0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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. ...
3
votes
1answer
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?
0
votes
1answer
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 ...
0
votes
0answers
16 views

Upper Bound on $E[\frac{1}{1-X}]$ where $E[X]=a$ and $0<a<1$

$X$ is a discrete random variable that can take values from $(0,1)$. Since $\varphi(x)=1/x$ is a convex function, we can use Jensen's inequality to derive a lower bound: $$ ...
0
votes
0answers
4 views

Is LIML consistent under heteroskedastic errors?

Please let the answer be yes. Suppose we have a model \begin{eqnarray} y= X \beta + \epsilon \\ X = Z \Pi + V \end{eqnarray} and we compute the LIML estimator \begin{eqnarray} \hat{\beta}_{LIML} = ...
0
votes
0answers
5 views

How to apply AIC to a situation where the mean of a multivariate normal is a 0-1 d-dimensional vector with exactly k 1's

I am trying to apply AIC to estimate mean in the following case: Let us consider that I have $n$ random variables $X_1, \ldots, X_n$, drawn i.i.d. from a normal distribution of mean $\mu\in\{0,1\}^d$ ...
0
votes
0answers
1 views

Determining utility from force-ranked responses

I am a product manager at a software company. We are thinking about offering a new reporting feature. There are about 15 different columns that we could display, each providing descriptive statistics ...
0
votes
0answers
13 views

Model Stacking algorithm

I'm trying the stacking method to see if it improves my results, but before using some R package, i decided to code it by myself. Here's a pseudocode of what i'm doing: ...
0
votes
1answer
10 views

How can I interpret a significant one-way repeated measures ANOVA with non-significant pairwise, bonferroni adjusted, comparisons?

I have a dataset with one factor consisting of four levels. I've run a one-way repeated measures ANOVA on the data, which came out significant. However, for the follow-up pairwise, bonferroni ...
0
votes
1answer
12 views

Relation between R2 and the covariate correlation matrix (multidimensional case)

Following the post : Relation between $R^2$ and the covariate correlation matrix Does it exist a formula for N>3 when N is the number of covariates ? Many thanks
1
vote
0answers
13 views

Approach and example of graph clustering in “R”

I am looking to group/merge nodes in a graph using graph clustering in 'r'. Here is a stunningly toy variation of my problem. There are two "clusters" There is a "bridge" connecting the clusters ...
0
votes
0answers
13 views

Multivariate stochastic time series forecasting in R

Hi I have a multivariate time series like this ...
0
votes
0answers
6 views

GLS: how to calculate fitted values of the decorrelated outcome

I have a correlated outcome $\mathbf{y}$ and a continuous predictor $\mathbf{x}$. Luckily, I know the variance/covariance matrix $\mathbf{V}$ of the error term $(\boldsymbol{\varepsilon})$. I want to ...
0
votes
0answers
8 views

HR can be computed from shrinkage estimators?

I am using lasso in survival analysis. I wonder if it is valid to compute a hazard ratio from a lasso coefficient, that is, HR = exp(lasso coef)? Thank you for any help!
0
votes
2answers
19 views

Detecting if samples belong to a distribution

I am a networking person and I am trying to use statistical methods for a problem I am facing, so I would appreciate any help or pointers. I have users that access the medium, but in case 2 or more ...
0
votes
0answers
11 views

How to estimate the noise variance of covSEiso covariance function for GPML code?

For the covariance function covSEiso: $$k(x^i,x^j)=\sigma_f^2\exp(-(x^i-x^j)^T{\rm diag}(l)^{-2}(x^i-x^j))+\sigma_n^2\delta_{ij}$$ in ...
2
votes
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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.
1
vote
1answer
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 ...
0
votes
0answers
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 ...
2
votes
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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!
0
votes
0answers
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?
0
votes
1answer
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
0
votes
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
-1
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
1answer
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. ...
0
votes
1answer
11 views

What Statistical Test of Significance is Suited to Comparing Two Classes of Students on Volume of Access?

I'm an educator and I'm delving a little further into stats than I normally would to try to determine how effective a new teaching method is. I'd really appreciate some advice on the best approach to ...
0
votes
0answers
4 views

How to understand the Direct and Indirect Effect tables in AMOS?

I have finalized my model and am trying to understand the standardized direct and indirect effect tables i obtained using AMOS for my path analysis model. If I interpret correctly, the tables are ...

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