0
votes
0answers
2 views

Negative H value in Kruskal Wallis test

I've found exactly one source adressing this (and of course didn't save it). It said that in a Kruskal-Wallis this is a consequence of having a large sample with a lot of ties. Seen as I've got about ...
1
vote
0answers
3 views

Time series with 24 yearly data points - advice needed

I have a dataset containing the prevalence rate of Malaria in Botswana, starting in 1990 and ending in 2014. My task is to verify whether these data can be used in order to make predictions on the ...
0
votes
0answers
2 views

How can you ever be sure of prediction accuracy, even in the case of a causal relationship (hidden variables)?

Using the famous example of correlation between frequency of criquet chirps and temperature, it seems pretty obvious that there is a causal relationhip in the sense that the temperature causes the ...
-1
votes
0answers
7 views

What is a multivariate random variable / component?

I like to use the Kullback-Leibler divergence to define the contrast function for mutivariate random variables. How does it work? What does "multivariate components" mean? What is a "multivariate ...
0
votes
0answers
3 views

Brainerd-Robinson similarity test

Is there an R package that provides a Brainerd-Robinson test for similarity? I work in archaeology, use R almost exclusively for our quantitative work, and BR is a very common approach for assemblage ...
0
votes
1answer
23 views

Caret Package in R

I'm starting with the caret package in R and I was wondering when we use train() if all the work was done by the function? I ...
0
votes
0answers
6 views

QIC comparision?

I am comparing models created by geeglm function in R software. Does QIC of a model need to be lower than QIC of a null model? (in geeglm, geepack, R)
0
votes
0answers
5 views

Proper terminology concerning graphs based on merged data sets

Let´s say that I have a couple of data sets: ...
0
votes
0answers
3 views

Unbiased weighted variance with reliability/importance weights

I need to provide a reference for the use of a modified version of the formula in wikipedia for the unbiased weighted variance with reliability (aka. importance or non-random) weights: https://en....
0
votes
0answers
8 views

Kernel Smoothing with asymmetric window bandwidth

I have a question about kernel regression: assume that we have a time series (Time, Speed) of a vehicle during a trip. I know that how I can smooth my data, using ksmooth(Time, speed, h). This ...
0
votes
0answers
10 views

what can I conclude from the following Granger causality test?

I have two monthly time series: one for house prices expressed in annual change growth rates( [ln(Xt) - ln(Xt-12)]- [ln(Xt-1) - ln(Xt-1-12)] ) and the other simply in growth rates: ln(Xt) - ln(Xt-1): ...
0
votes
1answer
2 views

ANOVA 3 factors: 2 fixed factors, 1 factor nested within crossed fixed factors

I have a dilema of the suitability of the analysis with my design. I have 3 fixed factors: - Photoperiod (2 levels: 16L8D; 10L14D) - Temperature (2 levels: 6ºC; 25ºC) - Time (4 levels: 50;70;90;150 ...
0
votes
0answers
8 views

How to make ggplot axes to not start in 0? [on hold]

I am making a graph using ggplot and want to have my y and x axis, but I do not want them to start in 0. You can see my code below. I tried lineend, but I'm not sure what to put as argument there. <...
0
votes
0answers
8 views

How to predict Kalman filter based ARIMA model in R?

I am learning R and time series models by myself. I wrote a code for using ARIMA model based on Kalman filter to predict next 10 steps. But, I am not sure if the code is correct as I checked many ...
0
votes
0answers
4 views

Person-time and observation counting in an open cohort

If a subject contributes 'x' person-time to an open cohort then exits from the cohort, and rejoins it again after 'y' interval of time, how is the rejoining recorded? As a new observation or is person-...
0
votes
0answers
9 views

Is there a non-boostrap way to estimate confidence intervals for Kernel regression predictions?

Simple problem of estimating: $$ y = f(x) + \epsilon $$ Where I use your standard Nadaraya-Watson Regression to guess $f(x)$. This is relatively fast and works well even in an online setting. Now I ...
0
votes
0answers
5 views

Why did I get the AUC 0.5 with non-estimable SE? [on hold]

I got this results for ROC Association Statistics: Rash (one of my predictor variable) has an AUC of 0.5, non-estimable SE, Wald CL 0.5-0.5. How did this happened?
0
votes
0answers
10 views

How to prove significantly high or low values?

I have the counts of genes in particular pathways from three organisms. How to statistically prove that few counts are significantly high or low as compared to another organism. My data looks like ...
3
votes
1answer
28 views

Blackwell's bet

I have read about Blackwell's bet paradox on Futility closet. Here is the summary: you are presented with two envelopes, $E_x$ and $E_y$. The envelopes contain a random amount of money, but you don't ...
0
votes
1answer
9 views

How to deal with discrete and continuous output multi variables in neural network?

I have created neural networks using nnet for either discreate or continous output variables, but not using both at once. Now I have a problem in which the output ...
1
vote
0answers
3 views

Systematic sampling and informed consent: Does the requirement for informed consent introduce sampling bias into randomly selected samples

Probability sampling methods help reduce sampling bias. In clinical research, simple random sampling methods works well for randomised control trials, and systematic sampling methods are easy to ...
0
votes
0answers
10 views

State-of-the-art methods for forecasting time series array

Suppose I have a set of measurements taken at regular intervals, and I want to predict future values of one of those measurements. There are relationships between the variables being measured. For ...
0
votes
0answers
6 views

Processing time prediction

I'm performing some processing of rather large amounts of data. I did a hundred tests with some constant number of records (i.e 1, 2, 3, 4, 5, …, 99, 100 millions) and measured execution time with <...
1
vote
0answers
14 views

Understanding correct or conventional way of running k-means with a text-mining data

The purpose of this question is to help in understanding how kmeans works on text data with a view to building a first draft baseline model for analysis. I have been using r. Recently I read a few ...
0
votes
0answers
6 views

Binary classification. Naming of metric TP+FP/FullSet

I have not been able to find the naming of this metric; TP+FP / FullSet (TP+FP + TN+FN) [for Binary/Binomial Classification] Basically percentage of how many Predicted Positives can I find within my ...
-1
votes
0answers
11 views

how i apply singular value decomposition on PCA? [on hold]

i have the covariance matrix XX^T where c=1/n-1(XX^T) SVDX=U S^2 V^T how i compute left singular vector ,singular value segma and right vector V^T? my data is x=100 with 2D.
0
votes
0answers
11 views

R + Model + web service [on hold]

I would like to interface R with some other language (C#/Python/anything easy to use) to provide it with a web service (or other technology) to an other application developed in C#. R => black box ...
0
votes
0answers
2 views

Summing mixed models regression coefficients

Let's say i have 3 variables. Food, toys and clothes, measuring my big family's expenses. I have tons of observations but my damn kids are horrible bureaucrats, hence i have a lot of missing data. ...
0
votes
0answers
9 views

Difference between non significant coefficient p-values and variable exclusion using AIC

I am trying to fit a linear regression model with two continuous explanatory variables and one factor with two levels. Rather than predictability, I am especially interested in the interpretability of ...
0
votes
0answers
8 views

Memory error with LSTM in Keras

CONTEXT Hi I am using udibr/headlines fantastic github project. The project goal is to "Automatically generate headlines to short articles" and i find it very interesting since it does abstractive ...
0
votes
0answers
7 views

Calculate probability of a measurement assuming a uniform distribution around a mean

Assuming a uniform distribution and given it's mean value, can I calculate the probability of a particular value occurring? This is a real world problem. The expected value is 3.35, so I guess that ...
0
votes
0answers
5 views

difference between saliency object detection and semantic segmentation?

Seems that saliency object detection is just foreground/background segmentation, which is a simple case of semantic segmentation
0
votes
0answers
12 views

Autoregressive and moving-average models [on hold]

I have been trying to fit AR and MA models separately using ACF and PACF but unable to progress using STATA. I have run the ACF and PACF plots at 95%. ACF is cutting off at lag 11 and PACF at lag 8. ...
0
votes
0answers
8 views

Modelling dependence between two groups but not within effects in ANOVA

I have two conditions and in each condition, the same participants took part. however, I am not interested in how the value of an observation changes between the two conditions for each participant (i....
1
vote
0answers
10 views

Time series cross-validation, calculate RMSE for different forecasting horizions

Following Rob J. Hyndman suggestions on how to do cross validation for time series ( http://robjhyndman.com/hyndsight/tscvexample/ ), I modified his original code to evaluate how RMSE (not MAE) ...
0
votes
0answers
6 views

how principal component analysis find independent class between the data?

i have x=100 with 2D I'ld like to reduce dimension using PCA . my question is how i use 2 class i mean 2 color in my data using matlap.i need full example for reduce dimension using PCA by matlap not ...
0
votes
0answers
5 views

Kendall W for continuous data

Simple question: can I use the Kendall W test for continuous data? Cuz I used it for a bunch of continuous variables and almost all coefficients are very close to 1, with p-values very very very small ...
0
votes
0answers
11 views

forecast using an ARIMA Model

I'm using the R function auto.arima to fit an arima model for a time series, the result is an ARIMA(2,1,1). After that I apply the ...
1
vote
1answer
11 views

Reduce feature levels

I would like to know if someone knows of a way to group the number of levels of a feature that has 100's (even 1000's) of levels to a smaller number of levels - also, what number levels it should ...
1
vote
0answers
2 views

what is the estimated variance of predictions from mixed model?

I have fitted the following lmer model (assume it is "correct") with lme4: Y ~ X1 + X2 + X3 + (1 | year) + (1 | site) + (1 | site:year) where X1-X3 are ...
0
votes
0answers
16 views

What statistical test I should apply for these type of data?

I am new to statistics. I have doubt on what statistical test I should apply for my data? There are two factors in my data: how stimuli are presented and what stimuli are presented. Stimuli are ...
0
votes
0answers
28 views

How to compute frequency distribution in R? [migrated]

Actually there are many functions which I don't know what to use to calculate it X = rnorm(100) Lets assume I have a normally distributed vector called X. I don'...
2
votes
1answer
27 views

Is the sample correlation coefficient an unbiased estimator of the population correlation coefficient?

Is it true that $R_{X,Y}$ is an unbiased estimator for $\rho_{X,Y}$? That is, $$\mathbf{E}\left[R_{X,Y}\right]=\rho_{X,Y}?$$ If not, what is the unbiased estimator for $\rho_{X,Y}$? (Is it analogous ...
0
votes
0answers
11 views

Statistics Question [on hold]

Researchers conducted a study in which they invited 85 nutrition experts to an ice cream social (Wansink et al., 2006). These experts were randomly given either a 17- or a 34-ounce bowl, and they were ...
0
votes
0answers
8 views

Which nonparametric test should I use

I am currently doing an experiment to test whether there is a significant difference between test results of a control group of steel bars of good shape and another group of corroded steel bars. I do ...
0
votes
0answers
11 views

How to convert SAS model to lme4 model?

I want to run a linear mixed model on a dependent variable DV that is collected under two different Condition at three different ...
0
votes
0answers
10 views

Uncertainty on the standard deviation of data set, when the data points are uncertain

I have a set of four data points (x,y), and I would like to describe the spread of the data about the mean in both the x-direction and in the y-direction. Each individual data point has an uncertainty ...
0
votes
0answers
12 views

2d points distribution with shifted centroid

How can I have a distribution with centroid being away from center? i.e. points distribution starts out dense, and then goes on to become sparse, but with NO sudden transition? Pl find the image ...
0
votes
0answers
7 views

Can we set smoothing parameter to zero in mgcv package? [on hold]

Is there anyway to set mgcv package in R to apply no smoothing parameter in penalized regression, so that it turns to an ordinary spline regression?
0
votes
0answers
7 views

How can I do a CFA model of a questionnaire that has optional likert items?

I want to do a CFA model in which some of the items of one of the factors are optional. Said items are presented in a 5 point likert scale like the rest, but add a check mark to indicate that the item ...

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