# All Questions

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### Morgan-Granger-Newbold test only under squared error loss

I've read about the Morgan-Granger-Newbold test but per this explanation (page 4), "the test is valid as a test of equality of forecast accuracy only under squared error loss". What exactly does this ...
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### P value for interaction term in mixed effects models using lme4

I'm analysing some behavioural data using lme4 in R, mostly following Bodo Winter's excellent tutorials, but I don't understand ...
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### Blocked Weighted Bootstrap

Bootstrap is a well known resampling method. But I want to know what is blocked weighted bootstrap sampling? Why we need this?
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### What is the relationship between the GINI score and the log-likelihood ratio

I am studying classification and regression trees, and one of the measures for the split location is the GINI score. Now I am used to determining best split location when the log of the likelihood ...
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### Repeated measures mixed model using lmer in R

I’m hoping to get some guidance in specifying a mixed model using the lme4 package in R. The study is quite straightforward. It’s a repeated measures design with pre/post measurements on the ...
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### How to add regression functions in python, or create a new regression function from given coefficients? [migrated]

I have one regression function, g1(x) = 5x - 1 for one data point. I have another regression function, g2(x) = 3x + 4. I want ...
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### Variance-covariance matrix of survival model

Suppose I have a survival model like this: ...
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### Poisson process and uniform distribution

Question: A single-pump petrol station is running low on petrol. The total volume of petrol remaining for sale is $100$ litres. Suppose cars arrive to the station according to a Poisson ...
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### Theoretical Justification for Cross Validation

I get it, cross validation works. I'm wondering if there is an literature out there giving any theoretical justification for cross validation. My thought is that there should be, at least, something ...
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### Functions of Independent Random Variables

Is the claim that functions of independent random variables are themselves independent, true? I have seen that result often used implicitly in some proofs, for example in the proof of independence ...
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### What is the posterior probability of the data given the model used for model averaging with Bayesian Logistic Regression?

I am trying to learn about Bayesian Model Averaging using Bayesian Logistic Regression (Genkin, A., Lewis, D. D., & Madigan, D. (2007). Large-scale Bayesian logistic regression for text ...
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### Remove outliers and calculate average

I am trying to understand (by reverse engineer) the method a program is using to calculate an average value over a population. The program displays a (very very large) image consisting of tiles. Each ...
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### What is MA(q) model input in real world?

I understand AR(p) model, its input is the time series being modelled. I'm completely stuck when reading about MA(q) model: its input is innovation or random shock as it's often formulated. The ...
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### What is the correct way of generating a p-value for a correlation with resampling?

I have a vector of gene expression values, across 20 patients. Each patient also has a glucose measure (a continuous numeric vector). I want to find how significant the real correlation value is ...
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### what is the return value of predict in the fGarch package

I have a question about a quit sophisticated model for a time series. Suppose $\{X_t:0\le t\le T\}$ is a time series. The plot of autocorrelation function and partialcorrelation function suggest and ...
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### Markov Transition Probabilities [on hold]

Appreciate this is a very easy question - but I've only seen markov transition matrices with specified probabilities so am having a bit of a block with this. In a simple 2-state regime, if state 1 is ...
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### Probability of outputs of binary classification in MATLAB

I have a binary classification problem and using neural network and SVM for it. So I choose a threshold (for instance, 0.5) for output of neural network. If output is greater than 0.5 it belongs to ...
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### Calculating a Constrained Mean

Assume that I have ten measurements of a physical quantity that must be non-negative (e.g., mass). Because of measurement error, some of the results are nevertheless negative. Can someone suggest a ...
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### Univariate priors for the parameters of a Beta distribution

I need a rather a prior on the parameters of a Beta distribution (i.e. $\alpha$ and $\beta$). I have an external constraint that requires me to use univariate priors, one for $\alpha$ and one ...
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### Glm gaussian Vs Glm Binomial Vs s log-linked GLM Gaussian

I am trying to do a study on death of malaria in certain in order to estimate the best way to predict how dangerous is this disease. I don't have a strong background in statistics, I am auto-learner ...
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### Converting a set of tweets into vectors for clustering

I have a large set of tweets to which i plan to use cosine similarity to cluster the tweets. I found NLTK's GAAC to be good but how do i convert the tweets into vectors? In ...
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### testing for heteroskedasticity with Breusch Pagan in time series

I want to use a Breusch-Pagan test with time series data, ￼I have regressed the residual on the independent variables and added a lag for the dependent variable: is this the right way to be going ...
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### Confused on macro-averaging and micro-averaging?

I'm not sure whether to use micro or macro averaging for my data or should I just present both? The data in certain classes of my confusion matrix would be a lot bigger than others, so does that mean ...
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### Error message when fitting 3-dimensional Copula [migrated]

I want to use a Gumbel Copula for a 3-dimensional data set. I use R and the Copula package. It gives me an error, though. This ...
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### How to estimate confidence level for SVM or Random Forest?

I have two classes (say 1 and 0), and want to build a classifier. It is possible to use artificial neural networks (ANN) or any "real" classifying method such as SVM or Random Forest. In case of ANN, ...
27 views

### Kruskal-Wallis Test and Mann-Whitney U Test

I have a three samples of data where each has a non-normal distribution: I want to determine whether the samples differ. Therefore I apply the KW test and it gives me a significant value, i.e. the ...
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### composite scale to measure child-parent relationship

For my research on Mental health problems and correlates, child-parent relationship have identified as a correlate. Child-parent relationship is planned to measure with 6 questions and each question ...
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### Interpreting results of mediator analysis

I need help to understand the results of my mediator analysis. The DV was dichotomous, IV and mediator have interval scale. The calculated b's were all significant but when I calculated the β, I got ...
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### Facing Single-Class Training Set when Using Random Sampling

In a highly imbalanced binary classification (rare class < 10% of whole data), when I perform random sample selection (less than 15% of whole data to be selected for training) in a trial of 1000 ...
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### Poisson distribution with exact value of x and mean is a larger number

$X$ follows $Po(80)$. I used a normal approximation to get $P(55\leq X\leq 75)$ which I got correct. I need to find $P(X=80)$. I tried the Poisson distribution directly; however, my calculator ...
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### Optimum value of minlev in function combine.levels

I have a dataset of 306967 rows and 23 columns, and I am building a regression model for predicting a factor based upon 6 other iid variables. Doing this I encountered an issue of large no of levels ...
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### Problem with visualising logistic regression using the effects package in R [migrated]

I am using the effects package in R to plot the effects of categorical and numerical predictors in a binomial logistic regression estimated using the lme4 package. My dependent variable is the ...
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### Balanced sampling in R [migrated]

Currently I'm using "cube" function for balanced sampling in R. It works fine on moderate amount of data. However, if the entire population of 10,000,000+ is used, R hangs. Is there any alternative ...
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### Forecast using multivariate multiple linear regression using R for multiple dependent variables

I'm trying to do predict using multiple linear regression in R. I have been able to do the multiple regression bit, by converting raw data to data table. However, when i'm trying to use predict ...
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### Confusion related to variance and mse

I was reading this wikipedia article and it states that MSE of a predictor is equivalent to variance of the error. To test it I did something like this ...
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### What are the major differences between the parameter estimation of a simple linear regression vs multiple?

This is the standard technique that I have used to calculate the parameter of a single linear regression problem with one independent variable. How does the parameter estimation problem differ in ...
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### Interpreting coefficients of Regression Model (Mincer Model)

Hi all, I am an undergraduate student who is currently doing an assignment. I am now facing a few problems which are:- 1) Age is usually a positive return to wage, but in my regression output, ...
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### Does the actual coverage of a 95% CI on $R^2$ get closer to nominal coverage with larger sample size?

If the answer is "it depends", what does it depend on? Does convergence depend on the ratio of predictor variables to sample size, or the size of $R^2$, or something else? I am mainly interested in ...