# All Questions

11 views

### What is the effect of taking the mean of a moments-based estimate?

Suppose I estimate the second and fourth moments of a signal as $M_2 \approx \frac{1}{N} \sum_{n=0}^{N-1} | y_n |^2$ and $M_4 \approx \frac{1}{N} \sum_{n=0}^{N-1} | y_n |^4$ and then I use these ...
13 views

### error rates of knn minimal for k=1

I am trying to find the best parameter $k$ for a nearest neighbour classifier using cross validation for some datasets. After computing and plotting the error rates, I noticed some strange behaviour ...
17 views

### Link between stationarity of AR(2) and stability condition of corresponding difference equation

In the standard textbooks, such as Hamilton (1994), it is stated that the conditions for stationarity of a process $y_t = \theta_0 + \theta_1 y_{t-1} + \theta_1 y_{t-2} + \epsilon_t$ follow from the ...
12 views

### Is it valid to use the full dataset to determine important variables and a partial datasets for training a classification algorithm?

Given a dataset with n variables and a binary outcome: Are there assumption violations/risks to drawing conclusions if the entire dataset is used to determine which variables are valid if the second ...
10 views

### NA values for coefficients in Cox proportional hazards model

I'm doing a cox regression analysis. My model is given by ...
10 views

### Compute partition function

I'm given a distribution on 3 discrete variables $x, y, z$ which is defined as $$p(x, y, z) = \frac{1}{Z} \psi(x, y, z) = \frac{1}{Z} \phi_1(x, y) \phi_2(y, z)$$ where $x, y$ can take up value among ...
47 views

### Probability Homework question regarding 3 friends' salary [on hold]

After graduation, three friends start their first jobs. The monthly earnings of friend 1 have a normal distribution with mean $15,000$ and standard deviation ...
11 views

### Interpretation of posterior probabilities in Bayesian Network with BNfinder

I'm currently using a python library BNfinder http://bioputer.mimuw.edu.pl/software/bnf/bnfinder_doc.pdf where author on page 10 describes the output of posterior probabilities of the interaction ...
17 views

### control variables in panel data regression with stata

I am currently trying to run a regression with panel data in stata but I have difficulty to consider control variables. Is there a way how I can consider control/mediator variables in my panel ...
15 views

### What are all options of graphical user interface for analysis in R? [on hold]

I've created a classifier on my data set using R software by using some libraries. I want to make a GUI for my code so that the ...
4 views

### Issue with weights in R CHAID decision tree [on hold]

I am new to R and as well as stats world. For my problem, I am using CHAID in R to process my dataset and arrive at a decision tree. I am trying to assign weights to each of the dependent variables ...
46 views

### Why is using centered or uncentered data equivalent in ridge regression?

Why is using centered or uncentered data equivalent in ridge regression? In other words, given two ridge regression problems: (b',c')=\operatorname*{argmin}_{b,c}\Big[ { \sum_i^{m} ...
8 views

### How to design this ANOVA formula in R?

I have data with four variables: Treatment (yes/no) Gender (M/F) Ethnicity (Black, White, Latino) Test Score (integer value in set range) I want to know if a treated Black Male had a higher test ...
9 views

### Correct Hypothesis Test

Experiment: At selected intersections an intervention (advertisement) is applied on random days for a 4 week period, the intervention was applied exactly half of the time. Data collected centers on ...
19 views

### Intuitive understanding of this sentence with regards to time series

I am reading the lecture note here by Simon Gilchrist on equity premium puzzle. The risk free rate is not very volatile: σ(R) = 2% per year but is persistent (ρ = 0.6 in annual data) leading to ...
38 views

### MLE - Why assume that there is a true parameter value?

In parameter estimation, we assume that the observed data $D$ is sampled from a distribution $f_{\theta_0} \in \{f_{\theta} | \theta \in \Theta\}$, where $\theta_0$ is the true, unobserved parameter ...
13 views

### Calculating risk ratio using odds ratio from logistic regression coefficient

I have a binary logistic regression with just one binary fixed factor predictor. The reason I don't do it as a Chi square or Fisher's exact test is that I also have a number of random factors (there ...
6 views

### Time course Normalization

I am trying to understand functional connectivity using fMRI data. Can someone explain time course normalization and about its usefulness in general?
10 views

### Right-censored independent variable in Cox/logistic regression

I have a right-censored continuous independent variable that I want to include in a Cox regression. The variable is a physiologic test which is capped at a certain time, say 120 seconds, due to safety ...
18 views

### Multiple Linear Regression: results in training and testing data not correponding to run data

I have 3 data sets each with 1 column of Y data and 20 columns of X predictor variables. Training data which is 2200 rows. Testing data with 550 rows. Run data with 550 rows. I am using linear ...
10 views

### Fine-tuning model parameters in an systematic/optimised fashion

Tuning parameters in R isn't a new topic. I am embarking on some modelling of a large data set, with the goal to create a predictive model using R, selecting predictors analytically from an ...
15 views

### How do i implement a zero inflated poisson inverse gaussian generalized linear model

Having spent a little time in solving these problem. it seems am getting nowhere yet. These are what i found out -the gamlss results is quite different from the zeroinfl function in pscl of R ...
11 views

### Approximate estimation of a covariance involving ratios

I have three random variables (T, O, A) that are each approximately normal. These three random variables are combined to form two ratios: X=T/A and Y=O/A. I wish to get an estimate of the covariance ...
19 views

### Why do the authors subtract the median in this measure for adjusted average app rating?

I'm just reading the paper "Is this App Safe? A Large Scale Study on Application Permissions and Risk Signals" by Chia et al. (available here from ntnu.no). On page 3, they calculate an interesting ...
28 views

### How well does my model fit the data?

I have 3 measurements, and I want to know if there is a correlation between x and y. I use this model to my data, but how can I check if this model is good? If my understanding is correct, it is ...
33 views

### Why are we using ICA? [duplicate]

I am new to Independent Component Analysis (ICA) and have a rudimentary understanding of the method. I understand that PCA finds vectors on which the projected data has maximum variance. ICA, on ...
13 views

### How I can make Markov Chain Model of norm profile by training data? [on hold]

I have a given data, on that basis I wan't to make Markov chain model of norm profile which is depends on probability equations so how I can do this with Matlab.
319 views

### How to understand the drawbacks of Hierarchical Clustering?

Can someone explain the pros and cons of Hierarchical Clustering? Does Hierarchical Clustering have the same drawbacks as K means? What are the advantages of Hierarchical Clustering over K means? ...
130 views

### What is the difference between Maximum Likelihood Estimation & Gradient Descent?

What are the pro & cons of both the methods? When should we prefer MLE over GD & vice versa? Does GD work better when building predictive model on Bigdata?
29 views

### What is the intuition & math behind Maximum Likelihood Estimation? [duplicate]

We use logistic regression all the time but very few people can actually explain the intuition & math behind Maximum Likelihood Estimation, which is the method used to identify the best ...
8 views

### Dispersion parameter in GAM output

I have a question about Negative Binomial distribution. I’m modeling a count data, as following example: ...
7 views

### cross section dependency test and random effect variable in Eviews8

How can I conduct a pandel data cross section dependency test in a random effect variable by using Eviews 8. Please Show me a way. Thank you
9 views

### Exact test for m x n contingency table conditional (i.e. fixed by design) on one margin

I have a $m \times n$ contingency table (with $m, n > 2)$ . The experiment yields ~15% cells with expected frequencies lower 5 and also zero counts in the empirical data. The prerequisite for the ...
14 views

### PCA on kinship matrix

I have a dataset made up of twins. I have computed the kinship matrix using SNP data we have on the invidivuals. I was interested to know if PC1-PC3 would capture the relationships fully. I.e. if I ...
3 views

### normality tests of residuals in repeated measures design

I have a repeated measures design where I have plotted the residuals and the majority of my data are not normally distributed. As I understand it, repeated measures designs are quite robust when using ...
6 views

### How do I divide the visreg plot in r statistics one more time with the “by” AND “breaks”-argument? [migrated]

I'm using the "visreg"-package in "R" and I want to split up my plot again, but one more time than the package "allows" me: So this is how my plot looks like: with the R-code: ...
36 views

### When to choose Regression techniques in supervised Learning?

I have two Questions regarding when to choose Classification and Regression methods. In my experiment, 'target' can be coded either by one of the two features, one feature is numerical discrete and ...
18 views

### What is a grade-tonnage curve?

What is a grade-tonnage curve ? I cannot find any good online resource, neither wiki, neither any forum... Thanks, PS: sorry if it should be on another website
13 views

### Log-likelihood with time series covariance matrix

I'm doing time series modeling, where I need to calculate the log likelihood as a function of $\sigma_v^2$ and $\rho$ for the model $Y = X\beta + e$. I'm using the generalized least square estimates ...
31 views

### Normalization of data

Generally the data is normalized with 0 mean and unit variance. Is it mandatory to use this method? Can I normalize data by simply dividing it with the mean of data (which is another normalization ...
26 views

### Naive Bayes for Spam detection

I am studying few examples of simple Naive Bayes for Spam detection. I had a question it, but I am unable to find it in any of the examples. I was wondering, what will happen if a word appears ...
43 views

### AR model with vector valued variables (in R)

I want to estimate a vector-valued model $$\mathbf{y}_t = a\mathbf{y}_{t-1}+b\mathbf{y}_{t-2}+\cdots$$ Here, each $\mathbf{y}_t\in\mathbb{R}^n$ and the coefficients $a,b,\dotsc$ are real numbers ...
29 views

### What model to use if factors are assumed to have a multiplicative effect on the dependent variable?

In the general linear model we assume that different factors have an additive effect on the measured numerical target. For example, in the model we can see that being a male adds, on average, 20 kg to ...
20 views

### Can I see the contribution way of an input variable in random forest model?

I have a randomforest model with 10 inputs to predict 1 output in R. Let's say I ran the following code (from http://machinelearningmastery.com/feature-selection-with-the-caret-r-package) ...
21 views

### How to implement a linear and a logistic regression in a single SEM model using R?

I created a SEM model in R (lavaan package), but one of my dependent variables is continuous, while the other is binary. The model is as follows: ...
36 views

### How are the coefficients computed in multivariable logistic regression in R statistics?

I'm going crazy, because I can't find a simple description how the coefficients are calculated in R statistics in the multivariable logistic regression (and I'm not a mathematician). Are they ...
13 views

### understanding for functional delta method

I am confusing about the functional delta method, this method states that, $$\sqrt{n}[\phi(\mathbb{P}_n) - \phi(\mathbb{P})]$$ weakly converges in $B$ to $\phi'(\mathbb{G})$, whenever ...
7 views

### Active Arm vs Control Arm during ICC

I have 25 factors in my active arm and 15 factors in my control arm. While calculating the ICC should I split the dataset into two, 1) those containing only active arm and 2) containing only control ...