0
votes
0answers
9 views

Unit Root Test and rolling data

Please could you kindly advise on the implication of testing for unit root (using the augmented dickey fuller approach) on rolling data. My feeling is that this wouldn't make much sense given the non ...
0
votes
0answers
11 views

Problems with calculation of numerical identification w.r.t. ANOVA smooth for large scale matrices

Suppose we have two (centered) Spline-matrices $\boldsymbol{B_1}$, $\boldsymbol{B_1}$. Then $\boldsymbol{X_1} = [\boldsymbol{B_1},\boldsymbol{B_2}]$ contrains lower order smooths and ...
0
votes
0answers
14 views

How do I create clusters with a completely categorical data?

I am working on the project that requires data mining. I have been asked to use R. I have a dataset with all categorical variables and would like to form clusters on that. I am unable to figure out ...
1
vote
2answers
51 views

How does the inclusion of an intercept change the variability of the residual?

I want to use the variability of the residual as a measure M and then test whether M is higher or lower after some event. However, I estimate separate regression before and after the event to obtain ...
0
votes
1answer
35 views

Bayes Theorem - Is this Marketing Example Correct?

I'm new to whole concept of Bayes Theorem and its applications to marketing. I've been trying to learn this on my own but unsure if I'm making dumb mistakes or if I'm applying the formula correctly - ...
0
votes
0answers
13 views

how do I calculate the probabiity of a match based on similarity of binary events?

I have 35 binary events (presence/absence coded as 1/0) that describe 7 questioned samples (QS 1...7) and 1 known sample (KS). I am asked to provide a probability (in percentage) of how likely it is ...
0
votes
0answers
26 views

Cutoff and precision values of a binary classifier

Let's say I have fitted a binary classifier to some data and I'm varying the cutoff value, effectively producing a ROC-curve. Knowing the true proportions of positives and negatives, I can calculate ...
0
votes
0answers
7 views

Autoregressive model with input variables in proc arima procedure

I am currently working on the time series analysis for series Y but I have to use other two variable A and B as an input variable in SAS proc arima procedure. But I am unable to interpret the cross ...
1
vote
1answer
22 views

survival packages in R that allow for time dependent covariates

Which survival packages in R explicitly allow for time dependent covariates? By explicitly, I mean that the package allows its models to accept a survival object with the form ...
0
votes
1answer
14 views

How can I do a test for proportions when the data has been collected weekly from the same general population?

So I have a series of proportions taken weekly for 7 weeks. This is a study of which way spiders were facing. So for example, the first week, 20 spiders were facing out, and 10 were facing in. Now I ...
0
votes
1answer
12 views

Missing values in SPSS for Chi-Square Tests

I'm a postgraduate student, doing a accent perception study, this is my first time using SPSS! I'm conducting the above tests on my data, where my participants used Likert scales to analyse the ...
1
vote
0answers
13 views

plotting hurdle regression output

I am attempting to plot hurdle regression output with an interaction term in R, but I have some trouble doing so with the count portion of the model. ...
2
votes
1answer
44 views

Does the parameter change during data generation in Bayesian Inference?

Let's assume that we have the following graphical model: This graph encodes the joint distribution $P(p,x_1,x_2,x_3,x_4) = P(p)\prod_{i=1}^{4}P(x_i|p)$. In the Bayesian inference, if we know ...
4
votes
2answers
49 views

Do optimization techniques map to sampling techniques?

From any generic sampling algorithm, one can derive an optimization algorithm. Indeed, to maximize an arbitrary function $f: \textbf{x} \rightarrow f(\textbf{x})$, it suffices to draw samples from $g ...
1
vote
0answers
7 views

Multiple comparisons on nested subsets of data for a non-parametric test

My problem: I'm using data sets where some are nested in a non-parametric test that expects independent data sets. How can I correct for that in a way that is reasonable? Or even better: What would ...
0
votes
1answer
13 views

How do I combine multiple time series models to create a generalizable predictive model?

I have several time series that are each observations of the same phenomenon, for example: Observation 1: 10, 25, 36, 72, 80, .... Observation 2: 32, 46, 78, 90, 100, .... Observation 3: ...
1
vote
1answer
17 views

Cosinor analysis with repeated cycles

I'm interested in developing a model for the circadian rhythm of hormone levels via a cosinor analysis. I just started looking into cosinor analyses so I have a few questions. The data is being ...
1
vote
0answers
7 views

Cointegration between two stationary processes

I have two stationary time series. I would like to check for cointegration between them. Does this make sense, and can I just use Engle-Granger Test (two step) for Cointegration for this?
2
votes
0answers
17 views

Testing if points on a line are over/under dispersed

I have a series of about 1000 points on a chromosome and I want to know if they are clumped, over-dispersed, or neither. The chromosome can be viewed as a 1-dimensional. I've looked over some ...
1
vote
0answers
10 views

error on truncated rms

I am computing the RMS of a sample to estimate the standar error $\sigma$ of the underlying distribution (for simplicity let say a normal distribution $N[\mu$, $\sigma$]). $ \text{RMS} = \sum_{i=1}^N ...
0
votes
0answers
17 views

Use of factor analysis + regression

Independent Variable: I have a survey of 50 states indicating the amount of control the state board of education has in 31 areas answered on a three point scale (1 = total control; 2 = partial ...
0
votes
0answers
24 views

Are the events dependent? [on hold]

A die is rolled.. Event A- getting even numbers. Event B- getting non-perfect square numbers. Are the events dependent or independent? Why?
0
votes
1answer
33 views

Classification using correlation

Given two correlation matrix (each $p \times p$), where each belongs to a different group, is it possible to classify a new sample into one of the group (based on the correlation matrix only)? What ...
0
votes
1answer
12 views

Integrating multiple tests Bayes factors

I have been using an Bayesian-centric R package for some genomics analysis to detect mutations in 3 individuals from the same family. I have to do each analysis for each individual separately due to ...
9
votes
6answers
597 views

MLE in layman terms

Could anyone explain to me in detail about maximum likelihood estimation (MLE) in layman's terms? I would like to know the underlying concept before going into mathematical derivation or equation.
0
votes
0answers
4 views

Missing values on clinical scoring system in SPSS

I have a SPSS database with 747 patients with sickness symptoms and lab results as variables. With those symptoms and results I have generate two scoring systems. I sum the scores of all the variables ...
0
votes
0answers
25 views

Where to find programmers with stats knowledge AND PHP? [on hold]

I'm running a small startup which just lost its lead programmer. He has a rather difficult to find skillset: statistics (fractional factorial experiment design, Bayesian inference, etc) combined with ...
1
vote
0answers
43 views

Is my interpretation of Bayesian probability and inference correct?

I have the following interpretation of the Bayesian probability and inference (without referring to Measure Theory, I am still at the very beginning of learning it): Let's say we have five random ...
1
vote
1answer
37 views

What are 'aliased coefficients'?

While building a regression model in R (lm), I am frequently getting this message ...
2
votes
0answers
24 views

What GLM family and link function for “proportion of time”?

A simple question to which I don't seem to find the answer anywhere. I have a response variable duration of time spent doing A of individuals tested for ...
0
votes
0answers
11 views

Stationary processes I(0) cointegration, does it make sense?

I'm looking at two time series and I would like to determine how they move together. They both are however stationary. Would it make sense to test for cointegration? Linear relationship between both ...
0
votes
0answers
9 views

Telecommunication Billing DataSet

Has anyone seen any telco billing dataset available for analysis? I looked at Kaggle or http://www.d4d.orange.com/en/presentation/data but couldn't find anything.
1
vote
0answers
13 views

Specific contrasts in mixed model with interaction

I have a dataset consisting of two groups tested across three days. Therefore I run a linear mixed model as follows: ...
0
votes
0answers
17 views

t-test on seasonal effects on water quality

I am confused in the use of t-test. I monitored physical parameters of a river water two time (from the same site)- during winter and summer. Now I want to see the seasonal difference on physical ...
1
vote
1answer
16 views

Unit roots and GMM estimation

I want to estimate panel models of the following structure: $y_{it} = \rho y_{i,t-1} + \beta_1 x_1 + \dots + \beta_k x_k + c_i + \gamma_t + \epsilon_{it}$, where $c_i$ are time constant country ...
1
vote
0answers
19 views

Point hypothesis and equivalence hypothesis at once

Sometimes researchers (especially in collaborations) have two opposite but sound theories: There is a difference between two groups or there is only negligible difference. Now they ask their ...
0
votes
1answer
29 views

How to run main effects and interactions in a stepwise regression?

I am using multiple regression with the backward elimination method. I have one control variable (social desirable responding) and four predictor variables (gender and three self-esteem constructs). ...
2
votes
1answer
17 views

Random effect with zero SD in LMM

In my mixed-effects model there are one fixed effect and two random effects (subject and time of measurement). fit <- lmer(DV ~ group + (1|subject) + (1|time)) ...
-2
votes
0answers
30 views

How to select no of rows from Data frame [migrated]

I am reading CSV file and creating a data set Yourdata<-read.csv(‘C:/Work/mydat.csv’) This have five columns and nearly 100K rows and I want to select only few rows. Like, if I want to select only ...
-1
votes
0answers
33 views

In the glm function for logistic regression, where is the likelihood function stored? Is it in family? [migrated]

I am currently trying to run a logistic regression on my own, using the functions optim, nlm, etc. However, I am somehow getting ...
0
votes
0answers
11 views

Comparision of feature selection cost functions

I'm using an optimization algorithm to feature selection besides choosing number of neurons in a neural network. I have 21 features and have ...
2
votes
1answer
56 views

Best statistical notation for expected probability density

Assume that we have two multivariate normal distributions $\mathcal{N}_1 = \mathcal{N}(\mu_1, \Sigma_1)$ and $\mathcal{N}_2 = \mathcal{N}(\mu_2, \Sigma_2)$. We do these two steps: Pick a point, say ...
0
votes
0answers
16 views

ARMA(p,q) model interpreting PACF and ACF

Here I have two time series (ACF, PACF), one on the left and one on the right. I have difficulties interpreting the results. Both PACF/ACF couples look the same and I can't distinguish any geometric ...
0
votes
2answers
42 views

How does random Forest work for regression?

I am an absolute beginner in field of machine learning, I started doing titanic assignment in Kaggle and found(read some where) Random Forest is the best fit. I started reading about random forest and ...
0
votes
0answers
2 views

How do I store regression results from loops in Stata? [migrated]

I have built a model which basically does the following: run regressions on single time period print results The regressions output two numbers that I am ...
5
votes
1answer
53 views

Why are Winsorized random variables independent?

While studying trimmed mean I understood that if I have some random variables $X_1, X_2, .., X_n$ by ordering them and trimming, the variables are no longer independent. However it is said that "by ...
0
votes
0answers
5 views

Pseudo R-Squared for gls function in Stata

I'm doing bachelor thesis finding "impact of Working Capital Management on profitability". This is the first time i deal with software like stata and many things really made me confused. After do ...
0
votes
1answer
37 views

High Standard Deviation for Leave one out cross-validation?

I am using the leave one out cross-validation technique to evaluate my model. If the prediction on the test sample is right the output is 1 otherwise 0. So I have a array of N samples with 0's and 1's ...
1
vote
0answers
18 views

ANOVA's and reaction time data

I've been reading a lot on the effect of perceptual load on selective attention but the analysis confuses me somewhat. Some of these studies flag 20-40ms differences between conditions as significant ...
0
votes
1answer
18 views

How can the density of a truncated normal distribution be greater than one?

According to the info in the following locations: http://en.wikipedia.org/wiki/Truncated_normal_distribution http://en.wikipedia.org/wiki/Truncated_distribution ...

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