# All Questions

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### Estimation / Method of Moments

(I'm assuming the second $\bar x$ should be a $\bar y$), but I'm mostly confused how to solve this problem because it seems like since $\bar x$ and $\bar y$ are values, not random variables, $W$ is ...
9 views

### R: One period our cross validation with time series

I have quarterly data with one causal variable (X) and one dependent variable (Y). 30 such observations. I have the X variable for a quarter, and I'm seeking to predict that quarter's Y. The ...
7 views

### Cannot replicate odds ratio

I am trying to replicate some odds ratio calculations which are reported in this paper. For example in the paper on page 3 in the Strome et al. data for tonsil: it states there are 52 cases and 48 ...
9 views

### Warning message in auto.arima

I am using auto.arima() for prediction, and getting the following warning message. I want to know if I can ignore this warning message or if I should be worried. ...
4 views

### Can I use the Williams type contrast from multcomp package to perform a Williams test(Williams, 1971)?

Using Williams type contrast in the multiple comparison test with multcomp package will give different test statistics and test p-values for the same dataset and ...
8 views

### Possible classification techniques to use when each feature is a probability distribution

I am working with some data where the features have a temporal aspect (e.g. how often does a feature occur between $t_{begin}$ and $t_{end}$). I am trying to build a binary classifier for this data. ...
3 views

### Joint vs. marginal prediction intervals for path forecasts (with k-family wise error rate)

I am trying to become comfortable with the bootstrapping of joint prediction regions described in this paper: http://www.nccr-finrisk.uzh.ch/media/pdf/wp/WP748_A3.pdf This calculates the prediction ...
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### How to constrain parameter values using fminsearch (or alternative) in R [migrated]

Is there any way to force fminsearch in pracma to constrain its search to a designated parameter subspace? If not, is there an alternative to fminsearch that could do that? My actual case has a lot ...
21 views

### linear regression: interpretation of main effect when models includes interaction [duplicate]

Consider this model: ...
23 views

### How to transform a data set to downweight (relative) small numbers

I've got a data set looking at how different groups change over time. ...
19 views

### Good algorithms for feature extraction from images?

I am searching for some algorithms for feature extraction from images which I want to classify using machine learning . I have heard only about scale-invariant feature transform (SIFT), I have images ...
193 views

### Help me prove that my pickup technique for women is statistically valid

My girlfriend and I were having a debate about a magic trick that could be used to pick up women on the street. I am a magician and I have a coin. I walk up to a complete stranger with the coin in my ...
12 views

### Application of Spearman correlation/monotonic function in Environmental Science, Examples [on hold]

Can you please give an example of environmental research in which a ranked perspective rather than a linear perspective on monotonic relationships may be as or more useful. I want to study about a ...
5 views

### When to use accuracy and precision to evaluate binary classifiers?

I came a cross two ways to evaluate the performance of binary classifiers: accuracy and precision. When to choose each? And what are the advantages and disadvantages of each one?
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### Test statistic for weighted average of partially dependent populations

I am looking for a test statistic in the case of two (or more) populations that share certain values, viz. the samples overlap partially. I've looked in many books but most discuss only the standard ...
16 views

### Solving a difficult equation for a variable?

I'm trying to obtain the maximum likelihood estimate of the parameters for a model I'm building. I have constants $\sigma$, $\mu$, and $q_0$; a boolean matrix $\alpha$; and vectors $A, \beta, r, d,$ ...
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### Determining If Transformation of Variables X Are Needed [duplicate]

How do I know if I need to transform any of my 'x' variables explaining the response? There is only a method called Box Cox which tells me if I should transform the response. I read on a website to ...
25 views

### Comparing estimators in Cauchy distribution

Given $n$ observations with a Cauchy distribution (location=t,scale=1), I would like to compare estimators such as the mean and median by simulating sample means and mean square errors. This is an ...
10 views

### Exploratory factor analysis with fixed factors

Is it possible to conduct exploratory factor analysis using 'fixed number of factors' instead of going for 'factors having Eigenvalues more than 1'? Are there any technical problems in that?
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### Testing parameter estimates

If I have derived parameter estimates for a distribution for some data, do I need to conduct a significance test on these to determine how valid they are? Or is the same effect done by just performing ...
16 views

### Kohonen self organizing feature maps in Matlab

In Matlab (newsom)the training process is divided into an ordering phase and a fine tuning phase. I have a RGB matrix with colors (4096) that I am trying to group ...
35 views

### How to get only the plots from gam.check [migrated]

When applying gam.check in the mgcv package, R produces some residual plots and basis ...
106 views

### What's the best way to visualize the effects of categories & their prevalence in logistic regression?

I need to present information about the main predictors of a candidate's votes using a public opinion survey data. I have run a logistic regression using all the variables that I care about, but I ...
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### How to calculate the probability of winning an election?

I'm analyzing a survey data that contains the following 3 variables (questions): If the election was today who would you vote for in the following list? (A, B, C, D, or E)? Let's imagine the ...
19 views

### How to interpret regression estimates

I am studying the effect a certain chemical and age on an outcome. As variables, age is a factor of with levels 1, 2, and 3 and ...
13 views

### Fitting a random walk

Is there such thing as a procedure to 'fit' an random walk? I have done analysis on the increments of my data and have fitted several distributions and performed goodness-of-fit tests. With this done, ...
6 views

### completely randomized VS matching - housing market correspondence test

I work in experimental economics, labor and housing market. I am trying to answer the following question: why do researchers use matched pairs of applications in labor market correspondence tests ...
36 views

### Problems with the curve function in R [migrated]

I am working with a Bayesian posterior distribution derived from a sample $(0.8,-0.2,0.4,1.3,0.2)$ on a $\mathcal{N}(\mu,1)$ distribution, assuming an $\text{Exp}(1)$ prior distribution on $\mu$. My ...
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### Statistical differences between two percentages [duplicate]

I am doing an experiment on mice. I found 11 recombinants within 142 mice. I calculated the recombination frequency and found it to be 7.7%. Other studies (many studies, not one or two) had 1000 mice ...
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### How to find a meaningul threshold for relevant elements?

Is there any basic rule on which elements are over a certain threshold (and thus being important for further inspection) and which are below? Or can I set a "random" threshold just as I find it ...
7 views

### Cross-estimating the independent variables to exclude outliers

Purpose: pragmatic data mining and prediction, NOT for publication or science Data: observations from nature, so a high degree of stability is expected in the relationships N: approx. 15 k I am ...
5 views

### Independent vs. Dependent Compound Poisson Distributions

I have an issue with a section of some Actuarial lecture notes that I am reading. Here are the snippets from the notes: "Consider a portfolio consisting of $n$ independent policies. The aggregate ...
15 views

### Calculating point estimates from model-averaged parameters

I'm using an IT-approach and multi-model inference with some count data. I have used model averaging to obtain parameter estimates from several GLMMs with Poisson-lognormal errors (Poisson family ...
26 views

### Derive a model for the variances $\sigma_i^2$ for which $b_1$ is the best linear unbiased estimator (BLUE) of $\beta$

Consider the model $y_i=\beta x_i + \epsilon_i$ (without a constant term and with $k=1$), where $\mathbb{E}[\epsilon_i]=0, \mathbb{E}[\epsilon_i \epsilon_j]=0, \forall i \neq j$, and ...
25 views

### Problems with covariance matrix, where it has less rows than columns? [on hold]

Suppose I have a matrix A which has more columns than rows. What problems will this lead to? For context, I use A for portfolio optimisation problems.
14 views

### How to compute for Bivariate Logistic Distribution

This is the logistic distribution of single random variable (taken from Wikipedia). $x$ = random variable $\mu$ = mean of all random variables $s$ = variance. Now, I want to do a Bivariate ...
12 views

### Regression Puzzle GLS var/covar matrix of B given summary statistics

There is a problem posted back in 2009 that I found that has me puzzled. I believe the estimates are from a generalized linear regression because after some thought it seems $X'X$ is impossible to ...
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### How to determine the proper sets or subsets of outcomes when autocorrelating frequency of each from year to year

I am trying to determine whether a baseball player has the ability to influence the outcome of an "at bat" by calculating the correlation coefficient between the percentage of at bats which result in ...
19 views

### CLT can be used for weighted sum of different Bernoulli variables?

Suppose $$z_i \sim Bernoulli (p_i)$$ Can we use CLT for the following weighted sum? $$S = \sum_i w_i z_i$$ i.e. can $S$ be approximated with a normal distribution? If yes, with which theorem? ...
42 views

### Deriving $\beta$ from expected loss function (Hastie, Tibshirani)

I am looking at equation (2.16) from Elements of Statistical Learning and can't seem to be able to derive it. I used $f(x) = x^T\beta$ as the linear model, and tried calculating $\beta$ by minimizing ...
17 views

### Use polyroot() to compute the P[real roots] [on hold]

Suppose that $A, B,$ and $C$ are independent random variables, each being uniformly distributed over $(0,1)$. What is the probability that $AX^2 + BX + C$ has real roots? I found that the probability ...
17 views

### Estimator of Bessel function?

I am trying to estimate the parameters of the modified Bessel function of the first kind for integer order case. $I_n(wt) = \sum\limits_{m=0}^\infty \frac{1}{m!(m+n)!}(\frac{wt}{2})^{2m+n}$ In ...
12 views

### How to predict max value of a heavy tailed variable

I have a response variable which is right skewed. There are lot of low values, less than 10 and then extremely large outliers. I want to create a model which can predict the max values that the ...
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What statistical analysis test do I need to run? I want to compare type of downloader (Legal and Illegal) to what type of content they download (Music, Movies etc). In SPSS I have set the type of ...
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### Evaluating a regression model

For classification problems I have been using Neural Networks and measuring Type I and II error using the confusion matrix and its measures as per this resource which is pretty straight forward. ...
9 views

### How to deal with 0 values on the diagonals for a chi-squared test [on hold]

I am performing a chi-squared test in which differently oriented lines cross-cut each other. Because you cannot have two similarly-oriented lines cross-cutting each other, the diagonals on both my ...
26 views

### Need some advice on data analysis

I collected data from 500 participants. Here's an example of the data: Response 1: Age: 25 Gender: Male Choice 1: 1 Choice 2: 1 Choice 3: 0 Choice 4: 1 Choice 5: 1 ... Up to choice 30 Response 2: ...
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### Stata import delimited w/ duplicated variables [migrated]

I have a csv with two identical columns: X,X 0,0 1,1 2,2 I would like to import this into Stata 13, but it does not like importing the second X (since the names ...
Working on a homework question and having some trouble... Any help would be greatly appreciated. Based on a sample 1.23, 0.36, 2.13, 0.91, 0.16, 0.12 from the GAM$(2,\theta)$ distribution, find an ...