0
votes
0answers
4 views

Stationarity iff causal and invertible

Suppose $X_t$ is an ARMA(p,q) process. Is it true to say: "$X_t$ is weakly stationary iff $X_t$ is causal and invertible"? If so, why? If not, is there something similar?
0
votes
0answers
3 views

Understanding sum to zero coding with multiple factors

I've been trying to perform a linear regression with sum to zero coding using statsmodels with fictitious data, but I'm having problems understanding the output. Let's say we have a predictor ...
0
votes
0answers
5 views

Chi-squared-like test with absolute instead of squared differences for calculating test statistic

I am looking for a test which works exactly like the chi-squared test but instead of calculating the test statistic as the sum of squared differences of observed and expected values divided by ...
0
votes
0answers
5 views

lmer syntax for a two-way model with one fixed and one random factor

Please could anyone tell me if my R code is correct? I have a two-way model with one fixed factor, habitat, and one random factor, site. The code I am using is: ...
0
votes
0answers
4 views

Finding UMVUE of Bernoulli random variables

Given i.i.d. Bernoulli$\left(\theta\right)$ r.v.s $X_1, X_2, ...,X_n$, I'm asked to solve for the UMVUE of $\left(1−\theta\right)^2$ for the case $n=4$. I think that $\sum X_i$ is my sufficient ...
0
votes
0answers
14 views

what does an average from a non-normal population mean [duplicate]

i have an elemenary question. If I have a non-normal distribution and get the average does it mean anything? Let's assume the distribution is not known. By "mean anything" I mean can I draw ...
0
votes
0answers
4 views

Is a significant predictor but low sensitivity in logistic regression a valid test result?

I used binary logistics regression (SPSS) to determine the relationship between ambient noise levels (a continuous variable on a logarithmic scale, dB) and a dichotomous dependent variable ("yes" - ...
0
votes
1answer
6 views

How to test if 2 means are significantly different for non-normal non-paired data

I have 4 averages from 4 samples and I want to test if the means are significantly different. When I look at the QQ plots and the shapiro wilk test (all have very low p values) the data is not normal ...
0
votes
0answers
8 views

Are there shape-matching scores that take into account multiple scales simultaneously?

Say you are determining how well your model of an object matches an image of it. We can use a scoring function to evaluate model quality- e.g, the cross-correlation coefficient (CCC), giving an ...
4
votes
0answers
17 views

What does it mean if the median or average of sums is greater than sum of those of addends?

I'm analyzing the distribution of network latency. The median upload time (U) is 0.5s. The median download (D) time is 2s. However, the median total time (for each data point, T = U + D) is 4s. What ...
1
vote
0answers
4 views

Recommendation system and baseline predictors

I'm participating in programming contest, where I have a data, and where the first number is a user, second number is a movie, and the third is a number in then-points rating. ...
0
votes
0answers
4 views

Aperiodicity in markov chain

given this transition matrix of markov chain 1/2 1/4 1/4 0 1/2 1/2 1 0 0 which represents transition matrix of states a,b,c. a has probability of 1/2 ...
0
votes
0answers
5 views

“Error in plot.new() : figure margins too large” when plotting multiple histograms in a window [migrated]

I am attempting to plot several frequency histograms for the binomial distribution to show the Central Limit Theorem visually. Here is my function: ...
0
votes
1answer
14 views

Applying randomforest algorithm (fit) on new data without recomputing the fit [on hold]

I have a need to do realtime predictions for individual rows of data based on a previously computed randomForest algorithm. How can I run the "predict" command without recomputing "fit" on the entire ...
0
votes
0answers
11 views

Error vs measurement error

I'm reading about how to fit a straight line with measurement errors in both coordinates ($x$ and $y$). Let the true unobserved variables be $x_{t,i}$ and $y_{t,i}$ and the observed variables be ...
1
vote
2answers
33 views

A question on Bayesian updating (Han Solo and the Bayesian priors)

http://www.statslife.org.uk/the-statistics-dictionary/2148-han-solo-and-bayesian-priors in the preceding article, there is a bit of bayesian updating that does not make sense to me. We have a prior ...
1
vote
0answers
6 views

Matching a query distribution to a family of template distributions

I was turning over a hypothetical question in my head: Suppose I have a set of template probability distributions, let's say each giving the probability of the occurrence of certain objects like ...
2
votes
0answers
17 views

Gaussian mixture models restriction? [on hold]

How can describe a bit for following Definition: the adaptations of the Gaussian mixture models algorithms with Restrict each $\Sigma_i$ to take the form $rI$ where $r$ is a single ...
2
votes
1answer
17 views

Lasso for explanatory models: shrinked parameters or not?

I'm conducting an analysis where the primary goal is to understand the data. The dataset is large enough for cross-validation (10k), and predictors include both continuous and dummy variables, and the ...
1
vote
0answers
8 views

Sample lower bound for binary classification in Linear Discriminant Analysis?

Below is a description of this problem: Suppose the label $Y\in\{1,0\}$ in binary classification satisfies $\Pr[Y=1]=\Pr[Y=0]=\frac{1}{2}$, and $p(X|Y=1)=\mathcal{N}(\mu_1,\Sigma)$, ...
4
votes
0answers
7 views

How we can calculate Fisher criterion weights?

I studying for Pattern Recognition and ML. I ran to one type of question: We define equal prior probability as: $P(D_1)=P(D_2)= \frac{1}{2}$ in two-class classification problem, if the ...
0
votes
1answer
25 views

Limiting variance of normal mean

In Casella's Statistical Inference,in Example 10.1.8 on page 470, it says that the limiting variance of normal mean $\bar X_n$, is $\lim_{n\to\infty}\sqrt n\text{Var}\bar X_n=\sigma^2$. However, since ...
0
votes
1answer
8 views

Transformation of explenatory variable

I have tried to transform one of my expenatoty variables which is research and development budget per firm per year to a logarithmic variable. The p-value of the variable before and after the ...
0
votes
1answer
18 views

Post hoc analysis for linear mixed model with nested effects

I'm having trouble in R with my Linear Mixed-Effects Model. I'm working with yeast in nectar. This is a part of my data just so you can see what is going on: For the condition sucrose, I have 4 ...
0
votes
1answer
11 views

MLP with 2 outputs vs 2 MLPs with single outputs for nonlinear regression

Assume i want to apply nonlinear regression to two output variables with multilayer perceptrons. Is there difference between using a MLP for each regression with single output and using a single MLP ...
0
votes
0answers
16 views

How do I sample from a black-box model of a probability distribution?

I have a function 'P(x)' where we query for any 'x' it gives a probability value. This function 'P' does not have a closed form and the evaluation is costly. Now 'x' is a set of vectors(matrix whose ...
0
votes
0answers
16 views

Remove column which has weak correlation between other

I have data set which contains 12 feature columns. The last one has Pearson correlations between 0.001 and 0.09. For Spearman and Kendall correlations are worth. Can improve the performance of ...
1
vote
0answers
40 views

Bayesian probability, verifying stupid examples

A wikipedia article on Bayesian inference offers an informal example in which a friend has had a baby, about which I know nothing more, and a (presumably reliable) mutual friend shows me a picture of ...
1
vote
2answers
36 views

Statistical Significant vs Correlation

In my regression one of the control variables has high statistical significance. But when I check the correlation coefficient between this variable and the dependent variable the correlation is almost ...
0
votes
0answers
14 views

Multicollinearity and two variable with the same level of significance

I have a high value of correlation between 2 of my explanatory variables (0.79), and they are both significant at the same level exactly. Besides that they are both important to the model. The ...
0
votes
0answers
4 views

Create multiple data sets using do loop in SAS/IML [on hold]

I was trying the following codes: proc IML; do i=1 to 20; [some codes to execute] data[i]; end; QUIT; So I am expecting to get 20 data sets after ...
2
votes
0answers
15 views

How many features will be selected by mutual information and wrapper in information filtering?

I see one example in old-mid exam from well-known person Tom Mitchell, as follows: Consider learning a classifier in a situation with 1000 features total. 50 ...
0
votes
0answers
18 views

How to interpret the coefficients from Dirichlet Regression?

I have a response Y, which consists out of 5 response variables which are proportions and for each observation, add up to 1. I'm tying to regress these with a set of independent variables. As I ...
1
vote
2answers
90 views

Consequence of Multicollinearity

In case of perfect multicollinearity the predictor matrix is singular and therefore cannot be inverted . Under these circumstances, the ordinary least-squares estimator $\hat\beta=(\Bbb X'\Bbb ...
0
votes
0answers
11 views

About multiple testing and power analysis

Doing a power analysis for a single t-test is relatively simple. What if I have to do several tests? If I were to use the Bonferroni correction, I could just take the significance level as 0.05 ...
4
votes
1answer
45 views

Loadings vs eigenvectors in PCA: when to use one or another?

In principal component analysis (PCA), we get eigenvectors (unit vectors) and eigenvalues. Now, let us define loadings as $$\text{Loadings} = \text{Eigenvectors} \cdot \sqrt{\text{Eigenvalues}}.$$ I ...
3
votes
0answers
24 views

Equal Prior Probablility and Linear Decision Boundary, a Simple Calculation Problem?

I get trouble in calculation on ML. I read one problem as follows: in a two class classification, with equal prior probability $P(C_1)=P(C_2)=0.5$ if the distribution of instance in classes be ...
2
votes
0answers
18 views

Handle random orthogonal matrix determinant

I've got probably a silly question about which, I must confess, I'm confused. Imagine repeated generating of uniformly distributed random orthogonal (orthonormal) matrix of some size $p$. Sometimes ...
0
votes
0answers
17 views

What is the commonly used mehtod for measuring variance of accuracy mean using k-fold cross validation?

I know there are planty of questions about standard deviation, though I didn't find an answer tuned to my particular need and also I could really use your help! I'm performing 18-Fold Cross ...
1
vote
0answers
16 views

Non-parametric test for repeated measures that are not independent

Seacucumbers were counted at the same 63 survey sites in three successive years (3 x 63 = 189 surveys in total). The distribution of counts per site are non-normal for each year. (Some sites have ...
1
vote
0answers
22 views

p-value and sample size [on hold]

What would be the the p-value for a $\chi^2$ test when $n = 90$ when the p-value is .052 for $n = 60$?
-1
votes
0answers
11 views

Confuse about spearman or pearson correlation/ chi square test? [on hold]

If I'm stated of answer YES or NO answer about respondent opinion on differences between private and public school in terms of school syllabus, school environment, school performances, teacher ...
0
votes
0answers
10 views

nnet function in R

I have 7 input variables,2 hidden neron and 1 output variable.the train sample are 50.I used nnet function in R to train my network but it returns 187-2-50 network with 526 weights means 187 inputs ...
4
votes
1answer
30 views

a challenge with linear classification and distance to origin? [on hold]

I ran into a problem, when studying on linear classification. my prof. says: in a linear classification $y=w_0+w_1x_1+w_2x_2$ that depicted on following figure, distance of origin to decision ...
0
votes
1answer
13 views

Using the average as a cut off to group data and compare groups?

I measured cell size of human muscle and I wanted to examine the effect of age on the parameter. I graphed my data as a scatter plot and calculated Pearson's correlation coefficient but then also ...
0
votes
0answers
24 views

how to debug the error in R codes [on hold]

I used the 'neuralnet' package in R to train the network, but it gave me the error such as below: ...
0
votes
0answers
16 views

When the null model performs better than more complex models

Consider a matrix $X \in R^ {n \times m}$ representing $n$ samples and $m$ features. Also consider a matrix $y \in R^{n \times k}$ representing $n$ samples and $k$ target values. $y$ has continuous ...
1
vote
0answers
22 views

Transformation of regression model to estimate sum of coefficients

How can the model $y=\beta_0+\beta_1x_1+\beta_2x_2+e$ be transformed so that it estimates the sum of $\beta_1$ and $\beta_2$, that is, $\beta_1+\beta_2$ is a coefficient in the new model?
1
vote
0answers
4 views

how to determine if a test run in only one geographic area leads to activity different than in other geographic areas

I was recently given data from an experiment that I did not design. In this study, the people running it changed behavior in 1 designative market area (DMA) but not the other DMAs (209 other DMAs). ...
1
vote
1answer
19 views

Unequal sample size one way ANOVA

I want to compare the means of X between BMI groups, but have unequal sample sizes between my groups. ...

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