All Questions

6 views

Cross validation for logistic regression in r

I am doing a K-fold cross validation for a logistic regression. I first used the PCA to reduce the dimensionality. Then I used those principal components to build the regression model. my problem is ...
5 views

When is it appropriate to use the estimation of error bar $\sqrt{frequency}$?

I have some data which follows poisson distribution. I am just curious under what circumstances is the square root of the bin appropriate to use as an error bar? When do I get in trouble for using ...
7 views

Detect periodic events within data

I have a collection of card transactions, each with a date, amount, card identifier and merchant. I want to determine if a card is making periodic payments to a given merchant. The issue is that the ...
3 views

How do I interpret mfx in stata with all dummy independent variables?

I used a logit model because I have a binary dependent variable. And my independent variables are all dummy variables. For example, my independent variables are company size (1=large, 0=small), role ...
7 views

Can I compare three averages if no independent variable?

I am not used to this type of data, and am not experienced with statistics so am really getting hung up. This is an undergraduate research project. I have done a total fecal collection on 12 horses. ...
41 views

Proper sign for R

So we know that: $$R^{2}=\frac{SSR}{SSTO}$$ If we want to know the value of $R$, how do we know what the proper sign is?
12 views

Relationships of two regressional coefficients

I have two one dimensional dataset $X$ and $Y$. I run regression and obtained $A$ from $Y = AX$. And another regression and obtain $B$ from $X = BY$. What's the relationship between $A$ and $B$? Is ...
16 views

19 views

Why is pure sample covariance a bad metric to understand the degree of correlation between two variables?

Covariance helps you understand how variables are linearly related. Would it be possible to have two pairs of variables in a deterministic relationship (i.e. linearly correlated variables) that have ...
4 views

Weka - StringtoVector Filter Not working [migrated]

I am practicing Weka using the Reuters data. The StringtoVector Classifier works for converting my string data (shown below), so I can analyze the articles to understand what words predict the ...
9 views

Slope versus Slope Change [on hold]

Is there a difference in the definition of Slope versus Slope Change? I am doing slope and level change calculations for my dissertation. I can't seem to find the answer if there is a difference.
4 views

interrater reliability for proportional (not count) data

My experiment has the following form: a rater assesses a visual image and records a single value, p, which is his estimate of the proportion of that image composed of a single color. Thus, the data ...
4 views

How do you normalise in a sequential bayesian aproach

Lets say you have an event G that a defendant is guilty, and you have variable F probability of finding his footprint at a crime scene assume you have the following information beforehand: so you ...
42 views

Expected value of Y = (1/X) where $X \sim Gamma$

I'm having some confusion over this statement here. Let $T_i \sim Exp(\lambda + \theta)$ and if they are all iid then $\sum_n T_i \sim Gamma(\alpha = n, \beta = 1/(\lambda + \theta))$ I want to find ...
13 views

Procedure for the cluster-robust Hausman test

The Hausman test cannot be run on robust std. errors we have separately make the FE and RE standard errors robust to serial correlation and heteroskedasticity by clustered standard errors. So, is ...
2 views

poisson panel reg at aggregated level: how to account for the population and size of municipality

I am estimating the impact of deforestation on some diseases (counts) using panel data a municipal level. I'm using a fixed effects Poisson model with clustered standard errors with some other ...
7 views

Model Selection and RFE using caret

I'm faced with a high dimensional (samples=148, features=20000), supervised binary classification problem. Which I would like to approach with an ensemble of classifiers, that will classify using a ...
16 views

Diebold-Mariano test for predictive accuracy

I am using the Diebold-Mariano test in the forecast package of R to test the predictive accuracy. In particular, I want to ...
7 views

Best test for a ordinal and a continuous variable? [on hold]

My outcome variable is pain in a 10-pain scale and my independent variable is time (continuous). What is the best test to get a correlation? Thanks!
4 views

Determine cumulative percentage [on hold]

I need to determine the cumulative percentage of two numbers. I have 42 leads at 20% and 25 leads at 30% what would the cumulative percentage be?
30 views

Standard Deviation of small population (less than 30)

Do we calculate the Standard Deviation of a population the same no matter how small (say less than 30) population size gets? Does distribution type play any roles in this? Thank you in advance
26 views

Bootstrap and MonteCarlo Method

I am trying to make sense of the bootstrap method. I am studying on Rice, "mathematical statistics and data analysis" Here it is its explanation of the bootstrap method: Imagine for the moment ...
31 views

Detecting anomalies in a time series where new data points will be continuously added

I have a time series data and I will be adding more data points in a consistent manner. I want to figure out whether the new data point added is an outlier, in regards to the previously observed data ...
15 views

Statistical model Regression

The statistical model induced by multiple linear regression problem is: $p(y)=\mathcal{N}(y;w^\top x,\sigma^2)$. $y$ is (obviously it has a density) interpreted as realization of a random variable ...
5 views

Subset items from a group while controlling for variables between groups

Can anyone offer solutions to the following problem?: I'm trying to extract a subset of items from multiple groups (grouped by 2 separate factors) so that the final groups are: 1) of equal size, and ...
16 views

I need help explaining Jeffrey's prior in laymens terms [duplicate]

I am conducting a research project and I know NOTHING about statistics. I need help explaining Jeffreys prior in laymens terms so that I can understand it. How its written in my protocol is: The ...
2 views

maxscale read/write split for mysql master slave [on hold]

I am setting up mysql MMM with two slaves. I will used slaves for read only and master for writes only. I do not have read/write split in application. I came across maxscale program. I was wondering ...
16 views

best way of univariate prediction for sparse data

I have a client who has sparse hourly data (by sparse I mean there are too many hours with 0 calls). I used TBATS in R to forecast hourly data for them. Regardless of the point forecast, the actual ...
38 views

mean of log or log of mean

I'm interested in how indiviudals are influenced, by other individuals they are connected to. So mean values of connected individuals are included in a linar regression model. Some of my variables are ...
31 views

In PCA, can the values in the principle component vectors which are close to zero be removed to see the important features? [duplicate]

In PCA, when I extract the principle component vectors, I am choosing the first vector with the largest corresponding eigenvalue. I notice that some of the values in this vector are close to zero. Can ...
12 views

Estimate the distribution of an unobserved (latent) variable?

What techniques might best illuminate the underlying distribution of an unobserved (latent) variable and what information or assumptions would improve that illumination? For example, if we have data ...
7 views

ANOVA: testing assumption of normality for many groups with few samples per group

Assume the following situation: we have a large number (e.g. 20) with small group sized (e.g. n = 3). I noticed that if I generate values from the uniform distribution, the residuals will look ...
3 views

Proof of equivalence between results obtained from alternative event study approaches

Consider two common approaches to an event study in the case of an asset return time series: 1. The event window model We define an estimation window and a distinct event window. We fit a model of ...
18 views

Exponential distribution for lightbulbs

The lifetime of a certain type of a lightbulb is 20 months. If a household has 12 light fixtures whose lightbulbs are replaced at the same time. Determine the probability that 5 of the lightbulbs will ...
9 views

Should outliers be remove first before identifying influential observations?

I have constructed a logistic regression model. I used half-normal probability plot and detected two outliers, which I removed. Then I want to identify influential observation, in order to improve the ...
14 views

Calculating Standard Deviation when given sample size, mean difference & p value

I am trying to pool data in my meta-analysis and i need MEAN & SD. However the study has reported sample size (27), before (11.8) & after mean (11.9), and p value (0.540). I need the SD. ...