# All Questions

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### Running many t-Tests to find the most significant way to divide a dataset

I apologize for my stats illiteracy in advance-- I'm not a stats guru by any stretch, but am trying to learn. To start, I'll just introduce what my data set looks like, then what I'd like to ...
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### Numbers too large for R. How to approximate probability mass function?

Social network data is frequently found in a two-mode form: people vs. events they attend, people vs. classes they attend, countries vs. treaties they sign, etc. A strategy for analyzing this data is ...
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### How to choose a Power and Alpha combination for a “compromise power analysis”?

Let's say I have a sample size established with alpha=0.05 and power=0.8 (based on time constraint for study). This makes the value of alpha and power mathematically interdependent. So, the same ...
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### Predicting dropout in an ordered process: Cox regression, autoregressive model, multilevel modeling?

I am working on a project in which I collected data about 100 people’s steps in an ordered process. All took at least one step, with some continuing up to a fourth step. Each person either drops out ...
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### How to compare two matrices (A given matrix and a scaled up one)?

I have a matrix with 0.25 million rows and 50 columns. I have scaled up this matrix to 1.5 million rows and 50 columns using a Method A. I would like to measure the quality of the method I have ...
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### Testing variability in chromosome numbers at different taxnonomic levels?

Suppose I have a data set listing the chromosome count of a large number of species. Each species, in addition to chromosome count, have data on their Phylum, Order, and Family. I would like to know ...
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### Code for type=“h” in ggplot2 [migrated]

This may sound really simple but I'm trying to find the equivalent code to plot(x,y, type="h") as a qplot code. I already have: ...
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### How can I estimate (with confidence intervals) the divergence between two smoothing splines?

I have time series data from two independent groups. I want to know whether these groups diverge over time and, if so, when they diverge and for how long. The way I have done this is to estimate ...
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### Quantile estimation based on non-random sample points

This is my first post. I am curious to understand that what is the effect of using non-random sample to estimate the population quantile with sample quantile? Let say, I need to measure the 10th ...
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### Stock Closing price forecasting using ARIMA Model in R ( Entry level R programmer and Statistics learner)

I am an entry level R programmer and trying to learn statistics. i have downloaded the daily stock Adjusted Close price of one stock from sep 2011 to till date. As per my study plan, i have plotted ...
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### Same data set but different method for analysis [migrated]

A data set has been analyzed in a research paper. Is it possible to use the same data set but different analysis technique and write a research paper?
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### Varying LIBSVM predictions based on test series labels

So I have a pretty well testing SVC train series which puts me into the mid 80 percentile without outrageous C/g values. My current C value is 2.0 and gamma is 0.5. Good numbers across the range ...
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### How to prepare my data for SVM classifier in matlab

I am new to SVM and Matlab. I would like to have an example how to prepare my data to be as input to the SVM classifer (using libsvm) let us assume that i have a group of words first i have ...
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### How can you cluster a set of functions with unknown functional forms?

Say you've $N$ functions $f_N(x)$ defined on a regular grid $x$. You don't know the form of $f(x)$, you've only got several realizations of it. The different functions are related to each other ...
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### Construct a correlation matrix based on pairwise correlation coefficients

For the purpose of simulation, I would like to construct such a correlation matrix that would respect to some extend the given set of preferable/desirable correlation coefficients for each pair of ...
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### Robust Regression using m estimators [on hold]

I have a problem. i'm tring to fit robust regression with different weight functios like wesle and logistic but i can not do it in R. plZ hlp me
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### Clustering with Restricted Boltzmann Machine

I am working with the basic RBM that can be found on Geoffrey Hinton's webseite and the MNIST dataset. What I want to do is graphically cluster the input data. I am working with a three layer network ...
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### Regression with very small sample size

I want to run a regression with 4 to 5 explanatory variables, but I have only 15 observations. Not being able to assume these variables are normally distributed, is there a non-parametric or any other ...
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### Dependent chi-squares vector: how to calculate cdf of $X_{(n)}$?

Consider a vector of central&1-degree Chi square distributed variable $(X_1, X_2,...,X_n)$, it is simple to calculate the cdf of $X_{(n)}$ (maximum of order statistics), when they are independent. ...
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### Combined Two CLassifiers

I am involved in a research where i need to classify group of words (strings) into two classes I am currently reached a dead point where my classifier is not doing as i expected. I used like three of ...
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### drawing histogram and boxplot in SAS [migrated]

I wrote the following code in sas, but I did not get result! The result histogram in grey and the range of data is not as I specified! what is the problem? I got the following warning too: WARNING: ...
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### Why do we need undirected (Markov) graphical models?

I understand the modular nature of directed models, and that each node captures a conditional probability. But why do we need undirected models? As far as I can see they lack intuition in that the ...
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### Estimating Standard Errors for Markov Transition Probability with Multiple Observations (in R)

I was trying to estimate a Markov transition table from paired transition data, which look something like this: ...
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### Random variables of mixed models

I am thinking about using mixed models as part of my research, but I am having trouble understanding its application. In particular, I have two somewhat related questions regarding mixed models. ...
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### Continuous variable evaluation in decision trees

I was going through the C4.5 and ID3 algorithms used to construct a decision tree. Was wondering if there is an efficient way to compute information gain from a continuous variable (during the step ...
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### R, TukeyHSD or HSD.test into boxplot graph [on hold]

I am trying to make boxplots of TukeyHSD data or HSD.test data Currently my code looks like this: ...
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### Can adaboost choose the same variable for multiple splits for a given tree?

Can adaboost choose the same variable for multiple splits for a given tree? The model was given 100 + variable to choose from and it did choose them for the other trees in the ensemble. I am using ...
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### confound significantly different across groups

I feel this has to come up quite frequently, but there seems to be little clarity in how to handle the problem. If you have a demographic variable (e.g. age, edu) that significantly differs across ...
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### Complete Logistic Regression framework using K-Cross validation

I'm implementing a logistic regression model in a low event rate data. I have gone through many webpages (including stackoverflow, including my questions) but none answer or describe the end-to-end ...
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### How to calculate the probability of a datapoint fitting in a known distribution

I have a set of samples, each with a concentration for element A which is shown on a log scale on X-axis on the histogram below. The number of samples with the same concentration is shown on Y-axis. ...
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### Performing a linear regression on small dataset and trouble with modeling small predictor values

I have a dataset (posted below). y: the dependent variable (representing a ratio between the number of objects bought with the given money & the total number of objects bought) x: the independent ...
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### After performing kruskal.willis.test, I wish all the p-values to be in one vector. Is there any simple r code to do this?

If I have a dataset, which consist of 100 variables. And I used the for loop to perform a Kruskal.Willis test for each column of the dataset. Of course, I get the test output for each column, and the ...
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### Compare group mean to larger group of which it is part

I have thousands of evaluation scores, over several sites, which vary in number of evaluations for each. I am tasked with comparing the evaluation means for each site to the all-site mean. The ...
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### Fisher information and asymptotic covariance matrix [duplicate]

I am reading the Categorical Data analysis by Dr. AGRESTI. Here, it explains "The liklihood function of for the GLM also detemines the asymptotic covariance matrix of the ML estimator Beta_hat. This ...
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### Naive based model for positive negative classes

I am new to the concept of machine learning and I am trying to figure out this problem. I have 4 clusters who's means kind of form a square. The training dataset that I provide to Naive Bayes has 2 ...
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### Java Naive Bayes Classifier evaluation [on hold]

i am new to weka data mining and evaluation.So far i have read data set.I want to predict my data based on data set.As a example i have used weather data set provided by weka tool.So i have used Naive ...
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### I need help with this estimation [on hold]

// I need help with this estimation problem, please
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### Simulation from Dirichlet distribution with WinBUGS

I have a question. Now I am learning WinBUGS, doing bayesian statistics. How, can I simulate a Dirichlet distribution (which is the posterior, for my model ...
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### Probability problem [on hold]

// How do I solve this exercise?
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### Robust multivariate Wald test for significance in proportional odds model

I am using the rms package (Harrell) to estimate a proportional odds model to determine the association between an ordinal outcome (frequency of pain) and the ...
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### Tanh activation function and sparsity constraint

According to Lecun's paper "effient backprop" [1] the tanh activation function should be preferred over the logistic activation function for the hidden units in neural networks. For the tanh units ...
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### Orthogonal projection of a vector which is already orthogonal to part of the basis

Context This question emerged from trying to solve problem 5.1. of Wooldridge, Econometric Analysis of Cross Section and Panel Data. The problem asks to show the equivalence of the estimators ...
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### chi-squared test when variables dependent

For a square matrix, is it appropriate to use a chi-squared distribution when each level of the variables are assumed to have the same overall frequency? Specifically, I'm analyzing a dataset of the ...
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### Regsubsets “Linear Dependencies Found” [on hold]

I've recently been getting used to using the leaps library in R, and the regsubsets method ...
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### Does Stationarity for Time Series extend to Independent Variables?

There have been many questions about the importance of stationarity and also its means of calculation here on CV, but one question that I have not seen an answer to is whether or not stationarity (in ...

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