# All Questions

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### 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 ...
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### 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 ...
27 views

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

Suppose I have a data frame such like: ...
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 ...
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 ...
20 views

### Cross-correlation vs. Pearson Correlation

In general terms, what is the difference(s) between cross-correlation with lag = 0 and Pearson correlation?
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 ...
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 ...
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 (...
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 ...
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 ...
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### 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 ...
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 ...
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 ...
26 views

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### 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. ...
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 ...
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 ...
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 ...
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 ...
32 views

### Multiple regression model

I have a multiple regression equation which as four quarters (maybe called them as parameters) ...
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 ...
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. ...
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 ...
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 ...
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 ...
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: ...