# All Questions

130 views

### Weighing contrasts differently for unbalanced designs

I'm using a mixed effect multilevel model for a crossed design in R. By design, one of my conditions has half the number of observations as the other condition (I am not talking about missing values ...
262 views

### Significance testing of slopes with replicates

I've made replicate measurements of a parameter (fluorescence) which is expected to increase with time, and I'm having a hard time understanding how to test for significance of the slope of the ...
1k views

### Binomial trials required to achieve a given probability of at least one success

If p is the probability of success of a binomial trial i would like to calculate the number of trials n required that if performed would give a probability x of at least one success. Is there a way to ...
85 views

### Choosing attributes for clustering/classification

The situation is as follows. There are 400 examples in the training set and 200 discrete classes (each class has two examples). There are a few thousand attributes. When I run dimensionality ...
192 views

### Can I fit a mixed model with subjects that only have 1 observation?

I have a very large dataset where I have repeated measurements over time for individual locations. Some locations might have 10 data points and some locations have only 1 data point. I fit a mixed ...
338 views

### Correlated samples from a Laplace or Cauchy distribution

Let's say I want to produce a series of random numbers that (i) follow a Laplace (or Cauchy) distribution and (ii) are correlated with a correlation rho. In the ...
446 views

### Logical reasons for choosing regression through the origin

Is it reasonable to choose a regression model with a value of 0 for the intercept when this makes logical sense? For example, I am trying to model a physical ...
320 views

### Most probable value given predictions with confidence levels

I'm new to http://stats.stackexchange, so please let me know if I'm doing something wrong. I have the following problem: Suppose that there is a car traveling along a flat surface. There are no ...
665 views

### Model stability in cross-validation of regression models

Given multiple cross-validation folds of a logistic regression, and the resulting multiple estimates of each regression coefficient, how should one measure whether or not a predictor (or set of ...
2k views

### Benchmark dataset for decision tree algorithm

I'm implementing a decision tree algorithm, and I'd like to get a feel for how it performs relative to other implementations. Can anyone recommend popular datasets for training and testing decision ...
83 views

### Cost Benefit/Effectiveness

I would like to compare the results of several diagnostic modalities on a population to identify a disease. More specifically I would like to compare the sensitivity of the modalities (all have 100% ...
1k views

### How to simulate multivariate outcomes in R?

Most of situations, we only deal with one outcome/response variable such as $y = a + bx +\epsilon$. However, in some scenarios, especially in the clinical data, the outcome variables can be ...
2k views

### How to compute median conditional on several factors in hierarchical data?

We have a database with different countries and each country is divided in a number of industries. We want to generate a new measure for industry profitability which will be the median per industry ...
180 views

### Matched Analysis with Complex Survey Data

Complex survey data is that typically found produced by the National Center for Health Statistics (NCHS) or the NSLY; it typically contains information on PSU, strata, and weights. To make nationally ...
221 views

### Categorical variable with a lot of levels and interaction

Suppose we have a categorical variable $X_1$ with $100$ levels. Should we not test interaction between $X$ and some other variable $X_2$? Because if, for example, $X_1(3)*X_2$ is not significant ...
1k views

### Low probability levels when doing logistic regression

I am building a Logistic regression model for a churn problem. When I scored the out of sample data set, I find very low probability levels as the output probability. Conventionally, I would look for ...
523 views

### How do I detect shifts in sales mix?

Suppose products A, B and C are sold on markets 1, 2 and 3. I have access to three years worth of monthly historical data. I'd like to detect/foresee possible shifts in sales mix for the three ...
2k views

### How to apply coefficient term for factors and interactive terms in a linear equation?

Using R, I have fitted a linear model for a single response variable from a mix of continuous and discrete predictors. This is uber-basic, but I'm having trouble grasping how a coefficient for a ...
55 views

3k views

### Is it ever good to increase significance level?

Suppose you are using $\alpha = 0.01$ as the significance level. IF you are not getting significant results, is it better to increase the significance level to $\alpha = 0.05$?
444 views

### Treating a variable as categorical or continuous

Suppose a variable $T$ (temperature) is coded as follows: $T = 1$ if temperature < 10, $T = 2$ if 10 < temperature < 40, and $T=3$ if temperature > 40. Is it better to treat $T$ as a ...
133 views

### Using a random variable to represent a distribution?

The necessary context is, I want to model the world as states, and a state is a frequency distribution of people's opinions. So I wonder if I can use a random variable, say $T$, to model the state the ...
663 views

### Chi-square test problem (and some more maybe)

A colleague of mine has asked me for help on this problem, but I am confused with it as well, the main question he asked me was that the chi-square result he was getting was very high. He conducted a ...
2k views

### Winning percentage — logistic regression or linear regression?

Suppose I want to know whether a baseball team's winning percentage the previous season or the Pythagorean expectation of that team from the previous season is a better predictor of next season's win ...
1k views

### Multiple regression with constraints on coefficients

I am performing a returns analysis. The idea is to regress a time-series of returns on the returns of various asset classes. The beta coefficients must be constrained such that sum of the coefficients ...
101 views

### Simulating financial strategies with given value-at-risk (VaR) and mean

I would like to generate thousands of distributions with respect to: VaR@5%=-7% and Median=0%. A first idea: Choose a family, say the Gaussian one. Estimate its parameters. This is straightforward ...
1k views

### Analyze proportions

I have a dataset containing multiple proportions that add up to 1. I am interested in the change of these proportions along a gradient (see below for example data). ...
2k views

### Binomial random variables versus chi-square for A/B testing?

I've been reading on how to calculate confidence levels from A/B tests, as I'm running some ads on Facebook and want to better understand the results. The clearest explanations I've found seem to ...
736 views

### Why dummy variables rather than one “factor” variable in modelling?

I was speaking to a statistician recently who suggested that using dummy variables rather than one variable with several levels reduced the constraints on models, particular reducing the assumption of ...
106 views

### Coding the regresssion model with several binary variables

Say I have 5 binary variables and 2 normal variables. I want to get the probability of success, say one of the variable 1 or 0, 1 for success. How can I do that? I tried ...
707 views

### How exactly does Chi-square feature selection work?

I know that for each feature-class pair, the value of the chi-square statistic is computed and compared against a threshold. I am a little confused though. If there are $m$ features and $k$ classes, ...
166 views

### Is 2-sigma limit applicable as a measure of variance to a distribution?

There is a paper that uses something like the 2-sigma limit to check if a quantity is more-or-less constant. More specifically in this paper on Text Detection (Sec. 3.2 3rd para last line) this limit ...
1k views

### Formula for p-value of Tukey HSD

What is the formula for calculating p-value of Tukey HSD http://onlinestatbook.com/calculators/tukeycdf.html
171 views

### How can I calculate a rate between two “moving” data sets?

I own a software business that follows a common pattern: Interested people can download the software and try it free for 30 days, and if they like it, they can buy it at any time during those 30 days ...
52 views

### Which measure to use to classify some distributions

I have a lot of data sets corresponding to particular events, each event is a collection of some $N$ real values between 0 and 1. Some of these events don't interest me, and I want to filter them out. ...
415 views

### Are there linear multiple regression methods resilient to missing data?

Are there any multiple linear regression methods or packages that are resilient to occasional missing values? I have no prior view on imputing the missing values based on the nature of the data, and I ...
207 views

### Why would one want to carry out an orthogonalized (gram schmit) regression?

A regression in which all the IVs are replaced by their residuals after regressing them with the rest of the IVs. I have seen (for example in Elements of Statistical Learning) how doing this in a ...