1
vote
0answers
30 views

What is relationship between Fisher Information and Variance in natural exponential Family?

I know that $Var(\hat\theta)\geq 1/I(\theta)$ where $I(\theta)$ is Fisher information. Let take an example of natural exponential family with density $f(x)=\lambda\exp(-\lambda x)$. In this case we ...
0
votes
0answers
13 views

Estimating proportions in a non-nested multilevel Bayesian model

Data: x: 1/0 successes (~ 800 data points) c: city code (1 to 78) t: "time of measurement", 1 (morning), 2 (afternoon), 3 (evening), 4 (night) The problem: I would like to estimate the ...
0
votes
1answer
27 views

Count the number of each unique row in a data frame? [on hold]

Suppose I have a data frame such like: ...
0
votes
0answers
8 views

Slow Lasso Performance Using sklearn

I am trying to use scikit-learn's LassoCV and/or ElasticNetCV functions to model a dataset with a large (>800) number of ...
0
votes
0answers
23 views

Number of possible statistical test can be used on the observation data.

I am working on research paper for diagnosis of cancer. List of Known prognostic factors Age of patient Size of tumor Grade of tumor Lymphnode involvement and list of Unknown factors which are ...
0
votes
0answers
20 views

Cross-correlation vs. Pearson Correlation

In general terms, what is the difference(s) between cross-correlation with lag = 0 and Pearson correlation?
2
votes
0answers
15 views

Instagram representative sample

I am doing a survey to study both sellers and consumers behaviour on Instagram in Kuwait. My question is how to decide on the sample size? What sampling design should I use since there is no sampling ...
0
votes
0answers
17 views

cross-validation to predict distribution of errors on finite test sets

In one use of k-fold cross-validation for evaluating classifiers, one trains k models, each on n(k-1)/k examples, and tests each on n/k examples. The average accuracy on those k test sets of size n/k ...
3
votes
0answers
26 views

LASSO prediction model question

I am trying to create a prediction model with 33 predictors (brain metabolite levels in various regions) and 8 observations (cognitive test scores) with p>>n problem using LASSO in MATLAB (...
0
votes
1answer
22 views

Systematic change of proposal density of metropolis algorithm - still a markov chain?

The problem is that I have a Gibbs-Sampler where one of the parameters has to be sampled via a Metropolis-Step from the respective FCD. I have problems finding a suitable scale for the Gaussian ...
2
votes
0answers
8 views

Why does glmnet in caret give different predictions for different alphas even though lambda is zero?

In R, when using caret to train an elastic net regularization model, I find that different values of alpha give different predictions when the lambda parameter equals zero. This should not be the ...
3
votes
0answers
12 views

How to measure when error stabilizes (convergence) on Random Forests (or, when do I stop training)

I'm doing an implementation of Random Forests. As I was the original paper (page 11) and this nice book on the subject (15.3.1, page 592), they mention that when the out-of-bags error stabilizes (when ...
6
votes
1answer
110 views
+50

Can we use leave one out mean and standard deviation to reveal the outliers?

Suppose I have normally distributed data. For each element of the data I want to check how many SDs it is away from the mean. There might be an outlier in the data (likely only one, but might be also ...
0
votes
0answers
36 views

Test for autocorrelation

I wanted to test if there's significant autocorrelation in my data. Here's the reproducible code(R!) and the result. It looks like that dwtest and bgtest and acf are all too much different. Can ...
2
votes
0answers
26 views

Variance of difference of $x_{i,t}$ and $x_{i,t+1}$

We have $n$ observations of human performance before and after a training program. We have a random sample of $n$ individuals and assume population distributions are normal. We thus have: $x_{1,t},\ ...
0
votes
0answers
20 views

How to calculate distribution of Y|X from distributions of X|Y and Y [duplicate]

I'm trying to solve the following homework problem: Let $X$ given $Y=y$ have a normal distribution with mean $y$ and variance one, and let the marginal distribution of $Y$ be normal with mean ...
3
votes
0answers
24 views

Solving non-linear equations in R with optimal inital values

I am using the rootSolve package in R to estimate parameters of non-linear equations. The basic formula is ...
2
votes
1answer
25 views

Three proportions testing null hypothesis

I have the following question. In a random sample of 250 people with low incomes, 155 are in favour of a new piece of legislation, while in random samples of 200 people with average incomes and 150 ...
3
votes
2answers
56 views

Estimator for $E[X]^2$

I'm trying to understand the theory of estimators. As I understand it now, if you have an r.v. $X$ and take $n$ i.i.d. samples then an estimator for $E[X^{2}]$ would be $\overline{X^{2}}$ since ...
-1
votes
0answers
28 views

Statistical significance to a population

I have a question in regards to statistically significant sample sizes to a population. I am working with data in excel and wanting to put the formula for this into the workbook as well but have run ...
1
vote
1answer
37 views

What is considered to be “good” classification rate?

Let's say I am trying to figure out whether two classes can be differentiated. My methods may not be perfect, but I would like to know whether my features "mean" anything that may possibly be added to ...
1
vote
0answers
23 views

Does the density of daily data impact forecast accuracy?

I know it might be trivial but does the density of daily values impact the forecast accuracy? For example, if a call center receives less than 50 calls for weekdays and less than 10 calls for weekend, ...
0
votes
0answers
24 views

Statistical nomenclature: what family does “head” and “tail” - in the sense of data runs belong

If I look at mean, variance, skew and kurtosis they are nth moments. If I look at percentiles, quartiles, and medians they are order statistics. Both work together to make a textbook summary. The ...
-2
votes
0answers
32 views

why cannot we find an arima model for the daily forecast of a dataset with more than 2 years of historical data?

I faced this problem a few times. I used TBATS to fit a model to the daily forecast of a variable and then wanted to include other regressors to my forecast. So I used auto.arima. all of my databases ...
0
votes
0answers
8 views

Select the cases from a data.frame that have been used in a GLMM [migrated]

I am trying to see differences in the feeding-rate of one bird species between big forest patches and small ones. I have several forest patches of both sizes, and three years of study. Some ...
1
vote
0answers
17 views

Regression Modeling with Upper and Lower Bounds on target distribution

I am trying to run a simple regression model between a couple of variables, one of which is bound between values of (.25 - .75). This will be my target variable. I understand the beta distribution can ...
0
votes
0answers
22 views

How to solve hat check problem using R? [on hold]

Suppose n people go to a fancy restaurant. Each person is wearing a hat and checks his/her hat at the door as he/she arrives. The hat-check attendant gets tipsy throughout the evening, forgetting ...
0
votes
0answers
52 views

Using MySQL or r, or both? [migrated]

I have a large dataset and I want to do statistical analysis on certain subsets of the data. At the moment I see this as a two step procedure: Import data into a MySQL database and use the world ...
1
vote
1answer
26 views

How to determine if there is a spatial dependence in data?

My data consists of data measured at different positions (250 measurements in a 5x5 grid). It has been proposed that results may be somewhat dependent on the position. Looking at the data I don't ...
0
votes
0answers
25 views

mixed results for stationarity tests and structural breaks

Following situation: I want to forecast a time series of the number of trucks on the motorway in some country. Here how the regular week looks like: I have data for 4 years and divide the huge time ...
0
votes
1answer
34 views

sum of correlated random sample

Suppose I have 1000 draws each of two random variables X and Y. If I wanted to sample the sum of these variables, I would simply calculate 1000 samples, i.e. $$ S_{i}=X_{i}+Y_{i}, i=1,2,…,1000 $$ ...
2
votes
0answers
36 views

Imputation of missing values for doing PCA in R [duplicate]

I have a dataset with approximately 4000 rows and 150 columns. I want to predict the values of a single column (= target). The data is on cities (demography, social, economic, ... indicators). A lot ...
0
votes
0answers
20 views

Chi square test with replicates

Is there anyway to do chi square (or any other ratio rest ) with replicates. For example, my data have measures of different time points, each time points has 4 replicates. The measures are discrete ...
1
vote
0answers
30 views

multiplicative model in r

I have to estimate a model forecasting the sales (as stock units) for AXE deoderants.I want to apply the multiplier specification on this model. The model should look like this: log(Sales) = b0 + ...
0
votes
3answers
53 views

For Y~B(11, 0.3) what is P(|Y-5| >= 3)?

I feel this is a simple problem, yet I cannot seem to solve it. Any help is greatly appreciated.
2
votes
1answer
40 views

Is mean centering required in regression? if so, what does it do? [duplicate]

Let say we have a dataset, $\mathbf{X}$ of $m$ instances, and $n$ features, and a target scalar variable $\mathbf{y}$ ($m$ instances). Now I want to do a regression so, I try to fit a hyperplane $ y ...
5
votes
2answers
134 views

What is the probability distribution of $1-\text{mean}(|A-B|)$ where $A$ and $B$ are independent U(0,1)?

I'm not well versed in statistics so I'm not sure if my question is worded exactly correctly but basically here's the problem I'm trying to solve: imagine you have two equal sized arrays of size n. ...
0
votes
0answers
26 views

What does hat matrix mean? [duplicate]

$$H= X(X'X)^{-1}X'$$ I understand that if we multiply $Y$ matrix by $H$ matrix, then we will have $\hat Y$. That's why we call it $H$ matrix. Can someone please let me know what $h_{ii}$ ($i$-th ...
5
votes
1answer
128 views

Are normally distributed residuals not necessarily homoskedastic?

Let's say I've ran a linear regression and I'm checking the model diagnostics. I made a histogram of the residuals and they appear more or less normally distributed as below. I thought for a long ...
0
votes
0answers
24 views

Trying to understand the basics of a mixed-effects logistic regression model for a 10-step continuum

I am trying understand how to correctly build a mixed-effects logistic regression model in R. I believe my model is pretty simple and straight forward but I'm lacking in experience and uncertain I'm ...
3
votes
0answers
15 views

Correlation on ordered subset

Imagine a hypothetical scenario in which a ball is thrown along a straight line. During flight, the position is continually sampled; however, at some distance, the sampling fails and only noise is ...
0
votes
1answer
32 views

Multiple regression model

I have a multiple regression equation which as four quarters (maybe called them as parameters) ...
0
votes
0answers
8 views

Multiobjective optimization [on hold]

by using sigmaplot I have fitted my data for the sigmoid function for two objectives as Accuracy and FAR and after curve fitting and obtained two equation as Accuracy(n) = -(a1/1+e^-(n-c1/b1)) and ...
0
votes
0answers
14 views

Locating minimum on table/output [migrated]

(R studio) Hi, Basic question about how to go about finding the minimum of a value on a table. The table is longer than this (nsplit goes to 1532), which is why I'm looking for a search function. ...
4
votes
1answer
47 views

How can MANOVA report a non-significant p-value while LDA results in perfect separation of two groups?

I am new to statistics and currently got a dataset which contains $80$ dependent variables and $1$ independent variable with $2$ groups. MANOVA reports a $p$-value of $> 0.6$ on this dataset. But ...
0
votes
0answers
5 views

pggls function in R - weird results

I need to estimate a panel model. I have run the "normal" fixed effects model using plm in R and also wfe. I also wanted to try pggls considering its tolerance of heteroskedasticity and ...
0
votes
0answers
9 views

Value function iteration in R [on hold]

Is there any package in R for value function iteration? Matlab is the weapon of choice for this, but I am an R user. I read the vignettes of many packages, but could not find anything that could help ...
-1
votes
0answers
17 views

Auto-correlation calculation [on hold]

Is auto correlation of lag k the same as auto correlation of order k? If not, how do their formulas differ? For lag k is the denominator: $\sum_1^n(x_t-\bar{x})^2$. For order k is the denominator: ...
1
vote
1answer
44 views

bivariate normal density function

I know how to show the first part, but I am confused about the second part, how to express the relationship between the two? Any hint, advice or suggestion is appreciated.
0
votes
0answers
48 views

Logistic Regression: determining significance of independent variables [on hold]

I am trying to do Logistic Regression in R. My data set contains more than 50 variables. Some of them are factor (qualitative variable) and others are independent variable(quantitative). I would like ...

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