0
votes
0answers
3 views

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 ...
0
votes
0answers
5 views

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 ...
0
votes
0answers
5 views

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?
1
vote
0answers
9 views

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 ...
1
vote
0answers
13 views

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 ...
0
votes
0answers
6 views

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 ...
1
vote
1answer
17 views

Variance-covariance matrix of survival model

Suppose I have a survival model like this: ...
0
votes
0answers
15 views

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 ...
1
vote
1answer
22 views

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 ...
4
votes
2answers
57 views

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 ...
3
votes
0answers
18 views

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 ...
1
vote
0answers
17 views

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 ...
4
votes
2answers
36 views

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 ...
2
votes
0answers
16 views

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 ...
0
votes
0answers
11 views

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 ...
1
vote
0answers
14 views

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 ...
0
votes
0answers
11 views

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 ...
3
votes
0answers
17 views

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 ...
1
vote
1answer
22 views

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 ...
0
votes
0answers
6 views

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 ...
0
votes
0answers
8 views

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 ...
0
votes
0answers
5 views

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 ...
0
votes
0answers
8 views

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 ...
0
votes
0answers
8 views

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 ...
2
votes
1answer
17 views

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, ...
1
vote
0answers
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 ...
1
vote
1answer
8 views

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 ...
0
votes
0answers
20 views

Is the F test for R² in (multiple) Regression one- or two-tailed?

I have been wondering about the F test that is provided by many statistical packages along with the standard regression output. As I understand it, F can be computed by $$ F_{df_{reg},df_{res}} = ...
0
votes
0answers
9 views

Probability spread over number of days with finite wins

I am trying to figure out how to get odds based on a few factors and running into a few problems since I am a developer that is terrible at statistics/probability. My problem seems to be much like how ...
0
votes
1answer
36 views

What happens to a $\chi^2_n / n$ random variable as $n \to \infty$?

I have read that $\chi_n^2 / n \to 1$ as $n \to \infty$. Is this true? If so how could I go about proving it?
1
vote
0answers
19 views

Model selection and cross validation?

This question is a follow up for this one: Feature selection and cross-validation If I do cross-validation of a process that includes model (features) selection (so I re-do model selection for each ...
2
votes
0answers
10 views

Factors with only two variables in factor analysis

I am running a factor analysis and have a couple of questions. I have 10 variables, all of them come from a survey, with each answer is in the scale of 1 to 7. I have calculated a correlation matrix ...
1
vote
0answers
7 views

Methods for analysing effects of percentage mortality on population data with zero/low abundances

I want to analyse the effects of percentage mortality from two sources (a predator and a disease) on the population abundance of a host measured at 12 sites for 8 years, with the main aim being to ...
0
votes
0answers
7 views

Discrete time analysis - laying out the data

I have two time-varying covariates (Residence Status [1 = In Residence, 0 = not in residence], and cumulative GPA. I would like to incorporate these variables into my Excel sheet before importing it ...
1
vote
1answer
27 views

Compare two samples

similar questions have been asked but have not managed to get a conclusion from them. I am comparing two sets of samples, where ratios have been obtained for several analytes per sample. So the values ...
1
vote
1answer
20 views

Standard deviation of a sample when you know the average

I'm coding an app, a part of which is graphing values from a database. The graph plots the average value of every 10% of the values up to 100% so there are ten points along the x-axis. The graph ...
0
votes
0answers
24 views

Simple proof that variance of variance estimate is $\sigma^4 \cdot \frac{2}{n-1}$ given normal iid sample

Let $X_1,\dots X_n$ be i.i.d. and $N(\mu,\sigma^2)$ distributed. Let $$\overline{X} = \frac{1}{n}\sum_{i=1}^n X_i$$ and $$S^2=\frac{1}{n-1}\sum_{i=1}^n (X_i -\overline{X})^2$$ Then I know that ...
0
votes
0answers
4 views

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 ...
0
votes
0answers
9 views

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 ...
0
votes
3answers
30 views

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 ...
1
vote
0answers
5 views

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 ...
1
vote
0answers
14 views

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 ...
0
votes
0answers
6 views

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 ...
0
votes
1answer
9 views

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 ...
0
votes
1answer
22 views

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 ...
0
votes
2answers
33 views

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 ...
1
vote
0answers
25 views

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, ...
1
vote
2answers
30 views

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 ...
0
votes
0answers
8 views

Simulating a bimodal biased IV estimator

How can I simulate a bimodal biased IV estimator? The common unimodal heavy-tailed biased estimator would be something like this: ...
0
votes
0answers
20 views

Hidden Markov Models methods for selecting optimal number of states

Package RHmm (R) I have a vector which I fit into a hmm model in an attempt to select an optimal number of states for a hidden markov model. ...

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