# All Questions

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### 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 ...
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 ...
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### 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 ...
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 ...
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### 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?
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### 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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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. ...
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 ...
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 ...
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 ...
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### 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 ...
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 ...
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 ...
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: ...
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 ...
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: ...
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 ...
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: ...
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{...
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 ...
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### 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 ...
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### 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, ...
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....
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### 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", "...
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% ...
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: ...
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 ...
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### 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 ...
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, ...
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 ...
19 views

### Trend and seasonality in time series

This is my data: ...