# Tagged Questions

Refers to "lumping together" potentially inhomogeneous groups of data. The laws of total expectation and variance (http://en.wikipedia.org/wiki/Law_of_total_expectation and http://en.wikipedia.org/wiki/Law_of_total_variance) can be thought of as providing a way to calculate the mean and variance of ...

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### How to aggregate data properly in SPSS [migrated]

In SPSS I have a data in columns: q1 q2 q3 q4 q5 q6 q7 q8 Q1 is a question 1, q2 is... Each of the fields in those columns can take only one of following values (all labeled): 1 which is no 2 ...
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### Significance test across multiple simulated experiments

First time question on this site, so please bear with me, thank you: I have 6 coin-flip-type experiments for which I can calculate 6 binomial p-values. I would now like to calculate the significance ...
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### variance of summation/compound variable?

here is my situation. I am weighting a packet of material that has 10 individual units in it. In the end of the day I would like to know the average weight and variance of the individual units but the ...
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### What statistics are preserved under aggregation?

If we have a long, high resolution time series, with lots of noise, it often makes sense to aggregate the data to a lower resolution (say, daily to monthly values) to get a better understanding of ...
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### Can ecological inference problems be solved by fixed effects?

The Ecological inference problem is about drawing inferences on the individual level using aggregate data. The main problems is confounding and aggregation bias. One method to solve the ecological ...
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### Emulate correlation in loss data during aggregation

I have n (~100) assets with loss data in R, each drawn from its own general Pareto distribution. Let's say that I have 100 observations each, giving us a 100*100 matrix. In order to aggregate these ...
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### Forecast total for a year given monthly time series

I have a monthly time series (for 2009-2012 non-stationary, with seasonality). I can use ARIMA (or ETS) to obtain point and interval forecasts for each month of 2013, but I am interested in ...
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### If pop's have the same distribution but different parameters, can the merged population also have that distrib?

There is a substantial literature on identifying the best-fitting distribution for income and wealth data. Candidates have included the log-normal, Gamma, Singh-Maddala, Dagum type I and generalized ...
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### Dealing with bias when aggregating spatial data

I've got a situation where I'm interested in $\Delta Y_{xy}$. This is calculated as $\Delta Y_{xy} = Y_{xy} \times change_{xy}$. Everything is vector-valued. I've got vector data on $change_{xy}$. ...
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### Is average the best metric for aggregate correlation across financial time series?

I read this question. However, I'm not sure if my question is necessarily redundant. I'm just wondering if it is appropriate to use average correlation as the best measure of overall dynamic time ...
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### Data sufficiency — determining from aggregate

I am working with a dataset which looks essentially like the following: ...
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### Options for aggregating dispersion data

I have a bunch of web page response time data, and I'm recording dispersion stats--both variance and quartile--on an hourly basis. Are there good ways to roll this up into larger time scales (e.g., ...
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### Comparing strength of trend and seasonality for various levels of aggregation

I have a monthly time-series for which I've fitted the time-series regression model including linear trend and 11 dummy variables for seasonality. Then, I aggregated the original time-series to ...
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### Agregating results of a classifier (model) trained online with different parameter values

Is there any work about training online many instances of the same classifier simultaneously with different parameter settings, in order to have a better classification accuracy ? It is somehow like ...
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### Compare means of 2 variables (no individual data available)

Short question: I want to find out whether the means of 2 variables differ significantly. I know how large the dataset is (N~2000), but I only have the mean scores averaged over all participants. I ...
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### Using an aggregated outcome variable as contextual in multilevel analysis

A main hypothesis in our study is that people’s decisions (our dichotomous outcome variable) are influenced by how people in their social context have decided in the same matter. In a multilevel ...
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### When subject-based analysis is better than answer-based (and vice versa)?

In experimental psychology one of the generally accepted practices in data analysis is the aggregation on subject level. For example, several measurements of reaction time is gathered for each subject ...
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### How to report Cronbach's alpha for referent-shift scale (before or after aggregation?)

I have a study variable that is measured at the individual level and then aggregated and to the group level. My hypothesis testing is conducted at the group level. I used an 8-item referent-shift ...
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### Independence test with some aggregation

I have a bunch of data consisting of pairs (i,j), with both i and j drawn from the same set S of size k. I would like to do an independence test similar to a chi-square test. However, I don't care ...
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### Is there a software package to fit grouped (aggregated) logistic panel regression models?

I have a dataset that looks like the following ...
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### When is it appropriate to pool data?

Let's say I have some data on the amount of money spent on tv ads and total revenue from all sales. The data is available for three separate month. ...
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### Justification of aggregation in multi-level model - ICC in SPSS

I am running a multi-level model on data which is set out with one row per individual survey return, each with Individual ID and Organisational ID as columns. There are variables which can be ...
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### Non-negative coefficient restriction in stacked regression

I've been reading about stacked regression, as described, for example, here. It seems it's important that when you regress against the first predictors, you require that the regression coefficients ...
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### Building an index when Z-standardization will exaggerate certain variables

I am trying to build an index that summarizes health care quality on different departments for a number of hospitals. I have selected a number of variables, each representing quality in a medical ...
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### Aggregate opinions to a single measure

I have a following situation in which 6 experts are asked to give opinion about a bottle of wine by rating it from 1 - 5 stars. In addition, somehow we have a measure of the informativeness of each ...
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### Question about aggregated data and the effect on specific contributors

I have a set of data about the incidence of certain types of infections that occur in hospitals. The analysis has looked at the incidence trend for all aggregated results in a time series. This uses a ...
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### Measuring temporal aggregation

I have a series of 2000 individuals, for each of which I measure the daily duration of a repeating event over the course of a year. That is, for each individual I have a vector like: ...
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### Influences of scored/weighted ratings

I am experimenting with a scheme for aggregating $N$ scored ratings. The gathered ratings themselves are integers, e.g. a chosen value between $1$ to $5$, and each rating $r_i$ is assigned with a ...
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### Should I run separate regressions for every community, or can community simply be a controlling variable in an aggregated model?

I am running an OLS model with a continuous asset index variable as the DV. My data is aggregated from three similar communities in close geographic proximity to one another. Despite this, I thought ...
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### How to estimate measurement error on spatially autocorrelated gridded data when aggregating grid cells

I would like to estimate the measurement error when aggregating (via arithmetic mean) gridded spatial data. The goal is to come up with the mean elevation (or some other spatially continuous ...
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### Using an If condition inside SPSS syntax

I have a data table where I need to calculate the number of days each user performs an action. The structure is like this. ...
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### Quantiles from the combination of normal distributions

I have information on the distributions of anthropometric dimensions (like shoulder span) for children of different ages. For each age and dimension, I have mean, standard deviation. (I also have ...
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### Subset data by month in R

I am working with a time series of meteorological data and want to extract just the summer months. The data frame looks like this: ...
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### Measuring homogeneity across different spatial aggregations of data

I'm working with dataset of individual households that I aggregate into 'areas' using several different spatial configurations, from smaller to bigger. These areas are then characterized by four ...
3k views

### Fast ways in R to get the first row of a data frame grouped by an identifier

Sometimes I need to get only the first row of a data set grouped by an identifier, as when retrieving age and gender when there are multiple observations per individual. What's a fast (or the fastest) ...
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### Calculating hourly volatility and peak-to-average ratio in R

I have network traffic data in the following for for each hour of a ten day period as follows in a R dataset. ...
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### How do you choose a unit of analysis (level of aggregation) in a time series?

If you can measure a time series of observations at any level of precision in time, and your goal of the study is to identify a relationship between X and Y, is there any empirical justification for ...
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### How to aggregate by minute data for a week into hourly means?

How would you get hourly means for multiple data columns, for a daily period, and show results for twelve "Hosts" in the same graph? That is, I'd like to graph what a 24 hour period looks like, for a ...
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### How to make a combination (aggregation) of quantile forecast?

Framework. Fix $\alpha\in ]0,1[$. Imagine you have $n$ $\alpha$-quantile forecast methodologies that give you, at time $t$ for look ahead time $t+h$, an estimation of the quantile of wind power. ...
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### Should percentages have decimal places?

When presenting data using a percentage, is it a good thing to have decimal places, say 2 decimal places instead of round off to whole numbers. For example, instead of 23.43%, you round off to 23% ...
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### R getting share of users with multiple of an element

I have a data frame like this User OS A Windows A Linux B MacOS C Linux C FreeBSD C Windows D Windows What ...
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### Getting aggregated share in R

I have a data set that I need to analyze in R. A simplified version of it would be like this ...
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### Aggregation-Level in AB-Tests

Hello fellow number crunchers I hope this a valid question for this forum. I am a lonesome quarter-statistician and have trouble finding someone to ask. Introduction: Wikipedia Explanation of ...