All Questions

-1
votes
0answers
13 views

Cran Package from Google for Forecasting multivariate time series [on hold]

Recently, i saw the package that can forecasting multivariate time series and evaluate the effects of variables like promotion at main time series. Please help me to find it again
2
votes
0answers
21 views

How to use delta method for standard errors of marginal effects?

I am interested in better understanding the delta method for approximating the standard errors of the average marginal effects of a regression model that includes an interaction term. I've looked at ...
1
vote
1answer
14 views

Naive ElasticNet in the glmnet package

In the R package glmnet, does it calculate the Naive form of ElasticNet or is the output rescaled with the term (1 + lambda)?
1
vote
0answers
23 views

Calculate 1D Random Walk Expected Iterations to return to origin

I'm trying to solve a stats problem as outlined below; I'm a bit new, however, and I'm not sure how I could solve this problem. Assume someone has lost their keys, and uses an inefficient random walk ...
7
votes
1answer
62 views

Unified view on shrinkage: what is the relation (if any) between Stein's paradox, ridge regression, and random effects in mixed models?

Consider the following three phenomena. Stein's paradox: given some data from multivariate normal distribution in $\mathbb R^n, \: n\ge 3$, sample mean is not a very good estimator of the true mean. ...
4
votes
1answer
23 views

Relationship between Gini Importance and Prediction Performance (say AUC)?

I want to use the decrease in Gini impurity to rank features for my random forest classifier. I understand that the decrease in Gini impurity at one node is calculated as: $$ \Delta i(n) = i(n) - ...
1
vote
0answers
12 views

Assessing predictor contribution to model output

Many of machine learning methods are considered as "black boxes". Examples of such methods are SVM, Neural Networks, Random forests etc. One may apply sensitivity analysis techniques (as described for ...
1
vote
0answers
26 views

How to determine if GLM quadratic term should be set up orthogonal or non-orthogonal

I am setting up a GLM in R where I have only one predictor variable and its quadratic form. I understand that in R I have 2 options. ...
2
votes
1answer
60 views

How can I remove multicollinearity from my logistic regression model?

I am working on Sales data. i have binary variable win/loss the opportunities and rest are the activities done by sales force (sales guys) with 40+ variables (different types of activities done for ...
0
votes
0answers
24 views

Generating two normally joint distributed Random Variables

If I generated two random variables with mean $\mu_1$ and $\mu_2$, but use the covariance matrix as the second parameter of the normal distribution - does this imply that the two variables are jointly ...
0
votes
0answers
7 views

Slope loading in LGM by AMOS

I have three time point data of my intervention study(pre-test, post-test and follow-up test,0, 2.5 month and 3.5 month from initial data). I am confused with slope loading how to load this value. I ...
0
votes
0answers
8 views

Scoring outputs from multiple decision trees

What is the best way to score outputs of multiple decision trees that classify instances of different classes? Say I have two decision trees. One tries to classify instances to class A, another one ...
-2
votes
0answers
13 views

connecting 2 columns into 1 + change to numeric not working [on hold]

I am trying to run some R code for loading data from files and than do some trails with pair trading. this is my code: ...
1
vote
1answer
21 views

Why does the null deviance in glm.nb differ between models of the same response variable?

I'm struggeling to understand the topic of deviance. Let's have two models as follows: ...
1
vote
0answers
18 views

Baum Welch and a 1 state Markov model?

I'm using the Baum-Welch algorithm to determine the parameters of a 2 state Hidden Markov Model. It determines fairly well. When I increase the sample size, the estimations get more concentrated, and ...
1
vote
1answer
28 views

How to analyze elastic net fitted model coefficients

SOLVED: an elastic net model, as any other logistic regression model, will not generate more coefficients than input variables. Check Zach's answer to understand how from an (apparent) low number of ...
3
votes
2answers
216 views

Analyze scatter plot

I want to study the relationship between two variables. I've got the following scatter plot. But now I'm hesitating on what to do with this: Should I check the assumptions of OLS and then use the ...
0
votes
0answers
14 views

R: Analyze scatter plot [duplicate]

I want to study the relationship between twe variables. I've got the following scatter plot. But now I'm hesitating on what to do with this: 1) Should I check the assumptions of OLS and then use ...
1
vote
1answer
22 views

Stratified sampling for creating test/training sets when there are continous and categorical variables to consider?

Assume a simple clinical study with N=200. Half of the participants are men and half of the participants are women. The hemoglobin of the participants ranges between 80 and 150. There's also several ...
0
votes
0answers
26 views

What is the difference between Bézier splines and Loess curves?

I'm a bit naive on this topic, and wanted to understand the difference in the mechanics of Bézier splines and Loess curves as curve-fitting methods.
1
vote
1answer
40 views

More flexible bell shape than log normal distribution

I am looking for a very flexible bell shape function, with asymmetry on both sides of the bell, also with the possibility that the left arm of the bell had a milder slope while the right had a steep ...
0
votes
0answers
37 views

How to get a posterior distribution from Gamma and Binomial distributions [on hold]

I am investigating the time on book (t) before write off.The sample data consists of times taken until write off, however these times have been calculated from accounts that have been written off ...
1
vote
1answer
23 views

Determine where hazards starts to increase for a continuous variable

I'm interested in a continuous variable, namely blood pressure. The higher the blood pressure, the greater the risk of heart attack and stroke. However, observational data frequently report that also ...
0
votes
0answers
29 views

Changing reference level/re-leveling contrasts changes results in non-convergence

I have a question regarding re-leveling in lme4 1.1-7. Experimental Design: Our experiment is an eyetracking while reading study (single sentence stimuli). We are analyzing four different ...
0
votes
0answers
5 views

Why high variance noise change the direction of eigen vector? [duplicate]

Why eigen vector turns towards direction of maximum variance?.I have observed that classical PCA fails in presence of outliers.Can u explain
2
votes
1answer
32 views

is the sum of a poisson process a poisson process?

I would like to write an application that emits events distributed by a Poisson process with some $\lambda$ I need to separate the generation of these events in multiple processes, but I only have a ...
0
votes
0answers
21 views

Is there a way to measure overlapping between two clusters? [on hold]

Is there a way to measure overlapping between two clusters that underlie the data? If there is, can any clustering techniques can measure the overlapping? I am not sure I understand it correctly.
0
votes
0answers
19 views

ARIMA model in R vs S+ [on hold]

I want to use ARIMA model. I use both S+ and R but I don't know which is better. What are your suggestions on using R or S+ package for time series analysis and ARIMA model?
0
votes
1answer
39 views

Randomly constructing a probability distribution for simulation

For a simulation, I want to construct the probability distribution of a random variable $X_k$ that takes only finite number of values $x_1, \cdots, x_N$. I have to assign values to each probability: ...
1
vote
0answers
25 views

What are the pros and cons of using median imputation to handle missing value?

I have to choose between median or mean imputation to handle missing values. I feel median imputation will work better because it is a number that is already present in the data set and is less ...
0
votes
0answers
32 views

Clustering methods for decision trees

My thesis work examines e-commerce data that is clustered using a decision tree, but I am uncertain about where to start. What algorithm or methods does one use to do this?
0
votes
0answers
8 views

selecting genes specific/agnostic to condition

I have a microarray transcriptomics experiment. The design of which is something like this : ...
0
votes
1answer
33 views

Extracting slopes for cases from a mixed effects model (lme4)

I would like to extract the slopes for each individual in a mixed effect model, as outlined in the following paragraph Mixed effects models were used to characterize individual paths of change in ...
1
vote
0answers
19 views

Do deep belief networks minimize required domain expertise, pre-preprocessing, and selection of features?

I'm trying to get a basic layman's grasp of deep belief networks and deep learning in general. I've read a few papers and watched a few presentations, but there's one aspect I'm hoping someone can ...
0
votes
0answers
15 views

Calculating euclidian distace among z-score values

First of all I should say I'm from a biological domain. I'm trying to cluster web visitors based on the time they spent on each web page. Let's suppose my raw data set is in the following ...
0
votes
1answer
17 views

Is there an R package to calculate differential entropy

I am trying to calculate differential entropy over my data. This is how a subset of my data set looks like :- ...
1
vote
0answers
12 views

Categorical Variables - Factor Reduction - Can I use the dependent variable?

I am working on a basic fraud detection model. I have about 10 independent features and I am trying to predict if a given transaction is genuine or fraud. Most of the features are categorical and each ...
0
votes
0answers
4 views

In R, how to create contour plot where lines indicate elevation and color indicate magnitude of a separate value? [migrated]

My specific example: I have a dataframe, say 'df', containing columns of x coordinates, y coordinates, elevation, and I have a vector of precipitation values associated with the x/y coordinates (say ...
0
votes
1answer
20 views

How to account for endogenous program placement?

When we do the standard difference in difference to find the causal impact of a policy, do we assume that the assignment to treatment and control groups was random? In other words, if my program was ...
2
votes
0answers
33 views

Confidence intervals for median

I have a distribution of samples with a small number of values in each one (less than $10$). I have calculated the median for each sample, which I want to compare with a model and obtain the ...
0
votes
1answer
33 views

I did this problem but I got percents as the answer not two values. What did I do wrong?

Suppose that the lifetime of a particular electronic circuit has a normal distribution with mean of 50,000 hours and a standard deviation of 8,000 hours. You select a random sample of 25 circuits 1) ...
0
votes
0answers
11 views

75% success, ranges for given sample sizes with 95% confidence

A given task has a 75% chance of success. With 90% confidence, what would be expected ranges of success for - 10 attempts - 50 attempts - 100 attempts - 1,000 attempts - 10,000 attempts very many ...
2
votes
2answers
50 views

Predictive with uniform likelihood

I'm trying to get a predictive density and currently getting something which I know can't be true (based on both logic and simulation based techniques. Here's the relevant information. $\theta$ is a ...
0
votes
0answers
11 views

What may prevent you from implementing WLS [on hold]

here's the model: respond = B0 + B1resplast + B2avggift + B3propresp + B4mailsyear + u Please correct me if I've done this wrong, but here's what I have so far: QUESTION 1: find the expression for ...
0
votes
0answers
11 views

is my sample representative of the population

I have a set of responses from a survey I have conducted. I would like to see if a sub-sample of the respondents are representative of the entire respondents that have responded to the survey. I don't ...
1
vote
0answers
28 views

Can anyone provide a peer reviewed reference for the calculation of least squares means as implemented in the R package lsmeans?

I am using the lsmeans package from the R programming language for follow up analyses of a linear mixed model. However, my target journal does not generally use these methods and I would like to have ...
0
votes
1answer
15 views

elastic net- confidence intervals for parameters

Can I see the intervals and p values for each coefficient in elastic net model? I wrote: ...
1
vote
1answer
15 views

Using variance from a Jeffreys prior in a Prevalence meta-analysis

I am doing a meta-analysis on a group of studies, where the observation is a rate (no. of successes / no of trials). Some of the studies have small sample sizes (n<10) and/or did not observe any ...
0
votes
0answers
11 views

Degrees of freedom when splitting populations

I have a question relating to degrees of freedom when I have a number parameters in a model for a population, and then I want to split the population. Say for a certain population I have a the ...
0
votes
0answers
13 views

Hypothesis test of significance using a stratified sample

I am fitting a linear model (OLG) of the form: Y_hat =b0 + b1*x + b2*x*(grp='b') + b3*x*(grp='c') where x=(x1, .., x7) is a vector of continuous predictors, grp is a discrete variable that takes ...

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