0
votes
1answer
40 views

Estimation of AR(1) process

Suppose the stochastic process ${X_t}$ satisfies the equation $$X_t=\phi X_{t-1} + Z_t \tag{A}$$ where $\phi>1$ and $Z_t$ is a white noise. Then iterating forward we get that the only stationary ...
1
vote
2answers
37 views

Logistic models as variables in a logistic model

I have a binomial logistic model I'm working on, with roughly 6 significant variables. I'd like one of those variables to be how likely something else is to happen. Lets say that I'm primarily ...
0
votes
0answers
13 views

How to find weber fractions from a confusion matrix

I have a confusion matrix for a 4 class classification problem which looks this: My hypothesis is that group 3 is easiest to classify. Somebody suggested me that I can find weber fractions from this ...
6
votes
0answers
80 views

Given loads of data, can we always model it with polynomials?

Given Taylor series and enough data so as to not risk over-fitting, do you actually need to think about if your phenomenon is following an exponential, quadratic, logarithmic, ..., behaviour? I'm sure ...
1
vote
1answer
20 views

Which regression analysis should I use for ranked dependent variables and proportional independent variables?

I am analysing the effect of deprivation on breastfeeding and am wondering which type of regression analysis I should use. It is area level data. Deprivation data is available as a score from 0 - ...
0
votes
0answers
59 views

Why is the ratio of $B$ and $e^{B}$ for some variables very large?

I want to know how variables affect travel mode for different trip purposes (i.e. leisure trips, work trips and shopping trips) in a specified region. I have 450 respondents in three different ...
1
vote
2answers
52 views

K means clustering inadequate in determining extreme regions in R

I want to identify the regions that are considerably higher than the highest cluster. (The obvious regions which should be identified as their own clusters, notably at the x coordinate ~10 e+07. How ...
0
votes
0answers
18 views

Simulation of a nested demand structure, depending upon price and time, following a poisson process

Suppose I sell a product to prices $p\in \{50,100,200\}$ to different points in time $t\in \{1,2,3\}$. Thus a poisson distributed random variable $Y_{t,i} \sim \text{Poi}\left(\lambda\left( ...
1
vote
2answers
53 views

Limiting joint distribution of estimators; Functional Statistics; Influence curves;

Let $X_1,...,X_n$ iid r.v. with distribution F, with mean $\mu$ and median $\theta$.Assume that $Var(X_i)=\sigma^2$ and $F'(\theta)>0$. If $\hat{\mu}_n$ is the sample mean, and $\hat{\theta}_n$ the ...
0
votes
0answers
5 views

Getting a list of zip codes with its adjacent zip codes [migrated]

I need a list in the form of adjacency list that contains all zip codes in the United States that each has a list of adjacent zip codes. I tried searching for it on the internet. Many of them only ...
1
vote
1answer
11 views

Can I have multiple individuals for each time point in ARIMA?

I am a novice learner of ARIMA modeling. I have a dataset which includes many cities that are followed up regularly for several years. Each city has its own record (household income, and well-being ...
6
votes
2answers
121 views

Why Python's scikit-learn LDA results are different from LDA in R or a step-by-step approach

I was using the Linear Discriminant Analysis (LDA) from the scikit-learn machine learning library (Python) for dimensionality reduction and was a little bit curious about the results. I am wondering ...
0
votes
0answers
10 views

Comparing learning algorithms

I know that you can compare learning algorithms based on their average cross-validation accuracy (e.g 10-fold, 10-repeated CV) and their test set accuracy. Suppose model 1 is a logistic regression ...
1
vote
0answers
15 views

How to evaluate 4 methods with 4 possible outcomes

I have a table that looks like something this: Outcome Method 3 2 1 0 1 x_11 2 x_21 .... 3 x_31 4 x_41 x_44 Each x_ij ...
2
votes
0answers
23 views

Formalizing pdf using both discrete and continuous densities

I'm trying to formalize the probability density function for a rather simple process, but I'm having difficulty writing it precisely. Specifically, consider simulating a 1-D Gaussian random walk ...
0
votes
0answers
12 views

Evaluating mean-squared error

Hello I am running a Regression Tree experiment. I am new to Regression Trees, and I am using Mean Squared error to test my tree. I am confused because I am getting a large Mean Squared Error but I ...
0
votes
0answers
15 views

Create correlation map [on hold]

I'm aware that you have a post on almost exactly the same topic, but after many trials I failed to run (or plot?) it successfully. When running ...
1
vote
0answers
6 views

Un-smoothing/scaling (help normalizing data)

The context of this is matching experimental RNA SHAPE data to theoretical models of base pairing probabilities. RNA folds back on itself, some bases pair with each other, and some bases remain ...
3
votes
1answer
32 views

How to generating MAR data with fixed proportion of missing?

To generate data with missing at random (MAR) mechanism, usually we can first generate a complete data set then model the missing probability for variable Y, i.e. $Pr(Y=missing|{\bf X})$, using ...
1
vote
0answers
22 views

Best proportions test based on counts (accuracy, distribution, etc)

I'm trying to compare two sets of counts over totals. For example, subject 1A will have 40 out of 600, and subject 1B will have 3 out of 20. How do I compare these proportions and counts while taking ...
2
votes
2answers
54 views

Homoskedasticity Assumption: Var(y|x)=Var(u|x)=constant?

I've seen the homoskedasticity assumption stated as the constant conditional variance of the error (i.e., Var(u|x)=constant). I was wondering if I can also state the homoeskedasticity assumption as ...
0
votes
1answer
49 views

Standard techniques for forecasting revenue growth of a company?

I was curious what sort of time series models were the standard for doing this type of analysis. I have weekly sales data for the company - I could cook up my own time series model but would like to ...
1
vote
1answer
36 views

Paired $t$ test - Different Sample size

In testing the difference between a 'pre' survey group and 'post' survey group, I have the same sample population surveyed, yet different sample sizes (fewer respondents within the 'post' group). Am I ...
0
votes
2answers
27 views

Suggestion for discovering inherent patterns in data

I have a a big data set of clients with all sorts of variables that describe their background, payment history, and more... I also have a subset of those client who all have portrayed similar ...
0
votes
0answers
26 views

How can I calculate a discrete Cumulative Distribution MultiDimensional Array from a discrete Probability Mass Array when dimensions > 2?

I would appreciate any help in trying to calculate the Cumulative Distribution Array of a Probability Mass Array when dimensions > 2, essentially a discrete joint cumulative distribution from a sample ...
0
votes
0answers
14 views

Missing Value in Commodities Prices

I am trying to model the prices of four energetic commodities with ARIMA models in R. Unfortunately the price series is not regular, as for some days, like Christmas, no price is given. My series is ...
0
votes
1answer
44 views

identify different points [on hold]

I have a large scatterplot, with about 100,000 (x,y) points. The x coordinate is the set of numbers from (1 to ~100,000) - in other words, no 2 points have the same x-coordinate. The y is mostly ...
1
vote
1answer
18 views

Calculating effect size (partial eta squared) for a planned comparison effect

I have a between-subjects ANCOVA (factors A and B, and covariate C), for which A*B is significant. I decomposed the interaction with a planned comparison described by the contrast A=(-1,1), B=(0,1), ...
0
votes
0answers
8 views

Mixing Categorical and Continuous variables where cardinality of categorical can surpass data points

Suppose we have a dataset of people that can be described with a mix of some continuous variables (eg height, age) some ordinal (eg social status) and some categorical (eg city, car brand, favourite ...
1
vote
1answer
100 views

Two-way MANOVA vs. two-way ANOVA on a composite variable

Is using a 2 way MANOVA to check whether height and weight differ across age groups and gender, the same as using a 2 way ANOVA to check whether BMI (wt in kg/ht in m$^2$) differ across age groups and ...
0
votes
0answers
12 views

Can network inference algorithms such as ARACNE handle time series data and how will they process it?

Simply put, can algorithms such as ARACNE handle time series data and how will they process it? For instance, ARACNE allows the user to input multiple columns of data and it considers each column an ...
0
votes
0answers
7 views

calculation of composite scores from factor analysis

We're designing a survey where we ask students to indicate their level of agreement (likert scale 1 - Strongly agree....5 - Strongly disagree. We ran factor analysis on the data and obtained 4 ...
-3
votes
0answers
14 views

Minitab simulation help [on hold]

I was told to do this for one of my homework questions, however I was not able to copy down the minitab commands in time. I was wondering if someone could help me out.
0
votes
0answers
32 views

Algorithm for online handwriting recognition

Is there any specific algorithm for online handwriting recognition? The algorithm should recognize non-cursive and cursive handwriting. I know there is already a similar post on stackoverflow.com, ...
1
vote
1answer
24 views

How are error terms calculated for moving average model in R [duplicate]

For an ARIMA (0,0,1) model, I understand that R follows the equation: xt = mu + e(t) + theta*e(t-1) (Please correct me if I am wrong) I assume e(t-1) is same as the residual of the last observation. ...
7
votes
0answers
49 views

Good data example needed with covariate affected by treatments

I have looked at a lot of R datasets, postings in DASL, and elsewhere, and am not finding very many good examples of interesting datasets illustrating analysis of covariance for experimental data. ...
1
vote
2answers
35 views

Obtaining error bars for a difference

I have a pair of data sets, and I want to know whether the medians of these two sets differ significantly. I've calculated the median of each set and subtracted them from each other. How can I ...
4
votes
2answers
65 views

Two simple questions regarding GLM

I'm currently doing a modelling project. However, I haven't taken a bunch of statistics classes, so I have to teach myself generalized linear models. I'm reading Generalized Linear Models for ...
0
votes
1answer
25 views

Is it possible to assign class probability to a random forest prediction?

When making predictions with a random forest model, is it possible to associate the probability of a test case belonging to a class? For example, for a given test case, can we say that the probability ...
0
votes
0answers
14 views

How to make IPF code faster and more concise in R

Iterative proportional fitting is a way of adjusting 'internal cells' in a multidimensional matrix to optimise fit. It is also known as 'raking' and can be seen as a subset of 'entropy maximisation'. ...
1
vote
1answer
32 views

Linear regression and ordinal data

I am running a multiple regression looking at whether TV viewing predicts waist circumference (WC). When I ran through the tests with my tutor we placed WC as the dependant and TV as independent, then ...
4
votes
0answers
44 views

Detecting outliers in circular data?

I've a day of the year data about number of event occurence in different sites: A day of the year is circular data. I know that a usual detecting of outliers, for example by boxplot is no use here: ...
1
vote
1answer
29 views

Why do my ANOVA tables keep returning $\chi^{2}$ values of 1?

I'm using ANOVA to test for differences between different values of the same factor for a mixed effects model which I produced. My model is: ...
1
vote
1answer
18 views

Empirical logit transformation on percentage data

I have already used the logit transform on my outcome variables (which are displayed in percentages). However, this obviously gives me -INF values and since my data includes a lot of zeros in some ...
2
votes
1answer
41 views

What is the False Discovery Rate curve?

I have heard of the "false discovery rate curve" (e.g here) but never seen an example. If I recall correctly from a conversation with a colleague, the y-axis in ...
0
votes
0answers
17 views

Set hypothesis instead of point hypothesis [duplicate]

Statisticians are often interested on testing point null hypotesis, such as: $$H_0: \mu =0 \,\,\, vs. \,\,\, H_1:\mu\neq0.$$ As Jeffreys himself said, this actually corresponds to some presumption ...
0
votes
0answers
23 views

Test for two confidence intervals

I would like to know if there is a test for the difference of to means m1 and m2 (continuous variables) if I have only information for mean, 2.5%- and 97.5%-quantiles. For example: $m1 \ \ \ = ...
2
votes
0answers
20 views

What is the best way to simulate data for a linear regression model?

I am concerned with simulating data for a linear regression model. I need to control the means, variances, and correlations (covariances) between the predictors and the criterion variable. In ...
0
votes
0answers
9 views

Advice on finding features of users who converted vs. users who didn't?

I'm a programmer (comfortable in Python and R) and I'm getting started with machine learning methods. I have a lot of data from the past year about users on my site. About 50% of the users converted ...
1
vote
1answer
22 views

Using empirical null distribution to adjust odds ratios

I am doing a case-control study analysis with 2500 cases and 2500 controls. I am interested in finding out if the cases have higher odds of having a particular disease than the controls, so I am ...

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