# All Questions

44 views

### Least squares with equal predictors

I am trying to figure out how to start this problem: We have a multivariate regression of Y on X. Show that if we have tied values for X, we can replace those by a single set and use the mean for ...
238 views

### Fitting distribution to spatial data

Cross posting my question from mathoverflow to find some stats specific help. I am studying a physical process generating data which projects nicely into two dimensions with non-negative values. ...
266 views

### What are the 2nd derivatives of the log multivariate normal density?

I develop open-source statistical software (http://openmx.psyc.virginia.edu/), but matrix calculus is not my strong point. I need the 1st and 2nd derivatives of the log multivariate normal density. I ...
3k views

### Cluster Analysis in R

I have a table of employees' information and each employee has the following attributes. I wanted to do an analysis to find out what similarities they share among themselves and possibly cut them into ...
192 views

### Sandwich covariance for robust regression using M estimators for data exhibiting heteroskedasticity

Following the answer and comments on Python Statsmodels Testing Coefficients from Robust Linear Model based on M-Estimators: I'm wondering how the sandwich form of an m estimator's covariance matrix ...
45 views

### Optimal probability distribution with no knowledge about the base rates [closed]

If we have absolutely no knowledge about the base rates (maybe except for the number of possible outcomes), what is the most accurate probability distribution to assume, is it uniform? Here is a ...
679 views

### What are the stationarity requirements of using regression with ARIMA errors for inference?

What are the stationarity requirements of using regression with ARIMA errors (dynamic regression) for inference? Specifically, I have a non-stationary continuous outcome variable $y$, a non-...
1k views

### Does there exist a conjugate prior for the Laplace distribution?

Does there exist a conjugate prior for the Laplace distribution? If not, is there a known closed form expression that approximates the posterior for the parameters of the Laplace distribution? I've ...
5k views

### Errors in optim when fitting arima model in R

I'm using the arima method of stats package of R with my time series of 17376 elements. My goal is to get the value of the AIC criterion, I 've observed in my first test this: ...
502 views

### Outliers causing Heywood case in CFA using MLM estimator in lavaan

I am trying to perform a CFA on data (10 indicators: $n=300$) that is severely non-normal but continuous (counts of a clinical behavior over a period of weeks): many cases are at zero, a fair few ...
102 views

### Incorporating more detailed explanatory variables over time

I'm trying to understand how I might best model a variable where over time I've obtained increasingly detailed predictors. For example, consider modeling recovery rates on defaulted loans. Suppose we ...
322 views

### Calculating bootstrap confidence intervals on second derivatives of a GAM object

I am trying to calculate confidence intervals on the second derivatives of a GAM curve. After estimating the derivatives, the idea is to then use function boot() to ...
332 views

### Regression discontinuity design versus panel cointegration

I have a panel data (21 years) and I am trying to figure out whether I should use regression discontinuity design (RDD) or panel cointegration. I do have a randomness in the assignment variable and so ...
211 views

### Contrasts with interactions

I have a couple of questions about contrasts but would also appreciate any suggestions for relevant literature. I am carrying out a GLM (binomial). There are 3 Factors (A,B,C) - A has 3 levels, B &...
4k views

### What does “all else equal” mean in multiple regression?

When we do multiple regressions and say we are looking at the average change in the $y$ variable for a change in an $x$ variable, holding all other variables constant, what values are we holding the ...
82 views

### Estimate probability of event using moments of a distribution or a Taylor expansion involving the moments

Let's say we have four moments $(\mu_1, \mu_2, \mu_3, \mu_4)$ of a probabilty distribution of a random variable $X$ and the goal is to get the probability $\rm{P}(X \leq t)$ for a certain value of $t$....
115 views

### Translating from aov to lmer or lme with three levels of nesting

I have data from a split-plot (or repeated measure) experiment with three factors: A is random, B is fixed and nested within A, and C is fixed and nested within B. I can test for the effect of B, C ...
31 views

### How do I get a pdf based on these acceptance-rejection simulation criteria?

I have been given an algorithm to generate a random variable $Y$, as follows: $X=-\ln(Z)$ If $X>2$ then $Y=X-2$, otherwise reject. I'm then asked to find the pdf and cdf of $Y$. Can anyone ...
1k views

### Interaction effect in stepwise regression

I am trying to creat a multiple regression model with a forward stepwise procedure. Predictors are air temperature, soil temperature, PAR and snow depth. I also want to see if there are some ...
173 views

### Expectation Propagation and multivariate priors

I have been struggling with this for weeks now. All EP examples that I have found on the net seem to deal with univariate priors and I am really at a loss as to how to make it work with a multivariate ...
91 views

### Binomial Response Difference Between Samples

I have a data set of 500 companies which have been clustered into groups based on their answers to survey questions. I'm trying to gauge whether the profitability between groups is statistically ...
217 views

### weight parameter elimination in neural network

I am a little new to neural network. I have two questions: 1. Can we use neural network in the small $n$ large $p$ situation? 2. Any regularization methods designed for parameter elimination? (Shrink ...
31 views

### Locally smoothed mean - R GPlots bandplot - how to get the values? [duplicate]

I am using the bandplot function from gplots. ...
117 views

212 views

### Model Averaging for Negative Binomial GLMM in R [closed]

I've been trying to find a way to perform model averaging for negative binomial GLMM using the MuMin R package, but it seems not to work for negative binomial GLMMs....
41 views