# All Questions

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### What is wrong with this chi squared test of independance?

I'm trying to learn how to run the chi squared test of independence. I've created two fictional variables, Variable 1 and Variable 2, and I want to know if they are correlated. I'm working with the ...
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### How do interpret insignificant categorical variables for logistic regression

I am trying to interpret categorical variables with more than two classes. Some are significant whilst other classes are not. what can I infer from the insignificant ones? does this mean the ...
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### Estimation of Standard Error

I was doing some self study and came across the following formulae for estimating standard errors: Formulae 1: Formulae 2: I understand that these two can all be used when the Population ...
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### Using central limit theorem for approximation

Let $X$ be a random varaible from a distribution with pdf $$f(x) = \theta x^{\theta-1}, \quad 0< x < 1.$$ a) Name the distribution of $U=-\ln(X)$ by first finding its density ...
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### Some Basic things we need to do when we are doing text classification

I am working on a project where I have to do multi-label text classification. I want to understand that whether my approach is correct or I am missing something. I am using R to do it. Clean ...
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### Sum of multiple loaded dice

I have $n$ dice with $m$ sides. The $i^{th}$ dice will show value $0 \leq x_i \leq m-1$ with probability $0 \leq D_i(x_i) \leq 1$. What is the probability that the sum of the dice equals $\alpha$ Is ...
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### Heteroscedasticity filter for time series

I am looking for a method or package in R that can remove heteroscedasticity from time series. Specifically, I have a number of time series to which I want to fit a VAR model. Each time series may or ...
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### How do interpret statistically NULL SVM Output

I am using LibSVM (3.18) as an implementation of SVM. But every time when I'm predicting the result, it's giving zero. I am following these instructions: I have CSV file (+50K lines), Most of data ...
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### Dynamic Regression

Problem Suppose that a typical firm determines its level of stocks $H_t$, in accordance with the following rule: $H_t - H_{t-1} = \lambda (H^*_t - H_{t-1}) + \epsilon _t$ where $\epsilon _t$ is a ...
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### May I treat two subject groups as if they were one when attempting to demonstrate the existence of an effect?

I have collected data from 88 human subjects. There is two subject groups, A (test) and B (control). Number of subjects in each group is 44. The subjects are paired between groups. There is two ...
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### What is the t distribution?

According to my understanding, when we have unknown population mean and variance, we have to estimate population variance through sample variance and use the t distribution to estimate the potential ...
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### analysis of non-normal data

I collected some data on a species of goose called Brent Goose over the winter. A csv file of the data can be downloaded from Dropbox or imported straight into R with this code: ...
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### What analysis do I need to run? [on hold]

I have a predictor with responses from 140 people in group A and 60 in group B. My mediator only uses responses from group ...
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### Decision trees for advertising data

Assuming a dataset with the following attributes: Date (truncated), f1 ... fn, ...
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### Are Archimedean copulas useless for representing multivariate data?

Following Hofert et al.'s paper "Likelihood inference for Archimedean copulas in high dimensions under known margins," (http://dl.acm.org/citation.cfm?id=2263953) I wrote a script in Matlab to produce ...
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### Fitting a best fit line to this time series

I have the following hourly time series data and would like to fit a best fit line to it: There seems to be a periodicity on a daily basis and a weekly basis. By this, I mean there are patterns ...
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### Testing the quality simple linear regression model

I have made a simple linear regression model based on two sets of monthly data from 1960 to 2008, using only data from 1960 to 2000. I was now wondering how I would go about back-testing this model ...
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### Compositional data model and aggregated multinomial logit model

What is the difference between a compositional data model using the additive log-ratio (ALR) transformation and an aggregated multinomial logit model?
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### Arellano-Bond estimator in Stata

I have a question about Arellano-Bond model in Stata (xtabond/xtabond2). The slopes I get, are they for levels or differences of values? My model to be estimated has a form of (D is first difference): ...
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### What's the rationale behind the degrees of freedom in Levene's test?

I've been reading the Wikipedia page for Levene's test, and it cites the degrees of freedom as (k - 1, N - k), where k is the number of different groups to which the sampled cases belong, and N is ...
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### How to deal with multicollinearity without dropping variables

In establishing a linear model, if two variables are highly correlated, then it turns out to have high VIFs. If we applied data reduction techniques, like PCA, we will lose explainability to some ...
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### Building a time series model using more than independent variables

I am working on a project, and I am totally new to statistics. I have sales data for last two years at week level, along with other variables like temperature, holiday (TRUE/FALSE), where holiday are ...
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### What is the difference between finite and infinite variance

What is the difference between finite and infinite variance ? My stats knowledge is rather basic; Wikipedia / Google wasn't much help here.
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### Simple definition of elliptical distribution

I'm looking for a simple explanation of what an elliptical distribution is and how it differs from a non-elliptical distribution. My knowledge of stats is very basic; Wikipedia was not much help on ...
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### Popular implementations of one vs all logistic regression for mutiple classes in R

Is there any popular implementation of logistic regression in R that defaults to using a one vs all approach for a categorical dependent variable with more than two classes? I have specific reasons to ...
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### choosing the appropriate method to determine risk factor (logistic regression)

My question is about logistic regression, and I want you to advice me to use the appropriate method for my problem: here is the description : My goal is to determine the risk factors for a disease ...
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### Calculating scale mean from item means

I'm working on a review paper and need to collect the means and standard deviations of a given measure (such as a measure of depression) from papers of interest. However, some authors report means and ...
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### Non-normal observations in regression modelling [duplicate]

I read an article that says the dependent variables in a regression model must be normally distributed. The way i understand it, is that the observations for the regression model must then be normally ...
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### How to test whether two gamma distributions have the same mean

What is the appropriate test of whether two gamma distributions have the same mean? I've tried t.test, but my sample size is small. ...
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### Question about DIANA algorithm and plotting the result

I am using the diana() function in R from the "cluster" package to cluster some data. To plot the result I use pltree(): pltree(diana(data.dist)) So the problem is that I have 3 brances in one node ...
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### Classification measures for linear classifier

Let $\mathcal{H}\colon\mathbf{w}\cdot\mathbf{x}+b=0$ be a separating hyperplane, which some binary linear classifier results in. Let $\mathbf{x}_t$ be an unseen, new sample that appears and needs to ...
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### Normalization for pattern classification?

I'm working off my first independent project for some pattern classification. I'm utilizing some datasets from UCI machine learning, but am not sure on how to start with data normalization. The data ...
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### What criteria are used to compare feature-based classification techniques?

When comparing feature-based classification techniques, what characteristics about the different processes should be considered? I'm comparing different classification techniques to try to figure ...
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### How to derive errors in neural network with the backpropagation algorithm?

From this video by Andrew Ng around 5:00 How are $\delta_3$ and $\delta_2$ derived? In fact, what does $\delta_3$ even mean? $\delta_4$ is got by comparing to y, no such comparison is possible ...
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### 'mean' of logit-normal distribution

$X \sim N(\mu,\sigma^2)$ $Y = \frac{\exp(X)}{1+\exp(X)}$ Y has a logit-normal distribution. When I have a correct estimate of the mean, say $\bar{Y}$, of the logit-normal distribution, how can ...
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### Impact of lagged values on identity variable

Let's say I'm working with the following simplified macroeconomic accounting identity Y_t = C_t + I_t + G_t, meaning that GNP in time ...
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### Can I test hypothesis based on estimated parameters?

I estimated the mean and variance of two latent variables through two groups of data. I can't use the data to do hypothesis testing, because I am interested in the latent variable. Is there a way to ...
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### Partially orthogonal planned comparisons

I am comparing 8 means and want to set up a planned comparisons, rather than having my Bonferroni adjustment become overly-conservative in a post-hoc. For my groups I need to make a total of 16 ...
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### Is a constrained optimization problem equalivant to its Lagrangian form?

For the following problem: $\text{min:}\ f(x)\\ s.t. \ g(x)\leq t$ Is the above problem equivalent to the following problem? $\text{min:}\ f(x) + \lambda g(x) \\ s.t. \ \lambda\geq0$ where $t$ and ...
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### Time series classification pointers

I'm new to ML/statistical learning and would like a few pointers in what I need to study to solve my problem. (FTR, I've done an Intro to AI course, classifying Fisher's Iris dataset and things like ...
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### Reference Request: Generalized Linear Models

I am looking for an introductory to intermediate level book on Generalized Linear Models. Ideally, in addition to the theory behind the models, I would want it to include applications and examples in ...
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### Time series forex data comparison, can someone explain the Johnansen cointegration results and their significance?

I am comparatively new to the Johansen cointegration test(new to everything of this level). I am trying to validate a model I have created based on simple statistics such as: Mean, Standard deviation ...
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### Inflation as an independent variable

Assume a model like this, basically explaining stock market returns with a bunch of stuff: ...
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### Spearman's rank correlation coefficient over population

I have a data set composed by 2.000.000 projects, each of them is defined by the number of active users and the size (KBs) of the project. I would like to check whether a correlation exists between ...
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### Cronbach's Alpha for open questions

In the questionnaire I asked respondents from two countries how many job offers they received from 5 sources in the last 6 months. There are 5 questions - one for each source. It is an open question, ...
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### Using results of regression on raw observation values to approximate results of regression on relative change between observations (Simple, Linear)

this is my first time on Stack Exchange so if I did something wrong please tell me. I have a time series dataset. There is an observation $(y,x)$ for each continuous time $t$. Let’s say for each day ...
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### Performance comparsion study on real data in MATLAB (machine learning)

I need to compare performance using 2-class classifiers–an LDA classifier and Exact Bayes in MATLAB. I have to use this dataset. Can anyone give me any advice how to do that (at least the steps of the ...
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### Sum of squared errors [duplicate]

Why do we use SSE (the sum of squared errors) in calculations. Why do not we use the sum of errors? Could you explain please?