0
votes
0answers
20 views

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 ...
0
votes
1answer
11 views

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, ...
1
vote
0answers
33 views

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 ...
0
votes
0answers
7 views

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 = ...
0
votes
0answers
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 ...
0
votes
1answer
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 ...
-1
votes
0answers
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,
7
votes
0answers
44 views

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 ...
1
vote
0answers
28 views

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 ...
0
votes
0answers
7 views

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 ...
0
votes
1answer
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 ...
2
votes
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
22 views

Conditional Expectation of Order Statistics

Given $X_1,...,X_n \sim f(x)$ How do I find $E(X_{(1)} | X_{(2)})$? Would I have to find the conditional pdf and integrate wrt x? I get the conditional distribution to be $f_{X|Y}(x|y) ...
-1
votes
1answer
15 views

Proof of Markov Chain property

Suppose that $X_n$ is a Markov Chain.Then for $m,n \in N$ such that $m<n$ $Pr[X_n=j_n|X_m=j_m,X_{m-1}=j_{m-1},...=X_0=j_0]=Pr[X_n=j_n|X_m=j_m]$ When proving for n=3,m=1 case we have to show ...
0
votes
0answers
8 views

Genetic algorithm for parameter estimation in nonlinear model [on hold]

I use Genetic Algorithm function in GA package for parameter estimation in nonlinear model. I use a simulation data, which all of the variables have multicolinearity problem. When I use GA function, I ...
0
votes
0answers
27 views

Posterior Conditional on Beta in Bayesian Linear Regression with Factor Analysis

This should be an easy question if you're familiar with the terms involved. I am performing some research using a hierarchical Bayesian regression model that incorporates factor analysis into the Beta ...
1
vote
0answers
25 views

Slope of regression model

I am trying to solve the third part of the following question but having some trouble figuring out exactly how I'm supposed to do it: Consider the simple linear regression model of $y$ on $x$, $$y ...
0
votes
0answers
14 views

Cross spectrum problem

I'm looking for some advice to find the cross-spectrum for this system. $$ y_t= r_t+\epsilon_t$$ $$ r_t=\frac{\theta}{1-\psi z^{-1}}u_t $$ and the input is $$u_t=(1-\gamma z^{-1})w_t $$ ...
1
vote
0answers
18 views

binomial confidence including run to run variation for overdispersion

I'm trying to determine the model to correct a confidence interval (binomial proportion for example) but to also include overdispersion affects that arise from a Run-to-Run variation. Example, case ...
1
vote
1answer
17 views

Representing a Suite of Hypothesis with Stan

After having read the excellent Think Bayes from Allen Downey, I'm now diving deeper into Bayesian Analysis and learning MCMC with Stan. The dice problem in Think Bayes goes like this: Suppose I ...
1
vote
0answers
18 views

Longitudinal data analysis where meaning and metric of response variable varies over time

Determining what factors predict change over time is a topic of investigation in many fields and there are a variety of readily implemented methods for analysing repeated measures in the same metric. ...
1
vote
0answers
10 views

Monte-Carlo: R script not returning anything [migrated]

My R script is mcnorm.R <- function(M,N) { library("mvtnorm", lib.loc="~/R/win-library/3.2") R <- as.matrix(read.csv("Data.csv", header=FALSE)) mu <- colMeans(R) ...
1
vote
0answers
15 views

F-Test for Equality of Variances with Weighted Survey Data

I would like to use an F-Test for Equality of Variances on a variable to compare two groups. Normally, this would be done with an sdtest command in Stata or a ...
1
vote
0answers
25 views

Predictive modelling and cost function

I have to help a company to detect customer in a list of prospects. The company has this benefit/cost function: Value of a new customer = $20 Acquisition cost = $5 So if the model: Miss to ...
2
votes
1answer
45 views

What is the best statistical model for my binary outcome variable?

My hypothesis is: As the experimental count variable increases, the probability that the binary dependent variable equals 1 increases. I expect both the independent and dependent variables to be not ...
3
votes
1answer
25 views

Johansen cointegration test with structural change in the intercept

I built a VAR in which I discovered that structural change in the intercept so I added a dummy variable as differential intercept. I want to test cointegration by Johansen method and have read that ...
1
vote
1answer
43 views

Is the covariance of standardized variables the correlation?

I have a basic question. Say I have two random variables, $X$ and $Y$. I can standardize them by subtracting the mean and dividing by the standard deviation, i.e., $X_{standardized} = \frac{(X - ...
0
votes
1answer
19 views

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 ...
0
votes
1answer
34 views

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 ...
0
votes
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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. ...
0
votes
0answers
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 ...
3
votes
0answers
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 ...
1
vote
0answers
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 ...
0
votes
1answer
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 ...
-2
votes
0answers
20 views

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. ...
1
vote
0answers
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. ...
1
vote
0answers
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 ...
0
votes
0answers
8 views

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 ...
0
votes
0answers
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 ...
0
votes
2answers
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 ...
1
vote
1answer
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 ...
1
vote
1answer
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% ...
0
votes
0answers
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: ...
0
votes
1answer
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. ...
0
votes
1answer
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. ...
0
votes
0answers
13 views

Variable selection via mutual information

I am building a SVM model and was wondering whether filtering variables based on mutual information between response variable(binary 0/1 variable)is a good approach? Also, would the condinformation ...
0
votes
1answer
15 views

How to return all a particular column in a data frame

Suppose I have a data frame mysample. When I try to access only the second column using mysample[,2] I get a single element. How do I return the second column of the data frame?

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