All Questions

183 views

Continuous-states hidden Markov chain

How to deal with HMC that has continuous states? Any papers, links, materials that explain the solution?
877 views

Math behind multivariate testing for website optimization

I am looking for theoretical resources (books, tutorials, etc.) to learn about making sound statistical inferences given (plenty of) multivariate website conversion data. I'm after the math involved, ...
291 views

Light bulb color problem

Please first have a look at the following little problem: There are two indistinguishable light bulbs A and B. A flashes red light with prob .8 and blue with prob .2; B red with .2 and blue .8. ...
2k views

How do I handle predictor variables from different distributions in logistic regression?

I am using logistic regression to predict y given x1 and x2: z = B0 + B1 * x1 + B2 * x2 y = e^z / (e^z + 1) How is logistic regression supposed to handle cases ...
2k views

Correlation versus cause-effect regression

I know correlation does not imply causation. I have read it nth time. (i.e. weight does not cause height etc. etc.) However, to find the effect of a moderator variable on X-Y relationship, a ...
1k views

How to derive a distance function based on multiple variables for cluster analysis?

I am not a statistician, so please excuse my lack of statistics knowledge/terminology. I have bunch of network nodes that I want to run cluster analysis on and identify clusters. So as far as I ...
92 views

How to deal with information of variable length?

This is the question arised from my previous question. Basically, I am trying to build a prediction model for movie's rating. So I have to deal with numeric attribute such as ...
367 views

How to collapse ordinal variable values into significant different values?

I have an ordinal variable related to an outcome that is comprised of many levels and I´d like to collapse the number of ordinal values as much as possible. ...
249 views

Pointwise mutual information for tag generation in Twitter

I came across the following link. http://stackoverflow.com/questions/2764116/tag-generation-from-a-small-text-content-such-as-tweets The question is about how do we assign tag to tweets ...
9k views

Where to find a large text corpus? [closed]

I am looking for large (>1000) text corpus to download. Preferably with world news or some kind of reports. I have only found one with patents. Any suggestions? Thanks in advance.
1k views

AR process invertibility and stationarity conditions

I am studying the stationarity and invertibility conditions of AR processes. Concerning the stationarity condition of the simplest form of an AR(1) process (without constant, drift). Let us say that ...
267 views

Combining n-grams

In text mining, if we've computed n-gram counts, for say $n=1\ldots4$, is there a principled way to combine them, other than just concatenating the $tf-idf$ matrices for each one? (equivalent to an ...
1k views

SPSS Cross tabulation error messages when analysing a 3x2 contingency table

I would like some clarification on what I initially thought was relatively simple analysis. A single survey was given to 100 german show jumpers (horses) to complete What we would like to know is ...
689 views

Practical thoughts on explanatory vs predictive modeling [duplicate]

Possible Duplicate: Practical thoughts on explanatory vs. predictive modeling This question has been bugging me for some time, and I was going to write a blog post about it. However, I ...
129 views

Missing daily data for one month

I have a two years of daily data. The data for one month is missing as it was not recorded due to some problems at the company. How should I treat the data with no values for a month.
11k views

Bagging, boosting and stacking in machine learning

What's the similarities and differences beetween this 3 methods: bagging, boosting, stacking? Which is the best one? And why? Can you give me an example for each?
789 views

Understanding MANOVA in case of a single predictor

I'm trying to understand the statistical analysis I saw in a clinical study. They measured performance of 3 groups of subjects with a series of performance measures (A, B, C, ..., N). The objective ...
6k views

How to calculate a confidence interval for Spearman's rank correlation?

Wikipedia has a Fisher transform of the Spearman rank correlation to an approximate z-score. Perhaps that z-score is the difference from null hypothesis (rank correlation 0)? This page has the ...
1k views

Likelihood ratio tests

Is likelihood ratio test ($F$-test) of significance of difference of two linear models the same as chi-square test of difference of $-2\log L$? SAS PROC GLM ...
493 views

Why is semipartial correlation cited so seldom?

In OLS regression, I find the semipartial correlation (a.k.a. part correlation) to be a very useful indicator. When squared, it shows each predictor's unique contribution to explained variance in the ...
4k views

How do I calculate projected figures for the next year based on past performance?

I'm a SQL/C++ developer who recently has been asked to generate a report from our database to predict some future performance based on historical data; the problem is that I don't have much experience ...
6k views

When should one consider using GMM?

One of the things which makes econometrics unique is the use of the Generalized Method of Moments technique. What types of problems make GMM more appropriate than other estimation techniques? What ...
5k views

How to interpret coefficients from a GARCH model?

Recently I have opened a question here to understand the output of a GARCH model. My goal is to understand if the series I'm checking is heteroscedastic or not. I'm using the ...
182 views

How best to represent a web app's usage?

I've been gathering data for the usage of a web app. For each day at the same hour and over several months I have: (A) total number of members number of online members and its % to (A) number of ...
241 views

“Brute force” expected deviance for logistic regression?

A commonly used goodness of fit statistic for logistic regression is the deviance. This is also known as the likelihood ratio chi-square statistic. It is defined as: $$D=\sum_{i=1}^{N}d_i^2$$ ...
793 views

What is the intuition behind the score function?

Wikipedia tells us that the score plays an important role in the Cramér–Rao inequality. It also phrases out the definition: $$V = \frac{\partial}{\partial \theta} \log{L(\theta; X)}$$ However, I ...
244 views

Graphing versus further testing interactions

Following the question here, I have come across different (textbook) recommendations. Some authors suggest that the effect of the moderating variable is best understood in a graphic form. Others ...
683 views

How to deal with identical p-values with the Benjamini-Hochberg method for correcting for multiple testing

I'm testing for mutations in DNA and I'm using the Benjamini-Hochberg method to modify the threshold I'm testing my p-values against. The method is basically to rank the p-values and compare them to a ...
474 views

Why aren't all tests scored via item analysis/response theory?

Is there a statistical reason why item analysis/response theory isn't more widely applied? For instance, if a teacher gives a 25 question multiple choice test and finds that 10 questions were answered ...
94 views

1k views

How to treat holidays when working with time series data?

I am analysing hourly demand data for electricity. To make my forecasts more accurate, how should I treat the national holidays in the data? In particular, how should I treat them in R?