2
votes
1answer
30 views

Exact central confidence interval for a correlation

I am working my way through (T.J. Diccio & B. Efron, "Bootstrap Confidence Intervals", Statistical Science, 1996, 11(3), 189–228), and I'm stuck even before I get to the good stuff. In the ...
0
votes
0answers
7 views

nonlinearTest() in S-plus vs R

Is there any similar function in R does the same thing as nonlinearTest() in S-plus? I am currently working on determine the number of regimes,delayed parameter d and threshold values for the ...
0
votes
0answers
6 views

VARMAX model in R

Is there a function in R that estimates the VARMAX model? There is one for a VARX (MTS package), but I didn't find one that works with the MA part also...
0
votes
1answer
40 views

Variance of $\bar x$, simulation with non-iid observations

So I know that the variance of $\bar x$ is usually computed as $\frac{\sigma_x^2}{n}$, and that this assumes the observations are independent. If instead, the observations have some positive serial ...
0
votes
0answers
4 views

Time in years(x axis) shows years in .5 interval - Time Series using R [migrated]

dsales1156ts<-ts(dsales1156,frequency=365,start=c(2011,6)) # This is my time series created with daily sales data when the first sale day is 6th January 2011. plot(dsales1156ts) The ...
0
votes
0answers
12 views

Controlling overfitting with random forests for very high dimensional data

I'm using the randomForest package in R to analyse a genetic dataset of ca 100 samples with 10.000 genes. The samples are grouped into 5 classes, the smallest being only of 5 samples. I'm ultimately ...
7
votes
1answer
302 views

Why does bagging use bootstrap samples?

Bagging is the process of creating N learners on N different bootstrap samples, then taking the mean of their predictions. My question is: Why not use any other type of sampling? Why use bootstrap ...
1
vote
0answers
9 views

Multigroup Longitudinal Item Response WinBUGS OpenBUGS

I was able to fit the Longitudinal IRT model in Winbugs for an ordinal response by extending the BUGS code I took from the paper by Curtis in JSS http://www.jstatsoft.org/v36/c01/paper/ However, I am ...
2
votes
1answer
23 views

Using proper scoring rule to determine class membership from logistic regression

I am using logistic regression to predict likelihood of an event occurring. Ultimately, these probabilities are put into a production environment, where we focus as much as possible on hitting our ...
0
votes
0answers
8 views

Are multi-class techniques for binary classifiers considered ensemble methods by definition?

I am studying ensemble methods which is loosely defined be: Combining models to a make a better model With multi-class techniques such as One-vs-one and ...
0
votes
0answers
21 views

Neural network and dynamical system

Dynamical systemsare those whose evolution can be described by a rule, evolves with time and is deterministic. In this context can I say that Neural networks have a rule of evolution which is the ...
0
votes
0answers
6 views

Categorizing text into IPTC subjects

Does anyone know where I can find a corpus I can use to train a classifier into IPTC news categories (http://www.iptc.org/site/NewsCodes/) ? A google search was not very useful. Thank you
0
votes
0answers
13 views

The variance-covariance matrix of the least squares parameter estimatimation

I'm learning Linear Regression for Regression from "The Elements of Statistical Learning". Why The variance-covariance matrix of the least squares parameter estimates is easily derived( from(3.6) ...
1
vote
0answers
29 views

How to create a composite of several variables without throwing information away

I want to create an index as a composite of several variables. It was recommend to me to use PCA. However, PCA discards too much information - essentially throwing away several of the variables in ...
0
votes
0answers
5 views

Constrain regression to correctly rank-order certain cases

I am working on a logistic regression model that attempts to predict the probability that individuals will do a certain activity, where each individual can be described by a number of categorical ...
1
vote
0answers
6 views

Presenting results of a meta-analysis with multiple moderators?

I wish to present the results of my meta-analysis using the best practices possible. I do not find, however, examples in articles similar to what my output is. Here's a simplification of my model and ...
1
vote
0answers
12 views

Multiple and long seasonality for a SARIMA model in R

While working on a big data set made of 10-minutes-points of information - i.e. 144 points per day, 1008 per week and ...
0
votes
0answers
11 views

R geom_smooth: what to write as aes [on hold]

I work with R and ggplot but I'm very new with it. I have already drawn point for 4 different data frames. And now I want to draw 4 regression lines for this points sets. Data frames are packed in ...
0
votes
0answers
15 views

What is R squared for a neural network and what does it signify?

I calculated R square for my neural network based on a formula I found somewhere, which goes something like: http://i.stack.imgur.com/DojZC.png It should be something around 0.98-0.99. But, when I ...
2
votes
1answer
120 views

Why not always use ensemble learning?

It seems to me that ensemble learning WILL always give better predictive performance than with just a single learning hypothesis. So, why don't we use them all the time? My guess is because of ...
0
votes
1answer
29 views

What is this ensemble learning technique called?

For example, I trained two models: one with SVM and one with KNN. Final Prediction = 0.4*KNN + 0.6*SVM Is this considered blending?
1
vote
0answers
15 views

What model to classify a discretized continuous variable

Consider a variable $y$ (typically, $y_i$ is something like number of inhabitants of city $i$) and some given features $X$. Let us assume that these features are continuous (eg. total city area, ...
0
votes
0answers
9 views

Obtaining the Psi Weights of a seasonal ARIMA in R

I am trying to quantify the effect of a future random shocks on my seasonal ARIMA model. If I have understood the theory correctly, the easiest way is to express my seasonal ARIMA model in its "random ...
0
votes
0answers
18 views

Predicting missing values in data [on hold]

I have a dataset that has some missing values. How can I use basic statistics or mathematics to predict the missing values? Right now, I am considering the value before the missing value and the ...
0
votes
2answers
21 views

Joint distribution of two dependent variables

I was wondering how to (or if it is even possible) find the continuous joint distribution between two random variables $x$ and $y$ when you know the continuous marginal density distributions of both ...
0
votes
0answers
25 views

Data error in excel- why is 60 displayed as 60.0000000000002? [on hold]

Try this as an example: In cell A1 type 45 In cell A2 type 45.1 Highlight A1 & A2 Drag down until you get the displayed value 60 in cell A151 Click on A151, why has excel changed '60' to ...
0
votes
0answers
4 views

Fit GAMs with minimum constraints

I have a two-dimensional predictor plane, 0-1-Observations and a priori knowledge of minimal probabilities per combination of the predictors. I would like to fit a model (e.g. GAM from the mgcv ...
1
vote
1answer
32 views

detect line in scatter

I have repeated samples from the following process: Most samples will only contain points that are randomly distributed on a 2-dimensional plane. Sometimes, however, the sample will contain not only ...
0
votes
0answers
12 views

how to handle occlusion for face recognition?

If there some occlusion on face (such as sunglasses, mask, scarf), the recognition rate will decrease steeply? How to handle this case? I have do a survey, the PCA reconstruction method have been ...
0
votes
0answers
7 views

Inner-line correlation (consistency)

In this paper, I found a quite interesting approach concerning measurement of consistency in survey data (provided that each line=case represents a participant). Still, I cannot figure out exactly ...
0
votes
0answers
6 views

GLMM for SNA and non-independency data

I contact you because my case is particular and I don’t know much about GLMM. I have data of social networks (network metrics) of a nonhuman primate species. These data are by nature non independent ...
0
votes
0answers
9 views

What is the best test to estimate the correlation between binomial/categorical dataset?

I'm trying to analyze if there are correlations between binomial dataset. I have binomial data (presence/absence) of two variable in different periods and I need to know what is the best way to find ...
0
votes
0answers
8 views

IT-AIC approach for mixed effects model

I was reading around the Information Theoretic-AIC approach of model selection where AIC values are used to select the candidate set of models. I am quite clear on this. My question is this: for ...
0
votes
0answers
21 views

Geographic regression

I'm working on a project to estimate real estate and started with some classique techniques, such as linear regression etc. The obtained results are already going in the good direction, but to get ...
0
votes
1answer
33 views

Beginner question: finding correlations with percentage data

I am trying to work out whether mobile, desktop or tablet users are more likely to perform an action on a site. The data I have is structured as follows: ...
0
votes
1answer
23 views

Simulate data by using existing dataset

I have a complete dataset with input variables and response variables. I would like to perform a simulation where I give the input variables and generate randomly the response variables. Is there a ...
1
vote
1answer
260 views

Which is kernel similar gaussian kernel?

I must find a kernel that statisfies as follows: In the my reference paper, the author suggest gaussian kernel that is The purpose of that kernel is that it will take a weight for each points ...
0
votes
0answers
19 views

Anomaly detection of web browsing sequences

Please consider that I'm quite new to machine learning. I need to create models based on browsing patterns of web users and find deviations from that model. I'm using web server access log files. For ...
2
votes
2answers
26 views

What do I need in order to draw conclusions from this data?

I have three techniques, called A, B and C. Each can be used independently when trying to perform four related tasks (Tasks 1, 2, 3 and 4). I have run lots of tests, trying all combinations of each ...
6
votes
2answers
80 views

$E(\frac{1}{1+x^2})$ under a Gaussian

This question is leading on from the following question. http://math.stackexchange.com/questions/360275/e1-1x2-under-a-normal-distribution Basically what is the $E\left(\frac{1}{1+x^2}\right)$ under ...
1
vote
1answer
20 views

Model Formula with deflator

I'm having difficulties to find the right model formula for my model: $Y_i=a+bX_i$ where Y and X are both deflated by another variable y1/def ~ x1/def + x2/def ...
0
votes
0answers
9 views

Predicting whether a potential sale will be won or lost

I am currently working on a project using a sales system and trying to come up with a way to use the current pipeline of potential sales to predict the amount of product that will be sold in the ...
0
votes
1answer
23 views

Spearman's - monotonic? [on hold]

Deas, One assumption for Spearman's correlation is that data have to be monotonic .. I tried to do scatterplot in spss, but I get the following graph that I couldn't decide if it is monotonic .. What ...
-4
votes
0answers
22 views

a question about variance, covariance and correlation [on hold]

Stock A and Stock B have a covariance of 0.87. The correlation between them is 0.03. If the variance of Stock A is 36. what is the variance of Stock B?
1
vote
0answers
29 views

including interactions in a mixed linear model in R (lme)

I'm trying to test for the effect of soil moisture on transpiration rates. I have plot-level data for 18 plots in 6 different stands of trees (3 plots x 6 stands). I want to treat "stand" as a random ...
0
votes
1answer
35 views

Non-significant factors after stepwise regression [duplicate]

I have run a stepwise regression on R. However, the summary of the final model includes some factors that are not significant. Why have these factors not been removed? Should I remove these from my ...
2
votes
0answers
27 views

Basic idea of zero inflated two part models(hurdel) and application to big data (machine learning)

I'm currently working on the data which has 90% 0s in response variable. Based on my research, it seems zero inflated models could be a solution to this. However, while I was reading related ...
0
votes
0answers
6 views

Assistance with hazard ratios

I want to compare car accident deaths in two groups of people aged 18-24 (lets use this as the reference) and 24-30 after a certain law was changed using a Cox hazard model using SPSS version 22. I ...
1
vote
0answers
21 views

When does l1 regularisation give a sparse solution?

I was maximising a likelihood function, which is convex. I know that the system has a K-sparse solution. I wanted to know the conditions (or some sufficient conditions) on the likelihood function ...
1
vote
0answers
36 views

Joint posterior HPD region for the coefficients of the normal linear model

This problem appear in an exam put by Chris Sims (3): http://sims.princeton.edu/yftp/emet04/ConfidenceCredibilityEx.pdf Suppose the following model: $y=\beta_1 +\beta_2 X_2+\beta_1 X_3 +\epsilon$ ...

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