All Questions

0
votes
0answers
25 views

Gradients of marginal likelihood of Gaussian Process with squared exponential covariance, for learning hyper-parameters

The derivation of gradient of the marginal likelihood is given in this pdf, equation 5.9. But the gradient for the most commonly used covariance function, squared exponential covariance, is not ...
0
votes
0answers
35 views

Rate of convergence of the coverage probability of bootstrap confidence intervals

I was wondering if someone knows good books or references that deal with this subject : "The rate of convergence of the coverage probability of bootstrap confidence intervals" Many thanks for your ...
2
votes
3answers
46 views
3
votes
0answers
28 views

Recommendation for books/notes for linear mixed effect models for longitudinal data?

I'm a beginner in data analysis who needs to learn (say in a period of 2 to 3 weeks or so) the key ideas and techniques in the linear mixed effect models for longitudinal data. I'll apply them in ...
0
votes
0answers
20 views

SPSS: How to split distribution evenly to analyze subgroups

I have a normally distributed SPSS dataset with 1400+ cases. I want to create sub-groups based on "age in months" that are distributed evenly. The dataset ranges from 12 to 60 "age in months". ...
1
vote
1answer
7 views

Validity index for non convex clusters

I'm trying to measure clustering methods on unsupervised data. Among others, I'm using DBSCAN which can find non centered clusters. Is there any internal cluster validity index fitted for non-convex ...
2
votes
2answers
111 views

What is the distinction between short term and long term forecasting?

I often see forecasting methods described as long term or short term methods. I assume the difference between short term and long term forecasting cannot just be the amount of time. I assume this ...
0
votes
0answers
29 views

Comparing medians from two groups

Hi: I have a survey where respondents were asked to rank a series of statements in terms of how much they agreed with them. There were seven statements. So, for each of seven statements, each ...
0
votes
0answers
5 views

Statistical significance for occurrence of words in text classification?

I am looking for a statistical significance to test to assess the occurrence of words in text classification for the different classes. Assume we count the number of occurrences of words per class and ...
-1
votes
0answers
21 views

My naive bayes classifier doesn't show probabilities [duplicate]

I'm trying to predict the probability between 1-0 and have found that naive bayes is supposed to show this, however when I use it I only have ...
1
vote
1answer
16 views

Mixed effects model for power function data

I have data which I suspect follows a power function over time. It is collected from several units which have different intercepts. Therefore I'd like to do a mixed model with the parameters of the ...
1
vote
0answers
10 views

Multiple Neural Networks with single output neuron vs. Single ANN with multiple output neurons

Main Question Given multiple output parameters that are independent of each other, would multiple ANNs with a single output neuron give better prediction results than a single ANN with multiple ...
1
vote
1answer
48 views

Analysis of residuals

For my master thesis I have implemented following forecasting models: naive (just to check) decomposition method exponential smoothing (single/double/holt-winters) SARIMA Now I need to do the ...
2
votes
1answer
60 views

How to estimate the individual components from a sum for a random process?

We have $N$ realisations of five individual, IID random variables $X_1$, $X_2$, $X_3$, $X_4$ and $X_5$. We define another random variable $S = X_1+X_2+X_3+X_4+X_5$. Now, for a given $S$ generated from ...
2
votes
0answers
22 views

Sequential testing for a Bernoulli variable

Suppose $T$ is a Bernoulli random variable, such that $T = 1$ with probability $s$, $s$ is not known. I am interested in checking hypothesis $H_1$ that $s \neq 1/2$ ($H_0$ is that $s = 1/2$). One way ...
0
votes
0answers
17 views

how many way can we arrange …? [on hold]

In how many ways can we arrange two letters, two numbers, and one character (such as dot symbol ".")? where: * The two letters can not be repeated. * The two numbers can not be repeated. * The number ...
0
votes
0answers
28 views

Trying to find a classifier that will give me probability predictions between 0-1 in weka

This is the first time I've done any sort of predictive modelling and I think I've really confused myself. I have a training set of data with a column at the end that has either a 1 or a 0 in it. ...
0
votes
0answers
14 views

Dealing with non events in one treatment group - survival analysis

I am currently trying to apply survival analysis to several tree species which were monitored for growth and phenology for 4 years and seperated into three treatment groups. From this data I have ...
2
votes
0answers
24 views

Connections between d' (d-prime) and AUC (Area Under the ROC Curve); underlying assumptions

In machine learning we may use the area under the ROC curve (often abbreviated AUC, or AUROC) to summarise how well a system can discriminate between two categories. In signal detection theory often ...
5
votes
3answers
166 views

Logistic Regression - Error Term and its Distribution

On whether an error term exists in logistic regression (and its assumed distribution), I have read in various places that: no error term exists the error term has a binomial distribution (in ...
1
vote
0answers
11 views

Not sure whether to include random effect that's related to fixed effects

I'm unsure about whether I need to include a random effect in a mixed effects model that I'm running, as the fixed effects are related to this random effect. I'm looking at how the intelligibility ...
0
votes
0answers
37 views

Transform time-dependent data

I have pollution data (quantitative) plotted against time (categorical), the hours of the day. Via ANOVA testing I've found significance at many of the hours, however, the relationship is definitely ...
1
vote
0answers
11 views

Size multilevel logit model

I want to estimate a multilevel logit model. But I'm confused about the minimum number of groups and observations per group. What would be the minimum number of observations per group? My case: I ...
-1
votes
0answers
29 views

False rejection rate of simulated values in R [on hold]

I need to create a table of Estimated Rate of False Rejection of Null Hypothesis in testing at the Nominal $0.05$ level for selected $n$ and $k$ in simulating values from the Gamma Distribution with ...
0
votes
1answer
18 views

Structural risk minimization and SVMs

I know what is SRM but I didn't understand the relation between SRM and SVMs. Can anyone explain me this? Why they say that SVMs rely on a SRM approach? Thank you so much!
0
votes
0answers
6 views

How use standardized regression coefficient in analyzing Likert scale questionnaire to calculate the weight of each factor?

I have a Likert scale questionnaire of 5 scales (from not important at all to very important) and i want to analyse this questionnaire to find out the weight of each factor. and then get to a maturity ...
0
votes
0answers
7 views

Infer the variance of a sensor

Let's say that we have bag of marbles. We grab a random marble, and measure its weight. But because our sensor is noisy, we take $m$ different measurements. We do this $n$ times, getting $m*n$ ...
1
vote
0answers
10 views

Looking for a package to symbolically manipulate statistical expressions

I'm looking for a package that allows to manipulate statistical expressions symbolically, similar to how one can simplify, expand, factor, etc. with Matlab, Mathematica or SAGE. Using rules such as ...
2
votes
1answer
40 views

What sampling method will be suitable when there is no published list is available?

As there is no published list of population (employees), how can I select my sample? Even if I want I can not go for judgmental sampling as the academicians in my University strongly disagree for ...
1
vote
0answers
24 views

Weighted density estimation of exponentially distributed RV

I am trying to get a weighted density estimation of some data. Unfortunately, the data is approximately exponentially distributed after the weight transform, which gives a false sense of positive ...
1
vote
1answer
41 views

Multiple Linear Regression Variable Selection

Using all possible subsets we consider the adjusted $R^2$, Akaike's Information Criterion (AIC), corrected AIC ($AIC_c$), and Bayesian Information Criterion. The model with the highest adjusted $R^2), ...
3
votes
2answers
41 views

Mining patterns in continuous sequence

I have data in form of $N$ sequences $s_j=(t_i, e_i)_{i\in\{1,\ldots,n_j\}}$ with $n_j$ data-points each, where $t_i$ is a time-stamp and $e_i$ is a categorial event, say $e_i\in\{A,B,C,D\}$. The $N$ ...
0
votes
0answers
17 views

Query on “Deep neural networks for object detection”

I was trying to follow the paper "Deep neural networks for object detection" at http://web.missouri.edu/~hantx/ECE8001/Presentation_papers/Deep%20Neural%20Networks%20for%20Object%20Detection.pdf. I ...
4
votes
0answers
21 views

Testing for statistical differences of quantile regression line slopes

If I were to compare the statistical similarity between the slopes of OLS regression lines from two independent samples, I would use a t-test to test if the slopes are equal or not. I'd like to ...
0
votes
0answers
12 views

Missing Values in Dependent Variable and the Question on Tobit model (Panel Data)

I would appreciate some help and guidance on this issue. I have a panel data that looks like this. What I want to do is use the FDIflow variable as a dependent ...
0
votes
0answers
9 views

How proximity and multidimensional scaling relate? #random forest

I have downloaded randomForest package of Breiman and try to use function MDsplot to plot the proximity of the data like the example in the manual ...
2
votes
1answer
37 views

Can the endogenous variable be insignificant while the instrument is significant?

I suspect that this is entirely possible since the endogenous variable coefficient can biased in many possible way, thus leading to a near 0 estimate despite having a real causal relationship. More ...
0
votes
0answers
9 views

Is it OK to resample data in one vs all multiclass classification?

I have a multiclass classification problem and decide to use one vs all logistic regression. Since some classes are very rare (pos vs neg is like 1:100), I plan to use some balancing strategy during ...
3
votes
0answers
26 views

Definition of $\lambda^2$ effect size measure

In an article in the American Psychologist there is a series of bar graphs with a statistic next each bar. The statistic is described in the text and in the graph captions as being an effect-size ...
2
votes
2answers
73 views

A question about an autocorrelation plot

I obtained an ACF plot from R. Please see below: Does that mean the observations are independent? What do small autocorrelations imply?
0
votes
1answer
74 views

Solving a regression equation

This is a simple question but I am new regression analysis. If my regression model is of the specification, $\ln(y) = \alpha + \beta_1 X_1^2 + \beta_2 X_2^2 + \epsilon $, and I have estimated ...
1
vote
1answer
38 views

What is the difference between a distribution and a semi-distribution?

I hope the question to be clear. The name "semi-distribution" certainly implies some meaning, yet, I'm unable to conclude what really means. I found the term on this paper: ...
6
votes
1answer
75 views

What are some good references on how probability theory got mathematically rigorous?

I am working on a term paper for an analysis course and I thought it would be interesting to talk about the connection between analysis and probability theory. Honestly, it would also benefit me a lot ...
1
vote
0answers
22 views

Using A Time Series To “Scale” Another

I know the "average theoretical cost per impression" for Jan 13 - Dec 13. I have other monthly time series for "total # of impressions", "total # of clicks" and "total number of conversions" for Jan ...
1
vote
1answer
36 views

Question about an expectation

Let $x$ and $\gamma$ be vectors. Here it says that $$E[y-x'\gamma]^2 = E[(y-E[y|x])^2 + (E[y|x]-x'\gamma)^2]$$ However, I don't see why $$E[(y-E[y|x])(E[y|x]-x'\gamma)] = 0.$$ By the way, $E$ is the ...
0
votes
0answers
12 views

Singular Value Decomposition (data reduction) on non-numerical data

I have a large amount of data where each datapoint contains string valued attributes, for example: ...
8
votes
1answer
98 views

Why is the definition of a consistent estimator the way it is? What about alternative definitions of consistency?

Quote from wikipedia: In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter $θ^*$—having the property that ...
0
votes
0answers
26 views

OLS derivation question [duplicate]

How come I always see the derivation of $\hat{\beta}$ in OLS using matrix differentiation and solving for when the derivative is $0$. Couldn't one just derive it also by noting that in $Y = X\beta + ...
0
votes
0answers
12 views

How to calculate y predictor based on ANCOVA estimates? [duplicate]

My formula looks like this: lm(formula=BearWeight ~ honey + age, data=BearData) my output looks like this I am told to interpret each estimate and then use the estimates to predict the weight of a ...
0
votes
1answer
16 views

Vectorise Within-Groups Sum of Squares in R

I've got a multivariate dataset (p=2) that I'm trying to calculate the W matrix for use in canonical variates analysis If each $x_{kj}$ is the jth observational unit from the kth group, and ...

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