0
votes
1answer
21 views

SAS NLMIXED proc and LOGISTIC proc results different

Consider a dataset $Z$ with $S\in \{0,1\}$ as binary response variable and 2 predictors $\{x_1, x_2\}$. ...
0
votes
0answers
37 views

Is it ok to have a unit root within an independent variable?

The Dickey-Fuller and ADF tests testing for a unit root in variables are very sensitive. Some econometricians have personally indicated to me that in some cases it may be acceptable to model a ...
1
vote
1answer
28 views

Kernel methods in machine learning?

I am beginning to tackle geostatistics problems where I tried to apply kriging(gaussian processes) to interpolate demographical water drop. According to my understanding, kernel methods are something ...
1
vote
0answers
4 views

Influence function for inequality index using ordinal data

I wonder whether it is possible to derive influence function (explained for example here: Influence functions and OLS) for an inequality index designed for ordinal (non-continuous) data in this ...
-1
votes
0answers
6 views

nntool data normalizing [on hold]

I have some concerns related to the use of nntool in MATLAB toolbox. I have found that nntool by default normalizes the inputs to the range [-1 1]. how to changes these values both input and output ...
3
votes
1answer
29 views

Specific robust measure of scale

Do you know of any outlier resistant measure of scale $R(Y_1, \dots, Y_n)$ with the following property related to the sample standard deviation $S$? Magic property: If $S(Y_1, \dots, Y_n) > 0, ...
1
vote
0answers
20 views

Sampling distribution of variances of multivariate normal RVs

Is there an analytical expression for the distribution of variances of MVN RVs? I mean if $X=[x_1, \dots, x_D]\sim \mathcal{N}(0, \Sigma)$ where $\Sigma$ is a $D$-dimensional covariance matrix, is ...
1
vote
1answer
26 views

deseasonalizing multiple series (more than 200 variables)

I'm trying to produce deseasonalization for multiple series using x-12 ARIMA (as an alternative, if you can manage, you also could provide an idea with other methods, such as x-13 ARIMA). The thing is ...
0
votes
0answers
7 views

generating a sequence of indicators based on variable boundaries in JAGS

Suppose I have a vector of indices 1:N, and data y[1], ..., y[N]. I have three variable center points in ...
-2
votes
0answers
25 views

PDF and return on stock [on hold]

i thought the answer is just 1 -P(x=<15) = 0.5 (1dp) http://i612.photobucket.com/albums/tt201/Ivanreyes/Screen%20Shot%202015-03-27%20at%206.33.13%20am.png
-4
votes
4answers
149 views

Jelly Donut Puzzle - What Can Statistics Say About These Donuts [on hold]

I give you a box of 12 donuts. You randomly remove 5. They are all jelly donuts. What is the probability that there is another jelly donut in the box?
-1
votes
0answers
18 views

Equation in light of a given variance [on hold]

The total profit of a firm is given by Profit = Total Revenue – Total Cost Suppose that Total Revenue = 120Q and Total Cost = 20 + 50Q where Q, the quantity sold, is a (approximately) normal random ...
0
votes
0answers
5 views

trying to figure out how to make a suggestion given some input

I want to be able to express as a value (say 1-10 as an example), the strength of a suggestion that a person should do X tommorow. The rules are they should only do X in any 6 consecutive days out of ...
0
votes
0answers
29 views

Poisson Distribution - rpois - NAs produced [on hold]

I am new to R (a student) and running a Poisson distribution on football scores. head(results0910) works perfectly, showing me that my teams and scores are read in ...
5
votes
1answer
35 views

Nadaraya-Watson Optimal Bandwidth

I am currently working on a statistical project where I need to estimate a conditional expectation $E[Y|X=x_i]$ using the Nadaraya-Watson estimator. For doing that, I have the sample ...
0
votes
1answer
24 views

Measuring impact of advertising on retail sales

I have a dataset of retail products which contains weekly sales for 12 different items in a single category. For each item, I have three dummy variables representing different types of advertising ...
4
votes
1answer
47 views

What are the mean and variance of the ratio of two normal variables, with non-zero means?

If X,Y are normal independent N(a,s), N(b,s') what are means and variances of the ratio X/Y ?
1
vote
1answer
13 views

Is pdf from power family distribution an exponential family?

In my statistics class we've been going over exponential families and sufficiency, which deviates from what's in the textbook. As such, now that I need to solve problems about exponential families I ...
0
votes
0answers
33 views

Time series error assumption

I have a time series of annual maxima. Theoretical arguments - where the maxima of any arbitrary distribution converge to a Generalized Extreme Value (GEV) distribution - along with empirical checks, ...
5
votes
2answers
190 views

Stopping conditions in coin flipping sequence

Imagine you can flip a coin up to a maximum number of X times. You stop if during this sequence, the coin lands on tails 3 times in a row. Otherwise you keep flipping. You repeat this game some N ...
0
votes
0answers
40 views

Difficulty plotting regression in R

I am trying to plot a regression using plot() and keep getting the error message "Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths differ". ...
0
votes
2answers
19 views

Prediction of features given predictor

I am working on a problem where my objective is to predict y given some features x1,x2,x3,...x8,x9 I solved this problem using some statistical and machine learning techniques like regression, trees, ...
0
votes
0answers
15 views

Multilevel models benefits vs. separate group models

What are the benefits of multilevel models vs. running a separate model for each group? My understanding is that MLM offer a method to effectively model interactions against all the base predictors. ...
4
votes
1answer
42 views

Two-Way Repeated-Measure design with lme4

I would like to model a treatment effect in two different groups, controlled for some co-variates (like age and education), and I assume that a two-way repeated-measure Anova would be the right ...
0
votes
0answers
11 views

Stratified Sampling in 1 dimension

I was planning on implementing a stratified sampling (importance sampling) technique in one dimension. My understanding is that certain procedures need to be followed in determining the partition and ...
0
votes
0answers
11 views

Imposing follow-up time cutoffs on censored data for cox regression

When fitting cox regression models, is it valid to impose a cutoff for censored samples to have been followed for at least a given stretch of time for inclusion in the analysis?
1
vote
0answers
13 views

Prediction model on hybrid data

I am currently working with a data set where I have both continuous, discrete and categorical (without any order) data. And I have to predict a continuous data. To be concrete, my problem is a ...
0
votes
0answers
58 views

Assessing the need for random effects terms

During the model selection phase for mixed models, there are typically several possibilities to choose from; in fact, the number of possibilities is increasing in the number of covariates used. How ...
0
votes
1answer
12 views

writing ordinal probit model equation

assyme the following function walkabality f(conectivity, gender, age, uni, conectivityuni) where wallkability is a dep ordinal variable (1-3 i.e agree, partially agree, disagree) gender m agem uni are ...
0
votes
1answer
17 views

Do the values in the second factor from a principal component analysis have to have different signs?

I am computing the principle component matrix of a financial database and to obtain the second factor I extrapolate the second vector. So far, it's easy, but I wonder, do the signs of the second ...
1
vote
0answers
7 views

Calculating Diversity using normalized species counts

I am trying to calculate the change in diversity of species encountered throughout time. My dataset is comprised to detections of tagged fish for 48 consecutive weeks. My thought was to bin the ...
0
votes
0answers
14 views

Does THE discordance test for outliers exist? [on hold]

I have looked but can't find 'the discordance test for outliers'. Does this specific test even exist? And if it doesn't, which test would you suggest to measure discordance for outliers?
-1
votes
0answers
13 views

which package in R perform k-prototype algorithm? [on hold]

I have mixture of nominal and discrete numerical data.I want to cluster the data and as i know some clustering algorithms such as k-means are not appropriate for clustering mixed data.So i want to ...
0
votes
0answers
17 views

Stat test to use with nominal variables

I have a research question looking at whether one level of a nominal variable is more likely to elicit an action than another. We are using a control and experimental group so our IV is either ...
2
votes
0answers
11 views

Reference request: Using randomized interpolation to apply KS-Test to discrete distributions

I'm dealing with $n$ samples $X_1,\ldots,X_n$ from $n$ different (but related) distributions with CDFs $F_n$. If all the distributions were continuous, I could use the transformation $U_i := ...
1
vote
1answer
22 views

Sampling intercept and slope pairs from lm in R

Let's say I have a model Y~X+trt, and by running lm and summary functions in R I get these results: ...
1
vote
0answers
18 views

How to analyze ranks as responses?

A client has data where multiple subjects (people) have been presented with with four product alternatives, and after experiencing all four, were asked to rank the products. The data look like ...
3
votes
1answer
33 views

More than one unbiased estimator for a single unknown parameter?

Is it possible to have more than one unbiased estimator for a single unknown parameter?If "Yes" then how and if "No" the why?
2
votes
1answer
20 views

VIFs and condition indexes give different answers about multicollinearity

For a multiple regression model, all the variables have p-values below 0.05. The p value for the whole model is below 0.05 as well. When I checked for multicollinearity, I got VIFs below 5 for all the ...
0
votes
0answers
6 views

Identifying Reoccuring Transactions [on hold]

What methodology(ies) would be best for identifying reoccurring transactions within an account if the only data one had on the transactions were transaction amount, date, and a categorical source ...
0
votes
0answers
9 views

Algorithm calculating the autocorrelation time

I am in the middle of the analysis of a large set of Monte-Carlo data and you may know that calculating the autocorrelation of the Chain is a good part of the error estimation. I am doing this error ...
0
votes
0answers
12 views

Good test error and bad output,Why? [on hold]

I've a problem with my neural network. I use Matlab fitnet with trainlm and validation check and without pre and post processing data. The test error is very good and so I imagine the output of new ...
1
vote
0answers
26 views

Confused about kurtosis and tails compared with normal distribution [duplicate]

In a book (SAS Essentials: A Guide to Mastering SAS for Research 2009 page 143) it says: However, when I look at this picture (not from the book, from the web): Or also this picture, in case the ...
0
votes
0answers
30 views

Is my data ordinal or interval? [on hold]

In the experiment, participants were given a score between one an ten for each tense (past, present, future) and mean total scores were then calculated for each tense (each tense had multiple ...
1
vote
1answer
59 views

ARMA GARCH estimation process in practice

I am trying to build an ARMA GARCH model and since I haven't found much information about the actual process I'll try it here. So, what have I allready done? I have tested my data for stationarity ...
0
votes
0answers
13 views

Interacting lagged variable with dummy: factor variable and time series not allowed [migrated]

I am trying to run an Arellano-Bond regression to explore whether the impact on my dependent variable varies according to exchange rate regime, i.e. does economic growth differ when remittances go up ...
2
votes
1answer
29 views

Full conditionals - Gibbs Sampler

i want to draw samples from a 5-dimensional posterior distribution $f(k,\theta,\lambda,b_1,b_2|Y=y)$. From Bayes-Theorem there is the following relationship between posterior and likelihood: ...
0
votes
1answer
9 views

I get a different result when I try and calculate the mean-variance formula of risky and riskless asset [on hold]

I'm having trouble seeing how the expected return of a two asset portfolio, where the weight of the risk-free asset is positive, but the weight of the risky asset is negative, results in the final ...
1
vote
0answers
24 views

In stratified analysis should beta estimates from main effects remain constant when an interaction is added? [on hold]

I run stratified analyses by a factor variable and found estimates for both groups to be significant. Then I have included an interaction term. The results from this analysis revealed that the ...
0
votes
0answers
29 views

Correlation with categorical variables - Interpretation of aov()

I want to know if one (or more) out of three categorical variables (season of measurement, geology, grazing) influence the numerical variable (spread of a plant). Sure, I read the answers here ...

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