0
votes
0answers
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).
0
votes
0answers
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 ...
2
votes
0answers
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 ...
1
vote
0answers
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 ...
0
votes
0answers
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 ...
0
votes
1answer
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 ...
0
votes
0answers
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 = ...
0
votes
0answers
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. ...
3
votes
1answer
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 ...
2
votes
0answers
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?
0
votes
0answers
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. ...
0
votes
0answers
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 ...
5
votes
0answers
27 views

Is $H_0$ being a closed set a convention in hypothesis testing?

In the statistical hypothesis testing, the null hypothesis $H_0$ often takes the form of (at least in the books I've read): $$ \begin{align*} H_0:&\theta=\theta_0\\ H_0:&\theta\le\theta_0 ...
1
vote
1answer
25 views

Rainfall data, skewed with zeros

I would love some insight on how to treat daily rainfall data that is highly skewed with many zeros. I would like to use the rainfall data as a regressor of a logistic outcome. I do plan on ...
0
votes
0answers
12 views

Should one force a linear fit to go through the origin? [duplicate]

I was told that if it is reasonable that a linear regression had to go through the origin, one should force it. For example, we expect that mass is proportional to volume. No volume should mean no ...
0
votes
0answers
6 views

Variability within Predictor Variable and Random Forest Over-Fitting

I have a predictor variable that has low variability within it (small range of values) and it is rated very high importance within my Random Forest Model, will this cause over-fitting of my model? I ...
0
votes
0answers
12 views

How to applied Gaussian Elimination for non-full rank matrix [on hold]

I have a question about gaussian elimination. I want to find solution of $$Ax=b$$ as soon as possible using Gaussian Elimination. This is my matrix A ...
1
vote
0answers
13 views

How to determine if these values are different?

I don't have much stats background (I am a programmer) but want to learn more. I have five long columns of numbers that represent conversion rates (ex. how many successes vs. how many attempts) for 5 ...
1
vote
0answers
7 views

Mixed effects model with level 2 explanatory variable

Take this linear mixed effects model, which is discussed on the CMM website: Centre for Multilevel Modelling $y_{ij} = \beta_0 + \beta_1X_{ij} + \beta_2\bar{X}_j + u_j + e_{ij}$ The variable $X$ is ...
3
votes
1answer
14 views

Heteroskedasticity and the validity of standard errors

In the textbook I am using (Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge), there is a description that goes, By explicitly stating the homoskedasticity assumption as ...
0
votes
1answer
37 views

How to explain statistical results in plain English

While I find statistics interesting, I don't understand enough yet to argue my case. I think this is because I need a 'real world' example to help me understand: heights and weights of various breeds ...
5
votes
1answer
31 views

Consistency of 2SLS with Binary endogenous variable

I have read that 2SLS estimator is still consistent even with binary endogenous variable (http://www.stata.com/statalist/archive/2004-07/msg00699.html). In the first stage, a probit treatment model ...
-1
votes
0answers
15 views

Box-plot in R with several groups and two-group comparison [on hold]

How can I create this horizontal line showing two group comparison in box-plot with several groups: http://openi.nlm.nih.gov/imgs/512/318/2699850/2699850_zdb0070957700001.png Apparently boxplot ...
0
votes
1answer
17 views

Intuition behind RKHS

Why has RKHS become such an important concept in machine learning in recent times. Is it because it allows us to represent a function of combination of linear functions? What areas of mathematic does ...
0
votes
1answer
22 views

Permutation test and p-value

I construct a permutation test in order to see If two samples come from the same distribution or not. I have two vectors $x,y$ that hold values of sampled values from two populations and the test ...
0
votes
0answers
6 views

Implementing the M-test of Fuchs and Kenett in R

I'm currently implementing the M-test of Fuchs and Kenett. The goal is to determine whether a random vector $n$ could have been generated by a given multinomial distribution $p^{(0)}$. My question is ...
0
votes
0answers
16 views

How do I test for joint significance of linear regression coefficients from different regressions?

I found a similar question here: Comparing dependent regression coefficients from models with different dependent variables but the answers do not solve my issue. I estimate Impulse Response ...
0
votes
0answers
5 views

Mean square error in bayeisan

I am trying to work on Bayesian linear regression. i have Classical and Bayesian regression estimates, now i want to find the Mean square error (MSE) for both approaches. Is the formula to find MSE ...
0
votes
0answers
7 views
2
votes
2answers
24 views

Generate a random chain with cauchy distribution using C language

Here is my question: I want to simulate a random variable using cauchy distribution with C language. Scale and position must be setted manually. I fuond the GSL library wich contain the function: ...
0
votes
0answers
14 views

Hedonic quality index [on hold]

What is the rationale behind "Hedonic Quality Index" considering the following simple hedonic regression equation of a price of fruit bundle: PRICE = 50 + 0.5 APPLES - 0.25 BANANAS How to interpret ...
0
votes
0answers
18 views

Project using arima [on hold]

Year Ageing population 1974 32239 1975 33111 1976 34343 1977 35096 1978 35977 1979 37918 1980 39473 1981 40366 1982 42201 1983 43488 1984 44232 1985 45206 1986 ...
0
votes
0answers
7 views

Estimation of VECM via ML and OLS

Take a vector error correction (VECM) model: $$\;\;\;\Delta y_t=\Pi y_{t-1}+\Gamma_1\Delta y_{t-1}+...+\Gamma_{p-1}\Delta y_{t-(p-1)}+\varepsilon_t$$ where $\Pi=\alpha \beta'$ and each row of ...
1
vote
1answer
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 ...
-1
votes
0answers
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 ...
1
vote
0answers
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 ...
0
votes
0answers
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" ...
0
votes
2answers
28 views

Hypothesis testing using R

...
0
votes
1answer
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 ...
0
votes
0answers
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 ...
0
votes
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
14 views

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

A matrix Aexample is: ...
0
votes
0answers
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 ...
2
votes
2answers
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, ...
1
vote
0answers
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 ...
0
votes
0answers
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 ...
-1
votes
0answers
14 views

What online tools to DIY-anonymize user names (no PII concern)? [on hold]

I'm working on an online MOOC. I would like students to share their original text data for further analysis using data mining techniques without concern their usernames will be preserved in the data ...
3
votes
0answers
33 views

Cox discrete time regression model question

Cox's 1972 publication Regression Models and Life Tables links logistic regression to an extension of the discrete time proportional hazard model. I do not understand how Equation (21) in the ...

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