1
vote
0answers
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 ...
2
votes
2answers
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 ...
2
votes
2answers
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 ...
1
vote
1answer
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 ...
7
votes
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
1
vote
2answers
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 ...
9
votes
2answers
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 ...
6
votes
4answers
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 ...
0
votes
2answers
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% ...
6
votes
2answers
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 ...
0
votes
1answer
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 ...
3
votes
0answers
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 ...
2
votes
1answer
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 ...
1
vote
1answer
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 ...
3
votes
2answers
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 ...
8
votes
3answers
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 ...
2
votes
0answers
55 views

Cross validation for transformed and untransformed outcome

Suppose that I am interested in selecting from one of the following model spaces: $$\begin{align*} y &= \beta_0 + \beta_1 x_i + \epsilon_i \, \, \text{or} \\ \log (y_i) &= \gamma_0 + ...
0
votes
0answers
51 views

Estimating prices

I am currently trying to estimate what the prices for exchanging dollars to Lempiras (Honduran money) and price of fuel will be on June 30, 2012. The data is very limited, Honduras isn't particularly ...
0
votes
2answers
564 views

Interaction terms

Suppose you have variables $X_{1}, \dots, X_{100}$ (can be discrete or continuous). If you want to test all possible interactions, should you include them all in 1 model? We are doing linear ...
3
votes
2answers
4k views

How to choose the best transformation to achieve linearity?

I want to do multiple linear regression and then to predict new values with little extrapolation. I have my response variable in the range from -2 to +7, and three predictors (the ranges about +10 - ...
4
votes
1answer
592 views

Creating tree splits in Hough forest

I am working on my thesis and working machine learning. The overall problem is Detecting and Recognition of Road Inventory. For my research part I am looking into decision trees, especially Hough ...
5
votes
3answers
3k views

Effect size and statistical significance

Using Cohen's $d$, I am getting small and medium effect sizes for results that are statistically non-significant ($p>.05$). Does this make sense?
4
votes
2answers
1k views

Mahalanobis distance via PCA when $n<p$

I have an $n\times p$ matrix, where $p$ is the number of genes and $n$ is the number of patients. Anyone whose worked with such data knows that $p$ is always larger than $n$. Using feature selection I ...
1
vote
1answer
121 views

Would it make sense to do a 2SLS regression for Nominal GDP and Money Supply?

Would it make sense to do a 2SLS regression for Nominal GDP and Money Supply (using predetermined variables of government expenditure and investment)? If it does make theoretical sense, is this ...
1
vote
1answer
992 views

How can I calculate central moments of a joint pdf?

Let's say I have two signals $x_1$ and $x_2$, each having $N$ samples, i.e.: $$ x_1 = \{ x_{11}, x_{12}, ..., x_{1N} \} $$ $$ x_2 = \{ x_{21}, x_{22}, ..., x_{2N} \} $$ The signals are both ...
0
votes
1answer
133 views

Perturbations of rational numbers with random variables

For $a_1,a_2$ and $b_1,b_2$, $\in\Re^+$, if $a_1<b_1$ , then for any perturbation by a random variable $\epsilon\in \Re^+$, $$r_1=\frac{a_1+\epsilon}{b_1+\epsilon}>\frac{a_1}{b_1} $$ and if ...
7
votes
3answers
1k views

What is the probability of n people from a list of m people being in a random selection of x people from a list of y people?

If I am selecting 232 people from a pool of 363 people without replacement what is the probability of 2 of a list of 12 specific people being in that selection? This is a random draw for an ultra ...
4
votes
2answers
1k views

Gibbs sampler from conditional distribution

I am trying to propose Gibbs sampling with the density below, $$p(y_1,y_2,y_3)\propto \exp [-({{y}_{1}}+{{y}_{2}}+{{y}_{3}}+{{\theta}_{12}{y_1}{y_2}}+{{\theta }_{13}{y_3}{y_1}}+{{\theta ...
6
votes
3answers
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 $\alpha = 0.05$?
1
vote
3answers
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 ...
0
votes
1answer
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 ...
1
vote
1answer
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 ...
4
votes
1answer
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 ...
5
votes
1answer
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 ...
1
vote
1answer
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 ...
11
votes
2answers
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). ...
2
votes
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
4
votes
0answers
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, ...
0
votes
0answers
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 ...
1
vote
0answers
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
3
votes
2answers
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 ...
1
vote
1answer
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. ...
1
vote
0answers
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 ...
1
vote
1answer
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 ...
1
vote
0answers
115 views

How to limit impact of a predictor when doing multiple regression?

I am doing some multiple regression using R's lm() method. I wonder whether there is an easy way to limit the impact of some predictors. I think ...
-7
votes
2answers
283 views

Cannot determine the P-value [closed]

I have a chi squared of 0.1185 with 1 degree of freedom. How can i determine the P-value?

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