# All Questions

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### Time series forex data comparison, can someone explain the Johnansen cointegration results and their significance?

I am comparatively new to the Johansen cointegration test(new to everything of this level). I am trying to validate a model I have created based on simple statistics such as: Mean, Standard deviation ...
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### Inflation as an independent variable

Assume a model like this, basically explaining stock market returns with a bunch of stuff: ...
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### Spearman's rank correlation coefficient over population

I have a data set composed by 2.000.000 projects, each of them is defined by the number of active users and the size (KBs) of the project. I would like to check whether a correlation exists between ...
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### Cronbach's Alpha for open questions

In the questionnaire I asked respondents from two countries how many job offers they received from 5 sources in the last 6 months. There are 5 questions - one for each source. It is an open question, ...
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### Using results of regression on raw observation values to approximate results of regression on relative change between observations (Simple, Linear)

this is my first time on Stack Exchange so if I did something wrong please tell me. I have a time series dataset. There is an observation $(y,x)$ for each continuous time $t$. Let’s say for each day ...
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### Performance comparsion study on real data in MATLAB (machine learning)

I need to compare performance using 2-class classifiers–an LDA classifier and Exact Bayes in MATLAB. I have to use this dataset. Can anyone give me any advice how to do that (at least the steps of the ...
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### Sum of squared errors [duplicate]

Why do we use SSE (the sum of squared errors) in calculations. Why do not we use the sum of errors? Could you explain please?
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### 3x2 design - data analysis ANOVA/MANOVA? How to add interaction in the model?

Discription of experiment I am researching "The effect of review valence and brand commitment on consumer's purchase intention" for my university thesis. I conducted a 3x2(no review/positive ...
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### Difference in AIC and BIC values between sem and lavaan packages in R

I ran the same SEM model in sem and lavaan. I got the same parameters and - generally - very close test values, with the exception of AIC and BIC which were immensely different between the two ...
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### How to extract long run and short run coefficients from ARDL (UECM) estimates?

I have estimated ARDL(UECM) in eviews but I dont know how to specify or extract the long run an short run estimates/coefficienst? what is the standard procedure to do so?
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### Interpreting Multivariate probit

How do you interpret the results of a multivariate probit regression? Is it interpreted the same way as OLS?
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### Movie recommendation problem

I have a set of data with features of movies and features of users and a third matrix with ratings of user for each movie. I have to build a recommendation system for new users. Can you help me with ...
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### Finding Percentage Point of a Normal Distribution

Good evening all, I am doing a self-study exercise, but have been quizzed by a part of the question on finding percentage points of a normal distribution. I fully understand the first part of the ...
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### A case of understanding customer behavior

Suppose I have a big online company, and many of my customers churned (i.e. they were paying, and then stopped). My goal is to understand why each of them churned. First I identify the complete set ...
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### how to code a random intercept and slope in a mixed linear model and apply LAM in SAS

I m a PhD student in New Zealand. I need to determine the impact of lameness in milk yield of cows. I measured milk yield daily as well as I recorded the cows that were observed lame in any one day . ...
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### What is the code for cubic spline regression model in SAS

I ran an experiment that identified lame and non-lame cows every day for 325 days from a pool of 936 cows in one herd. At the same time, I collected data on various variables like milk volume, fat and ...
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### What kind of distribution is this via t-distribution

Suppose we repeat an experiment identically and independently 100 times. Each time we construct a 99% conﬁdence interval for $\mu$ via the t-distribution. Let X = the number of times the conﬁdence ...
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### Inference with only left-censored data

Suppose I have a data set that is only left-censored data, ex: <5, <5, <5, <10, <10, <10 A technique to handle left-censored data is the Kaplan Meier estimate, see page 5 of ...
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### Not sure I understand how R calculates the covariance

Please forgive this silly question, I'm fairly new to statistics. Consider this R code: ...
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### Does the estimated overdispersion parameter of Negative Binomial depend on mean

Negative Binomial distribution can be parameterized using mean, $\mu$, and overdispersion $\psi$, so that the variance of NB is $\mu + \frac{\mu^2}{\psi}$. We know there is no analytical solution for ...
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### JAGS meta-analysis

I'm using JAGS to run a meta-analysis and I've run into an issue. I have calculated log-response ratios and errors for about 177 studies, where studies fall into one of 8 groups. I'm interested in ...
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### Hierarchical Bayesian modeling of incidence rates

Kevin Murphy's book discusses a classical Hierarchical Bayesian problem (originally discussed in Johnson and Albert, 1999, p24): Suppose that we are trying to ...
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### Finding an equation with many variables to fit a set of data

I am writing a program which takes notes from a keyboard as the input, (just numbers, 1 to 88) and decides which notes are played by which hand. There are a lot of variables, for example, the position ...
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### How to subset alternatives in nested multinomial logistic regression?

I am trying to predict whether or not captains in a particular groundfish fishery choose to fish on any given day and what variables may influence that decision. Originally I had planned on using ...
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### SVM for unbalanced data

I want to attempt to use Support Vector Machines (SVMs) on my dataset. Before I attempt the problem though, I was warned that SVMs dont perform well on extremely unbalanced data. In my case, I can ...
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### Why we shouldn't be obsessed with unbiasedness

In my Bayesian statistics class, my professor makes the remark that we should not be obsessed with unbiased estimator. First: I understand this statement in the sense of trading biasedness for ...
I would like to compare the fit of two non-linear regression models: 1) $$Y = (\Pi^{10}_{i=1}\beta_i^{x_i})^{1/\Sigma \beta}$$ 2) $$Y = \begin{cases} (\Pi^{10}_{i=1}\alpha_i ... 0answers 20 views ### Should I be using a Welch or standard T-test? I'm really confused here. I am trying to compare two sets of data which differ in sample size. One has 257 entries and the other has 598. They are measures of scores on two different assessment types ... 1answer 44 views ### Regresssion of Accurate Data I'm collecting calibration data for a device which involves three variables S, L, and x. For a given coordinate (S, L), the device will provide me with the corresponding value of x to a high ... 1answer 46 views ### When to use Bayes' theorem to calculate conditional probability? Given 2 events E, F, I know that P(E | F) = \frac{P(E \cap F)}{P(F)}. However sometimes the Bayes' theorem is used instead: P(E | F) = \frac{P(F | E) P(E)}{P(F|E)P(E)+P(F|E^{c})P(E^{c})}. ... 0answers 9 views ### ARMA Model Output & Excel I am using my Eviews Output of an ARMA Model, taking the coefficients in other to perform my Forecasts in Excel. However, I am not being able to match the residuals of the in-sample estimations ... 0answers 17 views ### Cummulative Mixed Model in R variable names I'm trying to fit a cumulative link mixed model clmm() in Rstudio. I'm currently having issues with the diagnosing what is wrong with my model from the output I am getting. The output I got from my ... 0answers 8 views ### Comparing Overlapping Percentages I observed how frequently participants exhibited five specific behaviors during testing. The total of the below percentages exceeds 100%, because some participants (30.43% of the sample) exhibited ... 0answers 9 views ### MC Integration Interval Probability [duplicate] We were asked this question for homework: B. Use MC integration to estimate the probability that X · exp(X ) < 2.5, assuming that X ∼ Gamma(1.2, 3.7). Details. The PDF, CDF, and QUANTILE ... 2answers 107 views ### How to properly handle Infs in a statistical function? Suppose I have a function such like: f <- function(x){ exp(x) / (1 + exp(x)) } it's supposed to work for any real value of x, but actually it returns NaN ... 1answer 39 views ### Can a machine learning algorithm be evaluated based on a random sample? I am trying to evaluate how well (or bad) a semi-supervised algorithm is performing on a given dataset. The algorithms assigns one of 10 labels to each data point. The dataset is huge, and it's not ... 1answer 9 views ### Correlated Random Effects Probit vs. GEE Population-Averaged Probit My question relates to recent work on correlated random effects probit models (see these slides from Wooldridge) and comparing them to GEE population averaged probit models: Is one approach better as ... 0answers 23 views ### MAP Estimator with Laplacian Noise I need to calculate the MAP estimator of  x  in the following case:$$ \left [ \begin{matrix} {y}_{1}\\ {y}_{2} \end{matrix} \right ] = \left [ \begin{matrix} x\\ x \end{matrix} \right ] + ...
If we have a generative model: $X_2=X_1a_1+\varepsilon$, where $\varepsilon \sim \mathcal{N}(0,\sigma_2^2)$, do we have $X_1=X_2a_2+\varepsilon '$, where $\varepsilon \sim \mathcal{N}(0,\sigma_1^2)$ ...