4
votes
2answers
39 views
Standard error of slopes in piecewise linear regression with known breakpoints
The situation
I have a dataset with one dependent $y$ and one independent variable $x$. I want to fit a continuous piecewise linear regression with $k$ known/fixed breakpoints occurring at $(a_{1}, ...
0
votes
0answers
16 views
What is the function of the 'threshold' term $b$ in SVMs?
The main reason I'm asking is because in the paper "Max-margin Classification of Data with Absent Features" (JMLR '08, Chechik et. al.) the authors seem to have dropped the term in most of their ...
12
votes
3answers
150 views
Example of distribution where large sample size is necessary for central limit theorem
Some books state a sample size of size 30 or higher is necessary for the central limit theorem to give a good approximation for $\bar{X}$.
I know this isn't enough for all distributions. I wish to ...
3
votes
1answer
40 views
Reversing IV and DV in multiple regression
I am interested in a relationship between adolescents' thoughts about cigarettes (e.g., how many times have you thought about cigarettes in the past day?) and cigarette use (e.g., how many cigarettes ...
2
votes
0answers
24 views
Adding between subject factor reduces p value of main effect?
I'm investigating the effect of tumor location on mood (depression / anxiety) and also seeing if time has an effect at two intervals (t0 and ...
2
votes
1answer
32 views
Is the union of two reservoir samples a random sample?
I have two reservoir samples (with replacement) of a distribution which are obtained independently. If I just produce the union of these two samples, will the resulting sample also be considered as a ...
1
vote
0answers
29 views
Sorting and merging in Stata on categorical variables [migrated]
I am in the process of merging two data sets together in Stata and came up with a potential concern.
I am planning on sorting each data set in exactly the same ...
10
votes
1answer
112 views
Can bootstrap be used to replace non-parametric tests?
I am fairly new to statistics. The concept of bootstrapping has been confusing to me.
I know that normality of the sampling distribution is required to use certain tests such as the t-test. In cases ...
1
vote
2answers
55 views
Hypothesis testing a location shift in heteroscedastic and non-normal data
How do I test for a "location shift" in something like the mean or median if the shape of the distribution has changed quite significantly between groups?
Often an experimental intervention seems to ...
1
vote
0answers
38 views
Distribution of high and low of a random walk
If I have a one-dimensional random walk with position $X(\text{t})$ with $X(0)=0$ and $\text{Var}(X(1)) = 1$,
and I observe $X(1) = \text{c}$, what are the distributions of the minimum and maximum ...
2
votes
0answers
22 views
Is it appropriate to assess internal consistency on related items measured with different response formats within the same instrument?
In my survey, I grouped 67 unique counseling techniques that I thought were related to one another (based on theory and conceptual similarity) into six "counseling domains" using fairly intuitive, ...
2
votes
0answers
28 views
Model variance and bias in cross validation
his question is partly inspired about the answer to this other question: Number of folds for K-fold.
The fundamental question I have is the following: How do different cross-validation methods ...
2
votes
1answer
31 views
Fit a curve (spline?) through a solid in 3D and map a value onto it
I have a series of xyz data in a unit cube. It forms a sort of tapered & curved cylinder. It will begin and end at 0,0,0 and 1,1,1. I want some sort of best fit curve down the 'axis' of this ...
2
votes
2answers
60 views
Is partial correlation possible after Spearman's correlation?
I have two test groups that conducted an online task measuring response times (avg, avg(congruent), avg(incongruent)). I expected one group to be faster than the other but it turned out exactly the ...
2
votes
1answer
35 views
Assessing or comparing correlations at multiple locations
I have 10 independent locations (separated by at least 5 km) where I have collected abundance data for 17 species of birds. In particular, I want to look for correlations between one particular ...
-4
votes
0answers
81 views
Many books on statistics by Jay Devore [closed]
Jay Devore and other coauthors have written quite a few books on statistics.
Probability and Statistics for Engineering and the Sciences
Introduction to Statistics and Data Analysis
Modern ...
1
vote
0answers
39 views
How do I create a random variance matrix (x'x)/N with confidence that it will be invertible?
I see some similar threads, but no answer that I know how to apply to this question. I wish to create a variance matrix for a (pseudo)random matrix $X$ with dimensions $K \times N$, where each row $k$ ...
0
votes
0answers
17 views
Singularity issues in multinomial logit model with differing choice sets
I am estimating a discrete choice model in which individuals choose which schools to attend.
I have a large amount of data on individuals and schools. However, each particular school only appears in ...
2
votes
0answers
30 views
Is it reasonable to use exponential smoothing to forecast graduation rates?
I'm trying to forecast 6-year graduation rates for students who enrolled in Fall 2009 - in other words, what proportion of the initial cohort will graduate by Fall 2015. These data overlap somewhat. ...
1
vote
0answers
42 views
Why does k-NN perform better than SVR and linear regression?
I have a data set used in a regression with 30 attributes and 30K instances. I am trying out a bunch of algorithms (SMO regression, Linear Regression and K-NN) but it was quite surprising to see that ...
1
vote
1answer
35 views
Interpretation of interaction effect in negative binomial regression
I am trying to interpret my interaction effects, which are all negative.
One example:
Experience (variable A) x absolute size of the acquired knowledge base (variable B): B= -0.002, exp(B)= 0.998.
...
2
votes
1answer
56 views
An unclear regularity condition for the multivariate case of the Cramér-Rao inequality
I'm trying to make sense of the multivariate case of the Cramér-Rao inequality. One of its conditions of regularity states:
$$
\frac{\partial}{\partial\theta}\left[\int ...
1
vote
0answers
19 views
Cointegration structure
I have two time series that I am investigating, acc and amb, the time frequency is daily data. They are both non stationary, as evidenced by the follows:
...
1
vote
0answers
18 views
Discretizing all attributes vs. discretizing only the class label
I have a numeric dataset and I would like to apply classification algorithms on it. So I am using Weka's Discretize filter to convert the numeric values to discrete. However I wonder what can be the ...
0
votes
2answers
52 views
Are there techniques to merge two cumulative distribution functions?
I'm trying to estimate quantiles from cumulative distribution functions. Given N CDFs are there techniques that can be used to merge them to form another CDF from which a quantile can be estimated ?
...
0
votes
0answers
17 views
Polynomial mapping example for two-group classification problem
For a talk I am trying to give an example of a two-group classification using two variables. I would like to show how two variables might show no significant differences between the groups but still ...
2
votes
0answers
27 views
Population model to model year to year dynamics
My task is to assess how various environmental variables affect population fluctuatins (year to year changes). For this, I would use model like:
$ln(\mu_{i,j+1}) = ln(\mu_{i,j}) + R_{t} + ...
0
votes
0answers
37 views
Variance and Bias
Consider the mean squared error $$\text{MSE}(x_0) = E_{T}(f(x_0)-\hat{y}_0)^{2}$$ $$ = E_{T}(\hat{y}_0-E_{T}(\hat{y}_0))^{2}+(f(x_0)-E_{T}(\hat{y}_0)^{2})$$
Is the first term after the equal sign in ...
1
vote
0answers
16 views
GLMM in SPSS: what does significance of the fixed coefficients mean?
I conducted a GLMM analysis in SPSS with y~a+b+a*b.
The output result contains two tables:
the fixed effects, for which the main effects and the interaction ...
5
votes
3answers
108 views
Statistics, Expected values and Philosophy
First a note: I am not a statistician. I studied maths at university (but opted out of every single stats class), and now find myself in a job where I'm doing stats.
My question is a little bit ...
0
votes
0answers
14 views
Panel data by subgroups
Panel data by subgroups
I have a panel dataset on 200 firms showing the turnover of financial managers and firm performance for ten years.
Some of the individuals are fired and some get promotion ...
1
vote
0answers
16 views
Resampling and multiple comparisons
I hope someone can help me with the following problem (please have in mind that I am not a statistician).
I run an experiment with 4 treatments where I measured the variable “P”, which can be either ...
3
votes
2answers
78 views
Linear vs. nonlinear regression
I have a set of values $x$ and $y$ which are theoretically related exponentially:
$y = ax^b$
One way to obtain the coefficients is by applying natural logarithms in both sides and fitting a linear ...
0
votes
0answers
15 views
Help with computing the Expected Opportunity Loss
I'm trying to compute the expected opportunity loss (EOL) for a simple investment problem, where the cost C is set to be exactly 5 million and the value V is estimated to be normally distributed ...
1
vote
0answers
14 views
2 correlated variables , 2 conditions and 3 groups: what analysis?
In a design with two correlated dependent variable measures with similar range and variance, two within subject conditions and three diferent participant groups each tested at a diferent time point. ...
1
vote
0answers
9 views
Understanding the mean shift algorithm with Gaussian kernel
I am referring here to the Wikipedia article regarding the mean shift algorithm.
Here the Gaussian kernel is denoted as $e^{-c\|x_i - x\|^2 }$
My questions are the following:
Is $c$ always ...
0
votes
0answers
23 views
Transforming t-distributed residuals to normal
I have an AR process with t-distributed noise at each step. Does anyone know a transformation i can apply to get approximately normally distributed residuals?
Thanks!
6
votes
2answers
93 views
Differences in kurtosis definition and their interpretation
I have recently realised that there are differences in the kurtosis values provided by SPSS and Stata.
See http://www.ats.ucla.edu/stat/mult_pkg/faq/general/kurtosis.htm
My understanding is that the ...
0
votes
1answer
32 views
Permutation test null and correct label distribution
Permutation tests can be used to test the likelihood of obtaining a single mean value (composed of the average of k-fold CV) classifier accuracy by chance, such as for a linear classifier using two ...
6
votes
3answers
156 views
Linear regression with slope constraint
I want to perform a very simple linear regression in R. The formula is as simple as $y = ax + b$. However I would like the slope ($a$) to be inside an interval, ...
1
vote
1answer
31 views
Two-sample $t$-test vs Tukey's method
Even if the $F$ statistic in an ANOVA test is significant, we may need to do further testing before drawing conclusions. The most common method for doing this involves the use of a multiple ...
5
votes
0answers
30 views
Conditions for the existence of a Fisher information matrix
Different textbooks cite different conditions for the existence of a Fisher information matrix. Several such conditions are listed below, each of which appears in some, but not all, of the ...
3
votes
2answers
42 views
Simple and paired t-tests and the control for multiple comparisons
Let's say that I have a group of subjects that were measured in two conditions (A and B) and I want to check three hypotheses: i) do data from A and B differ from each other?, ii) do data from A ...
2
votes
0answers
16 views
Prediction errors for Adaboost
I understand how the adaboost algorithm works to produce a prediction of a class, however one thing I haven't seen is how to get a measure of accuracy for that prediction. For example, if I fit a ...
1
vote
0answers
32 views
How to choose initial values for nonlinear least squares fit
The question above says it all. Basically my question is for a generic fitting function (could be arbitrarily complicated) which will be nonlinear in the parameters I am trying to estimate, how does ...
2
votes
0answers
32 views
Mean or median as the measure of central tendency for data spanning three orders of magnitude
Here is a data set I am working with.
I basically have a total of 1082 different data segments of $y$ vs. $x$ all plotted here on a log scale in bright blue in the background. Now what I need to do ...
2
votes
1answer
28 views
What value is conditional logistic regression if two cohorts are already matched on everything of interest?
My situation is this:
I am comparing two cohorts
I have matched the two cohorts on all of the factors that I am interested in
The two cohorts are already balanced on all of the factors that I would ...
5
votes
0answers
38 views
Cholesky versus eigendecomposition for drawing samples from a multivariate normal distribution
I would like to draw a sample $\mathbf{x} \sim N\left(\mathbf{0}, \mathbf{\Sigma} \right)$. Wikipedia suggests either using a Cholesky or Eigendecomposition, i.e.
$
\mathbf{\Sigma} = ...
-4
votes
0answers
41 views
How to implement ant colony optimization algorithm [closed]
I'm new to this community so hope I get this question answered.
I have been trying to code the Ant Colony Optimization Algorithm in C++ but I'm not getting the idea.
This is what I get about the ...
9
votes
3answers
118 views
Choosing a statistical test based on the outcome of another (e.g. normality)
So I have heard it said that it is not a good idea to choose one statistical test based on the outcome of another. This seems strange to me though. For example, people often choose to use a non ...
