All Questions

21 views

SAS NLMIXED proc and LOGISTIC proc results different

Consider a dataset $Z$ with $S\in \{0,1\}$ as binary response variable and 2 predictors $\{x_1, x_2\}$. ...
37 views

Is it ok to have a unit root within an independent variable?

The Dickey-Fuller and ADF tests testing for a unit root in variables are very sensitive. Some econometricians have personally indicated to me that in some cases it may be acceptable to model a ...
28 views

Kernel methods in machine learning?

I am beginning to tackle geostatistics problems where I tried to apply kriging(gaussian processes) to interpolate demographical water drop. According to my understanding, kernel methods are something ...
4 views

Influence function for inequality index using ordinal data

I wonder whether it is possible to derive influence function (explained for example here: Influence functions and OLS) for an inequality index designed for ordinal (non-continuous) data in this ...
6 views

nntool data normalizing [on hold]

I have some concerns related to the use of nntool in MATLAB toolbox. I have found that nntool by default normalizes the inputs to the range [-1 1]. how to changes these values both input and output ...
29 views

22 views

Sampling intercept and slope pairs from lm in R

Let's say I have a model Y~X+trt, and by running lm and summary functions in R I get these results: ...
18 views

How to analyze ranks as responses?

A client has data where multiple subjects (people) have been presented with with four product alternatives, and after experiencing all four, were asked to rank the products. The data look like ...
33 views

More than one unbiased estimator for a single unknown parameter?

Is it possible to have more than one unbiased estimator for a single unknown parameter?If "Yes" then how and if "No" the why?
20 views

For a multiple regression model, all the variables have p-values below 0.05. The p value for the whole model is below 0.05 as well. When I checked for multicollinearity, I got VIFs below 5 for all the ...
6 views

Identifying Reoccuring Transactions [on hold]

What methodology(ies) would be best for identifying reoccurring transactions within an account if the only data one had on the transactions were transaction amount, date, and a categorical source ...
9 views

Algorithm calculating the autocorrelation time

I am in the middle of the analysis of a large set of Monte-Carlo data and you may know that calculating the autocorrelation of the Chain is a good part of the error estimation. I am doing this error ...
12 views

Good test error and bad output,Why? [on hold]

I've a problem with my neural network. I use Matlab fitnet with trainlm and validation check and without pre and post processing data. The test error is very good and so I imagine the output of new ...
26 views

Confused about kurtosis and tails compared with normal distribution [duplicate]

In a book (SAS Essentials: A Guide to Mastering SAS for Research 2009 page 143) it says: However, when I look at this picture (not from the book, from the web): Or also this picture, in case the ...
30 views

Is my data ordinal or interval? [on hold]

In the experiment, participants were given a score between one an ten for each tense (past, present, future) and mean total scores were then calculated for each tense (each tense had multiple ...
59 views

ARMA GARCH estimation process in practice

I am trying to build an ARMA GARCH model and since I haven't found much information about the actual process I'll try it here. So, what have I allready done? I have tested my data for stationarity ...
13 views

Interacting lagged variable with dummy: factor variable and time series not allowed [migrated]

I am trying to run an Arellano-Bond regression to explore whether the impact on my dependent variable varies according to exchange rate regime, i.e. does economic growth differ when remittances go up ...
29 views

Full conditionals - Gibbs Sampler

i want to draw samples from a 5-dimensional posterior distribution $f(k,\theta,\lambda,b_1,b_2|Y=y)$. From Bayes-Theorem there is the following relationship between posterior and likelihood: ...
9 views

I get a different result when I try and calculate the mean-variance formula of risky and riskless asset [on hold]

I'm having trouble seeing how the expected return of a two asset portfolio, where the weight of the risk-free asset is positive, but the weight of the risky asset is negative, results in the final ...