0
votes
0answers
2 views

What statistical modeling would allow a more accurate Brexit prediction

Bookies and hedge funds both underestimated the support for Brexit (bookies at one point gave the Brexit 7% odds). Some factors such as variance in voter turn out, and variance in the populations ...
0
votes
0answers
3 views

parameter estimation MLE vs. other objective function

I am working on an experimental data set, where I have many subjects independently choosing among $N$ options. So the actual choice of each subject can be viewed as a vector with exactly one entry ...
0
votes
0answers
3 views

summarizing Multivariate time series

I have a data set including 25 variables at each time and all of this group is repeated through time. I want to explore the relationship between these variables through time and for example say that ...
0
votes
0answers
1 view

How do I perform backpropagation in a Convolutional Neural Network with 2 convolutional layers?

Specifically, I'm using a CNN for image classification and its architecture is: data->conv1->pool1->conv2->pool2->classifier/softmax When propagating errors from conv2 to pool1, how do I do that? I ...
0
votes
0answers
3 views

Pairwise comparison among variance

I would greatly appreciate any help on this! I'm doing a research where I need to compare variances (or standard deviation) of several samples (9 samples). I did some research and found the "Bartlett ...
-3
votes
0answers
4 views

RStan Bayesian Generalized Method of Moments

Does anyone have the stan code for how to implement two step GMM or even iterated GMM through rstan?
2
votes
0answers
11 views

Choosing evaluation measure for non-parametric clustering

I have to cluster some data using non-parametric clustering technique which is given in this paper. After all the cluster evaluation measure used in this paper is Normalized Mutual Information as they ...
2
votes
1answer
25 views

Toy example dataset for testing PCA implementation

I want to check my implementation of dimensionality reduction with PCA, so I'm looking for a test case. I have found other implementations on the web as well, so I will be comparing with those too. ...
0
votes
0answers
6 views

KL Divergence between an i.i.d sequence and non i.i.d sequence

I have two sequences of probability density functions $Q=\prod_{i=1}^{n} q(x_i)$ (independent and identically distributed, i.i.d )$P=p(x_1,\cdots,x_n)$ (non i.i.d). How can I calculate the KL ...
0
votes
0answers
7 views

What is exact difference between standard error of estimate and sampling variance?

two concepts are not very clear to me.I have read a lot of literature given by different articles and standard books and notes.
0
votes
0answers
5 views

Problem involving Scheffe's theorem and asymptotic distribution

If $\{ X_n \}$ are independently and identically distributed $U(0,1)$ random variables and $V_n = n(1 - X_{(n)})$ (where $X_{(n)}$ denotes the $n$th or largest order statistic), then how do I derive ...
0
votes
0answers
5 views

What statistical test should be used to compare two independent sample over time (pre- and post-test) for categorical variables?

A typical question is: 9. How well do you think your family knows what you are good at?  Very Well  Well  Somewhat well  Not at all well I have a treatment group and a comparison group (...
0
votes
0answers
14 views

What is lm() compared to VAR()

What's the difference between # Fit Model # fit1 = lm(var$1 ~ var$2, data=data) and ...
0
votes
0answers
8 views

Defining low frequency and substantial frequency events [on hold]

I have some frequency data and I would like some objective definitions for "substantial" and "rare" or "low frequency" events. For example, if Event A happens less than 5 percent of the time, could I ...
0
votes
1answer
10 views

Discrepancy between metafor (rma.mv) and metaSEM (meta3) estimates for multilevel meta-analysis

I'm wondering why I get slightly different estimates for a meta-analyzed set of effect sizes, when using the rma.mv function from the metafor package, compared to the meta3 function from the metaSEM ...
1
vote
0answers
8 views

How to Use LSA Create Topics?

Just want to know the general process of creating document topics via LSA. For creating document clusters, I know first I should get SVD dimensions and then use k-means clustering on these SVD ...
0
votes
1answer
12 views

Applying bayesian inference to a time based problem

I have a N*M matrix with N customers and M products. Each row of this matrix is a M dimensional vector like [1 3 4 1 5 ....] where each value represents how many times that customer has chosen this ...
0
votes
0answers
3 views

How to AB test two copulas?

Say that I model two seperate multivariate copula distirbutions in an experimental design. What is a statistical test that I can use to determine whether they are different?
0
votes
0answers
8 views

Applying a parametric model to categorical data

I am working with kaggle Animal Shelter data set and need to use a parametric method to this data. If I understood correctly, parametric models need numerics data set, but in my assignment I am ...
0
votes
0answers
7 views

LSA Clusters Have the Same Words

I use LSA to create 5 document clusters and identify top 10 words nearest to cluster centroid. I found 4 words appear in all clusters(good, stay, staff, clean) . How to deal with this outcome? Should ...
0
votes
0answers
7 views

How to run a nested LabelKFold with scikit-learn? [on hold]

I have a dataset with ~300 points and 32 distinct labels and I want to evaluate a LinearSVR model by plotting its learning curve using grid search and LabelKFold validation. The code I have looks ...
0
votes
0answers
3 views

Shifting mean of composite functions

For a project I am involved in relating to communication, I have the following model: $L = f(r).X$ where $X$ is a lognormal random variable with zero mean in the logarithmic scale and standard ...
0
votes
0answers
11 views

Why does epsilon greedy policy improvement works?

A simple, well explained proof will do the work. Thanks.
0
votes
0answers
7 views

Which assumptions do I need to check for a GLMM with a binary response (and how?)

I am modeling binomial responses using Generalized Linear Mixed Models with a nested random effect (not of interest, simply a control: year nested within location) and both categorical, count, and ...
0
votes
1answer
6 views

Randomized Intervention and endogeneity across outcomes

Community, I am looking for a proper identification strategy for a specific question which I want to answer with my data and was wondering whether anybody here would have an advise on that. My ...
3
votes
1answer
41 views

Should I use drop connect and L2 regularization?

I've just learned about the drop connect technique for neural networks. It is my understanding that it is intended to reduce over fitting and is referred to as regularization. Is there additional ...
0
votes
0answers
7 views

Robust one sample tests of variance or scale

A common one sample test for variance is the chi-square test, e.g., http://www.itl.nist.gov/div898/handbook/eda/section3/eda358.htm. What are some robust testing alternatives for variance when the ...
0
votes
1answer
14 views

Classification eda

I am constructing a 2-class classifier and using cross validation to tune certain parameters in my model. The predictor variables are both continuous and one is ordinal. Based on looking at the ...
2
votes
0answers
10 views

Linear regression polynom slope constraint in R

My problem is how to find best decreasing 3rd degree polynomial regression in R. I have data, lets say ...
0
votes
1answer
26 views

Interpreting the direction of an interaction effect in Binary Logistic Regression

I have reviewed prior posts in the forum and can't seem to find an answer to a problem I am having with interpreting an interaction: The goal: interpret the direction of the interaction term. ...
0
votes
0answers
7 views

Question regarding variables transformation for GLMM's

I have a response variable (binary:1/0) and a set of explanatory variables, with different units: some have values in %, others in meters (distances, altitude and differences between elevation pixels),...
0
votes
0answers
16 views

Dealing with survival analysis data - reliability

I am totally new on Survival Analysis and my data is tricking me. I have, in excel, a list of failure's records informing date and hour of ocurrence, what failed/broke on that equipment and the cause ...
0
votes
0answers
4 views

Mode computation for different variables in SAS [migrated]

I need to compute the mode for different variables for the same id using SAS. The original dataset is ...
0
votes
0answers
6 views

Error when trying to store x2-x1 because of length [migrated]

I'm new to R; this much will be obvious. I have a column DATA$date_time (ymd_hms form, output from lubridate). I want to create another column that uses difftime to subtract x2-x1 (loop) from within ...
1
vote
0answers
11 views

Picking tuples from a list with low discrepancy

Given a list of m items, I am looking for a way to repeatedly pick a tuple of n distinct items from this list with low discrepancy. For example, suppose I have a list of 3d points, and I want to ...
0
votes
1answer
37 views

ANCOVA interpretation – inconsistency between ANOVA results and pairwise group comparisons

I have some measurements (concentration) made in 4 groups (W, X, Y, Z) and time is my covariate. I make a linear model: ...
0
votes
0answers
12 views

DLM new user question [on hold]

can anyone help describe how to code in DLM to estimate parameters (with dlmMLE) $h_0,h_1,h_2,k$ in my following system? Thanks My system follows: $y_{t_i}=d_i+Hx_i+w_{t_i}$, $x_{t_i}=Fx_{t_{i-1}}+...
0
votes
0answers
5 views

how to report estimate standard errors of levels from a one-way ANOVA

I'm trying to report means of levels given a model. ...
1
vote
1answer
13 views

AR(2) process: are leptokurtic residuals OK?

I have a time series of logarithmic returns. After inspection of the ACF and PACF plots, I tried to fit AR(2), MA(2) and ARMA(1,1) models and eventually found out that the AR(2) version can possibly ...
0
votes
0answers
6 views

Follow up tests for ANOVA and Kruskal-Wallis in MATLAB

For my non-parametric data I am using a Kruskal-Wallis test and for parametric an ANOVA test. In the MATLAB documentation it just says to use 'multcompare(stats)' function as a follow up which gives ...
0
votes
0answers
14 views

How to calculated test F with only output glm?

I have to calculate the value of the test F (no software needed ) . I read several notes, but I can not understand how I do . The idea is to take Null deviance and Residual Deviance and split in some ...
0
votes
1answer
24 views

Problem on convergence of sequence of random variables

Given any sequence of random variables $\{ X_n \}$; how do I show that there exists a sequence of real numbers $\{ \alpha_n \}$, such that $\{ \alpha_n X_n \}$ converges in probability to 0 ?
1
vote
0answers
12 views

Can AdaBoost be used with multiple measurements?

Can Adaboost be used with multiple measurments? If yes, how / why is it working? Example: let's say I want to predict if it's going to rain=1, or not=-1 and I want to model my prediction based on, ...
0
votes
1answer
11 views

Conditional expectation notation

I am learning about Heckman selection model and confused with conditional expectation notation. If the equation that determines sample selection is: The outcome equation is: If error terms have ...
0
votes
1answer
8 views

Ordered probit thresholds interpretation

I find four thresholds when I have five ordered responses (strongly agree to strongly disagree). I was wondering how should I interpret the thresholds?

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