Shifting and rescaling data to assure zero mean and unit variance.
2
votes
0answers
31 views
Standardized dependent variable within a group in panel data models?
Does standardizing of a dependent variable within the identifying group make sense?
The following working paper (Deforestation slowdown in the Legal Amazon; Prices or Policies?, pdf) uses a ...
2
votes
2answers
76 views
Why Normalization (Standardization) values should be smaller than $1$?
The books gives some examples about content based recommendation. An example of what I understood is at below.
A movie's attributes are values between $1$ and $10$. The duration attribute gets ...
1
vote
2answers
47 views
Do transformations prevent standardised coefficients from being comparable?
I assume that using standardized regression coefficients is a way to compare the relative effect of two or more predictors (measured on different scales/units) on the mean value of Y.
If you have ...
0
votes
0answers
72 views
How to fit a standardized generalized hyperbolic distribution to my data using optim?
I want to fit a standardized generalized hyperbolid distribution to my data using the optim command.
Regarding my post here, I think I have to try it manually, by using the optim command.
My problem ...
0
votes
0answers
36 views
R Command to fit a standardized generalized hyperbolic distribution to data?
I wanted to ask, if there is a R command, which fits a standardized generalized hyperbolic distribution to my data? I know there is one, which fits a non-standardized, but I want to fit the ...
0
votes
0answers
21 views
How does dsgh work in R? [duplicate]
I try to understand how the standardized generahl hyperbolic distribution is implemented in R. The command of the fBasics package is dsgh:
...
0
votes
1answer
52 views
Different possible parameter combinations to obtain a standardized generalized hyperbolic distribution?
Consider the generalized hyperbolic distribution given by (from wikipedia):
So I now wanted to derive the standardized version, so mean zero variance one. I wanted to do the following:
Set the ...
0
votes
1answer
52 views
Standardized generalized hyperbolic distribution
I am interested in the standardized version (mean zero, variance one) of the generalized hyperbolic and the hyperbolic distribution. I want to include this in my analysis and therefore I need the ...
1
vote
0answers
48 views
Transforming two sets of test scores to be “comparable”?
Given 2 sets of test scores (the same students take both tests), I'd like to transform them such that they can be added to give a combined score.
The 2 tests have different variances, so adding them ...
2
votes
2answers
95 views
Transforming variables
Let $W = X_1/X_2$ where $X_1$ and $X_2$ are normally distributed with means $\mu_1,\mu_2$, variances $\sigma_{1}^{2}, \sigma_{2}^{2}$ and correlation coefficient $\rho$. The exact distribution of $W$ ...
0
votes
0answers
43 views
glmnet standardization details
I'm using glmnet for a binary variable. I'm trying to use the resulting coefficients to understand what variables are driving the responses. In doing so I've come across the ...
4
votes
0answers
116 views
VaR calculation
I am refering to this article:
RiskMetrics Technical Document - Fourth Edition 1996, December
One of their model is called RiskMetrics-GED and given by (p. 238-239):
on p. 242 they say
My ...
2
votes
1answer
152 views
Using z scores in paired t-tests and regression analysis
I have one group of participants measured on a health outcome scale at two different time points. I first want to see whether there is a significant difference between time 1 and time 2 on this ...
0
votes
1answer
61 views
Standardizing standardized data?
Let's assume I standardize my data in SPSS through converting them to z-values. Then I save my dataset and load it into AMOS to do some regressions. Now, the data is already standardized, but AMOS ...
1
vote
2answers
224 views
How to deal with extreme but “real” data, classify as outliers or no?
I have an explanatory variable, close, which is the daily close price of a firm in the stock market.
The following summarizes this explanatory variable:
...
2
votes
2answers
131 views
How do I analyze a z-score to determine a difference?
My data are in SPSS. I teach in a nursing program.
During their junior year, 68 students participated in a simulation scenario for heart failure. They were by rated by observers (0/1, did not do/did ...
2
votes
1answer
30 views
When to normalize learning?
I'm trying to determine the effect of three types of learning on a group of subjects.
I have their pretest scores and posttest scores.
The current goal is to determine which intervention reduce the ...
1
vote
2answers
118 views
PCA weights vs. standardized
I have a number of timeseries on which I want to apply a PCA (using matlab). These time series have very different variances.
My objective is:
1) all time series have the same weight for me, no one ...
2
votes
2answers
214 views
Standardized residuals in R's lm output
I have a quick question: if I plot the diagnostic plots to an R regression, a couple of them have "Standardized Residuals" as their y-axis such as in this plot:
My question is this: what are the ...
0
votes
0answers
30 views
Doubts about the standardization process that I should perform with a set of variables
I have a set of categorical variables that I need to encode between [0,1] or [-1,1] to solve a problem in which I have to compare its values with metrics like Euclidean Distance or the Dot product, ...
2
votes
1answer
109 views
How to calculate expected win percentage where only 2 of 5 values are known?
The idea here is that you have a 5 vs. 5 game where each player is using a unique character (henceforth 'hero'), and thousands of matches of this game have been played. The goal of the analysis is to ...
4
votes
2answers
425 views
How to statistically compare two algorithms across three datasets in feature selection and classification?
Problem background: As part of my research, I have written two algorithms that can select a set of features from a data set (gene expression data from cancer patients). These features are then tested ...
3
votes
1answer
101 views
Comparing logistic regression models with the same IVs
I have multiple logistic regression models with all of the same IVs/controls and a variety of DVs (all health outcomes from the same sample). The primary IV is the sum of types of childhood abuse ...
0
votes
1answer
189 views
How can I interpret coefficients of categorical predictors in the negative binomial regression model?
I used some categorical variables as predictors to a negative binomial model. The dependent variable is numerical. I used glm.nb in R and the results show relative coefficients of one category ...
4
votes
0answers
133 views
Is standardization needed before fitting logistic regression?
My question is do we need to standardize the data set to make sure all variables have the same scale, between [0,1], before fitting logistic regression. The formula is ...
1
vote
1answer
145 views
Whitening and unwhitening for sparse coding
Is this procedure for whitening and unwhitening correct?
Given an image $i$:
decompose the image in patches:
patch=im2col(i,[8 8],'sliding');
Whitening step:
...
0
votes
0answers
35 views
Does the standard scores analysis make sense in the following scenario?
INTRODUCTION
I've got an image in grayscale.
Say the image is a rectangle with width = 1700 pixels and height = 2338 pixels.
The image is light in the middle and dark in the top and bottom edges.
The ...
4
votes
1answer
128 views
Adding a quadratic term: should I use the squared original (and not the squared standardized?)
In a multiple logistic regression I need to standardize one of the variables because I need to add a quadratic term. Whether I add the quadratic term as the squared original or the squared ...
0
votes
1answer
41 views
How to remove individual means and deviations for repeated measures
I currently have a experiment with a within subject design, where I repeatedly measure reaction times (RT). Reaction times for each category of reaction were measures multiple times. However now the ...
2
votes
1answer
365 views
How to get the standardized beta coefficients from glm.nb regression in R?
I'm working in R, using glm.nb (of the MASS package) to model count data with a negative binomial regression model. I'd like to get the standardized (beta) coefficients from the model, but am given ...
4
votes
2answers
367 views
How to compare coefficients of a negative binomial regression for determining relative importance?
I'm working in R, using glm.nb (of the MASS package) to model count data with a negative binomial regression model. I'd like to compare the relative importance of each of my predictor variables ...
0
votes
0answers
101 views
Comparing the value of two factors
I have made a factor analysis of one construct (i.e. difference between two countries) and got two distinct factors (1=cultural differences, 2=economical environment). I extracted the scores as I want ...
1
vote
1answer
195 views
Process for Standardising and Normalising data
First: I'm not well versed in statistics terminology so please forgive me - I'll try to be as verbose as possible with my problem.
This is a problem which I've previously solved very naively. I'm ...
2
votes
2answers
86 views
Multivariate regression estimation when the variables' variances are known a priori / sourced seperately
I'm looking to use a multivariate regression for prediction, but making use of (possibly) superior estimates of variance for both the independent and extraneous variables.
My approach is to ...
2
votes
1answer
346 views
Why does the y-intercept of a linear model disappear when I standardize variables?
I was fiddling with my independent variables in a linear model and I note how the y-intercept becomes 0 when all the variables become standardized. Intuitively I understand that I'm shifting the line ...
1
vote
2answers
209 views
Not standardizing outcome, standardizing predictors only
I do understand the advantages of standardizing regression predictors to get standardized coefficients, in order to interpret the coefficients better. However, as I was reading multiple pages online, ...
0
votes
1answer
56 views
Using standardized Y in Elastic Net
I have an Elastic Net model that is selecting a number of variables from X, for prediction of Y. The assumption for Elastic Net is that X is standardized (I'm using Z-Scores), and Y is centered around ...
0
votes
0answers
56 views
Using z-standardization to account for covariate
I would like to know whether z-standardization is an appropriate way to account for a covariate. Please consider the following dummy example (I am not interested in the interpretation of the result ...
5
votes
2answers
134 views
Predictive model & standardized variables
In a predictive model, I have standardized variables as predictors. Say I have to rescore the model on fresh data at some point in the future: do I use the means/stds as they were when I built the ...
1
vote
0answers
120 views
Standardize/normalize power law distribution for machine learning
If my data follows a normal distribution I can standardize it for a machine learning algorithm, e.g. logistic regression, by subtracting the mean and dividing the result by the standard deviation.
...
3
votes
0answers
290 views
How to standardize an array if standard deviation is zero?
I am trying to standardize dataset columns for linear regression.
One of the columns have standard deviation = 0.
...
0
votes
0answers
445 views
Standardizing a non normal dataset
I will be begin by saying that I am not very familiar with statistics. I am calculating a drought index and I have a set of values. The next step in the procedure is to standardize the values to ...
1
vote
2answers
1k views
Can I use a Z-score with skewed and non-normal data?
I've been working with some process cycle time data and scaling using the standard z-score in order to compare between parts of the full cycle time.
Should I use some other transformation since the ...
2
votes
1answer
135 views
Is it typical for group means of composite z-scores to have means with values of the same magnitude but opposite signs?
I developed a composite score by converting four items to z-scores, then I summed up the z-scores to form a composite measure.
However, when I've calculated means to compare finding for two ...
27
votes
5answers
9k views
When should you center your data & when should you standardize?
In some literature, I have read that a regression with multiple explanatory variables, if in different units, needed to be standardized. (Standardizing consists in subtracting the mean and dividing ...
0
votes
1answer
174 views
Data standardization in a repeated measures multilevel model
We have conducted a repeated measures experiment in which we have registered the response time (RT) of each subject in 21 trials in each of 2 conditions. I have some questions related to the best ...
0
votes
2answers
702 views
PCA on original variables vs. PCA on residuals
I have 10 measures of snakes that are strongly correlated (body length, tail length and 8 measures of head size). My dataset consists of different snake sizes (but excluded non-adults) so smaller ...
2
votes
1answer
180 views
Adjusting for zero mean (standardizing) in a multiple regression model
A friend of mine was telling me today about the need to mean adjust input variables to zero in order to "get rid of implicit intercept" or scale terms in the slope coefficients and to make their ...
2
votes
1answer
398 views
Standardized mean decomposition (Oaxaca-Blinder decomposition)
How does standardized mean decomposition differ from the simpler dummy variable regression? How does the average in mean outcomes or interpretation of results attributable to a particular treatment or ...
0
votes
1answer
148 views
Confidence interval on a standardized risk difference
For an assignment (M.Sc. Epidemiology), I need to calculate a C.I. on a standardized risk difference (RD). To be more precise, I have 2 dichotomous variables, age (younger/older) and gender (m/f), ...
