5
votes
2answers
64 views

multiple local optimum solutions when we solve a linear regression?

I read this statement on one old exam that be (True / False). We can get multiple local optimum solutions if we solve a linear regression problem by minimizing the sum of squared errors using ...
0
votes
0answers
25 views

Replicating SPSS factor analysis/PCA in R [on hold]

I am trying to replicate SPSS factor analysis/principal component analysis results in r using two previously suggested methods, but neither has succeeded. (What are the differences between Factor ...
0
votes
0answers
6 views

Specifying interaction term within nested factors in lmer [on hold]

I'm trying to understand how to include a nested term within an interaction effect in a mixed model ANOVA. Data: Factor A (Fixed) Factor B (Random) Factor C (Random) Factor D (Random) Model: ...
2
votes
2answers
32 views

Variance of slope

I have a bunch of data that I fit a linear regression to, and now I need to find the variance of my slope. Is there an analytical way to get this? If an example is necessary, consider this my data in ...
0
votes
0answers
9 views

Http Server Using Torch7 [on hold]

I'm starting to learn Torch7 to get into the machine learning/ deep learning field and I'm finding it fascinating (and very complicated haha). My main concern, however, is if I can turn this learning ...
0
votes
0answers
7 views

degrees of freedom for chi squared problem [on hold]

For an equiprobable chi-squared goodness of fit test with an HO of uniformly distributed with the same parameters as the sample for 24 obs., you would have how many degrees of freedom. the answer ...
3
votes
1answer
42 views

Simple Question about ROC Curve

Motivated by this reference, it states under ROC Space When evaluating a binary classifier, we often use a Confusion Matrix...however here we need only TPR and FPR I'd feel more comfortable if ...
0
votes
0answers
27 views

Cluster the repeated measure data [on hold]

So I have the data that looks something like this ...
0
votes
0answers
24 views

ols and multiple regression model wth two variables

My model is as follows: $y=b_1*X+b_2*\max(X,0)+u$ Will I have any problems with the variables $X$ and $\max(X,0)$, concerning any correlation issues? Can I just apply the classic OLS methodology?
0
votes
1answer
18 views

Jackknife vs. LOOCV

Is there really any difference between the jackknife and leave one out cross validation? The procedure seems identical am I missing something?
-1
votes
0answers
20 views

How to do a stepwise regression in R using Mallows' criterion Cp? [on hold]

I have about 20 variables (interactions included) in my multiple regression analysis. I would like to do a stepwise regression(backward, forward, stepwise) in R using the Mallows criterion. I struggle ...
3
votes
0answers
15 views

calculation threshold for minimum risk classifier?

Suppose Two Class $C_1$ and $C_2$ has an attribute $x$ and has distribution $ \cal{N} (0, 0.5)$ and $ \cal{N} (1, 0.5)$. if we have equal prior $P(C_1)=P(C_2)=0.5$ for following cost matrix: $L= ...
3
votes
3answers
496 views

Can percentages be averaged?

I've been sent two sets of timings for a task as carried out by several subjects: first using Method A, and the other using Method B. The experimenter has taken the mean timing for each method, ...
0
votes
0answers
5 views

Likelihood Ratio approximation for Gaussian mixture models

I’ve been wondering about this question for few weeks now and hoped you might be able to help me with an answer: Following Wilk’s theorem, we know that the log likelihood ratio test is asymptotically ...
0
votes
0answers
14 views

Regression on aggregate data

I am trying to model how salary increases across time for different categories of college professor, and to determine the nature of how the trajectory of these increases differ from each other. Was ...
1
vote
2answers
48 views

Test two groups with only sample statistics or without distributional assumptions

I have two sets of samples, A and B. I want to find whether the underlying mean (i.e. if the sample size was infinite) of A is greater than that of B, to a certain confidence (95%). There are two ...
-2
votes
0answers
14 views

xtcsd pesaran, unrecognized command: xtcsd r(199); [on hold]

i want to check the cross section dependence in my data, but when after running the equation for fixed effect. i found the following error. xtcsd pesaran, unrecognized command: xtcsd r(199); Will ...
0
votes
0answers
23 views

Splitting the Standard Deviation into groups

I have a set of data for which I have calculated the mean and its standard deviation. Based on the standard deviation, I'd like to group that data as one of the three : High standard deviation, ...
0
votes
1answer
28 views

How can I correlate groups of variables?

I have conducted a survey to find out the correlation between organizational justice and turnover intention within an organization. So, in the survey, I have asked some Likert-scale questions around ...
0
votes
1answer
20 views

Find out if the growth of two populations is statistically different

I am creating an artificial model that will simulate the growth of two populations of bacteria under different conditions. Specifically, I am interested in whether adding a certain compound to the ...
0
votes
1answer
11 views

Hierarchical clustering methods using a similarity metric for which d(x, x) != 0, and possibly assymmetric

I want to cluster files based on an information distance, which is obtained by comparing the compressed length of two files separately and the concatenation of the two files, using a real-world ...
0
votes
0answers
9 views

Is there any problem with the following process?

Here's a sentence:"We used the taxonomic ranks Order and Family in [37] to assign nested clade membership and fitted Order alone and Family nested in Order as random effects in addition to the fixed ...
11
votes
1answer
448 views

What is the difference between censoring and truncation?

Censoring: When an observation is incomplete due to some random cause. Truncation: When the incomplete nature of the observation is due to a systematic selection process inherent to the study ...
0
votes
0answers
6 views

How to derive the Onsager correction term in approximate message passing [on hold]

How can I obtain the Onsager correction term by the approximation of the beliefs? What is the derivation?
0
votes
0answers
15 views

linear discriminative analysis for regression

LDA computes a projection matrix to maximize class conditional probability. Similar to this, is there any exisiting method or library for jointly learning latent space and minimizing the regression ...
0
votes
0answers
5 views

EM to Variational EM in LDA

Why exactly, when learning hidden variables distribution in LDA(Latent Dirichlet Allocation), one cannot use to the EM (Expectation Maximization) algorithm and have to resort to a variationnal EM ...
2
votes
2answers
42 views

Right censoring and Left censoring

Wikipedia gives the following definitions: Right censoring: a data point is above a certain value but it is unknown by how much. Left censoring: a data point is below a certain value but it is ...
2
votes
0answers
10 views

Cluster analysis without knowing the structure of the data set

I’m working on a task regarding cluster analysis for about half a year now, but since the fields of pattern recognition and cluster analysis are quite complex ones, I would call myself a beginner in ...
0
votes
0answers
16 views

statistical modelling for imbalanced data

I am dealing with a binary response (good/ bad) type data set of size 2153, which reflects a dependent variable. Out of these, only 67 are in favor of "bad" and the remaining are of "good". Also, i ...
1
vote
1answer
37 views

Maximum likelihood of constrained distribution

A random variable $X$ is represented by the following CDF: $F(x)=(1+\frac{1}{x^2})^{-\beta}$ , $x\in(0, \infty), \beta>0$ Question: How do you get the MLE of $P(X>1)$ for the distribution? I ...
1
vote
0answers
18 views

High dimensional explanatory variable

I have a data set of 22 observations and 6931 variables. Data belongs to two classes, 0 and 1. I would like to know which features are important for each class (species) and which one contribute the ...
0
votes
2answers
47 views

Lifetime or Failure Time

Lifetime / Survival time / Failure time : the time to the occurrence of event (always nonnegative) . Lifetime and Survival time can be synonymous . ...
1
vote
0answers
32 views

Sampling Variability [on hold]

Okay, so based on my previous question: I want to study the effects of an organization-wide training program on a specific policy, in a company of 670 employees, designed to increase compliance with ...
4
votes
1answer
119 views

Different shapes of an ROC curve

What are the possible shapes of an ROC curve? Is it necessary for an ROC curve to be shaped like a normal distribution curve? Can we regard the following two curves as ROC with the area under the ...
2
votes
1answer
24 views

Which metric should I use to rank these distributions?

I have a number of 1D distributions, which, when plotted show a distinct ranking in terms of the "spikiness" of the data. I would like to apply a relatively fast metric that would allow me to rank ...
0
votes
0answers
21 views

How to test fixed vs. random effects for lme in R?

I have ran two lme mixed effects models in R, both using the same fixed effects variables but each with a different random effect variable. My reviewer has said I should use the Hausman test to ...
0
votes
1answer
16 views

Specification of mixed model effects

I have a study design with a between subjects factor (treatment: verum vs placebo) and a within subjects factor (time: before vs after). Subjects were entered into the model as a random effect. So ...
10
votes
1answer
424 views

Smoothing - when to use it and when not to?

There is quite an old post on William Briggs' blog which looks at the pitfalls of smoothing data and carrying that smoothed data through to analysis. The key argument is namely: If, in a moment of ...
2
votes
0answers
15 views

Describing Differences between Two Inferred Populations

I am interested in the size of an animal in two populations, and found reliable estimates of the population provided by NOAA. The data was in the form of estimated total population within discrete ...
0
votes
0answers
25 views

Quantitative Analysis [on hold]

The plant manager of a company that manufactures office equipment is attempting to determine the process that will be used to assemble a new ergonomic chair. Two methods (A and B) are under ...
1
vote
1answer
44 views

some inference about k-NN algorithms for better understanding?

I ran into some facts make me confusing. for k-NN classifier: I) why classification accuracy is not better with large values of k. II) the decision boundary is not smoother with smaller ...
0
votes
0answers
18 views

Kernel Function Probability Distribution Connection

What is the connection between a kernel function in machine learning to the underlying distribution of the data set, if there is any such relation of course? For example can we say something like ...
3
votes
0answers
30 views

A YouTube View Estimator

Here's a thought experiment that I can't come up with a good answer for. Imagine you have 5 YouTube videos that you want to reach 50,000 views (10,000 views per video) by the 10th day after ...
3
votes
2answers
651 views

Is it a contradiction to do a hypothesis test on 1000 simulated datasets and never get a p value <0.05. Type 1 error question.

I am trying to calculate the type 1 error of a bootstrap hypothesis test procedure (won't go into the hypothesis test here). I ran the test on 1000 simulated datasets (simulated under the null ...
-2
votes
0answers
16 views

optimizing Average Run Length [migrated]

How can I code in R to solve for $p$ in $370=(1/p)(1/[1-(1-p)^L]),\ L=1,2,3,...$ and get the positive values of $p$ at different values of $L$ even when $p$ is at the right hand side of the equation. ...
2
votes
1answer
22 views

On forecasting, the mean squared error and realized volatity

Say one has finished estimating a correctly specified GARCH(1,1) on a daily time series and now wants to evaluate the accuracy of the one step ahead forecasts what steps or tests could one do? I ...
3
votes
1answer
33 views

Getting an Excel file with many sheets into R [on hold]

I am importing data from an Excel file that contains 15 sheets. Each sheets represent a year in which there are observations on the same variables. Here is what I would like to do (elgantly) from R: ...
0
votes
0answers
18 views

Normalized data and regression

Suppose I have eight subjects and measured performance in a time series (outcome measure is a distance measure). I assess learning effects across these time points by expressing the increase in ...
2
votes
1answer
13 views

What is the difference between linear perceptron regression and LS linear regression?

Recently, a project I'm involved in made use of a linear perceptron for multiple (21 predictor) regression. It used stochastic GD. How is this different from OLS linear regression?
1
vote
0answers
14 views

Sensitivity Analysis used in SPSS Neural Network Package

What is the sensitivity analysis used in SPSS Neural Network's independent variable importance calculation? The explanation provided by SPSS is very vague. Is it the same as the semipartial ...

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