0
votes
0answers
9 views

Moderation analysis for repeated measures ANOVA [on hold]

My dataset looks like this: My hypothesis is that the statistical differences between the within-subjects measures (A1 vs A2 vs A3) are moderated by a third variable (mod) which is continuous. What ...
0
votes
2answers
25 views

Bag of Visual Words: the number of words is equal to the number of k-means centroids?

I was reading these slides about Bag of Features (BoF), in particular at slide 23: A visual vocabulary of 1M words is generated using an approximate K-means clustering method based on randomized ...
0
votes
0answers
5 views

Pairwise significance test with different variances within sample

I'm trying to test the significance of changes in the sales volume from one year to another. For each store I know the sales in 2014 and 2015 each day and would like to do a pairwise significance ...
-3
votes
0answers
12 views

how do i gerenrate intercept term in fixed effect model using plm [on hold]

Fixed effect with respect to time model fixed.time.mod1<- plm(D~PAT+DL+factor(T), data = Pdata, model="within",effect="twoways") summary(fixed.time.mod1) I got output plm(formula = D ~ PAT + DL ...
0
votes
0answers
5 views

Aligning distribution vs aligning subspaces [on hold]

Does aligning the distribution of two datasets via minimization of the maximum mean discrepancy also align the two subspaces that span the data?
0
votes
1answer
19 views

How is this chart called? Percentile chart?

Assume I have a chart below how a certain property is distributed (in this case number of cars over 0-100%) over a population: How is such a chart called? Percentile chart? What are the keywords to ...
0
votes
0answers
15 views

Are my regression lines from the same population? [duplicate]

I have two sets of data looking at weight change over time. Subjects within each data sets have weights at multiple time points. The first is a small set of data I used to determine an equation to ...
1
vote
0answers
8 views

Gaussian process for signal registration

Suppose we want to align two 1D signals X and Y. We model the residuals between the signals as a Gaussian Process: $$ Y = X + B + \epsilon $$ Where $B$ is smooth noise and $\epsilon$ is independent ...
0
votes
0answers
16 views

Is there a minimal percentage of a data set to have the property to be modelled?

We have a data set of about 45,000 observations. Around 2 % of these have the property that we're interested in modelling. We have made a probit model fitted to all 45,000 observations and get ...
0
votes
0answers
6 views

Correlation between endogenous variables in Path analysis

The considered model contains 2 exogenous variables and 3 endogenous variables. Y1 and Y2 are causally related to each other. Is it possible to apply path analysis to find the total effect of ...
0
votes
1answer
15 views

Filtering data depending upon conditions in 8-9 columns and then applying regression on the filtered data [on hold]

I am new to R programming and need to analyse a very large set of data, I have around 660 rows to be analysed and 9-10 columns.For each row I have values in the columns like (0,1,2,3,4,5) I need to ...
0
votes
0answers
26 views

Hand computation for plm package in R (twoways model) for predicted values [on hold]

I have one question on the plm package. I try to compute predicted value in the case of a twoways (effect = "twoways") model. ...
0
votes
2answers
33 views

Logistic regression with only categorical predictors

So I started off with a model which included both continuous and categorical predictor variables. But now I wanted to drop the only continuous variable (distance to shore), because to my opinion it ...
0
votes
1answer
20 views

Advance Methods of Understanding Significance of Customer Behaviors

I currently own a couple of websites and lately I've been implementing some feature changes - I've noticed some changes in website traffic and I was wondering what some of the more sophisticated ways ...
1
vote
1answer
120 views

Is it always true that $P(X| Y \text{ OR } Z) \le P(X|Y)$?

Consider the following argument: If $(X| Y \ \text{OR} \ Z)$ is true, $(X| Y)$ must be true. For example, if $f(t)=10 $ when $ t=1 $ or $ \ t=0$ is true, then $f(t)=10 $ when $ t=1$ must be true ...
0
votes
1answer
15 views

Update gamma prior with new rate parameter instead of observations

From wikipedia: In Bayesian inference, the conjugate prior for the rate parameter $λ$ of the Poisson distribution is the gamma distribution. Let $$\lambda \sim \mathrm{Gamma}(\alpha, \beta)$...
1
vote
1answer
29 views

How to include nested fixed effects with different levels across conditions in lmer?

My design is as follows: 1. one dependent variable (brain activity), 2. a "condition" factor I manipulated with two levels (c1 and c2) 3. a "region of interest" factor with two levels (r1 and r2) *...
0
votes
1answer
8 views

fGarch and include.shape in R

I just started using the "fGarch" package in R and until now everything has been going fine. I have estimated two successful models from two different datasets that have been estimated correctly ...
0
votes
1answer
24 views

Independence of random variables with known Gaussian conditional distributions

My question regards whether it's possible to know whether two Gaussian random variables are independent when we know only that their respective laws are governed by conditional distributions of ...
0
votes
0answers
15 views

why does this election vote converge to bell curve?

Law of large numbers central limit theorem says IID random variables deviate from their average like a Gaussian, but these state matchups have different outcomes and probabilities. In fact, they are ...
0
votes
0answers
7 views

How does depth-efficiency help neural networks learn?

Depth efficiency is an accepted result about neural networks that says the expressivity of a network with additional layers can only be matched by a shallow network with exponentially many more nodes. ...
0
votes
0answers
3 views

Variance of Linear Combination of Fixed Effects in Mixed ANOVA Model

Consider the mixed effects model described here. It suffices to consider only the balanced case. I need to make inference about the linear combinations of the fixed effects $L = \sum_i c_i \tau_i$ I ...
-2
votes
0answers
48 views

What are common ill-conditioned problems/mistakes in linear regression? [on hold]

Many problems are ill-conditioned and cannot be reliably solved using double precision computer systems. Here is what I know that could happen in linear model, that the problem is ill-conditioned and ...
0
votes
1answer
42 views

Using lme to perform a nested ANCOVA in r

I want to perform a nested ANCOVA using the function lme in r. My data concerns the growth rate (sgr) of fish at different temperatures (temp). In the trial there were 3 replicate tanks each housing 8 ...
0
votes
0answers
4 views

Estimate of Fixed Effect in Mixed Effects ANOVA (Restricted versus Unrestricted)

Consider the mixed effects ANOVA model described here It is stated that the estimate of the fixed effect is $\hat{\tau}_i = \bar{y}_{i..}-\bar{y}_{...}$. But is this true for both the unrestricted ...
0
votes
0answers
5 views

Interpreting Accelerated Failure Time Coefficients

I feel like this may be a stupid question, so please excuse it if it is--I'm still learning. I have an analysis I'm running using parametric survival analysis, specifically an accelerated failure ...
-1
votes
1answer
33 views

Computing the mean and variance of the ratio of two Laplace variables

I know that Laplacian distribution function is defined as follow $$ f(x)=\frac{b}{2}\exp(-b|x-\mu|) $$ Also, I know that the mean and variance for the ratio between two normal variables like $$c=\...
0
votes
0answers
10 views

how to find risk premium for APT multi factor model? [on hold]

I have daily return for company A, B, C and macroeconomic factor D, E how to find the risk premium - lambda for factor D and E using R? r = lambda0 + beta(i)*lambda(i) + e I used lm(A,B,C~D+E) to ...
0
votes
0answers
17 views

Intuition: Why do I have to worry about errors-in-variables?

I've read that (ordinary) linear regression assumes that there are measurement errors in the dependent variable, but no measurement error in the independent variables -- and if I have measurement ...
6
votes
1answer
299 views

Expected Value and Most Likely Outcome

So I was watching this Khan video on Expected Value as a refresher (https://www.youtube.com/watch?v=SqcxYnNlI3Y&index=34&list=PLC58778F28211FA19) and he mentions in passing that "the expected ...
1
vote
0answers
11 views

GAM set a smoothing degree

What is the difference between the EDF (effective degree of freedom) and the degree of smoothing in a General Additive Model (GAM)? For example: ...
1
vote
1answer
22 views

How can standard logistic regression model fractional response variable while denominator is available?

I have X and Y variables, as well as a cluster variable (State). X and State are derived from Database A, while Y and State are derived from Database B. X is a sentiment score ranging between -1 and ...
1
vote
0answers
4 views

How to obtain statistical information from a Likert scale with a sample size smaller than the number of questions?

Research and sample properties I'm measuring the degree of a certain concept related to marketing and sustainable development throughout an entire industry. The theoretical model is depicted next: ...
0
votes
0answers
13 views

Binomial Hypothesis Test Segmentation For Webpage A/B Testing

My Question: Is page1 performance better or worse than page2 performance? Which page would you switch traffic to? More Context ...
-1
votes
0answers
38 views

Ridge Regression Plot by Direct Calculation [on hold]

I would like to emphasize that ridge regression coefficients is becoming close to zero as the penalty parameter $\lambda$ increases, but without using R package (glmnet, lm.ridge). My procedures are: ...
0
votes
0answers
14 views

Confidence intervals for odds ratio in GLMM with interactions

I have the following output from a GLMM The model is $$ \log\left(\dfrac{p_{i}}{1 - p_{i}}\right) = \beta_0 + \beta_1 \texttt{type}_i + \beta_2\texttt{treat}_i + \beta_3(\texttt{type}\times\texttt{...
0
votes
0answers
16 views

proof of Markov chain Monte Carlo

This is the first step of proof of MCMC in my notes I have a question, how come $\pi(x)\pi(x_p\mid x)=\pi(x_p)\pi(x\mid x_p)$? Is it true for any markov chains which are ergodic and aperiodic? The ...
0
votes
0answers
13 views

Bayesian Dirichlet equivalent (BDe), Bayesian Dirichlet equivalent uniform (BDeu) and Mutual Information Test (MIT)

To estimate structures of Bayesian networks, I am thinking about three score functions, BDe, BDeu and MIT. I have several questions. What are the differences between BDe and BDeu? Can I convert BDe ...
1
vote
0answers
8 views

Does a random sample size produce a larger or smaller variance than a fixed sample size?

If you run two identical samples with the exception of the sample size where in both cases E(n)=1000, but in one the variance is 0 (ie. fixed sample size of 1000) and the other has non-zero variance, ...
0
votes
0answers
14 views

About installing Theano [migrated]

I hope this question is relevant to this community as Theano is increasingly a standard software to do machine learning. So I have been trying to follow the instructions here, http://deeplearning....
0
votes
1answer
36 views

Interpreting R regression output with multiple interaction variables

Context I am exploring how different factors in targeting affect subjects' self-reported likeliness to purchase a product. Likeliness to purchase was measured on a four point scale: "Very unlikely", "...
0
votes
0answers
10 views

undersampling-unbalanced data

what are the correct steps for undersampling in classifying models? for instance if a have an unbalanced dataset with 950 non event and 50 events I will undersample creating a dataset with a 50-50% ...
-1
votes
0answers
13 views

Accurate descriptives from a plot [on hold]

With the help of a good friend like you, I'm using the following code: P <- choose(N-100, 50) / choose(N, 60) and the plot it like this: plot(N, P, type = "l") # The plot looks like this: ...
2
votes
1answer
26 views

Method for quantifying intervention effect in time series

How can the magnitude of an intervention be quantified in a segmented time series regression? I am attempting to replicate the methodology of Decline in pneumonia admissions after routine childhood ...
0
votes
0answers
5 views

idiosyncratic volatility forecsat using egarch (Fu 2009)

I have a time-series of historical volatility observations. I want to use an EGARCH model because I believe it is a better representation of the behaviour of these volatilities. Can I estimate an ...
0
votes
0answers
16 views

question about slice sampling

I want to implement the slice sampling by R. I think the normal step of this algorithm should be: (1) randomly select an initial point x0, then uniformly sample y0 from [0, f(x0) ] (2) fix the y0, ...
1
vote
2answers
30 views

exact value runtime for coin flip algorithm

So I have an algorithm like this: inc = 10 for num in Array: if num == 1: return inc else: inc += 1 inc += 1 return inc I want to ...
0
votes
1answer
19 views
6
votes
0answers
57 views

Are we frequentists really just implicit/unwitting Bayesians?

For a given inference problem, we know that a Bayesian approach usually differ in both form and results from a fequentist approach. Frequentists (usually includes me) often point out that their ...
0
votes
0answers
9 views

Recursive least squares with forgetting factor - parameter covariance

The recursive least-squares algorithm equipped with forgetting factor is summarized as \begin{array}{l} \hat \theta \left( t \right) = \hat \theta \left( {t - 1} \right) + L\left( t \right)\left[ {y\...

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