0
votes
0answers
15 views

Random effects in GAM [on hold]

I am now trying to use random effects in GAMs developed by Professor Simon Wood. Prof Wood uses s(...,bs="re") to account for the random effects. Random intercepts models or random slopes models are ...
0
votes
1answer
14 views

How to calculate the probability that a scalar data point maps to a class?

Suppose that I have the following data set that maps students' test score to the class in which the student belongs: ...
1
vote
1answer
18 views

Combining different normality transformations for Fisher's method

I have 2 data sets that are applicable to Fisher's method. One has a p-value of 0.07 and the other 0.15. Neither sets were normal or homoscedastic. The first satisfied the ANOVA assumptions only with ...
0
votes
0answers
20 views

How can I approximate a pdf knowing the estimated CDF in R?

I have an estimate of a CDF in R (nonparametric) and I need to compare this distribution to another one by Kullback-Leibler. In order to do so, I need to find the pdf of this random variable. What is ...
1
vote
1answer
19 views

What are the recent real life use or applications of the Cauchy Random Variable?

We have a short assignment on the described question and I already have gone through a lot of trash results from Google. I can't seem to find any. I don't know where else to post this question. ...
1
vote
0answers
7 views

Multiple time series - class of problem with agents and events?

I'm working on a prediction problem and struggling to find applicable resources (articles, tutorials, papers) that address this class of problem. I'm assuming the info is out there and I'd love to ...
0
votes
0answers
19 views

Comparing classification accuracies with different numbers of features

I have a classification problem in which I’m trying to assign a label to each of a collection of inputs x_i. I’m comparing two different feature representations of the inputs, trying to determine ...
0
votes
0answers
9 views

Are all right skewed distributions the result of a multiplicative process?

If log normal distributions are the result of a multiplicative process and right skewed distributions become normal once converted to logs (i.e. are log normal). Then, can one generalize and say that ...
0
votes
0answers
7 views

Results from fractional polynomial models

I am using multivariable fractional polynomials to evaluate several continuous variables in a Cox proportional hazards model. I have the beta coefficients, however, I would like to estimate the hazard ...
1
vote
1answer
44 views

Poker chance of straight or 8 outer straight draw on the flop from connectors 34 - TJ

Poker - 52 cards 4 suits of 13 (rank) cards each Poker probability Rank - ace (1) is both high and low so A23456789TJQKA A straight is 5 sequential cards A flush is 5 cards of the same suit ...
0
votes
0answers
19 views

Using glmnet/lasso to tune a logistic regression model [on hold]

I am trying to make a logistic regression model using the lasso technique. I have 56 potential predictor variables (IVs), and I would like to use lasso to select a parsimonious set of predictors. The ...
0
votes
0answers
10 views

Generating Skewed Z-Scores with Kurtosis

I am looking to programmatically generate random z-scores from a distribution with a specific skew and kurtosis. Can anyone provide a mathematical technique or code (VBA or C++ preferred but I'll take ...
1
vote
1answer
38 views

Correlation analysis among large number of variables

How can I check correlation among large number of variables? I can check the scatter plot between every pair of variables and pearson coefficient r if the number is ...
0
votes
1answer
29 views

Time series analysis: since volatility depends on time, why returns are stationary?

I run Dickey Fuller test in order to know if stock returns are stationary. I get that no matter which stock I take, his return is stationary. I don't know why I get this result since it is clear that ...
1
vote
1answer
24 views

How to calculate confidence interval using parametric bootstrap

I was able to calculate the age-specific hazard ratio (HR) for breast cancer at age 40 and 60 years old. The HR was a continuous, piecewise linear function of age which was constant before 40 years, ...
0
votes
0answers
14 views

Using Mann-Whitney U instead of T-test in large sample

For my dissertation, I am examining racial differences in perceived choice and control and home and community-based services (HCBS) use in frail elders (n=659) who have moved from a nursing home into ...
0
votes
0answers
9 views

How to generate n theano.shared variables for Gaussian mixture regression?

I am trying to program a Gaussian mixture regression using python, and the theano package. Suppose I have n clusters, then I need to generate n regression weight matrices for each cluster (also, n ...
5
votes
3answers
142 views

What is the mathematically rigorous definition of chunky data?

When in the workplace, certain measurement-taking devices are subject to different numerical accuracy; in some cases, the accuracy can be pretty weak (i.e., to one or two significant values only). ...
1
vote
0answers
23 views

Can I be confident of my R^2 score?

I have a dataset with 10 variables and 158 observations. I used cross-validation, grid-search and ElasticNet algorithm. To evaluate the model I checked the pearson correlation between the 10 ...
0
votes
0answers
3 views

Is Propensity Score Matching the Correct Tool to Match Cohorts by Disease and not Exposure?

For a set of patients that all underwent procedure A, is it valid to use propensity score matching to compare 2 subsets in which the patients have disease D (D+) to those that do not have disease D ...
0
votes
0answers
18 views

What is the variance of a normally distributed random variable minus the sample mean of the data it came from?

If $Y_i \sim N(\beta, \sigma^2), i = 1,2,\ldots,n$ and $U_i = Y_i - \bar{Y}$, then what is the distribution of $U_i$? I know that $\bar{Y} \sim N(\beta, \sigma^2/n)$ and that the sum (or difference) ...
1
vote
0answers
8 views

Collapsed Gibbs Sampling in Mixture Models

I tried to learn how Gibbs sampling works on Mixture models by studying David Blei's notes: http://www.cs.columbia.edu/~blei/fogm/2015F/notes/mixtures-and-gibbs.pdf In the equation 28: $p(z_i = k| ...
1
vote
0answers
4 views

Appropriate analysis for three different measures of anxiety pre & post intervention

My study: To examine whether a self-talk intervention has an effect on anxiety. There are two points of measure, pre and post intervention. Anxiety was measured as Somatic anxiety, Cognitive anxiety ...
0
votes
0answers
13 views

Hotelling T^2 Statistic in Simple Linear Regression

I'm at a bit of loss here, so I apologize for silly questions. I stumbled upon a problem that asked for 95% confidence bands for my estimated regression line in a simple linear regression (2 ...
1
vote
0answers
16 views

markov blanket for gibbs sampling in graphical model

below is a bayes net where the nodes are discrete. I want to Gibbs sample each of the $S_t$ nodes. for example, to Gibbs sample $S_1$ conditioned on rest of variables, it should be sufficient to ...
0
votes
1answer
16 views

Predictive Analytics, Rare Outcome, Multiple Regresson [on hold]

I'm looking at a data set with ~50,000 observations, ~800 outcomes of interest, with ~30 dichotomous (yes/no) variables for each observation. My goal is to create a predictive rule that will predict ...
0
votes
0answers
4 views

How does *structural* symmetry effect the analysis of square contingency tables?

I am working with a contingency table new to genetics called a "Hi-C Dataset," which in it's simplest (and maybe not most articulate) sense represents counts of co-occurence in 3D SPACE of disparate ...
0
votes
0answers
7 views

Experiment design for several factors to determine performance of software upgrade

I am trying to verify the performance of a new software library. For simplicity, lets imagine it is a bird call identifier. The answer I'm looking for is how long does it take with library V, given a ...
0
votes
0answers
19 views

Clustering Matrix with binary values

I have a large matrix. It consists of about 10.000 rows (each row one document) and 10.000 columns (each column one word). The binary value indicates if a word exists (1) in the particular document or ...
2
votes
0answers
22 views

Average of estimators

Given $X_1,...,X_n$ i.i.d. samples from some unknown distribution, assume that we are given a consistent estimator $\phi_n$ for some R.V. $\phi$. As $n$ gets larger, what can we say about the distance ...
1
vote
2answers
51 views

Distribution of $e$ if $g=\tilde{g}+e$, $g=|f|$, $f \sim \mathcal{N}(0,1)$ and $\tilde{g}$ is the quantization of $g$

Let $f \sim \mathcal{N}(0,1)$ be a normal random variable with zero mean and unit variance. Let $g=|f|$. Let $\tilde{g}$ be the quantization of $g$. We suppose that there are $n$ possible levels of ...
0
votes
0answers
19 views

Face detection in R [on hold]

I'm trying to get started with this area (face detection) and I see a lack of information with R language. Are there any example or algorithm for face detection in ...
5
votes
0answers
33 views

Adjustments to (Linear Regression) Forecast

Full disclosure: I am not a statistician, nor do I claim to be one. I am a lowly IT administrator. Please play gentle with me. :) I am responsible for collecting and forecasting disk storage use ...
0
votes
1answer
16 views

How can an intentional timing pattern be demonstrated in temporal data?

I dispose of data showing when a public authority issues different kinds of permits, say, planning permissions and liquor licences. I am interested in finding out whether the timing of one type of ...
0
votes
0answers
6 views

Automated Feature Construction / Feature Combination in Matlab or Weka

I would like to extract more information and to catch important relationships in my numeric, sequential time series data. I suspect I have not yet sufficiently discovered nonlinear relationships ...
0
votes
0answers
19 views

beta regression creating a wild residual vs. fitted plot- whats going on?

I recently ran a beta regression model in R using the betareg package. I am modeling a continuous dependent variable (a fraction out of 1) that is bound between 0 ...
1
vote
0answers
16 views

Is it possible to see the slow decreasing in test negative-log-likelihood as overfitting?

We have developed a model for some real data and we use EM algorithm for optimization of the model (parameters). In first phase we generate synthetic data according to the model (with some known ...
0
votes
0answers
14 views

Separable Kernel Density Estimate

Thank you for reading my question. Before I begin, I am no mathematician and so any help/pointers are very welcome. I have been reading the following paper: ...
1
vote
0answers
24 views

Solving system of equilibrium probability state equations

I have started studying markov chains where i have these statistical equilibrium probability state equations.These equations are solved for a particular case $s_1=4,a_1=5,s_2=2, a_2=1$ and a 15*15 ...
0
votes
1answer
22 views

R & propensity matching [on hold]

I am new to R & propensity matching. I doing a quasi-experimental study in which a group of 320 students received treatment and a group of 280 students did not receive treatment. I would like ...
0
votes
0answers
9 views

Power Analysis for Within Subject ANOVA

I am going to be collecting survey data that asks for participants' attitudes towards four groups of people. For the sake of this example, let's say that it's black women, black men, white women, and ...
0
votes
0answers
10 views

How to use interpolation to calibrate object distance measurement based on pixels?

The current method used is triangle similarity to find the distance. A test image was used with known distance and known width. Then the area of the object in the image can be calculated. The ...
0
votes
0answers
15 views

add legend to ggplot geom points [on hold]

I've created a ggplot indicating 3 different activities for male bats in three different colours: ...
0
votes
0answers
4 views

Discretization for a bayes network model with small sample

I have been playing around with a Bayesian network toolbox for prediction and classification. I have had good success with the examples but I'm now stuck on how I should proceed with my scenario. I ...
0
votes
0answers
8 views

Modelling Internet Traffic

I want to model the daily view counts of content shared over the internet. I know (or rather I assume) that the view counts will start off at the ground level, but will shortly spike up quickly (e.g. ...
0
votes
0answers
10 views

Kaiser-Meyer-Olkin (KMO) statistic or Bartlett's test in SPSS [on hold]

I am performing PCA in SPPS. I get all of the statistics but I don't get Kaiser-Meyer-Olkin (KMO) statistic or Bartlett's test table in the SPSS output. I selected these options from gui. Do you know ...
0
votes
0answers
6 views

How to test independence of two markov switching processes using likelihood ratio test

I would like to test for independence of two first order markov switching processes with two states each. I have read this can be done using the LR test (I know that this will be simulation based ...
1
vote
1answer
32 views

Exclude not important predictors from dataset or leave them all?

I have a large dataset with 6 predictors, with a goal to predict bank loan interest, based on year income, time at work, loan amount, credit balance, credit utilization rate, etc. I use python with ...
0
votes
0answers
8 views

Statistical prdocedure to identify components of an aggregated variable

my (business) research focuses on the difference between two measures that are both related to a firm’s statement of profit or loss; let’s call these measures Earnings_1 and Earnings_2 and the ...
0
votes
0answers
4 views

Calculating contrasts in SAS NLMIXED for zero-inflated gamma regression [on hold]

can someone explain how they came up with the contrast formula? In my situation I have lets I have 2 separate factors with 3 & 2 levels each. Factor 1 (levels : A,B and C) Factor 2 (levels: X ...

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