# All Questions

4 views

### Using kFold in a regression problem?

Can I use kfold crossvalidation in a regression problem? The best MSE found in a kFold has poor results in the test set, than other ones (like p-SVR with libsvm).
3 views

### What is the algorithm for random forest regression?

The general algorithm for random forest is; 1. Draw ntree samples from data 2. For each sample, grow a regression tree 3. Predict new data averaging regression results for each tree. My questions ...
8 views

### Zero p-value for Dickey-Fuller test

I feed sample time series data in statsmodels Dickey-Fuller test, and as a result I get exact 0 (zero) for p-value. I'm not sure how to intrepret that. I think that it doesn't imply stationarity as ...
8 views

### Am I using Paired Statistical Test Correctly?

I am comparing a feature between correct & incorrect trials. There are N=1194 paired samples $\{x_i,y_i| i=1,2,...N\}$, where x is for correct trials and y is incorrect trials. I am using a ...
11 views

### Using the curve function in R

I use R for constructing hypothesis tests. $H_0:p==p_0=0.5$ and $H_1:p=p_1=>0.5$ I have found the power of the test to be 0.025 Now, I want to use the R function curve in order to plot the power ...
9 views

### Acceptable values for variance, aic and bic in multilevel models

I'm building a multilevel model from a sample of 820 observations at level 1 and 11 groups (level 2). I'm using stata xtmixed. Running the empty model (including ...
13 views

### How to show that a distribution is poisson distribution?

If n grains of wheat are scattered in a haphazard manner over a surface of S units of area, show that the probability that A units of area will contain r grains of wheat is P = ...
8 views

### R lmer Model Diagnosis qqnorm

I fitted this lmer model: m1 <- lmer(logR ~ N_g.m.2 * Year + (1|Wh/N_g.m.2), data = CO2_Ratio) Rendering the attached qqplot. ...
16 views

### 2SLS but second stage Probit

I am trying to use instrumental variables analysis to infer causality with observational data. I have come across a two-stage least squares (2SLS) regression which is likely to address the endogeneity ...
14 views

### QQ plot for log-logistic and 2 parameter exponential in r

Is there any package in R, which help us to plot QQ plot for log logistic distribution and 2 parameter exponential distribution? What methodology can be adopted for the same?
7 views

### Find out whether the answer to a question depends on a group

I've distributed a questionnaire to four different groups of people. An example of a question in the questionnaire is: Do you want to be informed about financial topics through social media? Yes/no. ...
8 views

### Outer crossvalidation cycle in caret package (R)?

Could somebody provide a nice example code how to best implement an outer crossvalidation cycle using the caret package in R? The package provides a convenient trainControl() argument to ajust the ...
27 views

50 views

### Sum of Gaussian is Gaussian?

As a newbie in probability, I am recently cleaning my understandings about Gaussian distribution. I know that If $X$ and $Y$ are jointly Gaussian, then $aX+bY$ ($a$ and $b$ are both constant) is ...
10 views

### Identifying repeat interaction from two columns [migrated]

I have two columns which contain investment bank names in joint debt offerings. I want to create a dummy variable if the Bank 1 & Bank 2 have recurring relationships. Ex: if Lehman Brothers ...
20 views

### Skewed posterior distribution on constrained parameter space for Bayesian inference of MCMC. Advice on what to do?

I am running a fully Bayesian MCMC procedure to estimate some time series models, and my model has a lot of parameter estimates. In particular, one of these parameters, $\phi$, is $\in [-1,1]$. The ...
5 views

### Preparing data for Superior predictive ability (SPA) test

Can anyone please let me know how to prepare data to compute Superior predictive ability (SPA) test in R? I am working on forecasting volatility in stock markets, the context is, 1) I used "rugarch" ...
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22 views

### pmf of random variable

There is a random variable that can take 3 values with the following probabilities: Pr(x=0) = 0.4 Pr(x=0.5) = 0.2 Pr(x=1)=0.4 How should i write the pmf of this ...
19 views

### Probability distribution of three random variables

The following formula is a formula I got from a paper that deals with wireless networks specifically when calculating coverage probabilities - if needed I can provide the reference- it is powerful ...
22 views

### Multivariate Gaussian distribution - covariance and variance

In my previous question Density function for AR model, the density function of AR model has the covariance-variance matrix given as $\sigma^2 *V_p$. In multivariate gaussian distribution, the pdf ...
18 views

### How to calculate the standard deviation of a 'deviation from a moving average'?

This question was previously asked on the Quantitative Finance site (http://quant.stackexchange.com/questions/15649/how-to-calculate-the-standard-deviation-of-a-deviation-from-a-moving-average), but I ...
8 views

### Cox PH model - Time-independent vs time-dependent covariates

I am trying to fit two different Cox PH models to some data I have, and get strange results when I consider the same variable as time-independent as opposed to when I consider it time-dependent. More ...
14 views

### How to write and read matrix from file without column names? [migrated]

A matrix Aexample is: ...
4 views

### MLE estimation on SAS using NLPNRA

I am required to write a function which works out the MLE for mean and standard deviation of a normal using SAS using NLPNRA command for a given set of data. On R, this is straightforward, it just ...
45 views

### Computational Statistics question

I've got a tricky computational statistics problem and I was wondering if anyone could help me solve it. Okay, so in your left pocket is a penny and in your right pocket is a dime. On a fair toss, ...
17 views

### Using mean for Regression vs Raw data for anova?

I would like to learn what is the correct way to approach analysis of this data: I have 5 grasslands, and in each grassland I have 30 spiders. For each spider I have an estimate of what proportion of ...
23 views

### Steps: How to derive Probability density function for geometric functions

I am not from Mathematics background and hence lack awareness of many basic knowledge. So, please pardon if this sounds too trivial. I would like to know the steps with which I can obtain the pdf of ...