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 ...
1
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2answers
116 views
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 ...
0
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0answers
23 views
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 ...
0
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0answers
41 views
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 $change_{xy}$. ...
0
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0answers
41 views
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 ...
1
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1answer
25 views
Data sufficiency — determining from aggregate
I am working with a dataset which looks essentially like the following:
...
4
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1answer
43 views
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., ...
0
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0answers
60 views
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 ...
0
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0answers
22 views
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 ...
1
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0answers
74 views
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 ...
1
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0answers
47 views
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 ...
2
votes
2answers
83 views
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 ...
1
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0answers
264 views
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 ...
2
votes
1answer
111 views
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 ...
2
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1answer
184 views
Is there a software package to fit grouped (aggregated) logistic panel regression models?
I have a dataset that looks like the following
...
2
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3answers
447 views
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.
...
1
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1answer
948 views
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 ...
1
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0answers
253 views
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 ...
0
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0answers
41 views
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 ...
2
votes
3answers
159 views
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 ...
1
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0answers
51 views
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 ...
1
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0answers
56 views
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:
...
1
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0answers
65 views
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 ...
6
votes
1answer
377 views
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 ...
3
votes
0answers
217 views
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 ...
1
vote
1answer
762 views
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.
...
3
votes
1answer
640 views
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 ...
0
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4answers
2k views
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:
...
5
votes
2answers
229 views
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 ...
8
votes
6answers
2k 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) ...
2
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1answer
448 views
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.
...
9
votes
1answer
493 views
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 ...
5
votes
3answers
4k views
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 ...
5
votes
1answer
272 views
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. ...
4
votes
1answer
701 views
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% ...
1
vote
1answer
50 views
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 ...
3
votes
5answers
203 views
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
...
2
votes
2answers
359 views
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 ...
8
votes
6answers
2k views
How to find summary statistics for all unique combinations of factors in a data.frame in R?
I want to calculate a summary of a variable in a data.frame for each unique combination of factors in the data.frame. Should I use plyr to do this? I am ok with using loops as opposed to apply() ; so ...
7
votes
2answers
797 views
Intraclass correlation and aggregation
Imagine that:
You have a sample of 1000 teams each with 10 members.
You measured team functioning by asking each team member how well they think their team is functioning using a reliable multi-item ...
