# All Questions

2 views

### Conditional Independence (Bayesian Network)

suppose you have this bayesian network: p(a,b,c) = p(c|b) p(b|a) p(a) a -> b -> c are a and c conditionally independent given b? How can I use the chain rule here?
2 views

### how to use Simple match in KNN and use leave one out to get my confusion matrix in R?

In my data set, V1 is my targeted variable (8 different classes). V2 to V9 are all binary variables. So, I cannot use Euclidean Distance, but it seems that all the KNN packages in R are using ...
8 views

### Independence of events that depend on one another event

Suppose $A$ and $B$ are dependent, $C$ and $B$ are dependent, i.e. $P(A \cap B) = P(A) P(B|A)$ with $P(B|A) \neq 1$ and $P(C\cap B) = P(C)P(B|C)$ with $P(B|C) \neq 1$. Can we say anything certain ...
5 views

### Conditional quantile function - Linear quantile regression model?

For instance, I know that if $Q_\tau (y|x) = \beta (\tau)^{'} x$ then the linear quantile regression can be written as $y_i = \beta^{'}x_i + \epsilon_i$ where $$Q_\tau (\epsilon_i |x_i)=0$$ ...
13 views

### Confidence Interval(CI) from p value of two-sided one-sample t-test

Is there any method to find CI from p value for a one sample t-test where we are given with sample size n and sample variance S^2.
12 views

### Proof that P - probability measure is monotone and continuous

Let (Ω, U, P) be a probability space. How can I prove that P - probability measure is monotone and continuous ?
5 views

### How to model a time series of volatility

I am working with data related to options and I have a series of implied volatility derived from it. I want to model this time series. I know GARCH(1,1) and EWMA are used when we have volatility ...
18 views

### I cannot sort it out this question. ONLY independent

Consider the model $y_i = \mu + \varepsilon_i \quad (i = 1, \ldots , r)$ where the $\varepsilon_i ∼ N(0, σ_i^2)$ are independent. Assume that the $σ_i^2$ are known. Note that $\varepsilon_i$ (and ...
11 views

### Maximum covered loss

Aggregate loss $S$ follows a compound distribution. The primary distribution is ${PN}(20)$ and the secondary distribution is $U(0,5)$. If the policies are modified with a deductible of d=1 and a ...
9 views

### Help in finding the ML estimates for moving average model

The model is a MA model $y_n = \theta_1 u_{n} + \theta_2 u_{n-1} + v_n$ where $u_n = \pm 1$, $\sigma^2_u = 1$. How can I find the ML estimates for $\theta =[\theta_1, \theta_2]$ from y? The ...
3 views

### Which model for this information extraction problem?

I am trying to solve the following pattern recognition / information extraction problem. Assume I have a text where each token has been annotated by a single class among $K$ classes available (with a ...
9 views

132 views

### What is elastic net regularization, and how does it solve the drawbacks of Ridge (L2) and Lasso (L1)?

Is elastic net regularization always preferred to Lasso & Ridge since it seems to solve the drawbacks of these methods? What is the intuition and what is the math behind elastic net?
14 views

### How To add subtitles to lines in R? [on hold]

For example, I have a plot with 10 lines generated from 10 different data set. I want to add a subscript for each line so that I can know which data set it is from. Could anyone tell me how to do ...
7 views

### Predicting variable value by simple correlation and standardized regression coefficient

I am trying to predict the value of transformational leadership by known personality trait values from this article: http://www.timothy-judge.com/Judge%20%26%20Bono%20JAP%202000.pdf It looks like ...
35 views

### Time series forecasting with OpenBUGS

My background is in applied math, not stats, so forgive my nontechnical terms throughout. For a work presentation on Monday I have to prepare a brief example of forecasting time-series data with ...
19 views

### Cluster analysis in data mining vs statistics

I am trying to find datasets about cluster analysis in data mining. I looked up some data sets here and in other resources. I have seen cluster analysis in data mining that are the same as I saw in ...
12 views

### Is a bivariate normal distribution necessary for a significance test / t test of a correlation coefficient? [duplicate]

I am a student and I currently carry out coursework. I am investigating whether there is a correlation between change in unemployment rate and change in GDP (Okun's law) for Germany. As part of this ...
209 views

### When will L1 regularization work better than L2 and vice versa?

Note: I know that L1 has feature selection property. I am trying to understand which one to choose when feature selection is completely irrelevant. How to decide which regularization (L1 or L2) to ...
5 views

### Kernel density estimation in Stata

I am using the kdens package in Stata to estimate the kernel density of some economic data. I would like to check if my data could possibly come from a normal distribution. My question is about the ...
15 views

### How to fix non-convergence in LogisticRegressionCV

I'm using scikit-learn to perform a logistic regression with crossvalidation on a set of data (about 14 parameters with >7000 normalised observations). I also have a target classifier which has a ...
12 views

### I have two time series recorded on a weekly basis that have a quadratic trend. Should I difference the series twice with lag 1?

I have two time series on google Trends weekly data for the search of the terms 'machine learning' and 'data science'. The data can be found here ...
11 views

### Multilevel models vs GLMMs for correlated clustered data

What is the difference between the Generalized Linear Mixed Model (GLMM) and a multilevel model?
15 views

### Should I convert a categorical variable with k levels to (k-1) or k binary variables?

I'm building a predictive model with a combination of numeric, binary, and categorical variables. The outcome is binary. For methods like SVM, I have read on stack exchange that the categorical ...
25 views

### Logit: why aren't my exponentiated coefficients equaling my odds ratio (for nominal predictors)?

I'm running logit in JMP. My understanding is that if you exponentiate the coefficients, you get the change in odds ratios from a 1 unit change in X. This works perfectly for continuous independent ...
20 views

### 2SLS for sales data (problem with IV)

I am given a task to perform an analysis on marketing data and to find out if the prices for the products and marketing budget are set correctly. In order to do it, I need to find a suitable model ...
21 views

### Selecting right method for a difference test

I read numerous posts on StackExchange about hypothesis tests (t-test, Wilcoxon test). I am confused about the normality assumption, its testing (and whether there's any point in testing it) and the ...
16 views

### In this case, is there a way to obtain very low misclassification error rate using LDA and QDA?

I got this following scatter plot of the data with 2 variables and 2 groups (the positive and the negative) I'm not too sure if it is suitable for using classification tree technique. I'm quite ...
13 views

### Can mixed models can be used to study longitudinal changes in independent variable?

I have a R dataframe that contains prices and many metadata fields from books published between 1700 and 1800: ...
8 views

### Hinge loss in siamese network

I'm trying to implement method of comparing images' patches using siamese neural networks described here http://arxiv.org/pdf/1510.05970v1.pdf Authors propose using siamese CNN and they define hinge ...
7 views

### How to model the discrepancy between test result and prediction code, and find the main sources of discrepancy

I have data about some tested machines, stored as a database with $\approx$ 300 observations, 40 predictors, 2 outcomes. The two outcomes (responses) are the result of the machine test for that ...
6 views

### In multidimensional scaling, how can one determine dimensionality of a solution given a stress value?

In multidimensional scaling, how can one determine dimensionality of a solution given a stress value? From what I understand, stress value is inversely related to the number of dimensions of a MDS ...
I am confused about cointegration and error correction model. I gather that, if two variables are cointegrated, they are related. Is the condition for two variables $X_t\sim~I(a)$,$Y_t\sim I(b)$ to ...
The problem is as follows: Suppose that $X$ is a random variable with $\mathbb{E}X=0$, $\mathbb{D}X = \sigma^2$ and having a finite support: $P(|X|\leq a)=1$. What is the maximum possible value of ...