"References" is our generic tag for questions seeking information about books, papers, presentations, videos of lectures, on-line tutorials, etc., regarding any subject matter that is on-topic for Cross Validated.

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Reference and text books : Entropy of symbols [on hold]

Random chains of symbols $s_1, s_2,\ldots,$ drawn from some finite alphabet $N$ appear in practically all sciences. Examples include spins in one-dimensional mag- nets, written texts, DNA sequences, ...
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1answer
13 views

Regression on Inferred Variables

Given a set of labels $y$ and design matrix $X$ we often compute a linear regression to find a set of parameters $\hat{\beta}$ such that $E[y|X] = X\hat{\beta}$. However, how does one perform ...
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18 views

Geometrical Interpretation of Risk Ratio (RR)

Can anyone suggest any book or article on the topic "Geometrical Interpretation of Risk Ratio (RR)" ?
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1answer
39 views

What are good introductory papers on recommender systems?

I am beginning to build a recommendation system. I have users on a website and they purchase services, so I'll recommend services that commonly go along - i.e. are purchased by a single user (not ...
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2answers
50 views

Grad level books for survivability analysis applied to manufacturing

I am looking for a grad level book on survivability analysis applied to manufacturing such as assembly lines. Preferably in R. I am familiar with measure theory, probability theory and R.
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0answers
52 views

Comprehensive list of misnomers in machine learning

Are there any reference document(s) that give a comprehensive list of misnomers in machine learning? I would like to have a list and simple explanation if needs be that I could go through easily (vs. ...
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38 views

Very Basic Question on Sampling [closed]

For determining sample size , why is to focus on the unbiasedness and accuracy of the estimates ? In a simulation study , authors chose that sample size for which they get unbiased and accurate ...
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1answer
16 views

Comprehensive list of combination techniques for word-level embeddings with pros/cons

Are there any reference document(s) that give a comprehensive list combination techniques for word-level embeddings along with their pros/cons (and ideally some pointers to publications where they ...
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0answers
14 views

Local Version of Bernstein Von-Mises Theorem?

The Bernstein-Von Mises theorem says that, under reasonable conditions, the posterior distribution $p(\theta | x_{1},\ldots,x_{n})$ converges weakly to the normal distribution after suitable ...
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0answers
29 views

Leaving insignificant variables in a regression - Sources?

I'm aware that this question has been answered many times on this forum, however, I've not seen it accompanied by any sources. I'm looking for sources which support the inclusion of control variables ...
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0answers
17 views

Criteria for comparing parametric and nonparametric approaches

I have a real data set of size n = 50 and I would like to compare some parametric and nonparametric (for example spline function) density estimation. Which measure should I use to assess their ...
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0answers
14 views

Which iterative algorithm lmer uses for REML estimation?

For mixed model, when we estimate variance component by restricted maximum likelihood estimation procedure, an iterative algorithm is required to solve the estimating equations for variance component. ...
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0answers
14 views

Some difference in notation in a project report

I am focusing on a specific model in my study. When I am writing my project paper, for describing the estimation procedure, can I describe it more generally with some difference in notation than my ...
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36 views

Restricted Maximum Likelihood Estimates of Multilevel Regression Model

A two-level regression model : $$Y_{ij} = \gamma_{00} + \gamma_{10}X_{ij} + \gamma_{01}Z_j + \gamma_{11}X_{ij}Z_j + u_{0j} + u_{1j}X_{ij} + e_{ij}$$ where $e_{ij}\sim N(0,\sigma^2_e)$ and , $$ ...
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15 views

Does stratification matter for large N?

Suppose I am designing a randomized controlled trial on a relatively large sample—for completeness, let's say around 30,000. I am going to randomly assign members to treatment and control groups, ...
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0answers
31 views

Multilevel Model in Matrix Form

A two-level model, with one explanatory variable at the individual level $(X)$ and one explanatory variable at the group level $(Z)$ : ...
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0answers
17 views

Properties of the KL topology [reference request]

I'm trying to understand better what are the implications of a sequence of random variables $X_n$ converging toward some limit $X$ in the KL topology, ie the probability density functions are such ...
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0answers
21 views

Notation in two-level regression model

In this pdf, formula of two-level regression model is written as : $$Y_{ij}=\beta_{0j}+\beta_{1j}X_{ij}+e_{ij}$$ and in the pdf $e_{ij}$ is referred as individual level Residual . But I am not ...
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1answer
43 views

A book on discriminant analysis

Can anyone suggest a good book on discriminant analysis - comprehensible and detailed? (Kendall and Stuart write about the subject too concisely.)
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1answer
29 views

Where can I find a clear derivation of backpropagation through a Convolutional Neural Network?

Any links to books, articles or papers would be appreciated, or even a written explanation.
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0answers
66 views

Bayesian logit model in Psychometric or Behavioural Testing for Credit Scoring in Developing Countries

A lot of parameters in one title, I know. So there's credit scoring but not using credit history. Then there's using a Bayesian logit model. Then there's doing so in a developing country such as Haiti ...
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4answers
2k views

Is ArXiv popular in the statistics community?

I know that the physics and math communities are very into ArXiv, but what about the stats community? Is it customary to post there before submission?
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2answers
43 views

Problem books in introductory statistics

I'm going to teach an introduction to statistics course to college students with a little mathematical background. The syllabus of the course is mostly tables, graphics, means, medians, quartiles and ...
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0answers
24 views

Methods to find the correlation between one variable and a set of variables

I have discrete measures (let's say $I(x,y,t)$, i.e., coordinates in space and time) on a geographical map that are sampled randomly. I also have a constant flow of optical images in several ...
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0answers
14 views

Multiple test correction procedures for multiple regression with dependent predictors

A researcher is employing OLS multiple regression to examine the independent effects (i.e., partial correlations) of a moderate (~8) number of theoretically-relevant predictors on some outcome. The ...
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1answer
42 views

Which one is the correct formula of confidence interval of variance?

I got the following formula of confidence interval of variance in this site $$\frac{(n-1)s^2}{\chi^2_{1-(\alpha/2),n-1}}<\sigma^2<\frac{(n-1)s^2}{\chi^2_{(\alpha/2),n-1}}$$ And this following ...
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2answers
35 views

Introductory graduate-level survey sampling textbook?

I've already seen this. For someone who has a mathematical mindset and is starting a graduate program in stats, what is a good text on survey sampling? If it comes with R code samples, that would be ...
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0answers
64 views

Calculating Standard Error of Standard Deviation

Following this post , I think first I need to be theoretically sound . In my theory class , I learnt that inverse of information matrix is the variance-covariance matrix of estimates . To find the ...
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19 views

Wald confidence interval

Are Wald Type confidence interval and confidence interval based on asymptotic standard normal distribution synonymous ? Can you please give me some reference ?
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0answers
15 views

Where can I find good references regarding to noise filtering and prediction in time series?

I want to model the error structure of every certain time period obtained from the past errors produced by the predictions of nonlinear time series. I would like to know if someone knows specialized ...
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0answers
22 views

Use Logistic Regression Literature for Logit Discrete Choice Models

I'm currently developing a binary logit Discrete Choice Model (DCM) in the context of my thesis. Obviously, I want to develop the model following academic standards. A few questions have been arising: ...
2
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1answer
42 views

Recommend e-book that is comparable to Hamilton's Time Series Analysis?

(NOTE: I have read the topic re "books for self-studying time series analysis," this question is intended to be different in a very specific way, and I am looking for answers that would not be ...
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33 views

Truncated trivariate normal - conditional expectation

I am working on a paper in which I'd need to use the two following conditional expectations: $E(X_{1}|a \leq X_{2} \leq b)$ $E(X_{1}|a \leq X_{2} \leq b, a \leq X_{3} \leq b)$ where $X_{1}, X_{2}, ...
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0answers
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selecting most similar ordering over many groups

Suppose we have many product categories with 2-4 products in each. Products within each category is ranked according to quality. This 'true' ranking is known, but the goal is to select a model out of ...
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0answers
15 views

How do we understand when a time series must be decomposed or normalized?

Why do we use decomposition in time series? How much information will be lost if we will delete (decompose) the seasonal component? Where I can find some documentation which describe what time series ...
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1answer
16 views

Interpretation of “Same Slope” in Multilevel Modeling Example

An example of multilevel modeling : Consider an educational study with data from students in many schools,predicting in each school the students’ grades y on a standardized test given their scores on ...
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2answers
112 views

What can we say about models on observational data in the absence of instruments?

I've had in the past a number of questions asked of me relating to published papers in a number of areas where regressions (and related models, such as panel models or GLMs) are used on observational ...
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1answer
66 views

Appropriate reasons to exclude independent variables from regression

I am running a series of hierarchical regressions with a lot of independent variables. All the IVs show a loose theoretical relationship to the DV. My supervisor has suggested excluding IVs from ...
2
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1answer
83 views

Notation of Variance of Residuals in Multilevel Modeling

I am having some trouble to understand the notation of variance of residuals in multilevel modeling . In this paper "Sufficient Sample Sizes for Multilevel Modeling" , in p.87 below equation (3) , ...
2
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1answer
60 views

Intermediate-level book for studying statistics?

I have took several beginner courses in statistics at my local university. I have also read two introductory books. I would now like to deepen my knowledge on certain areas, such as bivariate and ...
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1answer
70 views

Characteristics of some popular statistics books

I'm trying to pick a book to learn out of for the advanced undergrad/early grad level. I've heard of several popular books (in alphabetical order): Casella, George and Roger Berger. Statistical ...
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1answer
25 views

Reference for Two-level Logistic Regression

I am an undergraduate student . In this level , we aren't taught Multilevel Logistic Regression. But my project topic is Multilevel Logistic Regression and I am ...
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1answer
32 views

Beyond least squares: how to choose a predictive model or algorithm? (reference request)

There are dozens of algorithms one can use to build a predictive model. What books or studies exist that can help one determine which algorithm to use? Elements of Statistical Learning spends a lot ...
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0answers
5 views

Robustness to deviation from normality with regularized VAR model - references

I was listening to a talk where the presenter was talking about using regularized estimation approaches in a VAR(1) model $$X_t = \Gamma X_{t-1} + \epsilon_t, \quad \epsilon_t \sim ...
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1answer
99 views

How to compute the residual standard deviation from `glmer()` function in R?

I want to extract standard deviation of residual from glmer() function in R . So I wrote : ...
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1answer
31 views

Is there a Tufte box set? [closed]

Apologies in advance that this is probably off topic and minutes away from being closed, but I couldn't think where else to ask and I hope you guys can help. I'd like to get hold of Edward Tufte's ...
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1answer
22 views

References for the interval regression

I am using the interval regression in my dissertation (intreg command in Stata), but I can't find any publications describing this particular model. Should I just briefly describe the model in the ...
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2answers
26 views

Generalized Method of Moments

I was looking for a book that could explain me well the Generalized Method of Moments, its mathematical nuances, and even have a look to the empirical side, maybe with some guided exercises with Stata ...
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0answers
30 views

Can anyone explain what is happening in the stl function of R?

I am recently working with seasonal-trend decomposition. Yet I am not that familiar with the approach that R is using. Can anyone one kindly explain the mechanism of the stl function?
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3answers
140 views

Path to mathematical statistics: Ideal Textbook and approach for Self Study

I'm fairly mathematically inclined — had 6 semesters of Math in my undergrad — though I'm a bit out of practice and slow with say partial differential equations and path integrals my concepts come ...