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12 views

Is there a p-value(or standard error) interpretation in a non parametric approach?

In a parametric world , we always report p-value or standard error in a parathesis below some coefficient from a regression , which is a significance testing. How about in a parametric world? I guess ...
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2answers
59 views

Difference between local regression and moving average for smoothing

Typically, local regression (loess / lowess) is used to create smooth plots. Assuming the points are equidistant along the X axis, what's the advantage of using local regression compared to a simple ...
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15 views

What is the standard results from density estimation?

Below comes from "Ruppert and Wand, Multivariate Locally weighted least squares regression, 1994, p.7 or p.1352 in the Journal" This is about using Kernel function. But I don't know what 'the ...
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16 views

About locally linear regression (as a nonparameter regression)

I use package loess in R to build a local linear regression model, but loess can only predict the data that is in the range of training data, when the new data is outside of the range of training ...
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1answer
115 views

Moving window PCA vs local PCA vs kernel PCA vs rolling PCA

All all these terms mean the same thing? Are there other terms for MWPCA? Are there any decent online references to theory and applications? Which term is most popular (if they are equivalent)? I'm ...
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23 views

Partitioning Spatial Dependence?

So, I have a group of nations that exhibit global spatial dependence. I want to partition the nations into groups so that, at an intuitive level at least, the "sum of the spatial dependence within ...
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2answers
281 views

Combining many small regressions to answer question “what was most related?”

I have an interesting data set for which I want to answer the question: Question How do I rank consumption of a key resource from my data set. I am not interested in predicting, rather measuring ...
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3answers
1k views

Two significant covariates in coxph analysis: exploring whether the two covariates interact significantly

I am using R 2.15.2 GUI1.53 64-bit on MacOSX 10.5.8 to perform these analyses. I am a molecular biologist by training, not a statistician, so all this analysis represents my own bootstrapped learning ...
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Detecting outstanding events [duplicate]

Possible Duplicate: Simple algorithm for online outlier detection of a generic time series Observing the time series data I noticed there are some outstanding peaks (the picture below). I ...