# All Questions

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### ARIMA vs. Random Forest

We have some power load functions that of course are driven heavily by a workday rhythm that we need to forecast, and after some light research into the topic, I see that using ARIMA would seemingly ...
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### Help - what is the correct test? [on hold]

im a novice at this and really need some help. I am trying to compare a before and after set of data on 4 different subjects scores. For example: Car scores (3 different scores) pre-work: Car 1: 36, ...
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### What is difference between Quantile function and standard normal quantile or probit function?

I'm reading about rank based inverse normal transformation. Basically it's applied to ranked random variable and transform it to normal distribution. I have problem in understanding the transformation ...
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### Two-way ANOVA, not quite right

All my data in independent and a random sample from a population. I have collected data and have one dependent variable and 2 different independent variables: Dependent = Length Independent = ...
14 views

### When is OLS and FD equal?

I am running an OLS and FD regression. The estimates (on the parameters that appear in both models) are exactly equal, how can this be? By FD I mean: OLS applied to the first difference of the ...
25 views

### Values of residuals not showing in stata? [on hold]

When I sort my residuals after making stem and leaf plots, the residual coloumn appears blank. What could be the reason. Is it that residuals are too large to be displayed. How to correct it? I'm ...
14 views

### clustering 1d data with a competitive learning method [on hold]

I have a 1D data, and I want to cluster that with any data using competitive learning method. How can I manage this? Thanks,
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### Shrunken $r$ vs unbiased $r$: estimators of $\rho$

There has been some confusion in my head about two types of estimators of the population value of Pearson correlation coefficient. A. Fisher (1915) showed that for bivariate normal population ...
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### Monte Carlo (variance reduction)

Suppose we are to estimate $$I = \int_0^1e^xdx$$ Suppose $Y$ random variable of density $f(x)=x+1, \ \ x \in [0,1]$. $$Z = \frac{e^Y}{1+Y}$$ We know that $E(Z)=I$. The question is : How ...
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### Strange spikes in cost function during full-batch gradient descent

I was wondering what can cause spikes in the cost function (during training) similar to this one in the plot below: I am using a full-batch gradient descent, so as far as I know, with proper ...
19 views

### Interpretation of Non-significant Coefficients

My regression uses OLS and annual macroeconomics data. I find one independent variable (x), negative and not statistical significant.From the theory I expected to see (x) to be negative and ...
23 views

### Using Poisson process model for prediction?

Suppose some event $X$ occurs on average $10$ times per minute. The events are independent of each other. Now, if I have understood correctly, this can be modeled as a Poisson process, and I can ask ...
12 views

### How to sum up probabilities in case of share of preferences?

Suppose we have three products A, B, C. A has probability to be purchased alone (i.e. if only this product available for the purchase) as 75%, B: 75% and C: 10% respectively (we consider the same ...
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### Multiple Regression with Predictors that Restrict other Predictors

I'm not even sure if the title of my question makes sense at first sight, so let me try to explain it. I'd like to fit a parametric multiple regression model to data. But depending on the value chosen ...
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### Best ways to model 'big data' given limited computing resources

Suppose I have a large data set(10 GB), with a response variable and multiple independent variables. What is the best way to utilize the data to build a model on? If the full data set includes 10 ...
31 views

### An example of Instrumental Variables use

In the following example of Greene's Econometric Analysis, he writes at a certain moment: «If the number of weeks worked, and the accepted wage offer are determined jointly, then $ln Wage_{it}$ and ...
2 views

### Use of VIF to eliminate redundant explanatory variables used in separate models

I'm currently conducting a study examining the effect of early reproductive success (ERS) in female mountain goats on longevity. I have several definitions of ERS that will be used in separate ...
9 views

### Logistic model cross validation error in SAS [on hold]

I am using sas and want to fit a logistic regression model to predict the prob of long male life and construct a 2*2 table for cross validation rate. But I don't know why my code does not work. ...
10 views

### Restricted Boltzman Machine , contrastive divergence

I have a difficulty with understanding contrastive divergence. I know that there are positive and negative phases. Let's say I have visible vector v = [v1,v2,..bv] where bv is bias. I have also matrix ...
22 views

### Kurtosis of linear combination of independent variables

Dear fellow statisticians, mathematicians, I struggle to find proof of one seemingly simple statement. I would be very grateful for any help, I am quite desperate finding the proof. I thank you very ...
24 views

### Non-significant interaction effect

I currently have a regression where adding an interaction effect between two significant variables (a float and a boolean) makes them non-significant. Given that this interaction effect is not ...
10 views

### Conditional transition matrix (consistent estimates)

Is there a model/technique that is able to estimate transition matrix (which would be consistent, i.e. sums of their rows would be always 1) conditional on some continuous variable X? Let's say I ...
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### How do i find the P-Value of the this question using TI-83? [on hold]

In a clinical trial 23 out of 875 patients taking a prescription drug complained of flulike symptoms. Suppose that it is know that 1.5% of patients taking competing drugs complain of flulike symptoms. ...
32 views

### Quantifying how uniformly spread out points are?

I'm looking for a way to quantify how "clumped" vs homogeneously/uniformly distributed points are in a graph. Each collection has 100 points as (x,y) pairs. I've attached two graphs as an example. ...
16 views

### Testing interactions with non-normal ordinal data

I am testing a hypothesis in which my scale DV (PSS) is predicted by an interaction between an Ordinal DV and a scale IV. The ordinal IV is TF (Total Freq) The scale IV is and PQM (Practice ...
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### Datasets with a specific decision structure [on hold]

I'm looking for classification datasets where the prediction variable has a certain structure, i.e. if the possible prediction outcomes are natural numbers between 1 and 10, the user is more preferred ...
51 views

### Understand data scientist's responsibilities [on hold]

Is there anyone who can help me to understand more in depth the data scientist's responsibilities: Responsibilities (use data and build models to): Discover the customer, rediscover the ...
38 views

### statistical prediction [on hold]

I am new to statistical methods so this question may be very simple for you. I want to know some "statistical prediction methods" for a sequence of numbers. The numbers may represent financial or ...
27 views

### Prediction uncertainty intervals for predictions of machine learning algorithms

Assume I have a regression problem. I fit models on a train data set and tune their hyperparameters using CV. I then run the models on the test set. What is the best way to calculate prediction ...
18 views

### out-of-bag error estimate for Boosted Trees

In Random Forest, each tree is grown in parallel on a unique boostrap sample of the data. Because each boostrap sample is expected to contain about 63% of unique observations, this lefts roughly 37% ...
24 views

### Standard deviation error bars and kruskal.test in R

I need to test if there is a significant difference between two groups of data, each with three replicates. (Multiple groups) I used the following approach: ...
27 views

### Histogram in R from two vectors [on hold]

how can I create a histogram in R from known values and counts? Thing is, I need to change manually h\$counts in my data set, so I have no data for that new histogram with changed values in h\$counts. ...
39 views

### Algorithm to find common sequence

Assume that "1,2,3" are the ids of users, active means that person visited the stackoverflow in last one month (0=passive, 1=active), and there are positive and negative votes. ...