Tagged Questions

A matrix (plural matrices) is a rectangular array of numbers, symbols, or expressions arranged in rows and columns. The individual items in a matrix are called its elements or entries.

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How do I create 3 or four classes of diameter from a range of diameters in R? [migrated]

I would like some code that can help create 3 or 4 classes from a range of diameters of wood. For example if my three classes are 1-10cm, 10-20cm, 20-30cm, I would like to add a column to the below ...
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1answer
60 views

Robust estimates of the covariance matrix in the big data space

I am trying to compute the robust estimates of the covariance matrix (and also the mean) in the big data space. I am aware of FastMVE and FastMCD (Minimum Covariance Determinant and Minimum Volume ...
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0answers
23 views

Efficient calculation of selected diagonals (bands) of a covariance matrix?

I'm looking for an algorithm that can calculate a select few diagonals of a covariance matrix. Here's the problem: I have an $m\times n$ data matrix $X$ where $m$ is the number of features, which is ...
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1answer
35 views

Why do some parameters not appear in the matrix equation for an ANOVA model?

Here is the question I have been working on and this is the answer of it I realised $\beta_3$ is not in the $\beta$ matrix. I don't understand why. Can anyone please explain this?
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1answer
25 views

Expected value of least squares estimator $\hat{\beta}$

Given $\hat{\beta} = (X^{T}X)^{-1}(X^{T}Y)$, how do you derive the expected value? I found answers for finding the variance matrix but not the expected value. Thank you kindly.
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How does one merge two cross-tabulated dataframes based on common species names? [migrated]

My dataframe (df) 1 has 38obs. of 40 variables My dataframe (df) 2 has 30obs. of 35 variables The first three columns of each df is the same thus I want to retain these headers common to both. Some ...
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0answers
10 views

Unique function leaves out column [migrated]

Say I use the UNIQUE function of R to create a script to pull out particular columns of a premade dataframe to make a new one: ...
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0answers
23 views

How to find the covariance matrix? [duplicate]

I have some trouble understanding the concept of a covariance matrix. For instance, I'm going over this question that says: assume that we have U1, U2 and U3 as independent zero-mean, unit-variance ...
3
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1answer
67 views

Variance of Beta IV

I'm trying to calculate the variance of the Instrumental Variables (IV) estimator $${\hat \beta _{IV}} = {\left( {{Z^T}X} \right)^{ - 1}}{Z^T}y = \beta + {\left( {{Z^T}X} \right)^{ - 1}}{Z^T}u$$ (or, ...
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1answer
56 views

Determinant of the covariance matrix in a normal distribution

Suppose a $p \times 1$ vector $x \sim N_p(\boldsymbol 0, \boldsymbol \Sigma_1)$. Now, There is another covariance matrix $\boldsymbol \Sigma_2$. We know that $|\boldsymbol \Sigma_2| < |\boldsymbol ...
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0answers
17 views

Putting generated data in a matrix format [migrated]

I have one question about putting a simulated data in a matrix format, but I cannot suitably write its program in R, and constantly receive an error, I guess my "rep" definition and final "Matrix" ...
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22 views

Parametrizing a matrix (and algorithm) by its orthogonal complement

Given a large orthonormal matrix $U$, say $p\times p-k$ (with $k$ much smaller than $p$), is there an effficient way to parametrize $U$ by any matrix orthogonal complement (any orthonormal matrix ...
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1answer
34 views

How to correlate categorical personality and music genre preference scores?

I'm currently a third year Biology student and I've annoyingly screwed myself over by not following the golden rule of stats, always know how to analyze your data prior to conducting the experiment. ...
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0answers
13 views

Comparison of two correlation matrix of same dimension in R [duplicate]

I have two correlation matrices(Pearson).For example, metrices of (3 gene X 3 gene) for cancer samples and normal samples,individually. I have got gene-gene correlation for both sample. Now I want to ...
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0answers
27 views

What does hat matrix mean? [duplicate]

$$H= X(X'X)^{-1}X'$$ I understand that if we multiply $Y$ matrix by $H$ matrix, then we will have $\hat Y$. That's why we call it $H$ matrix. Can someone please let me know what $h_{ii}$ ($i$-th ...
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0answers
12 views

G and R matrices in mixed model and model selection

I have data in which the plants were subjected to four conditions and measured weekly for a month. I would like to incorporate "plot" as a random factor into my linear mixed model using SPSS. I am ...
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1answer
11 views

Generating Regression For Unknown Beta in Matlab

My professor wants me to generate a regression problem based on the following: B is fixed unknown 100,100 matrix, X is random 100,100 matrix and y and noise are a random scalar for every output. He ...
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1answer
54 views

Diagonal elements of the inverted correlation matrix

Is it true that the diagonal elements of the inverted correlation matrix will always be larger than 1? Why?
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1answer
43 views

Standardized regression coefficients

I have a question regarding standardized regression coefficients and the correlation matrix. I have a two part problem that I am working on, and I need to show that the correlation matrix R is equal ...
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0answers
6 views

Convergence of sample concentration matrix

I'm interested in the Frobenius or $\infty$ norm convergence rate bound for the sample inverse convariance (concentration) matrix. That is, suppose: $$ Y \sim \mathcal{N}_p\left(0, \Sigma\right) $$ ...
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0answers
13 views

Derive covariance of coefficients in simple linear regression [duplicate]

i just need help showing my work to show that Cov(b0,b1)=-xσ^2(sxx) i know that Cov(b0,b1)=E(b0b1)−E(b0)E(b1)=E(b0b1)−β0β1 and i know that var(b0,b1)=σ^2*(X'X)^-1
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61 views

Relative weights in regression analysis in SPSS: Matrix-approach vs. factor and regression

I am trying to perfome a relative weight analysis as described by Johnson (2000). I have 13 predictors to a more general indicator. Initially, I started by: running a principal component analysis ...
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0answers
8 views

How does this condition for exist?

The sum of the three vectors is b = (X′X)-1X′[Ed + En + Es] = (X′X)-1X′Y. Now, Y is the last column of X, so the preceding sum is the vector of least squares coefficients in the regression of the last ...
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23 views

Can anyone prove this?

A simple model of consumer spending on three types of goods consists of the following three equations: EDi = α1 + α2 PDi + α3 PNDi + α4 PSi + α5 Yi + εDi EN Di = β1 + β2 PDi + β3 PNDi + β4 PSi + ...
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1answer
29 views

Standard errors of the MLEs

Can anybody tell me how to find numerical values for standard errors of the MLEs of Weibull distribution using the uncensored real data set on the breaking stress of carbon fibres (in Gba) reported by ...
0
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1answer
54 views

Stata equivalent of array [closed]

I've been trying to solve this problem reading different material but I just can't figure it out. It's pretty simple and takes about 5 seconds to do in languages that work with arrays, but I can't ...
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1answer
39 views

Extremely new to R: Support.CEs package - help with design matrix please!

I've only started using R one day ago, still so much to get my head around. I need to create a choice experiment, and I have been following the example of H.Aizaki I think I have created a successful ...
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1answer
26 views

Mantel Test data assumptions

Does the Mantel Test works with non-normal distributed samples? I couldn't find anything clear enough about it.
3
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1answer
92 views

Design of matrix of contrasts in R

I am doing some post-hoc comparisons (in lme4, but here I'll just present a simple linear model), and I am having a hard time making sure that I am building the right matrix of contrasts to test ...
4
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0answers
92 views

Inverse covariance matrix, off-diagonal entries

Let $\Sigma$ be a covariance matrix. According to the material in this link, If the elements of $\Sigma$ are all positive, most of the off-diagonal elements in $\Sigma^{-1}$ will be negative ...
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0answers
12 views

Completing a matrix whose entries depend on time

Imagine you have a matrix, where each row represents an individual and each column represents a specific time interval. The entries of the matrix represent events occurring for a given person at a ...
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1answer
37 views

Order of Matrix Operations in Mahalanobis Calculations

I'm teaching myself to translate equations to code after many years of letting my math skills atrophy, and am trying to do it on my own as much as possible. I've run into a couple of difficult ...
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0answers
69 views

Restriction matrix for a VAR

In New Introduction to Multiple Time Series Analysis by Luetkepohl (2005), section 5.2.1, it says that one can specify linear restraints for a VAR, $Y = \beta X + U$, in the form $$ ...
11
votes
1answer
387 views

Does every semi-positive definite matrix correspond to a covariance matrix?

It is well-known that a covariance matrix must be semi-positive definite, however, is the converse true? That is, does every semi-positive definite matrix correspond to a covariance matrix?
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1answer
87 views

What does Determinant of Covariance Matrix give?

I am representing my 3d data in covariance matrix. I just want to know what the determinant of a covariance matrix gives. If the determinant is positive, zero, negative, high positive, high negative, ...
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0answers
11 views

How to calculate the correlation between a variable and a matrix of variables

I'm trying to improve a factory quality control. I have some variables from the melting process (something like ten control variables) that changes trough time (a matrix of the values of those ...
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0answers
50 views

How to calculate the correlation between a variable and a matrix of variables

I'm trying to improve a factory quality control. I have some variables from the melting process (something like ten control variables) that changes trough time (a matrix of the values of those ...
0
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2answers
67 views

Finding independent “clusters” in a matrix

I've called my question "clustering" but I am not sure if that's the right term. Imagine my matrix looks like this: ...
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0answers
19 views

Calculation the Expectation of an Inverse Wishart matrix

I have $\boldsymbol{A} = \boldsymbol{G}^H \boldsymbol{G}$ is a Wishart matrix, i.e, $\boldsymbol{G}^H \boldsymbol{G} \sim \mathcal{W}_K (M, \boldsymbol{\Lambda})$ with $\boldsymbol{\Lambda} = ...
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1answer
27 views

Is it a Wishart matrix?

We know that an $m \times m$ random matrix $\boldsymbol{A} = \boldsymbol{H} \boldsymbol{H}^H$ is a (central) real/complex Wishart matrix with $n$ degrees of freedom and covariance matrix ...
0
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1answer
69 views

Different results for Singular Value Decomposition (SVD) using different tools

I am currently implementing Latent Semantic Analysis in Java using the EJML library for the preliminary Singular Value Decomposition (SVD). I am testing my code against the original term frequency ...
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0answers
56 views

Problem constructing model matrix to generate predicted values to plot Bayesian glmmBUGS output

My goal is to plot the predicted values generated from a Bayesian model using glmmBUGS run through R. I believe my problem stems from a lack of understanding in 1) how to properly construct a model ...
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0answers
22 views

Effective ways to display confusion matrices from different predictors in an academic publication?

I want to display the results of two different predictors' performance on a dataset. I have a confusion matrix for each of the predictors' results on the test cases. I want to present these confusion ...
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0answers
61 views

Matrix completion approaches for healthcare big data

I am working on a prediction problem that leverage sparse clinical datasets. Missing data rate is in the range of 80%. 1- I am wondering if there is any example of application of matrix completion ...
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0answers
39 views

Cholesky decomposition and confidence ellipsoid

I'm trying to construct an error ellipsoid from a covariance matrix (which exists for a 3D point) and then sample consistent xyz points in this region. (This question succeeds this one.) What I'm ...
0
votes
1answer
89 views

Is the information matrix equality valid for the Poisson distribution?

As far as I know it should, since the support of the Poisson is independent of its lambda parameter. The negative of the expected Hessian equals $\frac{n}{\hat{\lambda}}$, where $\hat{\lambda}$ is ...
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0answers
68 views

Build corpus with phrases

I have my documents as: doc1 = beautifull, very good, very bad, you are great doc2 = very bad, good restaurent, nice place to visit I want to make my corpus ...
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0answers
136 views

Difference in values of tf-idf matrix using scikit-learn and hand calculation

I am playing with scikit-learn to find the tf-idf values. I have a set of documents like: ...
3
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1answer
85 views

Difference in tf-idf values in R

I am playing around in R to find the tf-idf values. I have a set of documents like: ...