0
votes
0answers
36 views

Linear regression for classification

Suppose, I have a classification problem with 2 classes (0 and 1) and evaluation criteria is AUC. I used the following method: fit a linear regression and then pass its predictions through the ...
1
vote
0answers
21 views

Johansen Test in python

How to get the trace statistics from the Johansen test for cointegration in python. Also, i tried to search it myself on google, found the following website ...
-3
votes
0answers
25 views

Reject or Accept the Hypothesis [on hold]

Simply . I am confuse that how can I know that I may reject or accept the H. ? what would be the most significant value ?
0
votes
0answers
13 views

Similarity scoring to compare multi-dimensional datasets

I am trying to come up with a mechanism of scoring a set of multidimensional datasets based on a similarity with an ideal dataset. Each dataset will all have the same dimensions along with the ideal. ...
0
votes
0answers
16 views

Auto-correlation vs. number of observation periods

I've just read an excellent post mix model I've a question connected to that. Roland, can you recommend any reference to a comment that if one have not enough observation periods then it is ...
0
votes
0answers
6 views

How to shorten the detection time of adaboost algorithm?

I'm working on a license plate detection using OpenCV's adaboost algorithm. However, after training, it shows that the detection takes 3200ms for a single image, where the image size I used is ...
0
votes
0answers
6 views

Clusteriod questions

I would like to clear some things up because I'm confusing everything. A $clusteriod$ is a coordinate for the mean value of a cluster? So if I have a 2-d .csv file I wish to perform kmeans, the ...
0
votes
0answers
16 views

How to implement Exponential Histograms

I am having trouble in understanding the concept of exponential histograms. They are known to be much efficient for maintaining statistics. I have read it in this article but cant understand how they ...
1
vote
1answer
43 views

Learner in R to predict data from a complex function: if a>b then a*b else a+b

What sort of general purpose learner could learn the data generated by the following function: if a>b then a*b else a+b or something of that sort of complexity. Ideally something general enough to be ...
0
votes
0answers
37 views

Hayashi yoshida estimator for correlation not coming between -1 to 1

I took two time series data with 141 data points in total with time stamps. i found out actual correlation between them which is about 0.97. Now i find the Hayashi Yoshida estimator for correlation. ...
1
vote
0answers
11 views

R function equal to excel CHIINV [migrated]

I'm looking for a function which do the same thing as excel's CHIINV. From Microsoft documentation, the definition of CHIINV is Returns the inverse of the right-tailed probability of the chi-squared ...
2
votes
1answer
16 views

Inverse sampling for discrete data

I have to pick a ball from a set of balls. Each ball has a size, so I have a distribution for ball sizes (I assume a number between 0-1). I want to pick a new ball each at step with the probability ...
0
votes
1answer
39 views

Determining sample size for AB test with proportion greater than one

So I'm pretty sure I'm thinking about this all wrong, but.. I'm trying to run an AB test on a web platform that will increase the total number shares to a social network (incredibly exciting, I know). ...
0
votes
0answers
4 views

Lagrange multiplier method [migrated]

I am doing some data mining algorithm self learning tutorial. I came up with a problem which I need your help to solve. In order to minimize the resource consumption, a car manufacturer considers how ...
1
vote
1answer
19 views

What statistical test to use to examine attitude and which components have strong/weak influnces on attitude? 4-point Likert Scale survey

This is a quantitative study using survey to examine attitude towards online reading. In the survey, there are 5 main components which contribute to overall attitude. Each component has different ...
0
votes
0answers
17 views

Multiple regression with many observations per case

I need to analyse the results of a psychology experiment which had a repeated measures design, i.e. all subjects underwent both treatment A and treatment B. There are 27 subjects with many trials ...
0
votes
0answers
12 views

Derivation of the variance of the sample size in probability sampling

I am trying to understand how to derive the variance of the sample size $n$ in a random probability sample from a population of size $N$ with units $i=1,...,N$. Let $I_i$ be a random variable for $i$ ...
0
votes
0answers
8 views

post hoc nested

Hy, need to do post hoc test for nested factor in SAS. I have two factors, A and B with B nested within A and I want to perform post hoc test in GLM in SAS. Is it possible? Stevan
1
vote
1answer
14 views

Picking a probability distribution for observed intensities

I have an experiment that measures "intensity" (in this case, electron density of a molecule) on a grid. The values it gives are non-negative,. I'd like to write a likelihood for this observation ...
0
votes
0answers
18 views

Building Bayesian Models with insignificant independent variables

My main goal is to use four independent variables (y~x1,x2,x3,x4) and develop a Bayes Linear Regression model. However when I ran a simple linear regression model using these same four independent ...
0
votes
1answer
35 views

How to elicit prior distribution parameters?

A random sample of 300 women aged 60–69 years whose immediate families have had histories of cancer are to be screened for breast cancer. Let $y_i$ be 1 if woman i has a positive test, and 0 if not, ...
0
votes
0answers
6 views

easy and difficult sample point

In my dataset, I can assume that there are two groups of samples. For one group, my model can easily learn the labels and for the other group my model has a poor performance in prediction of the ...
0
votes
0answers
13 views

Transformation of the covariate matrix within a Bivariate Normal Distribution

I have a Gibbs sampler (bivariate normal distribution) taken from a paper available here : Gibbs sampler available here : http://www.stat.wisc.edu/~mchung/teaching/stat471/lecture23.pdf. I can use it ...
1
vote
0answers
15 views

Time series model of prevalence

I have a collection of samples from which I have estimated prevalence on an annual basis using a logistic regression model. The response variable is whether or not the focal species was present in ...
4
votes
2answers
132 views

Binary outcome in randomized controlled trials — OLS or logistic?

I'm running a randomized controlled trial which has good balance in the co-variates. I'm unsure whether to use: OLS: $P(Y_i=1) = \beta_0 + \beta_1 \text{Treat} + \epsilon_i$. This is problematic ...
2
votes
0answers
19 views

How to determine significance of polynomial?

I'm running a model where both a 2nd or 3rd order polynomial would seem to fit the data. I'm trying to decide which one to use. In the quadratic model (panel fixed effects) the first and second order ...
0
votes
0answers
7 views

Stata 13 - Errors simulating confidence intervals when indexing on cut points [migrated]

I've got what I'm sure (and I hope) is a relatively dumb and easily solved problem. I'm finalizing a short research note and having difficulty with my code in Stata 13. I am estimating the effect of ...
4
votes
2answers
63 views

What information, if any, can I extract from this scattermatrix?

I'm playing around with the breast cancer dataset and created a scatterplot of all attributes to get an idea for which ones have the most effect on predicting the class ...
0
votes
1answer
12 views

normalizing predictor by another predictor

I'm fitting a linear model with outcome $Y$. I have measurements for variables $X_1$ and $X_2$. I hypothesize that $X_1$ and $Y$ are linearly related. I want to know the slope and significance of ...
0
votes
1answer
5 views

Mantel test permuting values instead of rows?

I mistakenly did a Mantel test by permuting the values in a dissimilarity matrix, instead of the rows of the dissimilarity matrix. I've realized that this is not the Mantel test, but I don't ...
0
votes
1answer
39 views

Matrix Inversion Error

I a Multiple linear regression model, from published literature, I am implementing a spreadsheet to generate new predictions based on the published model. the literature stated Coefficients and the ...
1
vote
0answers
10 views

Question on Inverse-Wishart Distribution when reading Peter Hoff's book

I have a couple of questions when reading the chapter 7 The Multivariate Normal Model of Peter Hoff's "A First Course in Bayesian Statistical Methods". First, could anyone give me any resource about ...
0
votes
0answers
9 views

Classification for series of lat, lon points of varying lengths

I have a dataset of series of latitude and longitude points. Each series of points corresponds to some activity. The number of latitude/longitude points is not the same for the series. My dataset ...
0
votes
0answers
17 views

What type of post hoc test does a LME use by default?

I need to know what type of post hoc test a LME model is using in R, by default? Is it Tukey? And is the alpha modified?
3
votes
0answers
24 views

Dynamic Time Wrapping for finding divergence in timeseries data

I have the time series information of various S&P500 sectors. I need to find which sectors are outliers and diverging from the bunch of sectors. As you can see in image below, in month of October, ...
0
votes
0answers
3 views

Weighted Correlations in case of matrix in R

I'm trying to calculate weighted Pearson correlations in a big matrix (X), say column-wise. The problem is that the cor() command calculates unweighted ones and corr() from BOOT considers only one ...
0
votes
1answer
55 views

Just finished Udacity Statistics course, now what?

I've just finished an introductory course in Statistics at Udacity, which I really enjoyed. I want to take this subject further, but not sure in which direction to go in now. I'd like to work more in ...
0
votes
1answer
33 views

How do I calculate required Sample Size to get useful confidence interval length for Bernoulli random variables?

I am pulling meta data fields from a population of 100M documents. These meta fields include things like Author Name, Author Location, Keywords, etc. Some documents have all of these meta fields, some ...
0
votes
0answers
9 views

Diference between glm and bigglm estimates

How does bigglm function in biglm package work for logistic regression? I thought that it is not possible to calculate LR on chunks of data and then merge results. Will glm and bigglm yield ...
0
votes
0answers
13 views

Different results in ADF test

I have a question regarding the results I am getting from the augmented dickey fuller test for unit root. I am conducting the test in Eviews and I have the option to choose from intercept/trend and ...
0
votes
1answer
25 views

Importance of McNemar test in caret::confusionMatrix

There are many metrics to evaluate the performance of predictive model. Many of these appear relatively straightforward to me (e.g. Accuracy, Kappa, AUC-ROC, etc.) but I am uncertain regarding the ...
2
votes
2answers
52 views

Between-subjects effect becomes non-signicant after centering covariate. Should I center or not?

I've used a general linear model function to run an ANCOVA, involving a categorical predictor (with two levels), a continuous predictor, and their interaction effect. If I don't center the ...
0
votes
0answers
11 views

Multiple chains in PyMC - problem with repeatability

I have seen related questions on the problems with re-seeding in PyMC (e.g. pymc random seed doesn't guarantee the same posterior samples?), but the answers I have seen do not fully address the ...
1
vote
2answers
46 views

How to perform PCA in Matlab when number of dimensions is larger than number of observations?

I have a data matrix of say, $3000 \times 200$, i.e. I have $3000$-dimensional observations from $200$ subjects. How can I reduce the dimensionality to $1000$ in MATLAB? With bigger numbers, ...
-1
votes
1answer
84 views

Variance of two correlated variables

Suppose X and Y are two correlated random variables, and var(X), cov(X,Y) are known. Is there a unique solution for var(Y) and can we determine var(Y) by only using var(X) and cov(X,Y)?
0
votes
0answers
8 views

Change in destribution af variable with time - doing cox regression

A hopefully a question that has a simple answer:) I'm doing cox regression on a large dataset. Event=death. Destribution of the main variable change a lot during the timespand (10years) - i.e type of ...
5
votes
2answers
40 views

what are the assumptions of permutation test?

It's often stated that permutation tests have no assumptions, however this is certainly not true. For example if my samples are somehow correlated, I can imagine that permuting their labels would not ...
0
votes
0answers
6 views

EM/K-means task at hand/confusing

Hello I am getting into machine learning and patter recognition, however it's still quite a jungle at the moment. I am using WEKA and Java to try and create my first program. The following is what ...
0
votes
0answers
7 views

marginal posterior distribution in linear regression

Let's assume our posterior distribution looks like the bayesian linear regression posterior, \begin{equation} p(\mathbf{w}|D) = \mathcal{N}(\mu, \sigma) \end{equation} where \begin{aligned} \mu ...
12
votes
3answers
121 views
+50

When is the bootstrap estimate of bias valid?

It is often claimed that bootstrapping can provide an estimate of the bias in an estimator. If $\hat t$ is the estimate for some statistic, and $\tilde t_i$ are the bootstrap replicas (with ...

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