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Tags
list
10468
2
null
10450
0
null
Here's an older answer to a similar question on SO. It has some code that you could try/modify: [Similar Question](https://stackoverflow.com/questions/1040324/how-to-generate-pseudo-random-positive-definite-matrix-with-constraints-on-the-of) Some other links: [Forecasting Covariance Matrices](http://www.oxford-man.ox...
null
CC BY-SA 3.0
null
2011-05-07T16:01:26.687
2011-05-11T15:03:29.787
2017-05-23T12:39:26.143
-1
2775
null
10469
2
null
10459
4
null
There are several movie versions of [Flatland](http://en.wikipedia.org/wiki/Flatland). And there's The Great $\pi$/e Debate.
null
CC BY-SA 3.0
null
2011-05-07T16:13:17.890
2011-05-07T19:40:38.563
2011-05-07T19:40:38.563
264
3874
null
10470
2
null
10459
10
null
[N Is a Number: A Portrait of Paul Erdős](http://zalafilms.com/films/nisanumber.html)
null
CC BY-SA 3.0
null
2011-05-07T16:26:44.237
2011-05-07T16:26:44.237
null
null
22
null
10471
2
null
10459
4
null
Early in [The Social Network](http://en.wikipedia.org/wiki/The_Social_Network#Plot) begins with a one night hackathon where Mark Zuckerberg uses the [Elo rating system algorithm](http://en.wikipedia.org/wiki/Elo_rating_system) to > ... create a website that rates the attractiveness of female students when compared t...
null
CC BY-SA 3.0
null
2011-05-07T17:20:21.900
2011-05-07T17:20:21.900
null
null
4508
null
10472
2
null
10459
10
null
[Proof](http://www.imdb.com/title/tt0377107/) was pretty good.
null
CC BY-SA 3.0
null
2011-05-07T17:43:25.480
2011-05-07T17:43:25.480
null
null
3748
null
10473
2
null
10366
1
null
If your penultimate goal is to embed your plot in a Latex document, you might consider using the [gnuplottex](ftp://ftp.dante.de/tex-archive/help/Catalogue/entries/gnuplottex.html) package (as an alternative to [pgfplots](http://ctan.org/pkg/pgfplots) which is an awesome package). The idea is rather simple: you write y...
null
CC BY-SA 3.0
null
2011-05-07T18:40:09.827
2011-05-07T18:40:09.827
null
null
930
null
10474
2
null
10459
11
null
Not a movie, but a TV series: [Numb3rs](http://en.wikipedia.org/wiki/Numb3rs)
null
CC BY-SA 3.0
null
2011-05-07T18:40:18.220
2011-05-07T18:40:18.220
null
null
264
null
10475
2
null
7045
4
null
I would suggest trying the [glmnet package](http://cran.r-project.org/web/packages/glmnet/index.html) for feature selection. glmnet uses the [elastic net](http://citeseer.ist.psu.edu/viewdoc/download;jsessionid=6DD6392682DB8F43219A2C81171B64CF?doi=10.1.1.124.4696&rep=rep1&type=pdf) for regularization and feature selec...
null
CC BY-SA 3.0
null
2011-05-07T18:54:02.790
2011-05-07T18:54:02.790
null
null
2817
null
10476
2
null
10459
8
null
[21](http://www.imdb.com/title/tt0478087/) - based on the book Bringing Down the House (MIT Blackjack team) Near the beginning they discuss the Monty Hall Problem. However after that there isn't much actual math/probability.
null
CC BY-SA 3.0
null
2011-05-07T18:56:38.453
2011-05-07T23:56:16.110
2011-05-07T23:56:16.110
4360
2310
null
10477
2
null
10459
5
null
I have not seen this yet, but it seems somewhat geeky: [Fermat's Room](http://www.imdb.com/title/tt1016301/)
null
CC BY-SA 3.0
null
2011-05-07T19:25:34.977
2011-05-07T19:25:34.977
null
null
795
null
10478
1
277016
null
15
5009
Are there any analytical results or experimental papers regarding the optimal choice of the coefficient of the $\ell_1$ penalty term. By optimal, I mean a parameter that maximizes the probability of selecting the best model, or that minimizes the expected loss. I am asking because often it is impractical to choose the ...
Optimal penalty selection for lasso
CC BY-SA 3.0
null
2011-05-07T22:37:35.410
2022-08-27T18:48:57.300
2011-05-07T23:57:03.037
null
30
[ "model-selection", "lasso", "regularization" ]
10479
2
null
9715
1
null
You could also try running a multinomial logit using the glmnet package. I'm not sure how to force it to keep all variables, but I'm sure it's possible.
null
CC BY-SA 3.0
null
2011-05-07T22:51:34.940
2011-05-07T22:51:34.940
null
null
2817
null
10480
1
10485
null
5
3796
This is a homework problem out of the book. It says > If $U$ is a uniform random variable on [0,1], what is the distribution of the random variable $X = [nU]$, where [$t$] denotes the greatest integer less than or equal to $t$? There is a second part that says > Do this for $n = 10$. True or false, and explain: “R...
Uniform random variable distribution
CC BY-SA 3.0
null
2011-05-07T23:24:21.390
2011-05-08T04:51:12.043
null
null
4401
[ "distributions", "self-study", "uniform-distribution" ]
10481
2
null
10480
3
null
$t$ is just a placeholder name for a variable, the actual focus in that explanation is on the square brackets which refer to the [floor](http://en.wikipedia.org/wiki/Floor_and_ceiling_functions) function. I would start by plotting the function that maps from $U$ to $X$, that is $X(u)=[nu]$ in the range of all the value...
null
CC BY-SA 3.0
null
2011-05-07T23:38:16.203
2011-05-08T04:51:12.043
2011-05-08T04:51:12.043
2116
4360
null
10482
1
null
null
3
510
I was impressed by the Reputation histogram on the SE sites allowing one to zoom in to any time interval. How was it created?
How to create histogram with "zoom-in" feature
CC BY-SA 3.0
null
2011-05-07T23:00:27.467
2011-05-07T23:53:52.087
2011-05-07T23:53:52.087
null
null
[ "data-visualization" ]
10483
2
null
10482
5
null
This is a barplot rather than histogram... Anyway, judging from the page source, it is made with [Highcharts JS](http://www.highcharts.com/).
null
CC BY-SA 3.0
null
2011-05-07T23:51:42.400
2011-05-07T23:51:42.400
null
null
null
null
10484
1
10489
null
10
675
I have some data in R, stored in a list. Think ``` d <- c(1,2,3,4) ``` although this is not my data. If I then enter the command ``` plot(density(d, kernel="gaussian", width=1)) ``` then I get the kernel probability density estimate, where the kernel is standard normal. If I replace 1 with other numbers, of course ...
Animating the effect of changing kernel width in R
CC BY-SA 3.0
null
2011-05-08T00:25:47.643
2015-04-23T05:58:23.283
2015-04-23T05:58:23.283
9964
98
[ "r", "kernel-smoothing" ]
10485
2
null
10480
5
null
$[t]$ is the floor function, and $t$ just represents a generic argument. So for example $[0.5]=0$, $[0.9]=0$, $[1.01]=1$, $[1]=1$, $[23.567]=23$, and so on. You simply ignore whats written after the decimal point (note: this is not the same thing as rounding, for $[0.9]=0$ whereas rounding would give $1$.) With non-s...
null
CC BY-SA 3.0
null
2011-05-08T00:45:37.190
2011-05-08T03:32:23.783
2011-05-08T03:32:23.783
2970
2392
null
10486
1
null
null
4
1803
Suppose I want to predict Amazon or Netflix demand, using demand data over the past year. For example, I might want to forecast the number of sales in the Electronics category on Amazon, or the number of times someone wants to rent Titanic on Netflix. My dataset consists of daily demand per item over the past couple of...
Forecasting Amazon or Netflix demand
CC BY-SA 3.0
null
2011-05-08T00:51:51.530
2011-05-09T15:48:15.743
2011-05-08T02:27:15.560
2116
1106
[ "time-series", "forecasting" ]
10487
2
null
10486
3
null
When you have a number of Endogenous series possibly cross-related and a number of Exogenous series, this is referred to as a VECTOR ARIMA MODEL , a super-set of a VAR model and an ARIMA MODEL. We have resolved Daily forecasts for a Family TYpe and Daily forecasts for "children" or "subset categories" by incorporating...
null
CC BY-SA 3.0
null
2011-05-08T01:17:36.197
2011-05-08T02:40:32.763
2011-05-08T02:40:32.763
3382
3382
null
10488
2
null
10484
7
null
One way to go is to use the excellent [animation](http://animation.yihui.name/animation%3astart) package by Yihui Xie. I uploaded a very simple example to my public dropbox account: [densityplot](http://dl.dropbox.com/u/6973449/RtmpeKvc2B/index.html) (I will remove this example in 3 days). Is this what you are looking ...
null
CC BY-SA 3.0
null
2011-05-08T02:16:55.657
2011-05-08T10:44:42.037
2011-05-08T10:44:42.037
307
307
null
10489
2
null
10484
11
null
It depends a little bit on what your end goal is. Quick and dirty hack for real-time demonstrations Using `Sys.sleep(seconds)` in a loop where `seconds` indicates the number of seconds between frames is a viable option. You'll need to set the `xlim` and `ylim` parameters in your call to `plot` to make things behave as ...
null
CC BY-SA 3.0
null
2011-05-08T02:17:18.763
2011-05-08T02:17:18.763
null
null
2970
null
10490
2
null
6702
2
null
To answer my own question, I've moved over to using the 'glmnet' package to fit my multinomial logits, which has the added advantage of using the lasso or elastic net to regularize my independent variables. glmnet seems to be a much more 'finished' packaged than mlogit, complete with a 'predict' function.
null
CC BY-SA 3.0
null
2011-05-08T02:23:47.900
2011-05-08T02:23:47.900
null
null
2817
null
10491
2
null
73
4
null
If you are doing any kind of predictive modeling, [caret](http://cran.r-project.org/web/packages/caret/index.html) is a godsend. Especially combined with the [multicore](http://cran.r-project.org/web/packages/multicore/index.html) package, some pretty amazing things are possible.
null
CC BY-SA 3.0
null
2011-05-08T02:26:21.970
2011-05-08T02:26:21.970
null
null
2817
null
10492
2
null
3392
6
null
Excel is no good for statistics, but it can be wonderful for exploratory data analysis. [Take a look at this video](http://www.r-bloggers.com/getting-into-shape-for-the-sport-of-data-science-screencast-of-talk-by-jeremy-howard-at-melbourne-r-users/) for some particularly interesting techniques. Excel's ability to con...
null
CC BY-SA 3.0
null
2011-05-08T02:32:10.377
2011-05-08T02:32:10.377
null
null
2817
null
10493
2
null
10486
4
null
If you do a good enough job modeling the important predictor variables, you probably will not need to worry as much about the time series aspects (You should probably still test for serial correlation and adjust for it if needed). Most of the times series style association you will see can easily be modeled by things l...
null
CC BY-SA 3.0
null
2011-05-08T02:49:16.147
2011-05-09T15:48:15.743
2011-05-09T15:48:15.743
4505
4505
null
10494
2
null
3392
7
null
Another good reference source for why you might not want to use excel is: [Spreadsheet addiction](http://www.burns-stat.com/pages/Tutor/spreadsheet_addiction.html) If you find yourself in a situation where you really need to use excel (some accademic departments insist), then I would suggest using the [Rexcel plugin](h...
null
CC BY-SA 3.0
null
2011-05-08T03:01:16.803
2011-05-08T03:01:16.803
null
null
4505
null
10495
2
null
10484
4
null
Here is another approach: ``` library(TeachingDemos) d <- c(1,2,3,4) tmpfun <- function(width=1, kernel='gaussian'){ plot(density(d, width=width, kernel=kernel)) } tmplst <- list( width=list('slider', init=1, from=.5, to=5, resolution=.1), kernel=list('radiobuttons', init='gaussian', values=c('gaussian', ...
null
CC BY-SA 3.0
null
2011-05-08T03:22:27.187
2011-05-08T03:22:27.187
null
null
4505
null
10496
2
null
10484
5
null
Just for the sake of completeness, if you need this for a class demonstration, I would also mention the `manipulate` package which comes with [RStudio](http://www.rstudio.org/). Note that this package is dependent on RStudio interface, so it won't work outside of it. `manipulate` is quite cool because it allows to quic...
null
CC BY-SA 3.0
null
2011-05-08T05:01:33.230
2011-05-08T05:01:33.230
null
null
582
null
10497
1
10548
null
7
1974
I became interested in doing this in C# for my own amusement after reading the following papers: [http://www.cs.washington.edu/homes/brun/pubs/pubs/Kiddon11.pdf](http://www.cs.washington.edu/homes/brun/pubs/pubs/Kiddon11.pdf) I also took a look at [http://www.cs.rpi.edu/academics/courses/fall03/ai/misc/naive-example.pd...
Naive Bayes classification for "That's what she said" problem
CC BY-SA 3.0
null
2011-05-08T05:08:07.753
2011-05-09T19:59:17.390
2011-05-08T20:02:33.823
4513
4513
[ "machine-learning", "naive-bayes" ]
10498
2
null
8807
1
null
I can recomend you 2 interesting papers to read that are online 1.[Streamed Learning: One-Pass SVMs, by Piyush Rai, Hal Daum´e III, Suresh Venkatasubramanian](https://www.ijcai.org/Proceedings/09/Papers/204.pdf) 2.[Streaming k-means approximation, by Nir Ailon](http://www1.cs.columbia.edu/%7Erjaiswal/ajmNIPS09.pdf) Hop...
null
CC BY-SA 4.0
null
2011-05-08T05:51:21.903
2022-07-12T14:24:45.640
2022-07-12T14:24:45.640
-1
1808
null
10499
2
null
10478
5
null
I take it that you are mostly interested in regression, as in the cited paper, and not other applications of the $\ell_1$-penalty (graphical lasso, say). I then believe that some answers can be found in the paper [On the “degrees of freedom” of the lasso](https://projecteuclid.org/journals/annals-of-statistics/volume-3...
null
CC BY-SA 4.0
null
2011-05-08T07:10:23.307
2022-08-27T18:48:57.300
2022-08-27T18:48:57.300
79696
4376
null
10500
2
null
10459
9
null
[The Cube](http://en.wikipedia.org/wiki/Cube_%28film%29)
null
CC BY-SA 3.0
null
2011-05-08T07:16:23.570
2011-05-08T07:16:23.570
null
null
4376
null
10501
1
226972
null
21
24332
It is easy to find a package calculating area under ROC, but is there a package that calculates the area under precision-recall curve?
Calculating AUPR in R
CC BY-SA 3.0
null
2011-05-08T07:32:35.350
2019-07-17T15:54:06.683
null
null
null
[ "r", "precision-recall" ]
10502
2
null
10501
2
null
A little googling returns one bioc package, [qpgraph](http://www.bioconductor.org/packages/2.4/bioc/html/qpgraph.html) (`qpPrecisionRecall`), and a cran one, [minet](http://cran.r-project.org/web/packages/minet/) (`auc.pr`). I have no experience with them, though. Both have been devised to deal with biological networks...
null
CC BY-SA 3.0
null
2011-05-08T08:17:15.270
2011-05-08T08:17:15.270
null
null
930
null
10503
1
null
null
4
198
I have a set of data (positive real numbers < 1) in five categories. My aim is to show that the data in the last category is bigger than the other categories for a range of examples (the data set), but the last category isn't necessarily more important than the others. I thought the best thing is to average each catego...
Set of data and averaging/standard deviation
CC BY-SA 3.0
null
2011-05-08T08:44:12.670
2011-05-08T10:03:27.937
2011-05-08T10:03:27.937
4515
4515
[ "standard-deviation", "simulation", "mean" ]
10504
2
null
73
2
null
lattice, car, MASS, foreign, party.
null
CC BY-SA 3.0
null
2011-05-08T11:53:51.660
2011-05-08T11:53:51.660
null
null
686
null
10505
2
null
10497
1
null
An interesting source of suggestions for this problem might be the [That's What She Said Quora thread](http://www.quora.com/How-would-you-programmatically-parse-a-sentence-and-decide-whether-to-answer-thats-what-she-said). Specifically, the first comment identifies that it might make sense to use Twitter streams as a s...
null
CC BY-SA 3.0
null
2011-05-08T12:13:10.863
2011-05-09T13:02:03.733
2011-05-09T13:02:03.733
1065
1065
null
10506
2
null
10382
2
null
You need to check how others have built indexes with similar questions. My guess is that Inglehart and Norris, in [Rising Tide](http://www.hks.harvard.edu/fs/pnorris/Books/Rising%20tide.htm), have built their Gender Equality/Empowerment index in a way that you can emulate (the construction of the index escapes me but I...
null
CC BY-SA 3.0
null
2011-05-08T12:17:28.707
2011-05-08T12:17:28.707
null
null
3582
null
10507
2
null
10420
0
null
The question is too vague as such, but any answer will depend on your object of study ([example](http://www.iq.harvard.edu/blog/sss/archives/2006/02/bayesian_vs_fre.shtml)). You will find tons on the topic over at [Andrew Gelman's blog](http://www.stat.columbia.edu/~cook/movabletype/archives/2011/04/bayesian_statis_1.h...
null
CC BY-SA 3.0
null
2011-05-08T12:31:33.807
2011-05-08T12:31:33.807
null
null
3582
null
10508
2
null
10497
1
null
Here is a Web site that uses a classifier to determine the gender of an author of text: ``` http://bookblog.net/gender/genie.php ``` There are a number of articles on the subject at the Web site and the composer of the site has written a number of articles on the subject as well. There are a number of good meth...
null
CC BY-SA 3.0
null
2011-05-08T12:58:42.243
2011-05-08T12:58:42.243
null
null
3805
null
10510
1
null
null
67
5466
In the last few years I've read a number of papers arguing against the use of null hypothesis significance testing in science, but didn't think to keep a persistent list. A colleague recently asked me for such a list, so I thought I'd ask everyone here to help build it. To start things off, here's what I have so far: ...
References containing arguments against null hypothesis significance testing?
CC BY-SA 4.0
null
2011-05-08T16:09:04.040
2022-08-27T12:03:06.130
2022-03-26T10:13:03.113
79696
364
[ "hypothesis-testing", "statistical-significance", "references", "p-value" ]
10511
2
null
10510
44
null
Chris Fraley has taught [a whole course on the history of the debate](http://www.uic.edu/classes/psych/psych548/fraley/) (the link seems to be broken, even though it's still on his official site; here is [a copy in Internet Archive](https://web.archive.org/web/20150430200302/http://www.uic.edu/classes/psych/psych548/fr...
null
CC BY-SA 3.0
null
2011-05-08T16:52:17.817
2016-12-06T13:56:36.520
2016-12-06T13:56:36.520
28666
3748
null
10513
2
null
3719
1
null
Pearson correlations can be converted into 'z' scores. Those z scores may be averaged and their median converted back to the composit correlation
null
CC BY-SA 3.0
null
2011-05-08T17:46:41.447
2011-05-08T17:46:41.447
null
null
4518
null
10514
2
null
10363
-4
null
r square of 97.2 Estimation/Diagnostic Checking for Variable Y Y X1 AAS X2 BB X3 BBS X4 CC Number of Res...
null
CC BY-SA 3.0
null
2011-05-08T17:51:27.797
2011-05-08T17:51:27.797
null
null
3382
null
10515
2
null
10420
1
null
In my experience, they are both useful in different situations. Where you can confidently say that the data come from a specified probability model, then parametric statistics will usually give you more information. However, they can also lead to significantly biased conclusions if the wrong model is used. Non-paramet...
null
CC BY-SA 3.0
null
2011-05-08T17:52:31.057
2011-05-08T17:52:31.057
null
null
656
null
10517
1
null
null
6
6073
Given a sample data set of floating point numbers, how do we determine its probability distribution and prove it? Also generate random numbers of the same distributions thereafter.
Identify probability distributions
CC BY-SA 3.0
null
2011-05-08T18:56:08.370
2016-03-23T19:33:41.060
null
null
4520
[ "distributions", "probability", "modeling", "dataset", "simulation" ]
10518
2
null
10510
12
null
These are excellent references. I have a perhaps useful handout at [http://hbiostat.org/bayes](http://hbiostat.org/bayes)
null
CC BY-SA 4.0
null
2011-05-08T19:03:21.840
2022-08-27T12:03:06.130
2022-08-27T12:03:06.130
4253
4253
null
10519
1
10524
null
4
4259
If I have many time series that I'd like to compare to see if there are relationships between the variables, (I have several dependent variables and many more independent variables) how might I go about doing this (I'm working in R, just fyi)? I haven't really found too many examples seeking to compare and explore the ...
Comparing multiple time series in R
CC BY-SA 3.0
null
2011-05-08T19:31:29.433
2011-05-08T22:37:39.683
2011-05-08T20:43:07.527
null
4521
[ "r", "time-series", "multiple-comparisons" ]
10520
2
null
10363
24
null
$R^2$ alone is not a good measure of goodness of fit, but let's not get into that here except to observe that parsimony is valued in modeling. To that end, note that standard techniques of [exploratory data analysis](https://en.wikipedia.org/wiki/Exploratory_data_analysis) (EDA) and regression (but not stepwise or othe...
null
CC BY-SA 3.0
null
2011-05-08T19:40:32.340
2013-10-05T15:00:21.693
2020-06-11T14:32:37.003
-1
919
null
10522
2
null
10382
10
null
People often use the phrase "Likert scale" erroneously, not realizing that it originally described the coherent method Rensis Likert developed to do just what you're describing. Key steps are - Seeing how well each item correlates with "the whole"--the average of all other items - Checking variability, since an ite...
null
CC BY-SA 4.0
null
2011-05-08T20:36:37.933
2018-05-08T20:17:37.590
2018-05-08T20:17:37.590
2669
2669
null
10523
1
10525
null
2
597
I've been trying to replicate the results in this online calculator: [http://www.raosoft.com/samplesize.html](http://www.raosoft.com/samplesize.html) However, it seems that I am missing something. Exactly how do I solve the margin of error when all the other variables (sample size, confidence level, distribution and po...
Margin-of-error calculation in survey
CC BY-SA 3.0
null
2011-05-08T20:47:43.803
2011-05-08T21:27:25.250
2011-05-08T20:56:19.740
3401
3401
[ "confidence-interval", "standard-error" ]
10524
2
null
10519
3
null
here goes ... These are the steps that are required to form your analysis. Simply reproduce them in R or whatever tools you have available. The reason the following exercise is daunting is because the statistical problem you are asking is "daunting" and one needs to "up-armor" their solutions skills/procedures. - pre-...
null
CC BY-SA 3.0
null
2011-05-08T20:53:30.243
2011-05-08T20:53:30.243
null
null
3382
null
10525
2
null
10523
5
null
It is possible to reproduce the page's Javascript formula, for example in R (with some minor adjustments, notably treating the confidence figure as two-tailed, but leaving it with the slightly confusing calculations using percentages). ``` MarginOfError <- function(sample, confidence, response, population) ...
null
CC BY-SA 3.0
null
2011-05-08T21:27:25.250
2011-05-08T21:27:25.250
null
null
2958
null
10526
1
10600
null
7
1750
Is there a way to utilize Canonical Correlation Analysis when your data are time series and repeated measures (i.e. your experimental units are not independent)? How might one approach the analysis of two sets of variables when the question is what relationships, if any, are there between one set of variables and the ...
Canonical correlation analysis and time series analysis
CC BY-SA 3.0
null
2011-05-08T21:47:17.597
2011-05-10T15:57:42.317
2011-05-09T08:34:03.113
null
4521
[ "time-series", "correlation", "multivariate-analysis" ]
10527
2
null
10363
3
null
Broadly speaking, there's no free lunch in machine learning: > In particular, if algorithm A outperforms algorithm B on some cost functions, then loosely speaking there must exist exactly as many other functions where B outperforms A /edit: also, a radial SVM with C = 4 and sigma = 0.206 easily yields an R2 of .99. ...
null
CC BY-SA 3.0
null
2011-05-08T21:53:41.973
2011-05-09T01:47:04.977
2011-05-09T01:47:04.977
2817
2817
null
10528
2
null
173
2
null
In response to your direct question "How can I test if there's a real change in the process? And if I can identify a decline, how could I use that trend and whatever seasonality there might be to estimate the number of cases we might see in the upcoming months?" Develop a Transfer Function Model ( ARMAX ) that readily ...
null
CC BY-SA 3.0
null
2011-05-08T22:19:18.250
2011-09-22T12:29:10.747
2011-09-22T12:29:10.747
3382
3382
null
10529
1
null
null
5
505
I am reviewing a study in which standard deviations (SDs) of an X variable, calculated for each individual in the study (measures on each individual were replicated 4 times), are used as predictors of a Y variable. They do not observe a significant correlation between Y and the SDs of X and they conclude by saying that...
Linear regression using standard deviations as regressors?
CC BY-SA 3.0
null
2011-05-08T22:23:20.810
2011-07-02T03:14:09.787
2011-05-09T00:18:46.427
919
221
[ "regression", "standard-deviation" ]
10531
1
10612
null
6
932
I'm wondering if this is possible to fit structural equation model for experimental design data. Problem Suppose a researcher observed four responses $Y_1$, $Y_2$, $Y_3$, and $Y_4$ along with three covariates $X_1$, $X_2$, and $X_3$ from an experiment involving ab treatment combinations from a fixed factor A with a lev...
Structural equation modeling for experimental design data
CC BY-SA 3.0
null
2011-05-08T23:04:11.983
2011-05-10T18:22:00.337
2011-05-09T14:01:51.513
3903
3903
[ "mixed-model", "experiment-design", "structural-equation-modeling" ]
10532
1
10572
null
6
1918
Can someone tell a reference and/or book that explain how to use R for simulation of experimental design data?
Reference or book on simulation of experimental design data in R
CC BY-SA 4.0
null
2011-05-08T23:13:44.127
2019-10-30T10:43:00.390
2019-10-30T10:43:00.390
11887
3903
[ "r", "references", "experiment-design", "simulation" ]
10534
1
null
null
7
3185
I have key-value pairs of text. The values can be multiple words (n-grams). For example, ``` A abcd A efgh B abcd C wxyz C mnop ``` I want to calculate [Pointwise Mutual Information](http://en.wikipedia.org/wiki/Pointwise_mutual_information) for the pairs. Is there a function in R to do this? Other...
Pointwise mutual information for text using R
CC BY-SA 3.0
null
2011-05-09T02:40:41.403
2011-10-03T09:55:17.947
2011-05-09T08:32:45.080
null
3111
[ "r", "text-mining", "mutual-information" ]
10535
1
null
null
4
1450
I am having some difficulty understanding Adaboost. How should the 1st threshold/classifier/weak learner be chosen? It seems that there are two conditions which must be satisfied - Choose the classifier with the lowest error - $e(t)<0.5$ otherwise stop; But if condition 1 is satisfied, doesn't it imply that conditi...
How to choose the 1st threshold/classifier/ weak learner in Adaboost?
CC BY-SA 3.0
null
2011-05-09T02:58:40.720
2012-02-06T12:09:33.973
2011-05-09T08:32:11.510
null
4527
[ "machine-learning", "boosting" ]
10536
2
null
10478
0
null
This does not answer your question, but: in a large data setting, it may be fine to tune the regularizer using a single train/test split, instead of doing it 10 or so times in cross-validation (or more for bootstrap). The size and representativeness of the sample chosen for the devset determines the accuracy of the es...
null
CC BY-SA 3.0
null
2011-05-09T03:45:30.610
2011-05-09T03:45:30.610
null
null
3799
null
10537
1
null
null
6
764
I'm trying to fit some data using a hierarchical normal model $y_i \sim N(\theta_i,\sigma^2)$ $\theta_i \sim N(\mu, \sigma_\theta^2)$ $(\mu,\sigma^2,\sigma_\theta^2) \sim diffuse$ I fit this model and I'm getting posteriors for $\sigma_\theta^2$ and $\sigma^2$ that are nearly identical. Is this an identifiability issu...
Possible identifiability issue in hierarchical model
CC BY-SA 3.0
null
2011-05-09T04:15:58.563
2011-06-30T01:13:53.170
2011-06-30T01:13:53.170
1499
4528
[ "bayesian", "multilevel-analysis", "identifiability" ]
10538
2
null
10537
5
null
Your notation is a little strange (what do you mean by "diffuse"?), but I suspect that your prior on $\sigma^2_\theta$ is leading to an improper or nearly improper posterior, for one thing. See [here](http://stat.columbia.edu/~gelman/research/published/taumain.pdf) for a detailed exposition of just this model and appro...
null
CC BY-SA 3.0
null
2011-05-09T04:25:35.350
2011-05-22T04:32:25.327
2011-05-22T04:32:25.327
26
26
null
10539
1
null
null
25
15025
migrated from [math.stackexchange](https://math.stackexchange.com/questions/37732/compute-approximate-percentiles-for-a-stream-of-integers-using-moments). I'm processing a long stream of integers and am considering tracking a few moments in order to be able to approximately compute various percentiles for the stream wi...
Compute approximate quantiles for a stream of integers using moments?
CC BY-SA 3.0
null
2011-05-09T05:22:38.153
2017-02-27T09:39:27.020
2017-04-13T12:19:38.800
-1
4530
[ "algorithms", "mathematical-statistics", "moments" ]
10540
1
null
null
47
102361
Im trying to use silhouette plot to determine the number of cluster in my dataset. Given the dataset Train , i used the following matlab code ``` Train_data = full(Train); Result = []; for num_of_cluster = 1:20 centroid = kmeans(Train_data,num_of_cluster,'distance','sqeuclid'); s = silhouette(Train_dat...
How to interpret mean of Silhouette plot?
CC BY-SA 3.0
null
2011-05-09T06:05:22.237
2019-07-29T16:06:15.417
2011-05-09T06:43:41.717
930
4290
[ "data-visualization", "clustering", "matlab" ]
10542
2
null
9198
5
null
That's an answer for question 2. - STL: http://www.wessa.net/download/stl.pdf - X-12-ARIMA (and much more): http://www.census.gov/srd/www/sapaper/sapaper.html
null
CC BY-SA 3.0
null
2011-05-09T08:05:36.423
2017-06-14T21:18:41.800
2017-06-14T21:18:41.800
64672
1709
null
10543
1
10568
null
4
2061
I've got a problem choosing the right model. I have a model with various variables (covariables and dummy variables). I was trying to find the best size for this model, so I first started by comparing different models with AIC. From this it followed, that the minimum AIC was reached when allowing all variables to stay ...
How to interpret decreasing AIC but higher standard errors in model selection?
CC BY-SA 3.0
null
2011-05-09T08:14:28.497
2011-05-09T19:07:23.040
2011-05-09T08:19:36.347
930
4496
[ "model-selection", "standard-error", "aic" ]
10544
1
10545
null
7
2242
Let's say that N randomly chosen persons where asked a question where the answer could be in either of X categories. For example, 500 persons where asked which of the top 5 political parties they support the most. Each person can give only one answer. How do I determine if the leading party which, for example, got 33 %...
Difference in means in multiple-choice poll
CC BY-SA 3.0
null
2011-05-09T08:38:08.217
2011-05-11T01:09:17.860
null
null
3401
[ "statistical-significance", "mean", "polling" ]
10545
2
null
10544
5
null
Find out if there's any difference at all through [Pearson's Chi Square](http://en.wikipedia.org/wiki/Pearson%27s_chi-square_test). If this turns out significant, then do a (set of) post-hoc test(s), e.g. [Tukey's HSD](http://en.wikipedia.org/wiki/Tukey%27s_range_test).
null
CC BY-SA 3.0
null
2011-05-09T08:55:17.227
2011-05-09T08:55:17.227
null
null
4257
null
10546
1
null
null
8
3766
Let $T_1, T_2, \dots$ be iid sequence of exponential random variables with parameter $\lambda$. The sum $S_n = T_1 + T_2 + \dots + T_n$ is a Gamma distribution. Now as I understand the Poisson distribution is defined by $N_t$ as follows: $$N_t = \max\{k: S_k \le t\}$$ How do I formally show that $N_t$ is a Poisson rand...
How to derive Poisson distribution from gamma distribution?
CC BY-SA 3.0
null
2011-05-09T09:05:18.130
2011-05-09T21:13:10.660
2011-05-09T12:17:35.457
null
862
[ "distributions", "probability", "poisson-distribution", "exponential-distribution", "gamma-distribution" ]
10548
2
null
10497
5
null
- You are not using Naive Bayes, you are actually using something I'd call "Multiplicative Decision Stump"-Classifer ;). You can do that, but I'd recommend in this case to calculate the micro or macro-average across all words in the sentence (instead of multiplying them). E.g. macro-average: $p(Positive|sentence)=\fr...
null
CC BY-SA 3.0
null
2011-05-09T11:32:38.727
2011-05-09T19:59:17.390
2011-05-09T19:59:17.390
264
264
null
10549
2
null
10369
1
null
The distribution of $Z_{i_{j}}$ is not difficult, and it is given by the Beta-F compound distribution: $$p_{Z_{i_{j}}}(z)dz=\frac{n!}{(j-1)!(n-j)!} \frac{1}{\sigma_{z}}\phi(\frac{z}{\sigma_{z}})\left[\Phi(\frac{z}{\sigma_{z}})\right]^{j-1}\left[1-\Phi(\frac{z}{\sigma_{z}})\right]^{n-j}dz$$ Where $\phi(x)$ is a standard...
null
CC BY-SA 3.0
null
2011-05-09T12:27:32.203
2011-05-09T12:27:32.203
null
null
2392
null
10550
2
null
10532
4
null
I have the feeling that pretty recent "[Introduction to Scientific Programming and Scientific Simulation Using R](http://rads.stackoverflow.com/amzn/click/1420068725)" by Owen Jones, Robert Maillardet, and Andrew Robinson (2009) could be what you are looking for. There is also a very positive review for it [in the Jour...
null
CC BY-SA 3.0
null
2011-05-09T12:32:00.453
2011-05-09T12:32:00.453
null
null
442
null
10551
1
10552
null
8
9180
I am having trouble determining what kernel I should use in a non-linear SVM without testing in advance. I want to know if there are any other ways to determine the best kernel without tests? How does it relate to the data?
How do I choose what SVM kernels to use?
CC BY-SA 3.0
null
2011-05-09T13:01:52.487
2015-09-19T06:45:51.300
2015-09-19T06:45:51.300
87311
4531
[ "svm", "nonlinear-regression", "kernel-trick" ]
10552
2
null
10551
16
null
Do your analysis with several different kernels. Make sure you cross-validate. Choose the kernel that performs the best during cross-validation and fit it to your whole dataset. /edit: Here is some example code in R, for a classification SVM: ``` #Use a support vector machine to predict iris species library(caret) lib...
null
CC BY-SA 3.0
null
2011-05-09T14:21:32.587
2011-05-09T18:16:21.190
2011-05-09T18:16:21.190
2817
2817
null
10553
1
null
null
11
1843
In G power 3, ANOVA repeated measures within-between interaction: Only the total sample size is reported assuming equal sample size for the two groups. My questions are: - How would it work if the sample sizes are slightly different, for example: N1/ N2 = 1.16. - I have to input correlation between repeated measure...
How to use G Power 3 to calculate statistical power in mixed design ANOVA with unequal group sample sizes
CC BY-SA 3.0
null
2011-05-09T14:47:47.793
2011-06-08T15:44:08.497
2011-06-08T15:44:08.497
183
4453
[ "repeated-measures", "sample-size", "statistical-power" ]
10554
1
10566
null
7
870
I'm working with dataset of individual households that I aggregate into 'areas' using several different spatial configurations, from smaller to bigger. These areas are then characterized by four variables (two categorical, two continuous). I'd like to see what effects these different aggregations have on the dataset. P...
Measuring homogeneity across different spatial aggregations of data
CC BY-SA 3.0
null
2011-05-09T15:00:34.937
2015-08-14T11:24:19.583
2015-08-14T11:24:19.583
11887
22
[ "heteroscedasticity", "spatial", "aggregation", "relative-distribution" ]
10555
2
null
10359
3
null
You can use Markov chains. You will have a to specify a density $p(x_t|x_{t-1})$. Of course you will have to be able to sample from that marginal. Then just sample...
null
CC BY-SA 3.0
null
2011-05-09T15:45:40.490
2011-05-09T15:45:40.490
null
null
2860
null
10556
2
null
10532
4
null
Here is an example of some code that I wrote for this purpose. The experimental design is: there are four levels of nitrogen and six replicates at each level. These data could be tested using a one-way ANOVA, but as the levels are continuous, I tested the fit of different curves. ``` set.seed(1) library(nlme) library(...
null
CC BY-SA 3.0
null
2011-05-09T15:46:54.257
2011-05-09T21:57:12.547
2011-05-09T21:57:12.547
1381
1381
null
10557
1
null
null
9
54920
``` names(mydat)[c(name)]<-c("newname") ``` From this, I know that the column/variable name "name" of the data frame mydat is replaced with "newname". My question is if, I want to do this by a loop so that I will have some thing like: newname1 newname2 newname3 newname4 and so on, how do I do it? This is what did an...
How to change column names in data frame in R?
CC BY-SA 3.0
null
2011-05-09T16:18:23.433
2014-02-09T06:32:29.587
2011-05-11T15:33:27.243
183
4340
[ "r" ]
10558
2
null
9198
4
null
If you are willing to learn to understand the diagnostics, X12-ARIMA provides a boatload of diagnostics that range from (ASCII) graphs to rule-of-thumb indicators. Learning and understanding the diagnostics is something of an education in time series and seasonal adjustment. On the other hand, X12-ARIMA software is a o...
null
CC BY-SA 3.0
null
2011-05-09T16:23:21.067
2011-05-09T16:23:21.067
null
null
1764
null
10559
2
null
10517
10
null
The short answer is that you can't. The longer answer is that you really need to think about what you are trying to accomplish and what question(s) you are trying to answer. Tests on distributions are not designed to prove a particular distribution, but to disprove (they are not perfect for that, you still have type I ...
null
CC BY-SA 3.0
null
2011-05-09T16:26:18.643
2011-05-09T16:26:18.643
null
null
4505
null
10560
2
null
10557
10
null
Most obvious solution would be to change your code in for loop with the following: ``` names(mydat)[c(name)] <- paste("newname",i,sep="") ``` But you need to clarify what your variable `name` is. At the moment this loop will do 4 renames of the single column. In general if the names which you want to change are in ...
null
CC BY-SA 3.0
null
2011-05-09T16:39:29.073
2011-05-10T06:05:35.363
2011-05-10T06:05:35.363
2116
2116
null
10561
2
null
10557
6
null
Try using `sprintf` or `paste`, like this: ``` names(mydat)<-sprintf("name%d",1:10) ``` Also, note that the `names(mydat)[c(name)]` is a more-less a nonsense; `c(name)` is equivalent to writing just `name` and means "get the value of variable called `name`'; bracket will at least extract elements of `names(mydat)` but...
null
CC BY-SA 3.0
null
2011-05-09T16:40:24.673
2011-05-10T09:02:25.403
2011-05-10T09:02:25.403
null
null
null
10562
1
14073
null
7
1328
I have a large distance matrix $3400\times 3400$. I need to cluster them hierarchically and then cut the tree into clusters (like a partitional approach). Which algorithm is most sensitive to finding natural clusters in the data based on the distance matrix? How can I evaluate the result? I am planning on using averag...
Which hierarchical clustering algorithm?
CC BY-SA 3.0
null
2011-05-09T17:16:08.777
2011-08-10T05:20:23.550
2011-05-11T09:54:17.467
930
4534
[ "clustering" ]
10563
2
null
10517
6
null
The only way to "prove" that data comes from a certain distribution (without an infinite number of samples) is to know precisely how that data is generated. For example, if you know that the data came from the magnitude of a circular bivariate normal random variable, it has a Rician distribution. Or if the data came ...
null
CC BY-SA 3.0
null
2011-05-09T17:17:21.243
2011-05-11T13:06:21.467
2011-05-11T13:06:21.467
3595
3595
null
10564
1
null
null
5
3699
I ran a multivariate logistic regression with `glm` in `R` with some continuous and some categorical variables. Only continuous variable $A$ showed a p-value of < 0.05 and a confidence interval which did not stradle 1. Running a Wilcoxon test (actually a Mann-Whitney test because the samples are not paired) with $A$ ...
Logistic regression and Wilcoxon test
CC BY-SA 3.0
null
2011-05-09T17:23:47.537
2017-04-03T15:49:25.863
2017-04-03T15:49:25.863
101426
2824
[ "logistic", "wilcoxon-mann-whitney-test" ]
10565
2
null
10564
3
null
The tests make different assumptions, and so do not give exactly the same result. The bigger problem is the (incorrect) assumption that failure to reject the null "indicates that there is no difference". It does not. It just means that you don't have enough evidence to reject the null of no difference.
null
CC BY-SA 3.0
null
2011-05-09T17:39:12.920
2011-05-09T17:39:12.920
null
null
4506
null
10566
2
null
10554
7
null
There are many ways you can characterize homogeneity, so there could be many answers to your question. One of the most intuitive ways I have seen it displayed is in a book chapter, "Spatial Analysis of Regional Income Inequality" by Sergio Rey in the book Spatially Integrated Social Science ([PDF](http://129.3.20.41/ep...
null
CC BY-SA 3.0
null
2011-05-09T17:45:34.507
2011-05-10T12:12:00.107
2011-05-10T12:12:00.107
1036
1036
null
10567
1
10573
null
8
3659
I am currently looking at a cheminformatics problem where I am looking at the relationship between chemical structure and reactivity, e.g. how the angle at which two molecules approach each other affects the rate of the subsequent reaction. Obviously, the angle can only vary between 0° and 360°. This is "quick check" q...
Can we use bounded continuous variables as predictors in regression and logistic regression?
CC BY-SA 3.0
null
2011-05-09T17:47:58.140
2013-09-05T09:45:23.387
2013-09-05T09:45:23.387
17230
4054
[ "regression", "logistic" ]
10568
2
null
10543
4
null
The AIC and standard error measure different things, and if you are trying to minimize standard error, a cross-validation approach may be better to use. Another alternative is the [Bayesian information criterion](http://en.wikipedia.org/wiki/Bayesian_information_criterion) (BIC), which is more parsimonious than the AI...
null
CC BY-SA 3.0
null
2011-05-09T17:52:57.150
2011-05-09T18:05:26.120
2011-05-09T18:05:26.120
930
3595
null
10570
2
null
10564
5
null
Did you just fit one big glm model then look at the individual p-values? Remember that those p-values are measuring the effect of that variable above and beyond all other variables in the model. It is possible that more of your covariates are really contributing, but there is redundant information, so they don't show ...
null
CC BY-SA 3.0
null
2011-05-09T18:03:19.990
2011-05-09T18:03:19.990
null
null
4505
null
10572
2
null
10532
4
null
Statistical models in S, by Chambers and Hastie (Chapmann and Hall, 1991; or the so-called White Book), and to a lesser extent Modern Applied Statistics with S, by Venables and Ripley (Springer, 2002, 4th ed.), include some material about DoE and the analysis of common designs in S and R. Vikneswaran wrote [An R compan...
null
CC BY-SA 3.0
null
2011-05-09T18:28:15.963
2011-05-09T18:28:15.963
null
null
930
null
10573
2
null
10567
13
null
The condition that dependent variables must be "continuous and unbounded" is unusual: there is no mathematical or statistical requirement for either. In most regression models we posit that the dependent variable be a linear combination of the independent variables plus an independent random error term of zero mean, ap...
null
CC BY-SA 3.0
null
2011-05-09T18:33:42.420
2011-05-09T18:33:42.420
null
null
919
null
10574
1
null
null
8
3998
I have two independent poisson random variables, $X_1$ and $X_2$, with $X_1 \sim \text{Pois}(\lambda_1)$ and $X_2 \sim \text{Pois}(\lambda_2)$. I want to test $H_0:\, \lambda_1 = \lambda_2$ versus the alternative $H_1:\, \lambda_1 \neq \lambda_2$. I already derived maximum likelihood estimates under null and alternate ...
Power calculation for likelihood ratio test
CC BY-SA 3.0
null
2011-05-09T18:39:54.350
2011-05-09T20:18:48.010
2011-05-09T18:44:41.843
930
4098
[ "poisson-distribution", "statistical-power", "likelihood-ratio" ]
10576
2
null
10574
9
null
You can do this using simulation. Write a function that does your test and accepts the lambdas and sample size(s) as arguments (you have a good start above). Now for a given set of lambdas and sample size(s) run the function a bunch of times (the replicate function in R is great for that). Then the power is just the p...
null
CC BY-SA 3.0
null
2011-05-09T19:07:42.993
2011-05-09T20:18:48.010
2011-05-09T20:18:48.010
4505
4505
null
10577
2
null
10546
6
null
I'm sure that Durrett's proof is nice. A straight forward solution to the question asked is as follows. For $n \geq 1$ $$ \begin{array}{rcl} P(N_t = n) & = & \int_0^t P(S_{n+1} > t \mid S_n = s) P(S_n \in ds) \\ & = & \int_0^t P(T_{n+1} > t-s) P(S_n \in ds) \\ & = & \int_0^t e^{-\lambda(t-s)} \frac{\lambda^n s^{n-...
null
CC BY-SA 3.0
null
2011-05-09T19:53:46.250
2011-05-09T21:13:10.660
2011-05-09T21:13:10.660
4376
4376
null
10578
1
null
null
72
23141
I am not comfortable with Fisher information, what it measures and how is it helpful. Also it's relationship with the Cramer-Rao bound is not apparent to me. Can someone please give an intuitive explanation of these concepts?
Intuitive explanation of Fisher Information and Cramer-Rao bound
CC BY-SA 3.0
null
2011-05-09T20:43:10.830
2019-11-14T18:08:19.120
2018-07-15T22:22:03.910
11887
4101
[ "estimation", "intuition", "fisher-information" ]