2
votes
1answer
51 views

Differences in edition of advanced statistics books

In general I'm wondering if there's any danger in studying from older edition statistics books. The undergrad material seems to have remained unchanged throughout the last century, but I'm looking for ...
0
votes
0answers
4 views

How to train input feature weights for a path optimization problem?

I am working on a general path optimization problem. As many of you know, once the weights on all nodes are determined, one may solve this problem in many different means. Unfortunately, my raw input ...
0
votes
0answers
9 views

Motivation of Projection Pursuit

Given I understand why PCA aims to maximize variance, I wonder why finding non-gaussian projections is interesting for Projection Pursuit, i.e., what is the motivation of this reasoning?
0
votes
0answers
12 views

Filter algorithm for a system

I have a system with the following structure: $X_{t+1} = X_t + E_{t+1}$ $E_{t+1} \sim N(0, \Sigma)$ $Y_{t+1} = f(X_{t+1})$ $Y_{t+1} \sim {\rm Uniform}(a_{t+1}, b_{t+1})$ So $X$ is a vector of ...
0
votes
0answers
18 views

ROC curve and its function beginner

I have 3 features of a signal (example: amplitude, frequency, energy). I want to check which feature is the best to represent that particular signal. That signal is classified into two categories ...
1
vote
0answers
18 views

How to Obtain “Right” Parameters of Multinomial Logit Model (or Other Conditional Models) in R?

I started to use the function multinom of R package nnet in order to fit several conditional ...
2
votes
0answers
22 views

How would I find the P-Value of this data?

I have the following data (relating to consecutive months at current job): Mean: 45.4 Standard Deviation: 60.89 Sample Size: 48 I am asked to do a one-tailed test at a 1% significance level and ...
3
votes
1answer
90 views

Do Beta weights from regression have error terms?

I am looking at standardized regression weights (i.e., Beta weights). I was thinking of reporting the errors next to the weights in a figure, but upon some thought I was debating whether such errors ...
2
votes
1answer
60 views

How to compare whether the coefficients of two independent variables statistically different from each other?

If I have two independent variables and they are dummy variable along with other independent variables and I run a linear probability model, I want to compare whether the coefficients of two dummy ...
0
votes
1answer
22 views

Probability of Two Samples Containing Overlapping Data

Quick question about sampling a data population that contains non-overlapping data: if I take two samples of 50 from a population of 100,000 unique data points, how would I calculate the probability ...
5
votes
1answer
81 views
0
votes
0answers
11 views

Robust variance estimators

Given $N$ data points in $\mathbb{R}^p$ - some of which are outliers (drawn from a different distribution from the inliers) - what sorts of algorithms have been designed to estimate the robust ...
0
votes
0answers
24 views

Why is the anova p-value on these series of numbers not significant

I have three different samples (three replicates per sample) and lots of variables (1000+) This variable in particular had the largest VIP number from an Orthogonal signal correction PLS-DA of these ...
1
vote
0answers
17 views

Understanding biplot for compositional data

Say in the biplot of some compositional data, I discovered that the links $\vec{AB}$ and $\vec{CD}$ intersect at roughly 90 degrees. So I can say that $\log {A\over B}$ and $\log{C\over D}$ are ...
0
votes
0answers
10 views

Simulation from mixture of Weibull distributions

I would like to simulate a random sample from mixture of two Weibull distributions(or three Weibull components) which at the end have a bathtub-shaped hazard function ? I wrote the following code but ...
1
vote
0answers
41 views

Poisson distribution confidence interval

Edit : this is the data I used for the first part of the problem : \begin{matrix} Rocks & 0& 1& 2& 3& 4& 5& 6 & 7\\ samples & 12& 27& 28& 19& ...
0
votes
0answers
6 views

Stieltjes transformation for empirical distribution function

If the eigen-decomposition of sample covariance matrix is $S=PDP'$ where $D$ is a diagonal matrix with eigen value of $S$ and $P$ are eigenvectors. If we define the empirical distribution function of ...
2
votes
0answers
4 views

Combined hypergeometric distribution of exclusive sets

Given the following: a set of numbers, 1 to 20 four sets of five numbers from the set above (each number used once) a draw of five different numbers from the first set How would I determine the ...
1
vote
0answers
24 views

Plotting fitted values for an nlme model

I just got the output of my lme (nlme) model called shalit5 with syntax: ...
2
votes
1answer
17 views

Robust standard errors for cross-sectional data: what is a “large” sample size?

I know that others have asked about robust standard errors (Robust standard errors in econometrics and Always Report Robust (White) Standard Errors?). An answer to the latter question made this ...
0
votes
0answers
15 views

probit two stage least squares

I was told that it's possible to run a 2 stage iv regression where the first stage is a probit and the second stage is an OLS. Is it possible use 2sls if the first stage is a probit but th second ...
0
votes
0answers
10 views

Construct matrix of stacked variables in VAR regression

I am trying to NOT use packages for the estimation of models in order to have a deeper understanding of how things work. Currently, I am trying to estimate a VAR(1) (vector autoregression of first ...
0
votes
0answers
22 views

Help interpreting R linear model fit [duplicate]

I have observed variables power$values. I am trying to model this process using a second set of observations, such that $P = M\cdot X + B$. $P$ is the function ...
1
vote
1answer
31 views

What preponderance of a single outcome renders binary logistic regression ineffective?

This question was motivated, but is separate from, the question I posted here: How can I improve the predictive power of this logistic regression model?. In that case the 'cancer' outcome was ...
0
votes
1answer
23 views

Decision boundary equation of the perceptron

As I know the standard linear equation has the following form in $R^2$: $w_1 x_1 + w_2 x_2 = b$ where $b$ is the intercept with $x_2$ Also I know that a decision boundary in $R^2$ for a perceptron ...
1
vote
0answers
12 views

lme / lmer - split-plot with Non orthogonal subdesign

I have an agricultural field experiment (testing a plant protection agent): Split plot design with: ...
0
votes
1answer
14 views

Instability of one-pass algorithm for correlation coefficient

What should I know about the instability of the Pearson product-moment correlation coefficient? When might I experience problems using this calculation? I will quote the following Wikipedia article ...
2
votes
1answer
31 views

algorithms to pick best collection of classifiers

I have a bunch of methods that classify a binary outcome. I'm trying to figure out if some combination of those classifiers is better than any others. I'm hoping to run a bunch of methods. I've ...
1
vote
0answers
15 views

How to maximize (optimize) a response, given only a dataset of responses and features?

Let's say I have an n x p dataset. For each n, I have the response, 'y', and p - 1 features associated with it. What is the best way to determine the values of the features that will maximize 'y'? The ...
1
vote
0answers
25 views

How remove variations in a time series X caused by another time series Y?

I have a time series on a monthly basis (a commodity) of which much variation is caused by the weather. I want to adjust this commodity for weather changes. I use Heating degree day as a proxy for ...
0
votes
0answers
7 views

How to validate classifier (built by using MLN method)?

I have developed a method (let's call it Method X) that has a classifier function. The classifier function was built by using MLN (Markov logic network). I need to ...
0
votes
0answers
24 views

ANOVA for cupcakes [on hold]

I am in the process of analyzing these data (see attachment) and would like to ask if someone can guide with instructions about how to run an ANOVA in Stata.Is ANOVA the most recommended analysis for ...
0
votes
1answer
36 views

PCA and exploratory Factor analysis on the same data set

I would like to know if it makes any logical sense to perform principal component analysis (PCA) and exploratory factor analysis (EFA) on the same data set. I have heard professionals expressly ...
1
vote
0answers
20 views

Calculating probability based on mixed variables

Assume there are $K$ people and iid. parameters $a_1,\ldots,a_K$ associated to them with $a_i \sim U(0,1)$. Person $i$ observes his own fixed $a_i$ with some noise: \begin{equation} X^{(1)}_i= a_i+ ...
1
vote
0answers
24 views

Inferring parameters for a regression with features of both multivariate probit and ordinal regression?

I am dealing with data which is generated by a complex process, which I elaborate below; I am trying to answer one or more of the following questions- a) what is the right literature to look for ...
1
vote
3answers
21 views

Standard deviation of the mean? [duplicate]

I don't think I understand how you can have a standard deviation of a mean σx̅. x̅ is all the sum of all values divided by the sample size n. It's a single value. How can there be a standard ...
2
votes
2answers
27 views

Balancing gender in an experiment

Say a study aims to see if two variables A and B are correlated in the general population. It isn't clear to me how extraneous variables like gender should be treated when the sample is selected. Each ...
1
vote
1answer
36 views

Convert maximization problem to minimization

I am looking at the derivation of the Maximal Margin Classifier model, where they typically transform the following maximization problem: into this minimization problem: Why is maximizing ...
0
votes
0answers
31 views

Decomposition of sum of two independent random variables [on hold]

Let $x$ and $y$ be two independent random variables. How can I get an expression for: $$E[x|x+y=a]$$ where $a$ is a constant? In other words, is there a general rule to recover the expected value of ...
1
vote
1answer
28 views

SVM data normalization… what about classifying new (training) data?

I've got a big doubt about SVM classification task (and more in general classification task), about data normalization. Let's suppose I've a SVM trained with normalized data, and new data to classify. ...
2
votes
0answers
8 views

Least squares / residual sum of squares in closed form [migrated]

In finding the Residual Sum of Squares (RSS) We have: \begin{equation} \hat{Y} = X^T\hat{\beta} \end{equation} where the parameter $\hat{\beta}$ will be used in estimating the output value of input ...
1
vote
3answers
238 views

How can I improve the predictive power of this logistic regression model?

I am using SPSS to analyze a data set which aims to predict whether individuals have cancer based on five symptoms (a, b, c, d, e). In this data set most individuals have cancer. I ran a Binary ...
0
votes
0answers
31 views

POISSON regression with offset variable

Our problem is to determine if there is a relationship between the return on equity of firms (ROE) and the presence (number of indicators used) (Y) of a specific type of indicator showing up in the ...
1
vote
0answers
37 views

First-differences versus endline analysis with an RCT

Quick question that I hope someone can help with. Imagine you have data from a randomized controlled trial (RCT) and you are interested in examining the impact of the treatment on a test score. Say ...
2
votes
1answer
39 views

Choosing between Chi-Square/Logistic Regression Vs Difference of Mean tests for studying bankruptices

You'd expect more companies to go bankrupt if they have low cash balances. Of course, bankruptcies can also happen even when you have lot of cash on hand (to terminate labor contracts, etc.). The ...
4
votes
1answer
105 views

Why is the sampling distribution of normal distributed variable automatically also normal distributed

I am currently reading about the standard error. I know about central limit theorem, but I don't understand why, if my variable is normally distributed in the population, the sampling distribution ...
1
vote
2answers
43 views

Understanding dummy (manual or automated) variable creation in GLM

If a factor variable (e.g. gender with levels M and F) is used in the glm formula, dummy variable(s) are created, and can be found in the glm model summary along with their associated coefficients ...
1
vote
2answers
31 views

what does the correlation of Random forest regression tool in R represent

I've built a random forest model (regression model) using randomForest package in R, and I calculate the correlation between the predicted values and the actual ones in order to know how the trained ...
1
vote
0answers
16 views

Mode of the difference of two beta distributions

Given two beta distributions $X \sim \beta(m_1, n_1)$ and $Y \sim \beta(m_2, n_2)$, how to compute the mode of the distribution of $Z = X - Y$?
2
votes
1answer
22 views

Bayesian mixture model for univariate continuous random variable

I'm quite new to the mixture models and I hope you'll help me to understand how they work. Suppose I have a univariate continuous random variable x which represents time of a visit, and suppose that ...

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