.090
2013-06-05T04:11:12.797
2013-06-05T04:11:12.797
805
559
[ "hypothesis-testing" ]
922
2
null
886
2
null
I don't think there is a fundamental idea around parameter estimation in Machine Learning. The ML crowd will happily maximize the likelihood or the posterior, as long as the algorithms are efficient and predict "accurately". The focus is on computation, and results from statistics are widely used. If you're looking f...
null
CC BY-SA 2.5
null
2010-07-28T17:28:47.880
2010-07-28T17:28:47.880
2017-04-13T12:44:33.550
-1
251
null
924
1
926
null
7
828
For 1,000,000 observations, I observed a discrete event, X, 3 times for the control group and 10 times for the test group. How do I determine for a large number of observations (1,000,000), if three is statistically different than ten?
Determine if three is statistically different than ten for a very large number of observations (1,000,000)
CC BY-SA 2.5
null
2010-07-28T17:36:24.920
2010-10-08T16:05:48.613
2010-10-08T16:05:48.613
8
559
[ "hypothesis-testing", "large-data" ]
925
2
null
924
0
null
I would be really surprised if you find the difference statistically significant. Having said that you may want to use a test for a difference of proportions (3 out of 1M vs 10 out of 1M).
null
CC BY-SA 2.5
null
2010-07-28T17:40:56.223
2010-07-28T17:40:56.223
null
null
null
null
926
2
null
924
5
null
I think a simple chi-squared test will do the trick. Do you have 1,000,000 observations for both control and test? If so, your table of observations will be (in R code) Edit: Woops! Left off a zero! ``` m <- rbind(c(3, 1000000-3), c(10, 1000000-10)) # [,1] [,2] # [1,] 3 999997 # [2,] 10 999990 ``` And chi...
null
CC BY-SA 2.5
null
2010-07-28T17:43:48.153
2010-07-28T17:51:05.423
2010-07-28T17:51:05.423
287
287
null
927
1
937
null
30
5970
What are some podcasts related to statistical analysis? I've found some audio recordings of college lectures on ITunes U, but I'm not aware of any statistical podcasts. The closest thing I'm aware of is an operations research podcast [The Science of Better](http://www.scienceofbetter.org/podcast/). It touches on sta...
Statistical podcasts
CC BY-SA 2.5
null
2010-07-28T17:43:49.697
2016-12-17T07:00:37.593
2015-06-25T07:43:49.163
35989
319
[ "references" ]
928
1
932
null
7
8576
This one is bothering me for a while, and a great dispute was held around it. In psychology (as well as in other social sciences), we deal with different ways of dealing with numbers :-) i.e. the levels of measurement. It's also common practice in psychology to standardize some questionnaire, hence transform the data i...
Measurement level of percentile scores
CC BY-SA 2.5
null
2010-07-28T17:57:51.697
2022-03-10T12:48:17.403
2010-08-07T17:48:50.100
null
1356
[ "measurement" ]
929
1
null
null
0
233
How comprehensive is the following book - What interpretations are missing? Interpretations of Probability, Andrei Khrennikov, 2009, de Gruyter, ISBN 978-3-11-020748-4 [http://www.degruyter.com/cont/fb/ma/detailEn.cfm?isbn=9783110207484&sel=pi](http://www.degruyter.com/cont/fb/ma/detailEn.cfm?isbn=9783110207484&sel=pi...
Probability Interpretations
CC BY-SA 2.5
null
2010-07-28T17:59:42.600
2010-07-28T19:14:49.470
null
null
560
[ "probability" ]
930
2
null
928
1
null
Continuous (interval); this is a method how to convert ordinal data to something that may have some distribution that makes sense.
null
CC BY-SA 2.5
null
2010-07-28T18:05:11.857
2010-07-28T18:05:11.857
null
null
null
null
931
2
null
927
6
null
You may be interested in the following link: [http://www.ats.ucla.edu/stat/seminars/](http://www.ats.ucla.edu/stat/seminars/) where the UCLA Statistical Computing unit of the UCLA has very nice screen-casts available. I have found them very useful in the past. They function essentially as lectures. Top-quality teaching...
null
CC BY-SA 2.5
null
2010-07-28T18:17:46.900
2010-07-28T18:17:46.900
null
null
561
null
932
2
null
928
5
null
Background to understand my answer The critical property that distinguishes between ordinal and interval scale is whether we can take ratio of differences. While you cannot take ratio of direct measures for either scale the ratio of differences is meaningful for interval but not ordinal (See: [http://en.wikipedia.org/w...
null
CC BY-SA 3.0
null
2010-07-28T18:18:26.243
2016-04-30T22:16:44.757
2016-04-30T22:16:44.757
114097
null
null
933
2
null
290
4
null
I have done very well with reading the official documentation. It is well-written, sometimes injected with humour (!) and, if you're willing to spend the time to learn Stata properly, is an absolute goldmine.
null
CC BY-SA 2.5
null
2010-07-28T18:21:10.107
2010-07-28T18:21:10.107
null
null
561
null
934
2
null
886
18
null
If statistics is all about maximizing likelihood, then machine learning is all about minimizing loss. Since you don't know the loss you will incur on future data, you minimize an approximation, ie empirical loss. For instance, if you have a prediction task and are evaluated by the number of misclassifications, you coul...
null
CC BY-SA 3.0
null
2010-07-28T18:25:00.973
2017-08-29T15:26:29.920
2017-08-29T15:26:29.920
53690
511
null
935
2
null
929
2
null
Though quantum probability and negative probability models are quite interesting, this is hardly exhaustive of nonstandard models of probability. There are for instance, [imprecise probability models](http://en.wikipedia.org/wiki/Imprecise_probability), and models that violate Kolmogorov's countable additivity axiom, ...
null
CC BY-SA 2.5
null
2010-07-28T18:36:09.920
2010-07-28T19:14:49.470
2010-07-28T19:14:49.470
39
39
null
936
2
null
927
7
null
There is [econtalk](http://www.econtalk.org/), it is mostly about economics, but delves very often to issues of research, science, and statistics.
null
CC BY-SA 2.5
null
2010-07-28T19:22:44.490
2010-07-28T19:22:44.490
null
null
253
null
937
2
null
927
14
null
BBC's [More or Less](http://news.bbc.co.uk/2/hi/programmes/more_or_less/default.stm) is often concerned with numeracy and statistical literacy issues. But it's not specifically about statistics. Their [About](http://news.bbc.co.uk/2/hi/programmes/more_or_less/1628489.stm) page has some background. > More or Less is ...
null
CC BY-SA 2.5
null
2010-07-28T19:34:00.560
2010-07-28T19:34:00.560
null
null
251
null
939
1
941
null
4
1319
Is the Yates' correction for continuity used only for 2X2 matrices?
Yates' correction for continuity only for 2X2?
CC BY-SA 2.5
null
2010-07-28T20:43:33.327
2010-10-20T21:10:16.807
2010-10-20T21:10:16.807
8
559
[ "contingency-tables", "yates-correction" ]
940
2
null
920
8
null
If you have 1,000,000 independent "coin flips" that can produce 1 with probabilty (prob) and 0 with probability (1-prob), then the number of 1's observed will follow a [Binomial distribution](http://en.wikipedia.org/wiki/Binomial_distribution). Tests of statistical significance are rejection tests, i.e. reject the hy...
null
CC BY-SA 2.5
null
2010-07-28T20:50:25.120
2010-07-28T21:19:40.940
2010-07-28T21:19:40.940
87
87
null
941
2
null
939
6
null
It's derived for binomial/hypergeometric distributions, so it's applicable to 2x2 or 2x1 cases.
null
CC BY-SA 2.5
null
2010-07-28T21:12:03.197
2010-07-28T21:12:03.197
null
null
251
null
942
1
962
null
27
12509
I've been beginning to work my way through [Statistical Data Mining Tutorials by Andrew Moore](http://www.autonlab.org/tutorials/) (highly recommended for anyone else first venturing into this field). I started by reading this [extremely interesting PDF entitled "Introductory overview of time-series-based anomaly dete...
Application of wavelets to time-series-based anomaly detection algorithms
CC BY-SA 2.5
null
2010-07-28T21:13:23.387
2021-05-26T10:08:44.613
2011-02-08T16:48:14.277
223
75
[ "time-series", "outliers", "signal-processing", "wavelet" ]
943
2
null
841
4
null
If you can assume bivariate normality, then you can develop a likelihood-ratio test comparing the two possible covariance matrix structures. The unconstrained (H_a) maximum likelihood estimates are well known - just the sample covariance matrix, the constrained ones (H_0) can be derived by writing out the likelihood (a...
null
CC BY-SA 2.5
null
2010-07-28T21:31:14.630
2010-07-28T21:31:14.630
null
null
279
null
944
1
947
null
1
619
When I type a left paren or any quote in the R console, it automatically creates a matching one to the right of my cursor. I guess the idea is that I can just type the expression I want inside without having to worry about matching, but I find it annoying, and would rather just type it myself. How can I disable this fe...
How can I get R to stop autocompleting my quotes/parens?
CC BY-SA 2.5
null
2010-07-28T21:45:46.273
2010-07-29T02:11:34.563
null
null
null
[ "r" ]
945
2
null
944
3
null
Well either use a different IDE -- this is entirely a feature of the OS X app -- or try to configure the feature in question. As for IDEs / R environments, I'm rather happy with [ESS](http://ess.r-project.org) which works on every platform R works on.
null
CC BY-SA 2.5
null
2010-07-28T21:49:13.417
2010-07-28T21:49:13.417
null
null
334
null
946
1
963
null
3
2741
New to the site. I am just getting started with R, and want to replicate a feature that is available in SPSS. Simply, I build a "Custom Table" in SPSS with a single categorical variable in the column and many continuous/scale variables in the rows (no interactions, just stacked on top of each other). The table rep...
Column Means Significance Tests in R
CC BY-SA 4.0
null
2010-07-28T21:50:29.093
2019-07-24T10:09:01.670
2019-07-24T10:09:01.670
11887
569
[ "r", "statistical-significance", "spss", "mean", "multiple-comparisons" ]
947
2
null
944
5
null
On OSX, go to `R > Preferences > Editor` and deselect `Match braces/quotes`
null
CC BY-SA 2.5
null
2010-07-28T21:51:15.083
2010-07-28T21:51:15.083
null
null
287
null
948
2
null
946
1
null
``` summary(df) ``` Will give you 5 number summaries and counts of `NA` for continuous variables, and counts for categorical variables. As for the significance tests, you'll have to do that by hand with `t.test()` or `wilcox.test()`.
null
CC BY-SA 2.5
null
2010-07-28T21:54:16.503
2010-07-28T21:54:16.503
null
null
287
null
949
1
null
null
37
30862
Take $x \in \{0,1\}^d$ and $y \in \{0,1\}$ and suppose we model the task of predicting y given x using logistic regression. When can logistic regression coefficients be written in closed form? One example is when we use a saturated model. That is, define $P(y|x) \propto \exp(\sum_i w_i f_i(x_i))$, where $i$ indexes set...
When is logistic regression solved in closed form?
CC BY-SA 3.0
null
2010-07-28T21:59:02.693
2022-10-06T16:40:30.970
2012-09-20T12:49:01.220
2970
511
[ "logistic", "generalized-linear-model" ]
950
2
null
373
5
null
One does not need to know about conditional probability or Bayes Theorem to figure out that it is best to switch your answer. Suppose you initially pick Door 1. Then the probability of Door 1 being a winner is 1/3 and the probability of Doors 2 or 3 being a winner is 2/3. If Door 2 is shown to be a loser by the hos...
null
CC BY-SA 2.5
null
2010-07-28T23:28:44.003
2010-07-28T23:28:44.003
null
null
99
null
951
1
1000
null
7
1366
What is the relationship between a Nonhomogeneous Poisson process and a process that has heavy tail distribution for its inter arrival times? Any pointer to a resource that can shed some light on this question would be hugely appreciated
Nonhomogeneous Poisson and Heavy tail inter arrival time distribution
CC BY-SA 2.5
null
2010-07-29T00:48:11.603
2020-04-25T21:54:28.887
2020-04-25T21:54:28.887
11887
172
[ "distributions", "poisson-distribution", "heavy-tailed" ]
952
1
null
null
4
584
### Context I have a survey of 16 questions, each with four possible responses. The purpose of the survey is to measure the respondent's propensity towards four categories (which we will denote A, B, C, D). Each of the four responses per question are representative of an aspect of the four categories, A, B, C, D. Th...
How to reduce number of items on a multi-item scale where each item requires ranking four response options
CC BY-SA 3.0
null
2010-07-29T01:45:55.080
2018-10-01T06:01:52.400
2011-06-08T15:35:27.680
183
513
[ "logistic", "scales", "survey", "ranking" ]
953
2
null
913
1
null
I agree with the suggestions about running a regression possibly with log(y) as the outcome variable or some other suitable transformation. I just wanted to add one comment, if you are reporting the bivariate association, you might prefer: (a) to correlate log(x) and log(y), (b) Spearman's rho, which correlates the ran...
null
CC BY-SA 2.5
null
2010-07-29T02:00:32.547
2010-07-29T02:00:32.547
null
null
183
null
954
2
null
944
4
null
To follow on from Dirk's comment, if you don't like your current IDE, check out some of the existing discussion on R IDEs: [https://stackoverflow.com/questions/1439059/best-ide-texteditor-for-r](https://stackoverflow.com/questions/1439059/best-ide-texteditor-for-r)
null
CC BY-SA 2.5
null
2010-07-29T02:11:34.563
2010-07-29T02:11:34.563
2017-05-23T12:39:27.620
-1
183
null
955
1
null
null
1
1847
Just wonder, is there any data analysis/ statistic/ data mining work that are available on freelance basis? This could be subjective and argumentative, which is why I put it as CW.
Data Analysis Work-- Is there Any Freelance Opportunity?
CC BY-SA 2.5
null
2010-07-29T03:25:03.290
2010-09-16T07:08:24.013
2010-09-16T07:08:24.013
null
175
[ "careers" ]
956
2
null
870
19
null
As Robin said, you've got the Benjamini-Hochberg method backwards. With that method, you set a value for Q (upper case Q; the maximum desired FDR) and it then sorts your comparisons into two piles. The goal is that no more than Q% of the comparisons in the "discovery" pile are false, and thus at least 100%-Q% are true....
null
CC BY-SA 3.0
null
2010-07-29T04:06:29.247
2013-03-07T01:26:38.717
2013-03-07T01:26:38.717
25
25
null
957
2
null
887
1
null
I think you need to nail down the question you are asking, before you can compute an answer. I think this question is way too vague to answer: "test whether it is an vis-a-vis the general population". The only question I think you can answer is this one: If the new value came from the same population as the others, wh...
null
CC BY-SA 2.5
null
2010-07-29T04:15:44.310
2010-07-29T04:15:44.310
null
null
25
null
958
2
null
955
1
null
The short answer is "yes". Such work does exist. For example, there is sometimes consulting work in and around universities. Also, some companies wish to outsource data analysis and statistical activities. In general, I found that word of mouth was a powerful tool. Once you build up a good reputation in a given communi...
null
CC BY-SA 2.5
null
2010-07-29T05:55:55.163
2010-07-29T05:55:55.163
null
null
183
null
959
2
null
952
2
null
I've never had to perform such analyses, but there is an academic literature on the factor analysis of ipsative tests that would be relevant: e.g., - Brown, A. (2016). Item response models for forced-choice questionnaires: A common framework. Psychometrika, 81(1), 135-160. - Jackson, D. J., & Alwin, D. F. (1980). The...
null
CC BY-SA 4.0
null
2010-07-29T06:01:01.627
2018-10-01T06:01:52.400
2018-10-01T06:01:52.400
183
183
null
960
2
null
952
2
null
So restructure your data merging all user responses, so in such form: ``` Q1 Q2 Q3 ... user1 rank for option1 for Q1, user1 rank for option1 for Q2, ... user1 rank for option2, ... ... user2 rank for option1, ... ... user325 rank for option4, ... ``` And then cluster the questions. I recommend agglomerative clustering...
null
CC BY-SA 2.5
null
2010-07-29T07:05:38.310
2010-07-29T07:05:38.310
null
null
null
null
961
1
971
null
12
6130
I have a dataset made up of elements from three groups, let's call them G1, G2, and G3. I analysed certain characteristics of these elements and divided them into 3 types of "behaviour" T1, T2, and T3 (I used cluster analysis to do that). So, now I have a 3 x 3 contingency table like this with the counts of elements in...
Statistical test for n x m contingency tables
CC BY-SA 2.5
null
2010-07-29T07:07:36.513
2018-03-27T11:46:40.597
2010-09-16T06:54:07.353
null
582
[ "contingency-tables" ]
962
2
null
942
19
null
Wavelets are useful to detect singularities in a signal (see for example the paper [here](http://www.math.u-bordeaux1.fr/~jbigot/Site/Publications_files/Spectrometry.pdf) (see figure 3 for an illustration) and the references mentioned in this paper. I guess singularities can sometimes be an anomaly? The idea here is ...
null
CC BY-SA 3.0
null
2010-07-29T07:10:39.967
2015-05-29T10:54:19.570
2015-05-29T10:54:19.570
-1
223
null
963
2
null
946
3
null
As I read in help for the `t.test`, it is only applicable for the 2-sample tests. If you want to perform it to every combination of the columns of a matrix A, taken 2 at a time, you could do something like this (for the moment, I can't recall a better way) ``` apply(combn(1:dim(A)[2],2),2,function(x) t.test(A[,x[1]],A[...
null
CC BY-SA 2.5
null
2010-07-29T08:15:59.907
2010-07-29T08:22:43.180
2010-07-29T08:22:43.180
339
339
null
964
1
1011
null
4
453
So in R, for instance, this would be: ``` my_ts_logged_diffed = diff(log(some_ts_object)) plot(my_ts_logged_diffed) ``` This seems to be part of every experienced analyst/forecaster analytical workflow--in particular, a visual examination of the plotted data. What are they looking for--i.e., what useful information do...
What are analysts looking for when they plot a differenced, logged time series?
CC BY-SA 2.5
null
2010-07-29T08:28:36.520
2010-11-02T01:47:17.577
2010-07-31T00:48:08.403
159
438
[ "time-series", "data-transformation" ]
965
2
null
964
4
null
Most growth/decay processes will at most change the moving quantity at an exponential rate. The differences of the logs of the quantity relate to the local slope λ, so for a underlying exponential growth or decay process it would be flat in t. Any deviation from flat gives you hints if and where there are switchovers b...
null
CC BY-SA 2.5
null
2010-07-29T08:46:34.730
2010-07-29T08:46:34.730
null
null
56
null