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

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Correlation to use for non-scale data( counts)

In our college we run some extra non-required sessions that we hope help the students. To decide whether they help, I wanted to correlate the number of sessions attended with the cumulative gpa of ...
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9 views

What is the complexity of locally linear regression on many grid points?

Say I have $n$ data points and I want to estimate $f(x)$ at $m$ locations, where both $n$ and $m$ are large. Are there any common algorithms for computing locally linear regression estimates at all ...
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1answer
27 views

Choosing a line/plane to separate two classes of binned data

In high energy physics I know it is common task to find the best separation point between two classes of data, usually signal and noise. This separation point is usually determined by first binning ...
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2answers
96 views
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Inverted nonparametric rank test

I have two related samples, for which I want to prove they are not significantly different (normally you would test for the opposite, i.e. samples are significantly different). If I use Wilcoxon ...
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1answer
22 views

Critical value for Wilcoxon one-sample signed-rank test in R

I am trying to find the critical value for the Wilcoxon one-sample signed-rank test. Currently, I can find the value using tables. I looked at qwilcox() in R, but ...
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1answer
63 views
+100

Local polynomial regression: Why does the variance increase monotonically in the degree?

How can I show that the variance of local polynomial regression is increasing with the degree of the polynomial (Exercise 6.3 in Elements of Statistical Learning, second edition)? This question has ...
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1answer
37 views

Query for Friedman Test [closed]

If my dependent variable is a technique scored as 1 for joint family, 2 for nuclear family and 3 for singles then can I use Friedman's test to compare technique scores at 4 time points?
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10 views

Is there a blocked replicate test like Friedman Test, but for data across different populations?

I'm working on my analysis for a thesis project. I have two years of data, where I measured number of bats approaching boxes. The boxes are set into replicates, with each replicate having 5 treatment ...
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5 views

Variance decomposition of fixed factors and stochsticity

I am running a model sensitivity analysis of a model that yield results based on several (fixed) input parameters and some randomness (stochasticity). So in order to get the sensitivity of the model's ...
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15 views

generalized linear model vs. permutation approach to non-normal data

Most of the data I work with are non-normal. Right now I'm using generalized linear models with two factor predictors, and their interaction. I've used this approach for a dataset I'm working on. ...
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21 views

Non parametric version of Hotelling's $T^2$

Is there a non parametric version for Hotelling's $T^2$ test? Namely, the one group test for location (not the two group).
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1answer
26 views

Using ANCOVA when the covariate is not normally distributed

I have conducted a repeated-measures ANOVA, but a reviewer suspects that the observed main effect of condition are due to a the difference between hit rates of two conditions (one of them is ...
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22 views

Example of parametric and non-parametric method

I have not understood this example from wikipedia. Suppose we have a sample of 99 test scores with a mean of 100 and a standard deviation of 1. If we assume all 99 test scores are random samples ...
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1answer
53 views

Non-robustness of parametric statistics

Why is parametric test considered to be non-robust ? Or, why is parametric test not considered to be robust?
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1answer
25 views

Parameters in a non-parametric model

I have not understood this Wikipedia statement: The difference between parametric model and non-parametric model is that the former has a fixed number of parameters, while the latter grows the ...
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1answer
44 views

Can one do GLM with LOESS transformed variables

I have binary valued classification variables, and predictors that are not really performing great in GLM with probit/logit model. Some of the predictors are also correlated with each other. I am ...
2
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0answers
49 views

Where is the maximum bias and variance in a histogram as non-parametric density estimator?

I am a little bit confused about bias and variance of non-parametric density estimators and hope you can help me. Assuming a constant bandwidth and sample size, I am wondering at which points of the ...
2
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0answers
13 views

Local linear regression in R — locfit() vs locpoly() [migrated]

I am trying to understand the different behaviors of these two smoothing functions when given apparently equivalent inputs. My understanding was that locpoly just ...
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0answers
23 views

Confidence intervals for median from Wilcoxon signed rank statistic

We are given the sample $X_1, ..., X_n$ from a common distribution with median $\mu$. Using Wilcoxon's signed rank statistic, how can I construct a confidence interval in terms of the order statistics ...
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39 views

non normal data - bootstrap pearson r or kendall tau?

This may be a follow up on these questions: Pearson's or Spearman's correlation with non-normal data How robust is Pearson's correlation coefficient to violations of normality? ...
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1answer
19 views

Test to determine correlation between organism size and concentration?

I have a gamma distribution. I am looking to determine if higher concentrations of a toxin are correlated to larger organism size. I think a non-parametric test would be best, but I'm not sure which ...
3
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0answers
17 views

Kolmogorov-Smirnov test: horizontal variant?

The Kolmogorov Smirnov test is based on the maximum vertical distance between the ECDFs of two provided samples. Is there a variant that checks the maximum horizontal distance?
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18 views

Nonparametric alternatives to 1-way anova?

Are there non-parametric alternatives to one-way analysis of variance? Ideally, I am looking for something that is easy to understand and can be done in SPSS.
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0answers
20 views

Can I use a Spearman Rank-Order Correlation test to check the impact of potential confounders in my data?

I have a relatively basic statistics knowledge, so I apologise in advance if this question doesn't fully make sense or if I'm totally off-base with how I'm trying to analyse it. I've got a project ...
2
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1answer
46 views

What is “Targeted Maximum Likelihood Expectation”?

I'm trying to understand some papers by Mark van der Laan. He's a theoretical statistician at Berkeley working on problems overlap significantly with machine learning. One problem for me (besides ...
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22 views

Estimate E[x|A,B]: alternatives to bucketing for non-parametric estimation

I have a set of products. I would like to estimate Expected Value of items sold of the products wrt product price and age of the purchaser. One alternative is to assume a distribution and fit it. ...
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0answers
20 views

Non-Parametric ANOVA: Repeated Measures with Replication

I'm struggling to find out which ANOVA test to use when you have a non-normal data set with repeated measures AND replication. I'm doing my data analysis in R and the friedman.test() method says it ...
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1answer
34 views

Chi-Square test: one-sided implementation?

I need to compare two samples and I would like to know if the distribution of the first stochastically dominates that of the second one. I'm not sure whether with the Chi-Square test I can verify ...
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1answer
38 views

Density Function Estimation

Given a sample of $n$ observations, which are assumed to be $i.i.d.$ and generated from a continuous probability law. Consider the question of estimating the density function $f(x)$. There are two ...
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5 views

What's the best way to demonstrate differences in these means/totals?

With some co-authors, I coded 200 video game reviews based on whether they mentioned any of nine different game elements. We now have the total number of times that each game element showed up in ...
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21 views

hypothesis test for discrete disributions

I am interested in the number of instances of feature $F$ among the members of two populations, $A_1$ and $A_2$. e.g. $F$ is a some special genetic element that may occur several times within a ...
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1answer
35 views

What is the optimal bandwidth in this problem

Suppose that I have some estimator $\hat f$ for the parameter $f$. I obtain the following convergence rate $$E\|\hat f - f\|^2 = O\left(\frac{1}{nh} + \frac{1}{nh^2} + \frac{1}{\sqrt{n}h} + ...
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0answers
19 views

Non-parametric Levene's test by Nordstokke and Zumbo

The example they mention is using a one-way ANOVA. What if I have two factors (3x11) and a dependent variable, can I do a two-way ANOVA to calculate the univariate levene's test? If so, how would I ...
3
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1answer
57 views

How to use the bunching estimator to estimate the elasticity of taxable income

Today my professor told us about a recent estimator that non-parametrically estimates the elasticity of taxable income. I understood why doing this gets around problems of previous studies that use ...
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20 views

Parameter estimation in lottery with some unique and some non-unique prizes

Let's consider this lottery: Each time a player plays he gets a prize. Either it's one of the normal prizes $a, b, c, ..$ or one of the unique prizes $A, B, C, ..$. Here "unique" prize is such that ...
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12 views

Bonferroni family of confidence intervals for fitted values from loess method

I did loess nonparametric regression using one predictor and I wanted to build confidence band around my fitted values. I saw the some posts(links below) for this topic and found that an approximation ...
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3answers
220 views

Why is the asymptotic relative efficiency of the Wilcoxon test $3/\pi$ compared to Student's t-test for normally distributed data?

It is well-known that the asymptotic relative efficiency (ARE) of the Wilcoxon signed rank test is $\frac{3}{\pi} \approx 0.955$ compared to Student's t-test, if the data are drawn from a normally ...
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36 views

Significant Friedman's Test, but non-significant post-hocs?

I have a sample of 25 in my within-subjects design, with my DV as error rates. The data contains a lot of zeros (i.e. no errors) and is highly negatively skewed, so I can't run the repeated-measure ...
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1answer
16 views

Dependent samples but unable to pair individual scores

We surveyed a group of students before an in-school year-long project and after, and want to see if the changes in scores are significant. Data doesn't meet assumptions of normality. Can we use the ...
2
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1answer
48 views

Paired samples or independent sample hypothesis test for two time periods

I want to know if employees in an organization are surveyed in 2013 and again in 2014 if the samples from the two time periods are considered related and dependent or independent if they are asked the ...
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0answers
18 views

Goodman Kruskal with ordinal and categorical variables

I have a data set of 100 people grading likelihood of future recall from highest to lowest for a set of memory targets. I am only interested in them making this judgment on unrecalled items, meaning ...
2
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1answer
65 views

Mann-Whitney U test when only summary data (mean, sd, sample size) are available

When raw data is not available, which normally occurs when we obtain our data from different scientific papers, how is it possible to perform a Mann-Whitney analysis to test whether two samples are ...
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29 views

What is the relationship between degrees of freedom and number of comparisons in Nemenyi's post hoc test?

I have some data consisting of non-normally distributed samples drawn from one of several different groups. A Kruskal-Wallis 1-way ANOVA rejects the null hypothesis that the medians of the groups are ...
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92 views

Estimating the 95th percentile of nitrate data using non-parametric Weibull method, with associated confidence intervals in R

I am currently involved in a project where I have to estimate the 95th percentile of nitrate data from different sample points, using the non-parametric Weibull method, to see if it breaches the ...
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1answer
68 views

multiple pair wise nonparametric comparisons

is it possible to perform multiple pair wise nonparametric comparisons (generally using a Mann–Whitney test) and adjust the significance level used for the decision criteria using a Bonferroni-type ...
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59 views

Multiple Comparisons testing and Dunn's Test

I have 8 different groups of individuals, each with a pre- and post-treatment measurement. The data are non-normal, so I used a Jonckheere-Terpstra test to test for an ordered alternative and ...
4
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0answers
33 views

Rank deficient bootstrap resamples

Despite years of stat courses I'm afraid I may still not completely understand bootstrapping. My question here relates to nonparametric boostrapping of regression models. As i understand it you draw ...
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0answers
31 views

lay stats question

I am comparing two prospective observational cohorts; the "study group" (n=30) has undergone previous intervention that "failed" and has undergone a 2nd intervention. This is being compared with a ...
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61 views

How to pool the interquartile range for an arbitrary distribution?

Let's say that I want to estimate the temperature in an annulus-like region. I split the annulus into four equal sectors (sectors 1,2,3, and 4) with $n_i$ being the number of measurements in sector ...
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1answer
53 views

Using nonparametric tests with small samples even when data are normaly distrubuted

Is it appropriate to use a nonparametric test with a small sample (e.g., less than 65 people) even when data are normally distributed? For example, using the Spearman correlation? Actually my data is ...