1
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0answers
6 views

Bias of the Lasso estimator from Tibshirani

I am searching for a Theorem that gives upper bounds for the bias of the Lasso estimator from Tibshirani. Do anybody know such a Theorem? Thanks a lot for help! Best regards, Markus
0
votes
0answers
9 views

has anyone tried to use spectrum kernel

Can any one explain me how to use string kernels to quantify the similarity between short texts? thank you. regards
0
votes
0answers
4 views

Meaning of “reconstruction error”

I am implementing PCA, LDA, and Niave Bayes, for compression and classification respectively (implementing both an LDA for compression and classification). I have the code written and everything ...
0
votes
0answers
6 views

Software for SEM with categorical survey data

I wanted to perform Structural Equation Modelling (SEM) with categorical survey data. I found gsem function in Stata that can do ...
1
vote
0answers
9 views

Controlling for White Matter when looking at a sub-section of White Matter in the Brain - Valid Statistically?

I am interested in other people's opinion on the following matter. I have just come across a brain imaging paper that looks at differences in the volume a sub-section of white matter (SS) in the ...
0
votes
0answers
3 views

How to shift the mean of a subset of a Gaussian distribution

I have normally distributed data with mean X and I will like to select a subset of the data with mean Xs. I will like to shift the mean of the subset data Xs to a new mean Xs'. How can I find a new ...
0
votes
1answer
19 views

Any necessary EDA before logistic?

I wanted to know if we do EDA before logistic regression. Sure, I will look at the variables and their distributions, but is there anything specific to logistic?
0
votes
0answers
9 views

are hazard ratios additive?

I have data from Cox regression which indicates that compared to a baseline condition condition A => has hazard ratio= 2 condition B => has hazard ratio= 6.5 Is it possible to say if condition A and ...
0
votes
0answers
5 views

Propensity score matching - Force full match on specific categorical variable

I'm trying to perform propensity score matching using R MatchIt pacakage, and I have a question: I have tried the nearest neigbor method, and I understand that it tries to find the nearest match, in ...
2
votes
1answer
15 views

Random sampling from a population with mutually dependent elements

After reading this answer, I found myself confused. Say I am looking for the percentage of people who are likely to vote for a particular candidate. I am sampling from a population which is known to ...
0
votes
0answers
8 views

What is the difference between sensitivity analysis and model validation?

I read both wikipedia pages of sensitivity analysis and model validation (here, only linear regression validation) but I don't manage to find a way to separate these two terms. I have the impression ...
0
votes
1answer
10 views

Time series regression coefficient interpretation with differenced independent variable

I'm working on a project on time series regression. The independent variable was non stationary so I took first differences to stationarize it. Now when I regress it against the dependent variable the ...
1
vote
0answers
10 views

Distribution of the estimate inside the prediction interval while performing linear regression

I would like to clarify how to interpret the prediction interval (PI) that we get while performing linear regression. I realize that PI provides us the uncertainty in our estimate of y when X = x, ...
7
votes
0answers
29 views

What does entropy tell us?

I am reading about entropy and am having a hard time conceptualizing what it means in the continuous case. The wiki page states the following: The probability distribution of the events, coupled ...
0
votes
0answers
3 views

fractional desing and interpolation

Factorial design is an experimental design which help in determining the effects of the factors on the response. I would wonder whether there is a relation between factorial design (used for some ...
0
votes
2answers
18 views

Is Shift and Scalar invariant same as independent under linear transforms?

I saw "shift and scale invariant" terms for the first time, and I'm wondering what's their meaning? in other word: Is Shift and Scalar invariant same as invariant under linear transforms? thanks.
1
vote
0answers
16 views

Using Poisson GLM for visits to a historical monument - Am I using the right method?

Dependent variable - number of visitors to a historical monument by day Independent variables - Daily average temperature, relative humidity, number of tourists visiting the state by day, etc. My ...
1
vote
0answers
23 views

Hypergeometric distribution with a priori probabilities of the balls

If we have a urn with $N$ balls of two colours ($D$ red and $N-D$ black balls respectively), then probability of having $k$ red out of $n$ balls drawn at once without replacement follows the ...
0
votes
0answers
9 views

Results of xgboost binary logistic regression in R

I am having problems running logistic regression with xgboost My code (the dataset is not the classic iris dataset) ...
0
votes
0answers
3 views

Possible to estimate a multinomial logit model with a first-stage multinomial logit sample selection model?

I want to estimate the effect of education type (4 categories) on an 8-category outcome variable. Since choice of education has self-selection issues, I want to correct for this using the inverse ...
0
votes
1answer
15 views

Compute accuracy of model evaluation

Say the number of negativ classes is $9990$ and the number of positive classes is $10$. If a model predicts all examples to belong to the negative class, how accurate is this prediction? So what we ...
0
votes
0answers
17 views

How to find the 1000 closest point to a centroid built from another matrix

I actually work on text-mining. I try to find the 1000 closest documents (inside a corpus of 56000 documents) to a selected corpus of document (150). There are a lot of words in my dictionary. I ...
1
vote
0answers
8 views

Computing Cross-Validation Errors for Subset Selection: confused about standard code in the literature and online

I am currently trying to understand how to use cross-validation in order to choose among the 'best' subsets of different sizes returned by the R function regsubsets. I found in p250 of Introduction to ...
0
votes
1answer
13 views

How to find the probability that a group of people is not allowed to enter a country given some factors?

I have this scenario: There are two countries A and B. A sends a group of N people to B... There is an independent probability of p that a person gets fatigued while traveling to B. And I have ...
1
vote
0answers
11 views

Linear Regression to detect between a linear and non-linear trend

I have measured the area of spread of a number of plants through time. I'm interested in trying to ascertain whether a linear or a non-linear relationship (i.e. quadratic) best represents the increase ...
0
votes
0answers
6 views

Calculate the non centrality parameter (ncp) for non central chi squared distribution

I have the 0.975-quantile value (0.191) and the degree of freedom (k=1). How can i calculate the non centrality parameter ? in R if possible. Q0.975(k=1, ncp= ??) = 0.191
1
vote
0answers
9 views

When does pam (partition around medoids) fails to find the optimal solution? (counter example?!)

If I understand correctly, the pam algorithm is a greedy search for a set of medoids such that no other set offers a lower cost (i.e.: the sum of distances of points to their nearest medoid). ...
0
votes
0answers
5 views

Choose between models FE vs RE vs Pooled OLS

I have quarterly data for 3 countries for a period of 10 years. Number of observations = 123. I have the following two questions: I would like to know what tests should I perform to choose between ...
0
votes
0answers
7 views

Iterative Maximization issue in Truncated Negative Binomial Regression in Stata

I was running truncated negative binomial regression in Stata and got a problem. During the iteration process, my results show " backed up" at the end of final iteration which means Stata could not ...
0
votes
0answers
15 views

Loess vs Logit Models

How do i compare loess and logit models ? I want to look at the AIC but the AIC function in R does not accept a loess object. Most of the functions available online for loess AIC are calculating AICc ...
1
vote
0answers
20 views

Probability of a point fitting a line

I am trying to classify between two groups a set of points given two variables (size of the space = L and points of the space occupied = N). At the moment I have a sample size of 620 samples with ...
0
votes
0answers
10 views

Average conditional variance

Related to Explanatory power of variable. Given a data for 1d variable $Y$ and multidimensional variable $X$, what is the best way to compute average conditional variance of $Y$ given $X$: $$ \Bbb ...
0
votes
0answers
11 views

Random forest low score on testing data (scikit-learn)

I am trying to train my model using Scikit-learn's Random forest (Regression) and have tried to use GridSearch with Cross-validation (CV=5) to tune hyperparameters. I fixed ...
1
vote
0answers
10 views

Show that MLE estimator equals when mean = variance, show that its consistent [on hold]

I have posted my question as I picture, I hope it wont be any problem.
1
vote
1answer
16 views

A dumb question about deviance and saturated models

Deviance is defined as $$ -2(\log L_0 - \log L_s ), $$ where $L_s$ is the log-likelihood of the saturated model. One definition of a saturated model is "a model with a parameter for every observation ...
1
vote
0answers
45 views

Which programming paradigms should every statistician know? [on hold]

In my work, we are designing bachelor's degree program in statistics there are co-worker that think only R should be taught but I think statistician must be know about other paradigms like functional ...
0
votes
0answers
4 views

4x4 matrix of 4 time series is singular up to certain, why? [duplicate]

why is a covariance matrix which is calculated from 4 time series, so it is 4x4, singular up to time point i=5? I need to calculate with the determinant which is not availble until i=5 so my ...
1
vote
0answers
6 views

How to interpret the fitted functions in a GAM?

I don't understand how much I can trust in the fitted functions estimated in a generalized additive model. Look for instance to the plot b. The estimated function appears to be increasing but the ...
0
votes
0answers
15 views

Scale of weights in Gradient descent for Linear Regression

Let's take a very simple example where one wants to get a linear model of weight in kg of people given their height in cm as input. We then have two weights: the bias $w_0$ and $w_1$, and we want a ...
0
votes
1answer
23 views

priors for Gamma shape and scale parameters

I have a random variable $X$ that is Gamma distributed with unknown parameters $\alpha$ and $\beta$: $$ X\sim \text{Gamma}(\alpha, \beta) $$ I now want to estimate $\alpha$ and $\beta$ from samples ...
1
vote
0answers
6 views

2x2 moderated mediation model - how to build the moderator?

Hello friends of statistics, first of all I want to excuse for my bad english skills. Nevertheless I need your help :) My Design: IV-1: social status of person, IV-2: public vs. private shown ...
1
vote
0answers
8 views

time-series analysis / forecast compared to real planning (controlling) departments?

The following case study: Planning and forecasting in a volatile setting by Amy Wheeler, Nina Weitkamp, Patrick Berlekamp, Johannes Brauer, Andreas Faatz and Hans-Ulrich Holst, published in Rob ...
0
votes
0answers
4 views

Comparing scaled error

Say I have a regression technique (in my case I'm using ANNs) I am tuning on a data set. Say I am minimising a loss function that is not scale free, such as mean square error. Usually I would ...
0
votes
0answers
6 views

Getting started with age demographic projection

I am trying to project the future age distribution of a population within an organization using (raw) data about the current distribution, as well as past data about entries and exits per age cohort. ...
0
votes
0answers
12 views

Bamboo Plot Design

I want to establish a research plot for Bamboo plantation. The factor the plot/research are 3species of Bamboo, 3+1(control)Fertilizer content and 3different distance of planting. Can anyone suggest ...
0
votes
0answers
23 views

how to show that a decrease is significant in a time series data

I have 2 time series - one from the 1990s and one from 2000s. (The data is each decade is not continuous - meaning in the 1990s, I have data from 1991, 1993, 1996, 1997 and for 2000s, only from 2002 ...
0
votes
1answer
22 views

Standard reference for K-means [duplicate]

When citing the K-means algorithm in a paper, what is the standard reference? I ran into this paper through some digging around but I am not entirely sure if this one is still the correct one. I ...
3
votes
0answers
33 views

Silly question about proportion test [duplicate]

I am stuck with understanding of simple chi-squared test on proportion. We have $$\sum \frac{(Observed_i - Expected_i)^2}{Expected_i}$$ and say that it follows chi squared distribution (sum of ...
0
votes
1answer
14 views

Computing the Interaction gain. Is there an Error in the infotheo package in R?

In order to implementing a certain feature selection method for a classification problem I need to estimate the the interaction the interaction gain between two features and the target variable which ...
0
votes
0answers
16 views

Estimation of beta distribution parameters from two points [duplicate]

I want to estimate the best fit beta distribution from two observed points. So for example ($p_1, x_1$) and ($p_2, x_2$) are known exactly. Where $p_i$ is the true percentile of the $x_i$ point. How ...

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