"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
22 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 ...
2
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2answers
20 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 ...
0
votes
1answer
30 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 ...
0
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0answers
15 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 ?
1
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0answers
13 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 ...
0
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0answers
19 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
35 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 ...
4
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0answers
31 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}, ...
0
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0answers
3 views

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 ...
0
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0answers
12 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 ...
0
votes
1answer
15 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 ...
9
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2answers
95 views
+100

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 ...
3
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1answer
60 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
votes
1answer
81 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
votes
1answer
44 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 ...
2
votes
1answer
66 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 ...
0
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0answers
11 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 ...
1
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1answer
28 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 ...
0
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0answers
3 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 ...
1
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1answer
88 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 : ...
-1
votes
1answer
28 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 ...
1
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1answer
18 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 ...
0
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2answers
18 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 ...
0
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0answers
29 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?
1
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3answers
133 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 ...
0
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0answers
6 views

Convergence rates of density estimators

Is there a standard reference/review/book for convergence rate of parametric and nonparametric density estimators?
2
votes
2answers
231 views

Canonical example to understand Gibbs Sampling

I'm been trying to understand Gibbs sampling. What I'm looking for is a paper or other reference which uses a simple canonical example and uses that to illustrate Gibbs sampling. Sadly I've not ...
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3answers
52 views

Recommendation list of books for hypothesis testing?

Recommendation list of books for hypothesis testing? More precisely, i need list of standard theoretical textbooks that focus on hypothesis testing used in US graduate schools and these books are ...
1
vote
2answers
65 views

Reference request for beginner in SAS

I am interested to start learning to use SAS, I have used R for some time but for me SAS is a novelty. I do not seek any material in particular, since I'm now beginning to take the first steps with ...
0
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0answers
32 views

Difference between clipped time series, PRBS, PN sequence and their application in signal processing

A real valued time series can be converted into binary series through the process of clipping. Clipping, or hard limiting, a time series is transforming a real valued time series Y into a binary ...
0
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2answers
34 views

Name some techniques similar to Random Forests

I'm interested in what techniques are out there that are similar to, but not the same as, Random Forests. Either for classification or regression or both. Particularly interested in techniques which ...
0
votes
1answer
69 views

How to measure the difference of a distribution being normally distributed

Imagine I have a distribution like the following File SkewedDistribution.png of Wikimedia Commons by User:Audriusa licensed under CC-BY-SA 3.0 Now I want to measure, how this distribution differs ...
1
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0answers
67 views

Books in Statistics

I would like to know a good book in statistics, that would interest me. I have before this spent a lot of time spent studying discrete mathematics and abstract algebra and i love its beauty and ...
1
vote
1answer
51 views

Observed / expected vs odds ratio

I am trying to understand the difference between the O/E ratio vs the odds ratio. I think the odds ratio can handle small samples better than the O/E ratio. I am wondering if anybody has more ...
4
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0answers
304 views

Time series books? [duplicate]

Can anyone recommend good books on time series analysis suitable for an intermediate level biostatistician. preferably with examples in R. Thanks in advance.
4
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1answer
71 views

Berry-Esseen bound for binomial distribution

From the Berry-Essen theorem I can deduce $$\sup_{x\in\mathbb R}\left|P\left(\frac{B(p,n)-np}{\sqrt{npq}} \le x\right) - \Phi(x)\right| \le \frac{C(p^2+q^2)}{\sqrt{npq}}$$ with $C \le 0.4748$. My ...
1
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0answers
23 views

Book on structural equation modelling/ confirmatory factor analysis

Is there any "state of the art" book on SEM/CFA that you can recommend? I am looking for something that offers both some theory and some practice and I am using R with lavaan. I am a psychologist ...
5
votes
1answer
62 views

Do IID experiments maximize Fisher information?

Let $x$ and $y$ be random variables whose probabilities depend on an unknown parameter $\theta$. I am specifically interested in the case that both $x$ and $y$ are Bernoulli, but the question below ...
1
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0answers
18 views

What is the “variance component parameter” in mixed effect model?

On page 12 of Bates' book on mixed effect model, he describes the model as follows: Near the end of the screenshot, he mentions the relative covariance factor $\Lambda_{\theta}$, depending on ...
1
vote
1answer
30 views

How can I analyze / compare point-of-sales data between stores with different product offerings?

Let's say I have two stores, A and B, and let's say I have two products in the same department: product 1 and product 2. Let store B have product 2 which store A doesn't have, both stores have product ...
2
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0answers
20 views

How to derive the CRB for FIR blind equalization

Fast Maximum Likelihood for blind identification of multiple FIR channels presents the CRB expression on Pg 10 which is $CRB(dB) = 20 \log\left(1/|h|| \sqrt{\operatorname{tr}(\mathbf{F^{-1}}})\right)$ ...
0
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0answers
28 views

Is there a standard way for training neural networks with negative-labeled data?

I have a project (http://write-math.com) where I want to classify handwritten recordings into symbols. I get my data from a crowd-sourcing approach (with lots of filtering by hand, because people give ...
0
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1answer
32 views

Good resource on Probit and Logit Analysis

I am looking for a book (containing a chapter)/pdf on Probit and Logit Analysis, with Logit Regression. I read Casella Berger but I find the topic is rather poorly written. Also, some universities ...
1
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0answers
27 views

Resources for online / continuous learning neural network

this is my first post here so please point me in the right direction if the question isn't appropriate. I am interested in learning more about 'online' or 'continuous learning' neural networks - that ...
1
vote
1answer
62 views

Machine learning tutorials / examples on data sets larger than a terabyte

I am trying to gather a list of practical ML examples / tutorials on more than a terabyte of data. I'm particularly interested in feature extraction from large data sets that involves aggregation (the ...
3
votes
1answer
142 views

An alternative to *The Statistical Sleuth*?

I will be starting graduate school in statistics in August. I purchased The Statistical Sleuth recently [you can view the table of contents by clicking on the "Look Inside" link], and I do think it is ...
2
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0answers
24 views

Estimation Procedure of Multilevel Logistic Regression

I know the estimation procedure for logistic regression is the iterative weighted least squares method. In the book An Introduction to Generalized Linear Models written by Dobson & Barnett, in ...
0
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0answers
18 views

Marginal Likelihood of a Non-Linear Mixed Effects Model

The marginal likelihood of a non-linear mixed effects model does not admit a closed-form expression, unless data is normally distributed... or so I was told. Does anyone know of any literature, ...
0
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0answers
37 views

Combining multiple metrics to provide comparisons/ranking of k objects [Question and Reference Request]

Collecting $n$ metrics about $k$ objects Suppose I collect $n$ metrics about $k$ objects. I am looking into valid ways to compare the $k$ objects so they can be "ranked". I think this may be ...
3
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0answers
33 views

Video Lectures on Design and Analysis of Experiments

Where can I find video lectures or tutorials on design and analysis of experiments? E.g. something similar in scope and depth to Montgomery's Design and Analysis of Experiments?