# Tagged Questions

29 views

### Compute the inverse of function [closed]

I want to compute and plot the inverse of given function f. I have the following code in R : ...
25 views

### Regression to predict probability - what transformation to use?

I am working on a project where the training labels are given to me as a probability value in the range [0,1]. My first approach was to fit a simple linear ridge regression to predict the ...
81 views

### Why do we use conditional expectation vs regular expectation in regression?

What is the significance of using conditional expectation E(Y|X=x) in regression and not just use the regular expectation E(y). What will be the consequence if we use E(Y) instead? ( can we do this ...
24 views

### Calculating the posterior probability

How do I calculate the posterior probability in R for individual observations and then classify the observation if the posterior probability is greater than 0.5? ...
468 views

### Numerical example to understand Expectation-Maximization

I am trying to get a good grasp on the EM algorithm, to be able to implement and use it. I spent a full day reading the theory and a paper where EM is used to track an aircraft using the position ...
305 views

### What does a “closed-form solution” mean?

I have come across the term "closed-form solution" quite often. What does a closed-form solution mean? How does one determine if a close-form solution exists for a given problem? Searching online, I ...
75 views

### How can I assign a quality to a regression based on the number of data points?

Let's say I want to create a line of best fit to approximate the relationship between years of golf experience, and average golf score. If I have only 4 data points, my line of best fit will have a ...
114 views

### Cumulative predicted probabilities in logistic regression

I'm analyzing users' in-game data in order to model whether they're going to be paid user or not. Here's my model: ...
241 views

### What is the probability regression coefficient is larger than its OLS estimate

Consider a sample of 34 pairs of values $(x,y)$ for the regression equation $$y_{i}=\alpha + \beta x_{i} + \epsilon_i .$$ Using linear regression (OLS), I got the estimate $\hat{\beta}=2.3$. What ...
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### spss 20 for mac: how to get probabilities after running a binary logistic regression [duplicate]

I have a binary variable that I'm investigating in SPSS, inclination_to_dance. I have another linear variable as well, ...
13 views

### Efficent global minimum search of costly to evaluate low dimensional error function

Trying to minimize the error from a probabilistic regression model which is composed of hierarchical KDE estimated PDFs. The top level is the result of 2-4 separate meta-PDFs from different data ...
91 views

### How to show what is going on if we drop significiant variable in logit model?

How to show what is going on if we drop significant variable in logit model ? Bias and heteroskedasticity should emerge. But what is the framework for showing such behaviours in econometric models ?
422 views

### Best book to learn probability - Poisson, binomial, regression, etc [duplicate]

What is the best book to learn probability - Poisson, binomial, regression, etc. I am working as an odds adjuster at a bookmaker and need to advance my skills to an odds compiler level.
74 views

### Predictions when multiple outcomes

Background and Setting I have data of this format: on each subject the list of exposure to some subtances, some demographics and then a multiple response (whether the subject developed a disease or ...
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### Maximizing choice

There are N number of people and X amount of objects with different values. Each person will choose an object and will obtain that object's value. If multiple people choose the same object then the ...
144 views

### Can someone explain what a plim is in regression?

I know it has to do with consistency in the coefficients of the explanetory variable but I just don't understand what it is or how we use it. My professor doesn't explain it well, and I cant seem to ...
104 views

### What is the probability that the true effect is greater than z?

Say you run a regression (Y = Beta_0 + Beta_1 + GDP + ... ), and obtain a coefficient estimate for "GDP" of -6 with a standard error = 4. Assume sample size is 250. How do you answer the question: ...
201 views

### Combining probabilities for sports prediction

I use two criterion ($w$ and $x$) for predicting the outcome of football matches. Analysis of historical records has provided me with two best fit linear equations. The probability that the team ...
74 views

### Characteristics of the surviving mice Experiment

Could someone help me sort through my experiment? I had a couple classes in statistics several years ago and I've let most of it slip. Could someone provide statistical insight a better way to analyze ...
61 views

### Conditional on Gaussian, need clarification

I'm reading Andrew Ng's notes on machine learning, and on page 12 of this document, he makes a step in his proof that I'm trying to decipher: Let \$\textbf{x} = \left( 1 , x_1 , x_2 , \cdots , x_n ...
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### Comparing rates of events between an exposed and unexposed group

I'm looking at 2 papers which are addressing the same issue using a retrospective cohort study design but use different methodology to analyse data and I would like to know why the methods used ...
746 views

### Predict future student outcomes (binary and continuous) with historic cross-sectional data?

Using Stata 11.2, I would like to develop 2 analytic models that could be implemented by school administrators to flag students for intervention. I'm wondering if it would be possible to develop ...
565 views

### How can I prove the experiment data follows heavy-tail distribution?

I have several test results of server response delay. According to our theory analysis, the delay distribution (The probability distribution function of response delay) should have heavy-tail ...
2k views

### How to choose significance level for a large data set?

I am working with a data set having N around 200,000. In regressions, I am seeing very small significance values << 0.001 associated with very small effect sizes, e.g. r=0.028. What I'd like to ...
208 views

### Probabilities and Linear Regression

I am having some trouble understanding the relationship between the weight provided from a multiple linear regression and calculating probabilities. The weights given create an equation whose values ...
111 views

### Testing endogeneity against decision probability

I am working with a model where the literature suggests there is potential endogeneity between the dependent variable and the primary independent variable of interest (a binary treatment). However, ...
977 views

### Meaning of p-values in regression

When I perform a linear regression in some software packages (for example Mathematica), I get p-values associated with the individual parameters in the model. For, instance the results of a linear ...
460 views

### What is the added value of using a 2-part model over an OLS model on a subsample when estimating health care expenditures?

I want to estimate the impact of having health insurance on health care expenditures and have a hunch that it is best to use a two-part model to first estimate the probability of using any health care ...
329 views

### Origin of strange formula for equilibrium standard deviation

In the paper M. Avellaneda and J. H. Lee, Statistical arbitrage in the U.S. equities market, July 2008, in the Appendix on page 46, how does he get equilibrium standard deviation as following: ...