# All Questions

22 views

### No minimum in cross validation error

I am evaluating both non-linear LASSO and SVM for a high-dimensional non-linear dataset. In order to do that I am applying 10-fold cross validation. The training error decreases as usual as the model ...
19 views

### ggplot2 and Cairo on windows [migrated]

im having issues with making high quality pictures in R. I'm using ggplot2 and it seems that the standard way to save does not do the anti-aliasing satisfactory. I then looked around and figured that ...
24 views

### Cross fitting with same params but differents models

What is the best fitting way with 2 variables to explain ($Z_1$ and $Z_2$) depending on the same variables ($X$ and $Y$) and parameters $\theta$ but with differents models ($f$ and $g$)? For ...
57 views

### Linear regression with constrained coefficient

I have to perform a linear regression of the form y=a*x1+b*x2+c where b=(1-a) where I have errors both on the dependent ...
30 views

### Effect of mtry and trainingset size in Random Forest

I've plotted the learning curves below, using different RF trainers. The training set is very small and with few features (it's the popular Titanic dataset). At pre-processing stage, I just created a ...
72 views

### How to compare two samples of frequencies with categorical x values where one is subset of the other

I am trying to compare two arrays of frequencies. The second is a subset of the first. I want to know if the second is a representative of the first. The arrays are: ...
51 views

### How can I remove a variable from a linear regression?

Let's say I have the following multivariable linear regression: y = A x + b, x being a vector of many variables. Is it possible to remove a specific variable x with non-null coefficient in a way the ...
102 views

### Statistical Significance with large data sets [on hold]

When I was a Ph.D. student I was trained in no uncertain terms that When we had large numbers of data results, that the number of significant results HAD to be, in and of themselves SIGNIFICANT! I ...
25 views

### Help with hypothesis test and generalised likelihood ratio test

I have two groups of people undergoing a medical procedure, a relapse group and a non-relapse group. The liklihood function is: f_n({\bf x} ; \theta) = \theta^{n_u} \exp[-\theta(\sum_{i \in C} ...
17 views

### Can normal GARCH innovations outperform student-t GARCH innovations?

I am trying to model gold and oil volatility but I am getting quite confusing results. I am using the rugarch package and using the standard GARCH and EGARCH to model volatility. My results seems to ...
32 views

### Checking cox.zph in R after time transformation of covariates

I have a model created by the coxph function and I checked the proportionality of hazards using cox.zph function. ...
28 views

### How to validate a Bayesian result?

I'm trying to link statistical analysis methods to validable business observations. Ideally an interpretation that is measureable and can objectively rank success of predictions. For the frequentist ...
57 views

### Using the Probability generating function to find the probability of ultimate extinction

I am having problems with an exam question from a past paper, help would be appreciated: Let $X_n$ be the number of carriers of a family name in the nth generation and suppose $X_0=a$. Suppose ...
79 views

### Why PCA of data by means of SVD of the data?

This question is about an efficient way to compute principal components. Many texts on linear PCA advocate using singular-value decomposition of the casewise data. That is, if we have data $\bf X$ ...
30 views

### Do I need to rescale dummy variables for PCA?

I am wondering if for a PCA for which I rescale my numeric variables, I need to rescale my dummy variables as well ? I have read on the internet that I should not but I do not see why. I guess the ...
14 views

### Binomial regression and heteroscedasticity-consistent (HC) standard errors

I have a small (n = 60) dataset where I would like to estimate the magnitude of the relationship between a set of predictor variables (among others) and an outcome rate variable. Because the number ...
21 views

### How can I apply “sapply” in R with multiple codes in one function? [migrated]

I am a new R user. I have a simple sapply function example for calculating mean and sd for a ...
18 views

### How to use Matlab HMM toolbox to do classifcation

want to use HMM to do some multi-label classification on my data set. The train data has about 10000 samples. Each sample is a vector that has 100 elements. And the train label is a number from 1 to ...
19 views

### Logistic regression model internal validation in SPSS

Please help! I have developed a logistic regression model for prediction of a binary outcome at a range of different times following a set point. This gave me different models with different ...
46 views

### Help on a probability theory question

Let $X \sim U(0,1)$ and let $0 < a < 1$, then find i) $P(X \le x|X > a)$ ii) $P(X \le x|X < a)$ I have the answers, but I'm wondering if someone can explain the process to me.
6 views

### Curvilinear transformations in R, from geographic (x,y) to chanel-fitted (s,n) [migrated]

Is there a package or preexisting code in R to transform geographic/cartesian (x,y) cordinates, to curvilinear/chanel-fitted (s,n) coordinates? I am trying to follow the procedure detailed in in this ...
39 views

### important features in RandomForest - Sklearn

1) How to find important features in RandomForest classifier (in sklearn) with high statistical significant? 2) The input data I have is unbalanced which I simply repeat data to compensate that. When ...
21 views

### Relationship between expected score and expected rank in a round robin tournament

Suppose you have $n$ players play a round robin tournament. A win adds 1 to the winning score of a player while a loss adds nothing. After the round robin tournament is finished the players are ...
17 views

### Finding a leading indicator of a time series

I am interested in finding a leading indicator of $Y_t$. Is it sufficient to find a variable $X$ for which its lagged value is correlated with $Y$? Do I have to give consideration to the spurious ...
14 views

### How can I get a “whole treatment effect” for a 3 level categorical variable in a GLMM (glmmPQL in R)

I work with habitat use data (summarized binomial data: visited / did not visit) which I fitted with a mixed model of the binomial family with a random factor accounting for repeated sampling of the ...
47 views

### Performance metrics to evaluate unsupervised learning

With respect to the unsupervised learning (like clustering), are there any metrics to evaluate performance?
24 views

### Characterizing rank along “lower envelope” of points

Suppose I have data that looks like this. I want to quantify how well the "lower envelope" of the points are described by a monotonic function. The measure will be used to compare sets of points ...
42 views

### Random Forest: more trees gave worse results

I'm new to ML and decided to start learning by having a go at number recognition using the MNIST subset on kaggle http://www.kaggle.com/c/digit-recognizer The images are 28x28 pixel greyscale of the ...
14 views

### Dealing with class imbalance in multi-label classification

I have a set of around 300k text examples. As mentioned in the title, each example has at least one label, and there are only 100 possible unique labels. I've reduced this problem down to binary ...
16 views

### How to find the leaders in order to apply The Meggitt algorithm [on hold]

For example, a generator polynomial g(x) generates a cyclic code with length n=15, dimension k=7 and minimum distance d=5. (p=2) -> p = |(d-1)/2| degree 14 -> r=n-1=15-1 weight <= 2 -> weight ...
14 views

### What is the Comparison p used in a sample size calculation for a 1-proportion test in Minitab?

In order to calculate a sample size for a 1-proportion test in Minitab, one has to input the power and the comparison proportion. Could someone provide a definition for the comparison proportion ...
17 views

### Probabiltiy density function after embedding

I have a 1D noisy time series which has a probability density function (pdf) of P(X). If I embed X into $d$ dimensional higher space using Attractor reconstruction into $U$ then will the pdf and cdf ...
34 views

### How to improve accuracy of nominal outcome attribute with 12 values

Overview I have a dataset with the number of months as the class prediction. Currently I found out that it registered a 10% ...
15 views

### Identifying if text from 2 sources is about the same topic

I have many articles and they have headlines and body text. I am trying to deduce a way to identify with some (ideally)high degree of probability if 2 articles are about the same thing. One example ...
18 views

### Sampling - fitting of sample

Does sample size influence the underlying distribution of population, i.e., the bigger the sample you generate the more it resembles whatever distribution of the population it's drawn from? What ...
15 views

### Research study design inclusive of mediators

At workplace, team members often have disagreements with each other. On the one hand disagreements facilitate group discussion, and stimulate creative ideas but on the other hand, disagreements damage ...
48 views

### Law of Large numbers and central limit theorem

I have come across a bit of a dilemma in my exam revision, this is not a topic I am particularly strong with so help is most appreciated: Assume that $X_1,X_2,...$ is an i.i.d sequence, where ...
18 views

### Calculating sampling bias when estimating population proportions

Assume a true population of size N consisting of red and blue balls, where p represents the frequency of red in the population and q represents the frequency of blue in the population. Let's say that ...
43 views

### Random effect on the intercept in models with categorical predictor

I'm doing a mixed model analysis of a model with a categorical predictor (using glmer, binomial model). To my surprise, the variance I obtain for the intercept does not change when I change the ...
20 views

### Showing MGF of Poisson converges to MGF of N(0,1)

I'm trying to finish up a proof of the CLT for the Poisson distribution, but am having some trouble evaluating a limit. I've shown that the moment generating function for the standardized Poisson is ...
31 views

### Sum of absolute values of T random variables

Where X is a r.v. following a symmetric T distribution with 0 mean and tail parameter $\alpha$. I am looking for the distribution of the n-summed variable $\sum_{1 \leq i \leq n}|x_i|$. $Y=|X|$ ...
35 views

### interpreting ancova and extracting estimated means

Imagine the following data: ds <- data.frame(x=1:10,y=1:10,z=rep(c("A","B"),each=5)) the means for groups in z are: ...
22 views

### central limit theorem for Bernoulli distributions

Let $\xi_i$ be a Bernoulli random variable s.t. $\mathbb{P}(\xi_i = 1) = p$. Let $\hat{p} = \frac{1}{N} \sum \limits_{i = 1}^N \xi_i$. Given the random variable $\hat{p} = 55\%$ where $N = 1000$, ...
21 views

### What is exactly code vector and quantization vector of self organizing map?

I am trying to understand code vector in self organizing map. Could anybody explain me intuitively what it is exactly?
44 views

### Poisson and Exponential Distribution- Is the following question correct?

Accidents occur with a Poisson distribution at an average of 4 per week. i.e., $\lambda= 4$. Calculate the probability of more than 5 accidents in any one week. What is the probability that at least ...
11 views

### Gradient in GMM estimation

I have a question that might be trivial but I have not much knowledge on that method: I want to estimate a structural model with GMM and my model works in the sense that it estimated the right ...
23 views

### Residual plot for simple linear regression

I'm trying to analyze a part of European Social Survey data. The outcome has to be treated as continuous, however it can take only discrete values from 1 to 6. The predictor variable is age. I fitted ...
72 views

### Good PCA examples for teaching

I'm teaching linear algebra to a class of engineers, social scientists and computer programmers. We just did singular value decomposition, and we have an extra day, so I thought I'd talk about the ...