3
votes
1answer
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 ...
8
votes
1answer
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. ...
5
votes
1answer
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 ...
3
votes
2answers
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 ...
1
vote
0answers
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 ...
0
votes
1answer
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 ...
9
votes
2answers
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-...
8
votes
1answer
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 ...
4
votes
2answers
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: ...
2
votes
0answers
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 ...
9
votes
2answers
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 ...
1
vote
0answers
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 ...
1
vote
1answer
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 ...
1
vote
1answer
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 &...
18
votes
3answers
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 ...
4
votes
1answer
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 $t$....
1
vote
0answers
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 ...
1
vote
1answer
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 ...
0
votes
1answer
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 ...
1
vote
1answer
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 ...
1
vote
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
31 views

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

I am using the bandplot function from gplots. ...
2
votes
1answer
117 views

Deriving posterior distribution of multivariate normal

I have a problem that I can't seem to solve: The prior: $\beta_h \sim \mathcal{N}(\bar{\beta},D)$. Somehow the posterior is $\beta_h \sim \mathcal{N}(M, \Omega)$, where $M=(D^{-1}+X'X)^{-1}(D^{-1}\...
0
votes
0answers
1k views

Eviews vs R (Statistical Software)

Are there many features in Eviews that R misses? I have heard that especially when dealing with time series R is less extensive than Eviews. Is this true? Which of the two packages contains most ...
1
vote
1answer
76 views

kernel for a (semi-) metric space

Let's say I have a metric space $(\mathcal{X}, d)$. Is there any kernel function that I can use with SVM? If we change the RBF kernel a little bit, we have $k(x,y) = e^{-d(x,y)^2}$. Is this a valid ...
6
votes
2answers
248 views

Estimated variance using linear factor models

This might sound like a trivial question, but I just can't get my head around it! I am trying to evaluate the performance of different risk models (linear factor models), by computing the bias ...
8
votes
1answer
545 views

Sampling distribution of the radius of 2D normal distribution

The bivariate normal distribution with mean $\mu$ and covariance matrix $\Sigma$ can be re-written in polar coordinates with radius $r$ and angle $\theta$. My question is: What is the sampling ...
0
votes
0answers
46 views

Probability of drawing a cursed coin not from a certain box

There are three boxes of gold coins. In the first box, 1 out of 3 coins are cursed, in the second 2 out of 3 are cursed, and in the third 1 out of 4 are cursed. Furthermore, the first box is ornate, ...
0
votes
0answers
458 views

How to analyze Five point Likert scale data using regression [duplicate]

My research is on "Effectiveness on Audit Committee Practices". I have collected the data using Five point Likert scale (1=Strongly Disagree to 5= Strongly Agree). Both Independent and Dependent ...
1
vote
1answer
122 views

Feature Selection Methodology

I have a question regarding methodology in Machine Learning. Assume we have a classification problem, the size of training set is 100 every instance in training set is represented by 200 features. In ...
4
votes
1answer
4k views

Are degrees of freedom in lmerTest::anova correct?

I am analyzing the results of a reaction time experiment in R. I ran a repeated measures ANOVA (1 within-subject factor with 2 levels and 1 between-subject factor with 2 levels). I ran a similar ...
2
votes
2answers
859 views

How to plot an interaction term, using a model's coefficients, of three-factorial GEE model with full-order interactions (geepack package)?

Using function geeglm from package geepack (Generalized Estimating Equation), I have modeled counts as being dependent on two ...
1
vote
2answers
124 views

Can I use t-test to compare my control and sample mean to confirm significant difference?

My control is a sample without any drug treatment. My samples are treated with drugs. They were both randomly taken from a normal distribution. The hypothesis is $\text{H}_0: \mu = \mu_0$ and $\text{...
1
vote
1answer
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....
1
vote
0answers
41 views

Conditions for weak convergence of covariance matrix derivatives

I am considering a model that includes a covariance matrix which is a function of model's parameters: $$ \mathbf \Sigma = \Sigma(\mathbf \theta), $$ where $\mathbf \theta$ is $p$-dimensional, $\mathbf ...
1
vote
3answers
1k views

Difficulty with auto.arima function results

I am new to R and the ARIMA model and I am attemping to forecast 1440 values into the future using a base of roughly 5000 numbers. It is data extracted roughly every minute from a machine log(...
1
vote
0answers
45 views

Fitting Inspection Time Data to Curve

I have a set of Inspection Time data that consists of two variables: SOA (stimulus onset asynchrony) and Accuracy. This data refers to how accurately you can perform on a simple stimuli ...
2
votes
0answers
511 views

How to constrain covariance parameters in sas proc mixed?

I would like to test whether 3 dependent variables (measured with the same participants) differ in variance. My plan is to fit one model in which the 3 variables have the same variance, and one model ...
1
vote
1answer
85 views

How many different ways can I arrange this committee?

A company has 20 employees, 12 males, and 8 females. Suppose we need to form a committee of 5 employees. How many ways are there to form this committee if we need 3 males and 2 females? I believe ...
2
votes
1answer
41 views

Compare the variances of several groups seprately

I asked this question: Compare the variances of several groups The Levene's method only test all groups. How can I identify the groups that have a different variances?
0
votes
0answers
55 views

confidence intervals for predicted values in linear regression [duplicate]

I have made this linear regression model: mtcars_lm <- lm(mpg ~ drat + hp, mtcars) Using the effects package, I can predict values of ...
0
votes
1answer
42 views

What Bayesian model should I use for posterior room identification?

I have n rooms (which can be considered as states) and a sensor on my robot which gives me a probability array of what room it is in (this array is of size n and its sum is 1). At every timestamp (the ...
1
vote
0answers
269 views

Distribution fitting (maximum likelihood) for autocorrelated data

I have some time series data that shows autocorrelation and seasonality. I want to fit a distribution to it. To use maximum likelihood it needs to be uncorrelated. I first fit a GARCH and an ARIMA ...
0
votes
1answer
38 views

Standardising the weights generated from feedforward back propagation NN

I have binary data input to NN. The weights generated by NN are not normalized, i.e., the weights are not the same for every run of the algorithm. How to standardize these weights?
6
votes
1answer
626 views

How to deal with graphing overlapping error bars without color?

For a graph like this what would be a smart way to go about making the error bars distinguishable without using colour coding?
4
votes
1answer
131 views

The Effect of Outliers

The following question comes up in robust statistics. There are two formula indicated below that I do NOT know how to derive. However, in order to make the context clear, let's start with the easiest ...
1
vote
0answers
74 views

What are the trade-offs between a two-factor unreplicated design and a one-factor design with two replicates?

I am interested in the effect of two different factors, $x_1$ and $x_2$, on a response $y$. However, although I'm interested in both, I'm more interested in the effect of $x_1$ on $y$ than I am in the ...
4
votes
2answers
80 views

Not reporting significant results from a model I am reporting other results from

I'm trying to submit a chapter of my thesis to a journal. We used nested ANOVAs where we nested the group comparisons within year to account for potential bias due to different observers between the ...
4
votes
0answers
83 views

What is the difference between Inference and Machine Learning? [duplicate]

I have seen some classes in my University labeled as an "Inference class" and others as "Machine learning" classes, but I was not sure if appreciated the core difference between these two labelings? ...

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