Procedures that rely on relatively few assumptions about underlying probability distributions.

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13 views

Non Parametric test for ranked data

I am working on a project on multi criteria decision modelling. The technique applied (Analytical Hierarchy Process) provides me with data in the form of normalised weights (sum=1) to a set of ...
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29 views

Defining stopping criteria for Chinese Restaurant Process clustering [on hold]

I have implemented a representation of dirichlet process i.e. Chinese Restaurant Process using this answer to cluster my data. I have used multiple values for the scaling parameter i.e. $α$ and found ...
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10 views

Is there any test, like Mann Whitney U test or Kruskal Wallis test, that allows me to include a categorical covariate (like an ANCOVA)?

Here is my question: I want to know if there is a test that allow me to do an nonparametric ANCOVA. Let me explain: I am looking for a Mann-Whitney-U and a Kruskal-Wallis, but I want to include a ...
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8 views

How are the values of knots in MARS calculated?

I'm wondering how the MARS algorithm decides on the specific values for the knots which are included in the hinge functions. Thank you very much.
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18 views

Problems when bootstraping confidence interval for panel data-labor economics

I am currently leading a research project on labor economics. But I met some problems with bootstrapping the confidence interval. What I want to do is to find how moving will influence workers' ...
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11 views

Nonparametric test for discovering a unimodal distribution?

I am doing a literature review. I want to count how many times a given HCI concept has been found to have some effect (strong, medium, weak or none, with negative effects that's an ordinal scale with ...
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22 views

Paired or non-paired data? comparing two sets of scores from same individuals

I have data from four companies, W, X, Y and Z. For each company, three groups of 5 individuals (15 individuals total) take part in a test. Every individual takes two tests, test A and test B, with A ...
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24 views

How do I check data for normality, then what next…?

I am currently undertaking a hypothesis test for some financial returns data. I'm getting slightly confused on parametric versus non-parametric testing. I am testing a market portfolio of 305 stocks ...
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70 views

Testing difference between two portions of a time series with Chebyshev Theorem

I have a time series which presents two different patterns during time. These patterns are related to two different events that happen during the experiment. I can manually select the temporal ...
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1answer
23 views

Kernel Regression with Multiple Predictors

I know Kernel regression is a type of local regression, i.e., we consider nearby points/observations to predict the value at a particular point. In other words, we see which of the already existing ...
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14 views

Version of Mann-Whitney U test, for right-censored data

Is there an equivalent of the Mann-Whitney U test, but for right-censored data? I have right-censored numerical data from two different groups. The mean for one group is higher than the other. I'd ...
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21 views

Dirichlet process mixture MCMC

I'm reading Markov Chain Sampling Methods for Dirichlet Process Mixture Models by Radford M. Neal. Equation (3.6) states that If $c=c_{j}$ for some $j\neq i $: $P\left(c_{i}=c\;|\;c_{-i}, y_{i}, ...
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9 views

Nonparametric Bootstrap for Bivariate [migrated]

I'm having trouble getting my nonparametric bootstrap working, since I'm clearly doing something off. Say I have a vector with two columns (length of n) and I wish to find their correlation. Let's ...
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29 views

Four standard deviation rules in relation to normality testing

Within our department we were given a set of guidelines for how we might decide whether to proceed with parametric or non-parametric testing (for continuous data). These were drawn up in consultation ...
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0answers
17 views

Unsure what test to use for my non-parametric data

I would like some help choosing the most appropriate stats test to use for my data. I have two different types of organism, four different treatments and then the dependent variable is yes/no did they ...
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0answers
28 views

Is there an online way to compute additive, kernel or spline regressions?

I have an online learning problem where every second (say) I receive a new observation $(x_1,x_2,y)$. I'd like to fit the following models: $$ y = f(x_1) + f(x_2)$$ and maybe $$ y = f(x_1,x_2) $$ In ...
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27 views

Rephrasing: Hypothesis Test: normal and non-normal data [closed]

I am rephrasing this question to make it more clear. I have two samples of data, A and B, and I want to perform an hypothesis test to realize about the cost of A and B. Cost, here, it is simply the ...
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2answers
256 views

Why does using a non-parametric test decrease power?

I am thinking about using the Mann Whitney U test over Student's classic t-test. But I was warned that I'd lose power and would require a higher sample size to compensate. I don't understand: Why ...
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1answer
55 views

Is likelihood ratio test a nonparametric test?

I have a few doubts about the Likelihood ratio test. I understand that we compute a p-value based on the ratio of likelihoods between two models. I am wondering: Is the likelihood ratio test, a ...
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1answer
27 views

run test with p-value equals to NA

I am using runs.test() of library lawstat in R. I am getting following output ...
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1answer
33 views

Distribution-free test for two-sample multivariate distributions

Suppose that $X_1, \cdots, X_n$ and $Y_1, \cdots, Y_n$ are samples of $R^d$ vectors with distributions $X$ and $Y$ respectively. In addition, assume that there is one-to-one mapping between the first ...
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0answers
34 views

unbalanced non-parametric version of two-way ANOVA

I have a question on deciding which statistical test to use for my thesis research. I am trying to analyse abundance of microbes along time in two groups of oral microbiota samples: oral samples ...
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1answer
18 views

non-parametric trend analysis with data that is both left and right censored

I am assessing the the presence of monotonic temporal trends in E. coli concentration data using a non-parametric approach. These data are both right and left censored (for example the lower detection ...
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19 views

Covariance of two distinct quadratic forms

Let's say that I have two random vectors, that should belong to the same distribution family, but are distinct. I.e. $\mathbf{Y_{1}} = (Y_{11}, ..., Y_{n1})^{T} \sim D(\mu_1, \Sigma_1)$ and ...
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23 views

Is it possible to compare unequal sample sizes in a non-parametric paired t-test?

I'm trying to compare counts of species made during the day and during the night. The counts were made in the same location for day and night and were on the same populations. Therefore, I'm assuming ...
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18 views

Comparying MLE and Parzen Window based Classifier?

I am trying to compare a classifier that uses either MLE or Parzen in the training stage. MLE is a parametric method while Parzen is non-parametric. Naturally, CPU time can be used as a comparison ...
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1answer
129 views

Is Principal Component Analysis a parametric method?

Principal component analysis assumes that the features are distributed by a Gaussian. Does this make Principal Component Analysis a parametric approach? I can't seem to find a concrete answer saying ...
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29 views

Reporting the results of Nonparametric regression using kernel weights

I am wondering how I can present the results of nonparametric regression. I performed the nonparametric tests using R, and R package 'np'. The commands used for this are freq <- npreg(Respno ~ ...
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21 views

Nonparametric censored trend analysis: When using cenken (package NADA in R), should I use annual medians or all of data

I am using cenken to perform a nonparametric trend test on concentration data with multiple detection limits (the detection limit changed when a change of labs was made). I have seven years of data ...
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36 views

Learn a distribution from distributions on samples

There's many good ways to learn a distribution $p_X$ of an r.v. $X$ over $k$ symbols given many i.i.d. samples $X_1,\ldots, X_n$. The simplest is to use the sample relative frequencies $\hat{f}_X$ as ...
3
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1answer
32 views

Nonparametric 2-way ANOVA for data with unequal n's due to possibly informative missingness

So my problem revolves around trying to find the right test for my data in R. I've been doing an experiment that is measuring sublethal effects in a toxic environment, and as a result, even though I ...
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42 views

Is it possible to calculate cohen's d from nonparametric statistics?

I am working on my thesis and my supervisor wanted me to calculate cohen's d for my significant results. I am using SPSS and I was able to calculate Cohen's d using an external site. My independent ...
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1answer
28 views

Nonparametric methods for count data?

I have data where the dependent variable are counts of an event. I am modeling the relationship between the dependent and independent variables using a negative binomial model, but I was also hoping ...
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8 views

Local Least Squares Bandwith Selection

The local linear least squares is defined as the solution to the following maximization problem:$$min\,\sum_{i=1}^{n}(y_{i}-\alpha-\beta'(X_{i}-x))^{2}1(|X_{i}-x|\leq h)$$ where $1(.)$ is an ...
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29 views

Non-parametric Tests for this data?

I am studying unprofessional conduct. I have every case of misconduct over a 5-year period. I am curious if misconduct varies by education level. As you can see, misconduct is broken into 13 ...
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24 views

Compairing two variables measured at 2 points, abnormally distrubuted

I am an otolaryngology specialist, and I am trying to figure out how to test this sample, my knowledge of statistics is a bit rusty so bear with me, Basically I have one group, with two scale ...
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12 views

Rules of comparing independent groups with dichotomous DV?

I am comparing the professional misconduct between education levels in groups A and B. With thirteen forms of misconduct (a dichotomous scheme - where deviants will commit at least one, and at most ...
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0answers
46 views

Test linearity versus local linearity in regression

I have a question regarding local linear least squares vs OLS. Consider the linear regression model $$y_{i}=x_{i}'\beta+\epsilon_{it}$$ where we have assumed that the model is linear in its ...
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40 views

How find confidence regions for multivariate ( or at least bivariate) distributions other than Normal

I am looking for a method which is able to find confidence regions in multivariate distributions with $(1-\alpha)\%$ probability of occurrence. What I mean by probability of occurrence is that, the ...
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46 views

Consistency of non-parametric estimators for CVAR

Is the estimation of the CVAR (conditional value at risk) using known non-parametric methods different from the estimation of any other random variable? If the answer is yes, are any non-parametric ...
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1answer
43 views

How can I approximate a pdf knowing the estimated CDF in R?

I have an estimate of a CDF in R (nonparametric) and I need to compare this distribution to another one by Kullback-Leibler. In order to do so, I need to find the pdf of this random variable. What is ...
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17 views

Determine if ranks of a group are different

I have some data that the response variable is color of potato chip. It has a large positive skew. There are 7 potato varieties and 8 different locations in this study. I want to rank the potato ...
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1answer
11 views

Multiple Comparisons test strategy

I have a test data with 3452 subjects , I have 5 different algorithms that detect the presence or absence of a disease. ...
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0answers
12 views

Non-normal, related but non-paired data, test for significant difference

i am comparing the profit margins for restaurants prior and post gaining a michelin star. I have all the profit margins for each restaurant up to 2-5 years prior and post. I want to compare all of ...
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1answer
28 views

Transformation of dependent variable for MARS algorithm?

I am just wondering if its necessary to transform a dependent variable as it is a large monetary value? I'm unsure if its necessary with a non-parametric methods such as MARS. When I do a log ...
2
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0answers
15 views

Explanatory power of variable

To clarify from the very beginning, I expect relations between my variables to be very non-linear, so usual correlation and PCA approach may not work here. Also, for simplicity all the variables are ...
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2answers
63 views

Statistical test to compare skewed distributions of binary data

I have two positively skewed distributions of binary data (0, 1) I would like to compare. I'm not an expert of non normal distributions. Is there a statistical (R based) test to do this? Thanks in ...
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48 views

Regression discontinuity design

I am trying to apply an RRD design to a set of spatial data from rasters. The approach has been widely used in the development economics literature and I know that it is a sound methodological ...
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1answer
50 views

Nonparametric tests and binary data?

I'm having data which represent two groups, one that used tool 1 and the other that used tool 2. I asked a series of questions (10 questions). The questions were true or false. I also measured the ...
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8 views

Time evolving non parametric data model

I have data points $(x_i, y_i)$ in each iteration of my algorithm on which I build a non-parametric model using local linear regression with a Gaussian kernel. Using this model, I estimate the ...