"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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1answer
51 views

Most efficient way to check answers to exercises when learning from a statistics textbook?

There's a community wiki at: Free statistical textbooks that has a nice list of freely available textbooks on statistics. Many of the textbooks that people suggest have exercises at the end of each ...
1
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1answer
35 views

Comparing two variance matrices

I am looking for bibliographical reference for comparing two variance matrices with he following criterion: $\text{Var}[X] \geq \text{Var}[Y] \quad \text{if} \quad \text{Var}[X]-\text{Var}[Y] \succeq ...
4
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2answers
122 views

Unwritten laws and dirty tricks to influence the outcome of a regression analysis

Background: Some years ago, I was working for a professor specialized in macroeconometrics. As a student research assistant, it was my task to replicate other papers and "play around" with the data. I ...
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0answers
13 views

General reference to Rényi entropy

Is there a book or a review article serving as a good general reference to Rényi entropy, its applications and related concepts?
2
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2answers
47 views

How to analyze multiple variable time series - suggest references

I have multiple environmental time series variables (for example: temperature, dissolved oxygen, conductivity, depth) measured every few minutes for several months. The variables are measured at ...
5
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1answer
39 views

Reference request: local limit theorem for log-concave densities

The following is easy to prove and can't possibly be new. But I can't find it printed anywhere despite some effort. Can anyone tell me where it is published? Let $X_1,X_2,\ldots$ be a sequence of ...
0
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3answers
71 views

Large sample size for t-test

I am working on a physics experiment, and I ran 500 runs to calculate a parameter. I want to use the t-test to see if my mean from 500 runs matches the actual value. u0: mean is actual value u1: ...
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0answers
25 views

Understanding repeated covariance types in SPSS?

I am working in SPSS on a repeated measures linear mixed model and I am having a really hard time wrapping my head around how to select a "repeated covariance type". The options are: ...
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0answers
53 views

Estimating adjusted risk ratios in binary data using Poisson regression

I am interested in estimating an adjusted risk ratio, analogous to how one estimates an adjusted odds ratio using logistic regression. Some literature (e.g., this) indicates that using Poisson ...
0
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0answers
56 views

Better than Casella and Berger's Statistical Inference?

I have just finished an undergraduate degree in statistics and am looking into a graduate degree in statistics. One textbook that I've found in my searching is Casella and Berger's Statistical ...
2
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3answers
59 views

Matrix Factorization algorithms for Recommender Systems

I need to learn about Matrix Factorization for recommender systems, so I downloaded this paper https://datajobs.com/data-science-repo/Recommender-Systems-[Netflix].pdf but I found it too shallow. It ...
6
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2answers
159 views

Books for learning non parametric Bayesian model

Having studied parametric Bayesian statistics during the two last years, I plan to begin to self-study non parametric Bayesian model during this summer and look for recommendations. I would like the ...
10
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5answers
617 views

Do you have recommendations for books to self-teach Applied Statistics at the graduate level?

I just got my Bachelors Degree in mathematics and I've begun working with a company that is requiring some extensive data analysis and statistical inquiry. I took several statistics courses in ...
3
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0answers
61 views

Regression analysis when the covariables is a sample from a population of potential variables

This question comes from trying to analyze my recent exam (exam I have given and corrected) statistically. I have a list of questions (20 in total) and each question is given a score from 0 to five, ...
3
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2answers
71 views

Feature / attribute selection for k-means or other clustering

It seems to me that in literature it is assumed that one knows which features / attributes to choose to characterize an item in clustering. If I have a database with items which have many attributes, ...
3
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0answers
25 views

Expectation of conditional normal distribution

I have two jointly normally distributed variables $s_1$ and $s_2$. I am now searching for the conditional expectation $$ E(s_1|s_1>r_1,\ s_2>r_2) $$ where $r_1$ and $r_2$ are constants. An idea ...
0
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0answers
20 views

Reference Request: Regularization

Lately, a wealth of regularizers have come into being. The area of model selection has generated a great amount of interest. Many times, we would like to control the complexity of the model, but do so ...
3
votes
1answer
147 views

How big is “sufficient” sample size?

I am currently doing some tests with some specific parameter settings to characterize a process. I roughly remember that a widely used rule of thumb for lab tests and whatnot is a sample size of 5 or ...
1
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0answers
23 views

Model averaging effect sizes of Gamma family GLMs

I'm trying to get some model averaged effect sizes from a set of candidate models, all of them assuming a Gamma error distribution, according to the theory given by the book from Burnham and Anderson ...
1
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1answer
61 views

Original source for the “play tennis” dataset

A famous toy example in machine learning, especially with learning decision trees, is the well known "play tennis" dataset. Is there an official source for the dataset which could be quoted in ...
2
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2answers
86 views

Logistic regression and ordinal independent variables

I have found this post: Yes. The coefficient reflects the change in log odds for each increment of change in the ordinal predictor. This (very common) model specification assumes the the predictor ...
1
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1answer
43 views

households survey data - determine 'valid' product categories

I'm working with household survey data where households report their expenditure for various products. The goal is to look into income elasticities for various products thus in essence I'm interested ...
1
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1answer
51 views

Best introduction to longitudinal data analysis

I have an undergraduate in statistics and I like some mathematical explanation and exposition. I would like to learn the basics of longitudinal analysis for my leisure and edification. What, if any, ...
3
votes
0answers
29 views

Convergence time of a Markov chain

We know that a regular Markov chains converges to a unique matrix. The convergence time maybe finite or infinite. My interest is in the case where the convergence time is finite. How can we accurately ...
4
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6answers
220 views

Textbooks pertaining to creating models?

I'm not sure if a question like this has been asked yet on this website. I recently graduated as an undergraduate statistics major with a bit of a dense math background (I know some probability ...
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0answers
7 views

Probabilities data column from Mixture.Example dataset from Elements of Statistical Learning

Basically, I am playing around the mixture.example dataset from ESL. And the pdf below (page 7) gave the code to reproduce Figure 2.5 in ESL . ...
4
votes
3answers
84 views

Nonlinear Statistics?

I have been studying Statistics recently, using a few introductory texts. My issue is these texts only seem to provide analysis methods that are suitable to linear relationships: Pearson r ...
0
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0answers
31 views

Lack of fit and Pure error

I don't understand the concepts of lack of fit error and pure error. What I know is: $\bullet$ Lack of fit error: Error that occurs when the analysis omits one or more important terms or factors ...
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0answers
15 views

Resources for machine learning applied to fault detection

I am looking for a book or for a collection of examples where machine learning is used for fault detection. Any suggestions?
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2answers
161 views

Machine Learning and R textbook reference

I am asking for a book reference to further my studies in machine learning with the R programming language. Feel free to reference multiple books that are just machine learning or just R programming. ...
0
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0answers
13 views

Prior over transition matrices of markov chain

I want to be able to marginalize over the transition matrix of a markov model. The goal is to get the marginal likelihood on the number of states necessary to explain the data. Something that would ...
0
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1answer
51 views

Reference required for a Moving Average Model

I had found this MA model $y(t) = 0.5 + 0.8*\epsilon(t-1) + 0.2*\epsilon(t-12) $ from Mathworks but I forgot to note down the reference or the webpage from which I obtained it. I know this question is ...
14
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1answer
444 views

Statistics is a machine … quote

I will need to present a project to non-statisticians in an upcoming conference and I would like to include a quote that I have read at one point that makes the comparison between statistics and a ...
1
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1answer
51 views

What are good resources for discussing solutions to “Introduction to Statistical Learning in R”?

This question is more about learning statistics than about statistics per se, so please suggest another forum if this one is not appropriate. I found this textbook (ISLR by James, Witten, Hastie, and ...
1
vote
1answer
51 views

Book on interpreting plots in regression analysis

I am taking a regression course that is mainly theoretical. But we are given scatter plots and residual plots, and we are supposed to be able to describe the relationships and interpret them. I find ...
2
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1answer
97 views

History of Mendeleev periodic table of elements as a data visualization

I am looking for a comprehensive and authoritative reference (journal article or book) dealing with the history of Mendeleev periodic table of elements as a data visualization. I am especially ...
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1answer
38 views

What is a fuzzy neuron?

The only thing I understood about fuzzy neurons is that the neuron's activation function is replaced with some operation used in fuzzy. Other than that, I didn't understand much from science paper I ...
6
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2answers
472 views

Literature on IV quantile regression

In the last months I have read intensively about quantile regression in preparation for my master thesis this summer. Specifically I have read most of Roger Koenker's 2005 book on the topic. Now I ...
0
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1answer
52 views

Population Projection, Forecast, Prediction

I am frequently reading some terminology But not understanding their difference . Those are : $\bullet$Difference between ...
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0answers
5 views

standard reference (benchmark) dataset using replicate weights

Can anyone suggest a standard reference (benchmark) dataset using replicate weights comparable to NIST's Statistical Reference Datasets (http://itl.nist.gov/div898/strd/) for software testing? Ideally ...
2
votes
1answer
55 views

What is the current research on missing not at random data?

I have a data set with N ~ 5000 and about 1/2 missing on at least one important variable. Comparing the people with missing data to those with complete data it is fairly clear that the data are not ...
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0answers
12 views

Criteria for model selection for nested models fitted on nested data?

I consider a first model where the 6 observables (concentrations of metabolites) are fitted on the data set (the experimental measure of these 6 concentrations). I also have a second model, that is a ...
1
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1answer
61 views

Conceptual issues in AR model representation

Q1 : I am looking for a $k$ lagged (k order) AR model where k >2 conveniently k >20. I am unable to find any large AR model other than the popular second order AR model, $x_t = 0.195x_{t-1} - ...
8
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6answers
227 views

Reference Request: Generalized Linear Models

I am looking for an introductory to intermediate level book on Generalized Linear Models. Ideally, in addition to the theory behind the models, I would want it to include applications and examples in ...
3
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0answers
39 views

How can IRT-Models be understood in GLM/ SEM Framework? (Predict Learning with added Paradata-Covariates)

I'll be working with data from an intelligent tutor system similar to one studied in the KDD-Cup 2010 on student performance prediction and plan to use IRT models to infer item and ability parameters. ...
2
votes
1answer
88 views

Differences in edition of advanced statistics books

In general I'm wondering if there's any danger in studying from older edition statistics books. The undergrad material seems to have remained unchanged throughout the last century, but I'm looking for ...
1
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1answer
90 views

I want to learn about ROC curve — what is the canonical textbook?

I want to learn about Receiver-Operator-Characteristic curves, and metrics. I have read through online webpages with some basics, and I have used MATLAB built-ins to create ROC plots. It tells me ...
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0answers
38 views

How to calculate false accept and reject rates in pattern recognition?

I am working on a vein pattern recognition project based on SURF algorithm and Euclidean distance. I have completed my program to find the maximum and minimum distance between vein features and find a ...
4
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0answers
35 views

Guide / tutorial for design & analysis of experiments in retail settings

I want to develop my skill set in the design and analysis of experiments in retail, where we conduct experiments (introduction of new package, new product, discount, etc.) in test stores while ...
3
votes
0answers
55 views

Any practical uses of inverse uniform distribution?

To motivate a paper in game-theory I need examples of real-life uses of the inverse uniform distribution (http://en.wikipedia.org/wiki/Inverse_distribution#Inverse_uniform_distribution). Which type of ...