# All Questions

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### 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 ...
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 ...
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### 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 ...
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### 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 ...
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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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: ...
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### 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 ...
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: ...
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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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 ...
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 ...
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### 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 ...
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### 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) ...
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### 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 ...
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?
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### 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 ...
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?
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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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} ...