0
votes
0answers
26 views

Best way to model this data, qfit or fpfit? How to get equation?

So I have this relationship, which is obviously not linear. The purpose is to see if there is (and what kind of) a relationship between FRAG (test score) and MD-R (mm^2/s). There are other covariates ...
1
vote
1answer
31 views

rpart classification: why is my predict() output not adhering to type=“class”?

I have a dataframe, 'datas', with 200 observations and a series of columns (some numeric, dummy, etc) and a binary class variable to be predicted that is called "bad_econ." I would like to get the ...
0
votes
0answers
21 views

Standard Error of estimate of variance

I am not understanding how is the standard error of estimates of two-factor factorial random effect model calculated ? For example , In the book Design and Analysis of Experiments , by Douglas C. ...
0
votes
0answers
13 views

Significant interactions force main effects to be insignificant and plus change their sign--how to interpret? [duplicate]

I've read through many similar posts regarding significant interaction wiping out the significance of main effects, but since there were no questions regarding changing signs I decided to post another ...
0
votes
0answers
9 views

Accessing the xpath for generlized mixed model using SPSS java plugin [on hold]

I am using SPSS(version 22) java plugin and run a generalized linear mixed model. I wan to get the output of the AIC from the generated output. I am not sure what is the xpath of for getting this ...
2
votes
0answers
21 views

Why no MAX models?

I'm diving into the field of system identification, black box modeling and forecasting. A lot still has to become clear to me, but one question that came to my mind (and to which the answer might ...
1
vote
1answer
18 views

what happens while taking correlation for correlation matrix

What does the correlation matrix of correlation matrix represent? Is it second order correlation? x = cor(z) y = cor(x) Does y second order correlation of z?
0
votes
0answers
13 views

What type of panel regression is this

For the following equation $$ Y_{ct} = \alpha_c^D - \phi i_{ct} + \eta logx_{ct} + \epsilon_t^D + \epsilon_{ct}^D $$ where, for country c at time t, $$ Y_{ct} \text{ is the log real GDP}\ $$ ...
0
votes
0answers
9 views

Standard error clustering under treatment assignment in groups of varying size

Basic setup: Unit of observation is the individual. Treatment (binary) is assigned on city level. Every state contains 4 cities, 2 get randomly chosen for treatment, 2 control. There are only 5 ...
2
votes
1answer
48 views

Bootstrapping gives me significance, without it not so much

For instance, in the table below, a GLM (ANOVA) Tukey posthoc bootstrapped 1000 times gives me a confidence interval like this. The columns are mean difference, bias, standard error, and the bounds of ...
0
votes
1answer
15 views

R: MLE estimation of transition probability density (CIR)

I am trying to replicate the model Zhang and Zhu (http://onlinelibrary.wiley.com/doi/10.1002/fut.20209/epdf) used to get the parameters of a stochastic volatility model. Therefore, I determinded the ...
0
votes
1answer
12 views

Extracting regression coefficients [on hold]

Is there a way to extract the regression coefficients in order to plot them? Right now, we have a process where we run these in Matlab and then export the coefficients to Excel where we then chart the ...
0
votes
1answer
13 views

How to score the predictions of a classification model?

I have made a classification model using support vector machine for the classification of two classes.The model is giving probability score and decision value for the test and training set and also ...
0
votes
0answers
8 views

How does unbiased cov.wt compute its value?

What is exactly the calculation used when calling cov.wt((faithful,c(1,2,3,4))$cov)? (Say the data faithful has 4 rows and 2 columns, coordinates x,y) I.e.: What ...
1
vote
1answer
41 views

A sufficient statistic for Laplace distribution

Suppose we have p dimensional vector of $X =[X_1 \dots X_n]$ where X is Laplace distributed. What will be a sufficient statistics for estimating covariance of $X$? Would it be the sample ...
1
vote
0answers
8 views

SPSS Comparing means between groups

I am currently working on a project about the performance of Himalayan mountaineering teams. I want to compare differences between these teams on the basis of the mountain they attempt to conquer and ...
0
votes
0answers
16 views

Finding a sufficient statistic for a rectangular distribution

Iam trying to use this theorem for the problem below: a statistic is sufficient for $\mathcal{P} = \{P_{\theta}: \theta \in \Theta \}$ iff there exist nonnegative functions $g(\cdot; \theta)$ and ...
0
votes
0answers
6 views

Single proportion estimation with correlated data

I have a sample of observations, each is either success or failure (0/1). The observations comes in pairs, i.e., each subject contributed 2 observations, for example, effect of ear drops, which were ...
0
votes
1answer
11 views

Trying to migrate from P values to CI… how to know when to reject null hypothesis? [duplicate]

So, I know that if we get a p<= 0.05 (95% CI), I know that the null hypothesis can be rejected. Now my question is how do I do that with CI? Eg. in the table below A17S group has a CI of ...
0
votes
0answers
15 views

Accepting or rejecting hypothesis in two tail test

I have calculated the t value and p value which is 2.08 and 0.045 on the basis of two different samples having different number of obs, mean, and variance. Can I conclude that the calculated p value ...
0
votes
1answer
18 views

compare multiple algorithms in the same dataset

I want to do a comparison between multiple algorithms when they applied to the same dataset. For example, I have a set of texts in Arabic and another version translated to English. I did a sentiment ...
0
votes
2answers
12 views

Forecasting methods for monthly sales

I have to make predictions about sales on a monthly base and I already have historical data from January 2011 until June 2015. What forecasting method should I use if my data is influenced by ...
0
votes
0answers
20 views

Prediction over the time with cohort

I'd like to modelise the evolution of the sales of a store. Here are the date I have : i.stack.imgur.com/6FsZ8.png -customers are aggregated into monthly cohort depending on the date of the first ...
0
votes
0answers
18 views

Custom Tables: How does SPSS treat multi response sets differently from categorical vars?

I have come across an SPSS-specific scenario where I cannot understand how SPSS is calculating its proportions test results. The scenario only takes place when applying t-tests and z-tests on "SPSS ...
0
votes
0answers
12 views

Need advice on unbalanced time-series dataset, for use with CAPM regression

I have 40 years of monthly historical returns of around 3000 mutual funds. The dataset contains both active and inactive funds, so some funds have data for the whole period, whereas others will have ...
0
votes
0answers
16 views

Rejecting Null hypotesis with t-test: excluding the mean [on hold]

So the question is: can we reject that median can be larger than 900. doing t-test in R, which gives correct answer?: t.test(x, mu=900, alternative="greater") t.test(x, mu=900, alternative="less") ...
0
votes
0answers
3 views

Assessing the agreement between two tests

I have genetic data. I have two tests that pick up changes in the genome (amplifications and deletions) at several different points in the DNA. There are three basic outputs- high, normal, low. I want ...
0
votes
1answer
24 views

Confusing results on kpss.test() for stationarity

I've got a dataset which clearly shows a trend. However, I want to assess wether this trend is deterministic or stochastic. If I understood it right, I would need to use differences if the trend is ...
0
votes
0answers
15 views

taking decisions: how to combine scores from different systems?

I have several completely different software components that are producing scores for certain candidate solutions. Now, setting aside the technical details of what is the problem that I want to solve ...
0
votes
0answers
6 views

Skewness and metrics for selection

Considering results of an experiment of examining 2 different methods against 152 samples, grouped in 8 groups. Also assuming that we acquired the skewness value for each group. If we are willing to ...
0
votes
0answers
22 views

Label outliers for anomaly detection

I am trying to detect anomalies using unsupervised learning techniques. However, I have the problem that it is impossible to generate controlled anomalies to use as a test set. My idea is to discover ...
1
vote
0answers
29 views

Statistical significance between group sums

How can we state that there is a significant difference between total amounts of donations of two sample groups in the following scenario. Control group A has donated lots of smaller denominations ...
0
votes
0answers
7 views

Fractional Response variable

I have a fractional response variable Y=X1/X2 where X1 is one of the constituents of X2. I want to model Y as a function of X2 and some other categorical variables. But since X2 ,in principle, lies ...
0
votes
0answers
6 views

non significance of variables in my VAR estimate

I am running a VAR model with 7 variables, but less than 10 out of 49 independent variables are significance. What could be the problem please?
2
votes
0answers
31 views

Power of a Interaction term in R

I have analysed a dataset with a linear regression model, including an interaction term between a binary variable and a continuous variable. The interaction was significant. Afterwards, I have fitted ...
1
vote
1answer
13 views

Non-linearity before final Softmax layer in a convolutional neural network

I'm studying and trying to implement convolutional neural networks, but I suppose this question applies to multilayer perceptrons in general. The output neurons in my network represent the activation ...
0
votes
1answer
53 views

Normal Distribution

I am a little bit confused about the correctness of the following statement. Could you check please, if my small "proof" is correct? Let $X_{1}, \ldots, X_{n}$ be a i.i.d sequence that follows a ...
0
votes
0answers
9 views

Beta Coefficient and correlataion [duplicate]

What is the interpretation of negative Beta coefficient with positive correlation? TNX
1
vote
1answer
65 views

Nagelkerke value equals 1. Why?

I have run a logistic regression model, which leads to acceptable results (e.g., McFadden's R2 >10%). However, the Nagelkerke value is always 1, which seems like a failure to me (using the comand ...
3
votes
1answer
34 views

Computational error on chi-square test for homogeneity

I have the following categorical data Control Treatment c1 285441 33296 c2 40637 4187 c3 737113 97433 c4 34036 3993 In other words, I have ...
0
votes
0answers
22 views

Lasso as an optimization problem

Following my previous question in this topic, I have two questions First: why my R code does not produce similar results to lasso? In this case I use an already developed package and find the ...
0
votes
0answers
5 views

Shock event values in Linear Aggregate Definition of AutoRegressive Process

I am beginner in Time Series and studying (self study) at the derivation of the relation between AR process of Deviations and the Linear Filter process of actual values of Time Series. Have this ...
0
votes
1answer
17 views

Do I need data standardization before t-SNE?

In my knowledge, t-SNE use sphere or diagonal normal distribution to represent the distance between point. So I guess that the distance is biased by the scale of respective features. To my surprise, ...
0
votes
0answers
8 views

Concentration inequalities for product of gaussians

Are there any concentration inequalities (i.e. probability bounds on how a random variable deviates from its expectation) for the product of $n$ gaussian random variables with zero means and equal ...
0
votes
0answers
13 views

Are the data stationary or non-stationary and seasonality?

I want to use Arima model for forecasting wind speed.I plot my data. Then i plot ACF and PACF. I used ADF test and KPSS test and they said that data are stationary and doesnt need differencing but ...
1
vote
0answers
17 views

Structural Break - Stata

I have used Stata to run a time series multiple regression. I know that there is in fact a structural break in the data and the point at which it occurs; therefore, I have estimated the regression ...
0
votes
1answer
45 views

Central Limit Theorem Equation

I was wondering what the difference is between $Z_n=\frac{S_n-n\mu}{\sigma \sqrt{n}}=\frac{X_1+\ldots+X_n -n\mu}{\sigma \sqrt{n}}$ and $Z_n=\frac{X-n\mu}{\sigma/\sqrt{n}}$? What is the benefit of ...
0
votes
0answers
21 views

moving average: applied to time series equation

If I have an equation representing a time series, such as the following $$y(t) = y(t-1) + y(t-2)$$ But I am not given $y(t-1)$ or $y(t-2)$, so hence this recursive function is not given any initial ...
0
votes
0answers
9 views

Extensions of bsts and CausalImpact to non-Gaussian exponential family distributions

The bsts and CausalImpact packages implement a state space time series model with an optional regularized regression component. ...
1
vote
0answers
15 views

advice about the suitable ARIMA model

I am trying to do seasonal ARIMA(0,1,1) model using matlab But I am a little confused about the results. The drawing of standard normal quantils and the standardized residuals are shown below: my ...

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