6
votes
1answer
61 views

Distribution of the exponential of an exponential random variable

Let $X$ be a real valued random variable with exponential distribution. Let $a$ be a complex number. What is the distribution of $Y = e^{aX}$? Can Y be written in the form of another known ...
1
vote
0answers
17 views

Role of Distribution , likelihood function, and MLE in regression ?

I'm currently a beginner in learning statistics. In regression part, we started to learn (software) using MLE method for estimating parameters in the models. In order to calculate MLE, likelihood ...
1
vote
0answers
8 views

Different kinds of minimax convergence rates

Stone (1980) provides a minimax rate of convergence $a_n$ for pointwise estimation of a regression function, defining it as $\lim \inf_n \sup_{\theta \in \Theta} P_\theta( \hat{T}_n - T(\theta) > ...
1
vote
0answers
18 views

What's the most adequate test/tests for this study?

I'm a PhD student (Biodiversity and Animal Ecology). I am preparing a scientific article to submit and I need help in statistical analysis of my data. In this message I will try to provide as much as ...
0
votes
0answers
5 views

Objective evaluation of subjective data points and normalization

I want to write an access database that takes in inputs from instructors ranking a student on their performance in a handful of categories. (1 - below average, 2 - average, 3 - above average). They ...
1
vote
0answers
6 views

Compute all paths in graph that has multiple inputs and one output

I want to compute all the paths in directed acyclic graph from multiple inputs (x1, .., xn) to one output. The graph has the same depth which d and the inputs come to the graph at the same time (the ...
0
votes
0answers
6 views

five year average panel regression

I'm considering a dynamic panel data and as an estimation method the first-difference and system GMM. I have a panel data from 2001 to 2011 for 60 countries and I want to average my data over a 5 ...
3
votes
0answers
9 views

Test of strict difference in independent binomial probabilities

Suppose $X,Y$ are two independent binomial random variables with parameters $n_1,p_1$ and $n_2,p_2$ respectively. Suppose one wanted to test the hypothesis $p_1>p_2$. Conditional on $X+Y=s$, ...
0
votes
1answer
31 views

Logistic regressions questions about line fitting vs. probabilistic interperetation

Suppose I have data points $(x_1^1, x_2^1), (x_1^2, x_2^2), (x_1^3, x_2^3), \ldots$ in $\mathbf{R}^2$ that fall in one of two classes, $y^i=0$ or $y^i=1$. I can find a linear separator for these ...
0
votes
0answers
30 views

How to solve for the matrix X in the following linear equation AXB + X = CD [migrated]

How to solve for the matrix $X$ in the following linear equation $AXB + X = CD$ $A$ and $B$ are full rank symmetric matrix and there is no structure to $CD$. $CD$ just could be $C$.
2
votes
1answer
36 views

Arimax Prediction : Using Forecast Package

The arimax function in the TSA package is to my knowledge the only R package that will fit a ...
0
votes
0answers
12 views

Statisitcal Probability of matching single dights [on hold]

I am trying to find the possibility of matching a string to digits 1,9,6,7 The potential values are 1-9. If the string does not match one of the four values I will modify the string to see if the ...
1
vote
0answers
12 views

Zero Inflated Poisson Regression in R

I have a zero inflated Poisson regression model I want to run R, as my data are over-dispersed and I have many zeros, but I am not sure how to set up the model in R and interpret the output. First, is ...
1
vote
2answers
28 views

Number of combinations from a set with certain rules

Suppose i would like to select $m$ integers from the set $S=\{1,2,...,n\}$ with the following rules: 1) $j$ out of $m$ are necessarily distinct. Denote this as $S_1$ 2) the rest $m-j$ are selected ...
0
votes
0answers
14 views

how one would implement a “modified maximum likelihood regression” method

I am looking to extend upon the ideas of the following study. In the paper, the author describes a Modified Maximum Likelihood Regression as proposed by Nakahira in 2000. So to follow the method from ...
1
vote
0answers
11 views

Mixed Model with repeated measures

first off all, excuse my English; it's not my primary language. I'm watching water table recharge and salinity because of Land Use Change in semiarid system. I´m particularly concerned with the ...
0
votes
0answers
8 views

Reference and text books : Entropy of symbols [on hold]

Random chains of symbols (zeros and ones) $s_1, s_2,\ldots,$ drawn from some finite alphabet appear in practically all sciences. Examples include spins in one-dimensional mag- nets, written texts, DNA ...
0
votes
0answers
15 views

Correct interpretation of linear coeffs for 1 interaction, 1 numeric, 1 categorical

Good day, XValidators. This is my 1st question in the community. I'm at my wit's end here. Nowhere in the interwebz nor in youtoubeland can I find an answer to the following: Assume you have this ...
0
votes
0answers
16 views

Can AICc be used to select GLMM models with highly correlated predictors?

AICc is typically used for small sample sizes, because it avoids overfitting/selects fewer predictors. Highly correlated predictors are another cause of overfitting, so must I use AICc instead of ...
0
votes
0answers
10 views

How to obtain a detrended variable in a panel dataset in Stata [on hold]

I have a panel-dataset which includes companies (different variables) and their salaries over the time period from 2004 to 2014. The salaries are not given in absolut numbers, but in relative numbers. ...
0
votes
0answers
12 views

Proposal Topic for solving a certain robotics problem by combing Deep Reinforcement Learning and Computational Neuroscience together [on hold]

Due to current master degree curriculum (7 courses in total: 1 in AI, 4 in Machine Learning including Reinforcement Learning and Deep Learning, 2 in Probabilistic Robotics) plus a module in ...
0
votes
0answers
6 views

Output of fixed effects summary in lmerTest in R and post-hoc tests

I'm doing a two-factor ANOVA using the lmerTest package. Each factor has multiple levels. When one (or more) of the effects are significant, I would like to do a post-hoc test to determine which of ...
0
votes
1answer
18 views

Regression on Inferred Variables

Given a set of labels $y$ and design matrix $X$ we often compute a linear regression to find a set of parameters $\hat{\beta}$ such that $E[y|X] = X\hat{\beta}$. However, how does one perform ...
0
votes
0answers
17 views

Decomposition of orthogonal matrix into 2 orthogonal matrices [on hold]

Is there anyway to find a decomposition of orthogonal matrix $A$ into 2 orthogonal matrices such that $A = PQ^T$?
0
votes
1answer
26 views

Explained variance in dimensionality reduction

I am new to dimensionality reduction and I am trying to learn different techniques about it. I am noticing that, unlike PCA, many other algorithms do not provide the explained variance of each feature ...
0
votes
1answer
13 views

How SAS handles missing values while fitting linear regression model

While fitting a linear regression model in SAS, if the dataset has missing values (either missing y, or missing x or both), will SAS just ignore the records that have at least one missing value(y,x)? ...
0
votes
0answers
15 views

Generative-Discriminative pairs: Naive Bayes and Logistic Regression

I'm trying to understand the something written in this paper. At the bottom of page 7: This means that if the naive Bayes model $$ p(y,\mathbf{x}) = p(y) \prod_k p(x_k|y) $$ is trained to ...
0
votes
0answers
6 views

Can Naive Bayes be used with feature hashing and one hot encoding?

I was wondering if a naive bayes implementation can be used with data that has been feature hashes and one hot encoded. The data I am looking at is mobile ad click data from the avazu kaggle ...
0
votes
0answers
10 views

Statistical model of discrete function of multiple parameters [on hold]

Given a discrete function $f(t_i, x_i,y_i) = k_i$, where $k_i$ is either 0 or 1 and $t_i$ is increasing number $(0 < t_i < N)$ and $x_i, y_i $ are random numbers $(0 \le x_i,y_i \lt M, N>M)$ ...
0
votes
0answers
9 views

How to interpret the student t statistic in a sas proc univariate output [duplicate]

I ran a proc univariate on a SAS data set and one of the output results was: ...
0
votes
0answers
14 views

Efficient computation of a (truncated) distribution's parameters given the moments (and back)

I have a probability distribution of the form: $$p(\vec x) = Z^{-1} \delta\left(\sum_i x_i\right)\exp \left[ \sum_i (\phi_i x_i + \psi_i x_i^2) \right]$$ for $\vec a \le \vec x \le \vec b$, and ...
1
vote
0answers
39 views

A general way to multiply conditional probability?

I am studying Bayesian Networks and came across a problem of multiplying conditional probabilities. $p(a|b)p(b)=p(a,b)$ is a well known formula, but the answer to the multiplication $p(A|B)p(C|D)$, ...
1
vote
0answers
19 views

Classify streaming, partially complete data into groups defined by prior clustering

Suppose I have M observation vectors, offline, $y_t$, $ t =1 ... M$, and each observation is $n$ dimensional. I then cluster these observations into $k$ clusters. For computing the clustering ...
2
votes
1answer
24 views

The role of validation in estimation and hypothesis testing

Validation, with or without statistical/machine learning procedures, is used often, if not universally, in prediction. In estimation or hypothesis testing that does not seem to be the case, yet I ...
6
votes
1answer
31 views

What are the ''desirable'' statistical properties of the likelihood ratio test?

I am reading an article whose method is fully based on the likelihood ratio test. The author says that the LR test against one sided alternatives is UMP. He proceeds by claiming that "...even when ...
1
vote
0answers
12 views

Stationarity in Forecasting Weekly Retail Sales

I'm new to forecasting and trying to create a model to forecast one step ahead weekly sales from my company. The variables I've identified for the model are Lag 1 Markdown spend and lag 1 sales, and ...
1
vote
1answer
9 views

Gradient Scores from Binary Logistic Regression

My research concerns the language of Alzheimer's patients. As the disease progresses, their language becomes more concrete and less abstract - they seem to 'lose' their abstract vocabulary more ...
0
votes
0answers
15 views

performing a partial correlation using cosine similarity

I wonder if it's possible to carry out a partial correlation using correlation measures other than the Pearson or Spearman correlation. In particular, I want to assess the cosine similarity between X ...
-1
votes
0answers
10 views

Using Pelora function in R [on hold]

Although I examined the usage of pelora function which is under supclust library, I can't get why it uses. Is there anyone that explains how it works and what pelora function is ?
4
votes
2answers
464 views

What is the connection between Markov chain and Markov chain monte carlo

I am trying to understand Markov chains using SAS. I understand that a Markov process is one where the future state depends only on the current state and not on the past state and there is a ...
0
votes
0answers
14 views

Applying parametric tests on non-parametric data

I'm doing a research and I have some concerns, and I'd appreciate your kind assistance on them. Basically, I'm designing an instrument to measure something (a single dependent variable), and I'm ...
1
vote
0answers
15 views

SVM - high number of support vectors leads to a high variance SVM?

I've tuned a SVM with radial kernel that has training error about 10%, but test error is about 38%, which surprise me. I tried to understand what may cause this and noticed the number of support ...
0
votes
0answers
12 views

How do calculate sample size under cluster sampling?

I want to use cluster sampling to sample my research subjects. But I don't know how to calculate how much sample size is needed in my research. The information in this phase is the following: Total ...
1
vote
2answers
13 views

Multilevel model with responses only at level 2

I have hierarchical data of individuals nested into families. For each individual, I have independent variables such as age, gender, education, and familiarity with product. For each family unit, I ...
4
votes
1answer
18 views

Merging observations in Gaussian Process

I am using Gaussian process (GP) for regression. In my problem it is quite common for two or more data points $\vec{x}^{(1)},\vec{x}^{(2)},\ldots$ to be close to each other, relatively to the length ...
1
vote
3answers
38 views

A good description of the random forests method

Can anyone suggest a good book or article describing the random forests method of classification? I'm not satisfied with the way the subject is treated in "An Introduction to Statistical Learning with ...
0
votes
0answers
17 views

Confidence interval for differenciation

I'm a chemist so my question will be experience-oriented. Lets' say I have 5 molecules (A, B, C, D, E) to differentiate with a "differential system". The differential system is simply 4 substystems ...
0
votes
0answers
5 views

clear function, useMethod from result [migrated]

how delete this function (x, ...) UseMethod("as.matrix") <bytecode: 0x000000000f13a888> <environment: namespace:base> from my result? my code: ...
0
votes
1answer
18 views

Heteroscedasticity in machine learning predictions

I am using a machine learning method (PLS) to predict a continuous variable, which currently does a pretty good job, with reasonable RMSE etc. However, the residuals exhibit heteroscedasticity, where ...
2
votes
1answer
21 views

Correlation of motion or movement timeseries

Assuming we have tracked the movement of a group of people, is it possible to detect, if one person follows another? Or if even a group of people follows one person? To be more specific: In a crowd ...

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