All Questions

0
votes
0answers
8 views

How could I calculate value at risk by simulation from garch model?

I need to calculate value at risk for return of mutual fund by using simulation monte carlo for model garch ...my data have 139 observations and its not normally distribution ...what are the steps to ...
0
votes
0answers
40 views

What is the difference between FE-PCSE and xtreg, fe in Stata?

Here is a very simple question: On country-level data, I am running two different fixed effect model, using Stata command, but I don't know why not only the estimation of standard errors, but also ...
0
votes
0answers
7 views

unequal sample size one way repeated measures anova [on hold]

Does anyone please know how to carry out a one way repeated measures ANOVA with unequal sample size in SPSS? I have seen there is a similar post about the two way anova, but I am not able to solve my ...
1
vote
0answers
26 views

Bootstrapping with bootstrap sample greater than original sample

My original sample has 350 observations drawn randomly from a population of 60,000 people. My independent variable is Default, with 35 observations with value of ...
1
vote
1answer
14 views

SPSS - Calculation of confidence intervals in estimated marginal means of repeated measures ANOVA

I used SPSS to do a repeated measures ANOVA including one within- and one between subject factor. Let's say the between-subject factor is treatment group with levels treatment and control, and the ...
0
votes
0answers
13 views

How to categorize classifiers and matrix factorization methods?

I have a classification problem which is solved by a variety of methods. Among the methods are unsupervised methods, traditional classifiers and a supervised matrix factorization methods. The problem ...
2
votes
0answers
12 views

Multilevel model for causal inference using observational data

I am trying to follow the lecture notes by Imbens/Wooldridge (http://www.nber.org/WNE/lect_10_diffindiffs.pdf) on difference-in-differences estimation. In page 4, they discuss the general framework ...
0
votes
0answers
14 views

Ideas , if possible to reduce number of predictors before applying shapley value regression

The shapley value regression method (lmg) is very computational intensive for a larger number of variables. Is there/Is it possible to limit the number och screen the variables in some clever way ...
0
votes
0answers
17 views

Logistic Regression in SAS [migrated]

I have the data below. I wish to apply logistic regression. Here the response variable is the proportion of dead. Here is how I analyzed the data in R: ...
0
votes
0answers
21 views

Which function can calculate my curve? [on hold]

i have a question about a special curve. Can you please have a look at the following picture. What i already have is the diagram without the green curve. It is done with R. No I need to implement ...
0
votes
1answer
29 views

Difference between two measures

A numerical value was generated for each of 65 samples on machine A at time T, and then on machine B and time S. I tested for a difference between the two runs using R as follows: ...
1
vote
0answers
19 views

Intution on Interchangability of Regression and Classification

Dear Oracles of CrossValidated, I've been trying to gather intuition on the relationship between methods that seems to be escaping me. Can someone explain how regression and classification can be ...
2
votes
1answer
34 views

Understanding an integral related to copulas

I am trying to understand the following example 5.1 from page 160 of Nelsen's book "Introduction to copulas". $\int\int_{I^2} M(u,v)dM(u,v)=\int_0^1 u du$ where $M(u,v)=min(u,v)$ is ...
0
votes
0answers
14 views

group fixed-effects, not individual-fixed effects using plm in R

I am analyzing some data to evaluate the impact (causal effect) of a program that is delivered at group level (a village). The outcome of interest is measured at the individual level (individuals ...
-1
votes
0answers
18 views

About Loglinear models…? [on hold]

Am tried loglinear model in SPSS, Please send the information about Loglinear model for 3way table with example and some information about types loglinear model,exaplain calculation for 3way table ...
0
votes
0answers
10 views

autoregressive distributed lag model

my study only on bivariate because i have 1 dependent(water consumption) and 1 independent(rainfall) by using EViews 8 siftware the water consumption variable is non-stationary, so i made differencing ...
1
vote
1answer
22 views

How do I incorporate the biases in my feed-forward neural network

I'm trying to implement a FFNN. I'm doing this as an excercise to understand how biases play a role in the classification. I trained a NN using a package in R with the inputs being 1..100 and the ...
2
votes
1answer
21 views

Performing significant difference tests in endline evaluation

we have conducted an endline survey and now comparing the result with baseline survey. I am interested to find significant difference between baseline and endline. One of sample questions is given ...
1
vote
0answers
19 views

Density function for ARMA

There is a model expressed as $y_t = h^Ty_{t-1} + b^T x_t$ where $x$ is a zero mean uncorrelated white Gaussian noise of unity variance $\sigma^2_x$. This appears to be an ARMA model. But, I am ...
0
votes
1answer
14 views

Lagrange: Difference between minimizing and maximizing

The following seems straight forward: 1) Maximize f(x1, x2) = x1x2 subject to h(x1, x2) ≡ x1 + 4x2 = 16. Form the Lagrangian: L(x1, x2) = x1x2 − λ (x1 + 4x2 − 16) The first order conditions are (1) ...
1
vote
1answer
54 views

What is the probability that a girl is taller than a boy, with boys ~N(68, 4.5) and girls ~N(62, 3.2)?

"Given that boys' heights are distributed normally $\mathcal{N}(68$ inches, $4.5$ inches$)$ and girls are distributed $\mathcal{N}(62$ inches, $3.2$ inches$)$, what is the probability that a girl ...
0
votes
0answers
19 views

statistically valid sample [duplicate]

If I want to pursue a social research about a service that some Universities provide, what is the minimum number of universities I should visit/contact in order to make the survey significant?
0
votes
1answer
26 views

Are insignificant variables included in calculation of predicted probabilities?

When calculating the predicted probabilities in a logistic regression model, do we consider all the variables or just the significant ones? For eg: Let's say my model has: dependent variable Y and 3 ...
0
votes
0answers
24 views

statistically valid sample [on hold]

If I want to pursue a social research about a service that some Universities provide, what is the minimum number of universities I should visit/contact in order to make the survey significant?
0
votes
0answers
18 views

How to use SAS on Mac [on hold]

I have started taking SAS course recently. I am a Mac user and the university gave me the licensed version of MAC. I was wondering whether it is possible to use SAS on Mac in any way at all. I am open ...
0
votes
0answers
7 views

Reinforcement learning for continuous states, discrete actions. Algorithms?

I'm trying to find optimal policy in environment with continuous states (dim. = 20) and discrete actions (3 possible actions). And there is a specific moment: for optimal policy one action (call it ...
0
votes
0answers
9 views

Estimator for a function depending on a random variable

Let $X$ be random variable in $m$ dimensional space. The distance between each pair of vectors $x_i^m,x_j^m$ is $D_{i,j}^m =d(x_i^m,x_j^m)$. Correlation Sum, $C(r)$ represents the probability of the ...
1
vote
1answer
35 views

Why does this have zero sample correlation?

http://web.stanford.edu/~mrosenfe/soc_meth_proj3/matrix_OLS_NYU_notes.pdf On page 4, it says that $x_k'e = 0$ implies that each regressor has zero sample correlation with the residuals. I don't see ...
4
votes
1answer
62 views

What is meant by this formulation of Bayes' Rule?

From the Wikipedia article on Bayesian inference, we get the following formulation of Bayes' Rule: $$p(\theta \mid \mathbf{X},\alpha) = \frac{p(\mathbf{X} \mid \theta) p(\theta \mid ...
0
votes
0answers
8 views

Can unsupervised feature learning be used to develop features reflecting patterns in human relationships?

Unsupervised feature learning has been used to learn features for objects and action classification and for emotion detection in speech. My questions are: (1) Is there any existing research ...
1
vote
2answers
34 views

Why Adaboost with Decision Trees?

I've been reading a bit on boosting algorithms for classification tasks and Adaboost in particular. I understand that the purpose of Adaboost is to take several "weak learners" and, through a set of ...
0
votes
0answers
13 views

Grouping variables into clusters before running ANOVA [on hold]

My apologies for this novice question, but I am interested in transforming variables into another variable before running an ANOVA with a nominal variable against the transformed variable. ...
0
votes
0answers
12 views

Faster gradient descent convergence by transforming the gradient?

If we modify the gradient descent update for a convex objective function $f(\boldsymbol{\theta})$ from $\boldsymbol{\theta}_{t+1} = \boldsymbol{\theta}_t - \nabla f(\boldsymbol{\theta}_t)$ to ...
4
votes
1answer
41 views

Intuition for what happens to the standard deviation after plugging a normal variable into a function

Let's say I have a normal variable $X$. I feed $X$ into some function, which applies varies mathematical operations to it - for instance, addition, subtraction, multiplication, division, $x^r$, $e^x$, ...
0
votes
1answer
43 views

Gaussian is conjugate of Gaussian?

Someone told me that, Gaussian distribution is conjugate to distribution because a Gaussian times a Gaussian would still be Gaussian distribution ? Why is that ? Say the following situation: $X\sim ...
0
votes
1answer
19 views

joint probability distribution with a constant

If $X \sim N(0,1)$, then what is the joint probability distribution of $(X+1,X)$? An attempt: $f(x,x+1)=f(x|x+1)f(x+1)=f(x+1)$, so $N((0,0),(0,0;0,1))$. Note sure though...
0
votes
0answers
5 views

Will Gaussian RBM trained with CDk improve reconstruction error?

I am training Gaussian RBM model by CDk training methodology. From various papers we can understand that increase in k will improve the model performance. I am monitoring reconstruction error to ...
1
vote
1answer
36 views

Testing Logistic Regression Classifier in R

I am testing the logistic regression classifier in R. I created some test data like this: x=runif(10000) y=runif(10000) df=data.frame(x,y,as.factor(x-y>0)) ...
0
votes
0answers
5 views

Optimizing grid of sources and multipliers

I have a 35x35 grid of cells. There are two possible states for cells: "source" and a "multiplier". The center 25x25 cells may be either "source" or "multiplier". The rest of the cells must be ...
0
votes
1answer
26 views

Wage Equations: Extracting from a schooling dummy years of schooling

I'm running wage equations and have in my data only highest level of education attained which takes the values of 1, 2 and 3. I am trying to calculate the mean years of schooling and standard ...
0
votes
0answers
13 views

Create a density map with latitude and longitude

I am working on a data mining project for my class and would like to visualize some data. I basically have 20,000 instances and would like to create a density map based on house value. I have ...
0
votes
0answers
7 views

Maximum entropy distribution >0 with vanishing probability at zero?

I know that the maximum entropy distribution if x > 0 and the mean is known is the exponential distribution. However, a large percentage of the probability for this distribution is close to zero ...
0
votes
0answers
2 views

Softmax factorization for a hidden markov model

I'm trying to formulate a hidden markov model where the transition and emission probabilities are governed by a softmax distribution. I'm not sure if this is a good idea, but I thought it could be ...
1
vote
0answers
13 views

Using Canonical Correlation Analysis (instead of EFA/PCA) to reduce the dimensionality of two sets of variables prior to clustering/classification

I have two sets of paired continuous data obtained from two tests. My goal is to answer the following research questions: Q1. To what extent can results on one test be used to predict the results on ...
0
votes
0answers
31 views

Deriving single linear regression parameters in terms of multiple linear regression parameters

Suppose the true population model is $$\ln(wage) = B_0 + B_1 \cdot education + B_2 \cdot experience + v,$$ where $v$ is the error term. Suppose the model is estimated as $$\ln(wage) = B_3 + B_4 ...
0
votes
0answers
20 views

Should I do this ARMA model?

These are the autocorrelations: As one can see, it is quite low around 0.02 for the first lag. But it is significantly nonzero, as the blue lines indicate. However, I dont think it makes sense to ...
0
votes
0answers
9 views

Decomposition of a random vector into uncorrelated components

I have a set of random vectors $Y_i$ and their correlation matrix $C_{i,j}$. Each vector can be thought of as a sum of two uncorrelated vectors $Y_i=A_iX+B_iY$, where $X,Y$ are the same vectors for ...
0
votes
0answers
31 views

What's the most efficient way to sort a list of relative values

I've searched long and hard and have yet to find a viable solution for the following problem. Thank you in advance for your time. Let's suppose I have a list of entities {a,b,c,.. aa,ab,.. zy,zz} ...
0
votes
0answers
11 views

What does the matlab function anova(mdl) do?

My data have one response and several predictors. These predictors are continous, not categorical. After regression, I wish to decompose the total ss on each predictor. With regard to this, I have ...
0
votes
1answer
39 views

Analysis where dependent variables are proportions

I have a set of demographic data (age, race, social class, etc.) for selected geographic areas. These independent variables are each proportional in each type, i.e. Area A: White 70%, Black 20%, Asian ...

15 30 50 per page