# All Questions

6 views

### How to structure dyadic data?

I have never worked with dyadic data before but need to do that now. So my question touches upon the very structure of dyadic data. The subject of the study is countries and their ties to each other....
3 views

### Estimated Survival Discrepancies: Kaplan-Meier vs an Extended Cox Regression

I have a massive data set of about 25000 pancreatic cancer patients; extremely quick and depressing mortality rate. I'm interested in survival differences between three groups--no treatment, ...
3 views

### P>0.5 cutoff not “optimal” for logistic regression

I am not interested in the merits of using a cutoff or not, or how one should choose a cutoff. My question is purely mathematical and due to curiosity. Logistic regression models the posterior ...
9 views

### What do you do when you discover a mistake in survey implementation partway through implementation?

I'm working on a survey that is already partway through the implementation phase. It is a web survey, and unfortunately, one of my colleagues noticed that there was an error in the skip logic, leading ...
7 views

### survival analysis: time to event

I am trying to fit a model for a loan portfolio which have been acquired over several years, each of the loan has one of the several term periods (different performance window) over which the loan ...
7 views

### Analyzing Gain Scores and/or correlation in a non-experimental setup

I am a teacher in a language program at a university, and I was interested in investigating whether or not there is a correlation between the number of sessions a student spends in our program and ...
3 views

### quantile regression for unbalanced panel data in R

I am using Canay's R program to explore quantile regression for panel data. In the example given, Grunfeld data is used. Following the Example.R file everything goes smoothly. However, when I delete ...
5 views

### Artificially censored regressors in linear model

I am running a linear regression looking at the effect of long term rainfall averages and rainfall shocks on district welfare (Y). I have measures of rainfall long term averages (rain_lt) as well as ...
19 views

### How to choose k-means clustering variables?

I want to use k-means clustering algorithm to cluster my data into two clusters, tight as possible. I have the following questions: Are there any roles to choose the variables needed to cluster the ...
7 views

### Estimating parameters for a Mutually Exciting Point Process Model

I have a list of N categories that a user can click on. Lets say there are K such users totally. I have the past 3 months data which tells which user has clicked on which category on which date for ...
6 views

### Is there a ranking metric based on percentages that favors larger magnitudes?

I have two groups, "in" and "out," and item categories that can be split up among the groups. For example, I can have item category A that is 99% "in" and 1% "out," and item B that is 98% "in" and 2% "...
9 views

### How to aggregate data by the hour [on hold]

How could I get the hourly means of multiple columns of data? I have a large amount of trades data that is given by date/hour, and I would like to be able to get the hourly price & hourly trading ...
30 views

### Interpretation of LASSO regression coefficients

I'm currently working on building a predictive model for a binary outcome on a dataset with ~300 variables and 800 observations. I've read much on this site about the problems associated with stepwise ...
10 views

### Regression with a quadratic term of a variable that has both negative and positive values

I am running a linear regression with a quadratic regressor of this form: Y= X + X^2 + W + error My X variable is a measure of difference (rainfall for the year of Y - long term rainfall average), it ...
11 views

### Should I Switch the Signs of a Variable Before Interaction?

If I have two regressors that should theoretically have opposite signed coefficients, should I switch the sign (i.e. multiply by -1) of one of the variables before creating an interaction term? In my ...
8 views

### Multilevel Ordered Logistic regression in Stan

I'm trying to create a multilevel ordinal logistic regression model in Stan and the following converges: ...
9 views

### Repeated Measures in SEM

I would have a question about using Structural Equation Modeling for comparing repeated measures results. I have a one DV which has been measured 4 times and corresponds to 4 different experimental ...
5 views

### Analysis of small set of interview data using data mining techniques

I have 22 companies response about 22 questions/parameters in a 22x22 matrix. I applied clustering technique which gives me different groups with similarities. Now I would like to find correlations ...
17 views

### How do I test hypothesis of slope = 1 and intercept = 0 for observed vs. predicted regression?

I have two columns of data: Observed (Obs) and Predicted (Pred), each column having 23 data. I have plotted Observed on y-axis and Predicted on x-axis (as pointed by Pineiro et al., 2008). On deriving ...
4 views

### How to symmetrize a given function (U-statistics)?

Van der Vaart's "Asymptotic Statistics" (Ch 12) contains the quote: Given a known function $h$, consider the estimation of the "parameter" $$\theta = Eh(X_{1},\cdots,X_{r})$$ In order to simplify ...
8 views

### Sufficient statistics for N parameters

When using the Neyman-Fisher Factorization theorem to get sufficient statistics in the case of 2 or more parameters, how do know which sufficient statistic corresponds to which parameter? For textbook ...
5 views

### Is mutual information meaningful for specific values of two random variables?

The mutual information of two random variables $X$ and $Y$ tells us how much knowing one reduces uncertainty about the other (roughly speaking). Mathematically, the mutual information is I(X;Y) = \...
5 views

### Logistic GEE Models with Extreme Class Imbalance

I have two questions Question 1: I have a longitudinal data with extreme class imbalance: 9 cases of the event of interest out of a total of 3000. I believe I have 3 options and this is the of ...
9 views

### Two-Sample Hypothesis Test for Difference Between Two Proportions: Pooled vs Unpooled? How to Choose?

When are you supposed to use the pooled formula vs the unpooled formula? My understanding is that you use the pooled formula when testing a hypothesis where the null hypothesis is $H_0 = 0$ and the ...
27 views

### Do we need a test set when using k-fold cross-validation?

I've been reading about k-fold validation, and I want to make sure I understand how it works. I know that for the holdout method, the data is split into three sets, and the test set is only used at ...
10 views

### LSTM forget gate weights go to infinity

I've implemented an LSTM using the standard equations and I've found that for some very simple data the LSTM thinks the best choice is to never forget anything (up to a certain point in the input ...
9 views

### Including several endogenous interaction terms

I would like to write you beacause of the following issue: I´m estimating an IV-model with the following common structure: $Y = constant + b1*X1 + b2*X2 + b3*Xend + b..*Xcontrols$. I´ve found also a ...
20 views

### Multilinear regression with multicollinearity: residual regression

I am trying to build a multilinear regression with predictor variables that likely are correlated. I understand that this is a problem, due to overlapping explanations of data. I think I have a method ...
12 views

### How to assess similarity of two plots?

I want to compare two plots and see how similar they are in shape. The question is similar to this one where comparison between two histograms are discussed. However the main difference is the length ...
6 views

### Double exponential smoothing alternative?

I am testing double EWMA smoothing on a time series of financial data to attempt to forecast the next point, xt+1 at time t. The original method I used (from wikipedia) is below: for t = 1 : s1 = x1 ...
5 views

### Neglected nonlinearity in a VAR model

What happens if I estimate a simple linear VAR model and the data generating process is nonlinear? Do I get inconsistent estimates?
8 views

### Model Evaluation for Discrete Regression

I've building a model to predict count variables, i. e. the quantity I'm predicting is a positive integer. I know that for regression a usual metric of model quality is the R-squared coefficient, but ...
8 views

### Turn Heatmap into a quantitative reading

essentially I'd like to "find ", given a heatmap - like the one attached - , all the "red values", aka all the output values of a f(x,y) function for which the ...
7 views

### Lift Charts in Multiple Linear Regression

When lift charts are generated in a Multiple Linear Regression model, for example, in predicting a continuous variable such as price of a car, how can they be explained in evaluating the performance ...
13 views

### Linear mixed effects model and - multiplicity issue and adjusting for p-values

In our randomized controlled trial, we used linear mixed effects models to test differences between groups in changes from baseline to six months while adjusting for important covariates. We ran ...
2 views

### Testing the significance of Goodman and Kruskal's gamma

I have people answer two ordinal questions: (A) Usage: (very unintuitive), (unintuitive), (intuitive), (very intuitive) (B) Influence: (very negative), (negative), (none), (positive), (very positive)...
11 views

### Determine which diseases cluster together (binary data)

How do I determine which diseases cluster together? I have a dataset with patients and their diseases. It's coded as HOHT = 1 if they have it, and HOHT = 0 if they do not have it. Below is an example ...
16 views

### Why is my high degree polynomial regression model suddenly unfit for the data?

I'm building a ridge regression model in scikit-learn and trying to find the optimal degree polynomial to use. The data I'm working with is a fairly predictable time series of hourly traffic volumes, ...
10 views

### Extract specific coefficients from Caret and glmnet [on hold]

I'm using caret and glmnet to train my classification model. I would like to extract the coefficients for a specific alpha and lambda. ...
3 views

### Sampling without replacement and fraud detection

Assume that we have a population of $N$ credit card owners and we want to determine the number of frauds. We review manually $n$ cases and detect $f$% of frauds. It turns out $f$ is rather small. ...
8 views

### Is there anything wrong with treating neural network bias as a node?

I've seen a lot of examples of neural networks where when they introduce the bias, they treat it as a node that always outputs 1, and then the nodes each have an individual weight for it, instead of ...
7 views

### How could I use a Bayes classifier to categorise emails?

I've been looking into using Bayes to classify incoming emails to one of several distinct "owners" (so more complex than a spam filter that only has two outcomes). I don't have a stats background, so ...
3 views

### dependent T-test or Wilcoxons signed rank for small sample size?

I am doing an EEG study with a small sample size (N=13) and I have many variables that I need to compare (for example, onset of readiness potential, maximal point of RP, time or awareness, etc), so i ...
4 views

I am facing a problem with mobile-application data. I want to build a model to predict the number of daily downloads of an application on the App Store, using as predictors the daily rankings of the ...
5 views

### Sparse PCA using elasticnet package in R - How to know how many number of nonzero values in one PC?

Can someone help me on Sparse PCA? I am using the "elasticnet" package to perform sparse PCA. I am having a hard time in figuring out how many nonzero values should a component contain? For example, ...
64 views

### How is the $\chi^2_1$-distribution not a Gaussian?

The $\chi ^2_n$-distro is the distribution of the sum $Z_1 ^2+Z_2 ^2+...$ where the $Z_i$ are drown from a standard normal distribution. However, the standard normal distribution is a Gaussian bell ...
13 views

### How to interpret long-tailed likelihood distributions and their measurement uncertainty?

This question is about how to interpret a likelihood function obtained from Bayesian methods. I will give quite a bit of background and thoughts, but the question in the end is about how to interpret ...
36 views

### What books are good for exam p for actuarial science

Hello I'm going to be a sophomore in college and planning on taking exam P for actuarial science. One of my weakest topic is probability. What "entry level" book would you recommend before I start ...