All Questions

0
votes
0answers
7 views

Methods of fitting a dynamic linear model

I'm taking a time series course and am learning about exchangeable time series form of dynamic linear models (DLMs). This is given by: \begin{align*} \mathbf{y}_t' &= ...
1
vote
0answers
18 views

What is the best way to remember the difference between sensitivity, specificity, precision, accuracy, and recall?

Despite having seen these terms 502847894789 times, I cannot for the life of me remember the difference between sensitivity, specificity, precision, accuracy, and recall. They're pretty simple ...
2
votes
0answers
8 views

Is there any use of having dual error bars in bar charts to show both descriptive and inferential statistics?

I would like to display information both about the distribution of the population and the certainty in the measurements in the same plot. Would there be any use of having dual error bars in a barchart ...
2
votes
0answers
9 views

Do the estimated values from a Best Linear Unbiased Predictor (BLUP) differ from a Best Linear Unbiased Estimator (BLUE)? And if so, why?

I understand that the difference between the is related to whether the grouping variable in the model is estimated as a fixed or random effect, but it's not clear to me why they are not the same (if ...
0
votes
0answers
4 views

Confidence interval on replicates from multinomial distribution with bimodal outcomes

I have a Java model which tracks the numbers of 6 types (A-F) of individuals. I am interested in the distribution of different types of individual across simulations with different parameter values. ...
2
votes
0answers
14 views

Latent Class Analysis vs. Cluster Analysis - differences in inferences?

What are the differences in inferences that can be made from a latent class analysis (LCA) versus a cluster analysis? Is it correct that a LCA assumes an underlying latent variable that gives rise to ...
1
vote
1answer
13 views

Logistic Regression using fractional polynomials in R

I have been developing a model based on trauma data of head injury in the UK. The key outcome is 30 day mortality (denoted as "Survival" measure). In a dataset of 2134 patients, there are other ...
1
vote
0answers
9 views

Cointegration - Why can't I estimate a VAR on the differences?

When talking about variables that are I(1) (the first difference is stationary), Lutkepohl book says: "...in general, a VAR process with cointegrated variables does not admit a pure VAR representation ...
1
vote
0answers
20 views

expressing a discrete distribution as a mixture of bernoullis

How would one express a discrete distribution as a probabilistic mixture of Bernoulli random variables? An example of a discrete distribution being something like this: $P(X=1)=0.15$, $P(X=2)=0.45$, ...
0
votes
0answers
15 views

Factor analysis with categorical reponses and missing data

I factor analyzing a measure with 55 categorical items (3 categories each). I am use CFA to test a 7 factor model. I have a very large sample (>10,000), but approximately 20% of the sample is missing ...
2
votes
0answers
15 views

nonlinear meta-regression

Can someone point me to a basic explanation of theory and methods for fitting nonlinear curves (particularly quadratic functions) to meta-analytic data? I have a set of effect sizes that are clearly ...
0
votes
0answers
4 views

Do the marginalised posterior and likelihood function converge in the limit of a large number of observations

Short question Do the likelihood function evaluated at the ML estimate and the marginalised posterior converge in the limit of a large number of observations? Long question I expect the two ...
0
votes
1answer
27 views

Repeated measures ANOVA and uneven number of trials

Suppose I have multiple responses from each subject in three different conditions (A, B, C). If I would decide to run a repeated measures ANOVA, I would first average over the repetitions from each ...
2
votes
2answers
36 views

What are desirable characteristics of a test statistics?

I've seen definitions of statistics which combine multiple terms in a very specific way. What are advantages of these expression and why not use just any calculation on the data? For example why do ...
1
vote
1answer
36 views

What are the implications of estimating a covariance matrix from a correlated sample?

Given a sample of $n$ independent observations $x_1,...,x_n$ (where $x_i$ are $p$-dimensional column vectors), the $p \times p$ sample covariance matrix is defined as ...
1
vote
0answers
21 views

Sum of RV : probability for the value of operands when the result is known

A random variable $Z$ is the sum of two independent random variables $X$ and $Y$, with known probability densities $f_X$ and $f_Y$, respectively. Now suppose you sample $Z_1=X_1+Y_1$ but you don't ...
0
votes
0answers
6 views

Choosing or determining the degree of regularization for effective degrees of freedom

I have a model of the form $Y=f(X,\beta)+\epsilon$ and from The Elements of Statistical Learning, I see that one can use an effective degrees of freedom, defined: $$ {\rm df} = \sum_i ...
0
votes
0answers
19 views

Propensity score to match on exposure thats not a treatment

I have two questions on this subject: (1) The literature on propensity score (PS) consistently discusses the ability of PS to balance groups with different treatments. Does PS allow for balancing on ...
1
vote
0answers
24 views

How to do cross-validation when comparing different feature selection methods?

I am using SVM for a prediction task. My sample size is small, only N=140. Suppose I want to compare the prediction accuracy when using two different feature selection methods. Would it be better to: ...
0
votes
0answers
13 views

Plot connections between researchers based on publications

I would like to plot how researchers from my university are connected with other researchers worldwide and see how these connections evolved as a function of time. My idea to do so is to start from ...
0
votes
0answers
28 views

New research ideas [on hold]

I am pursuing a project on Tracking learning and detection in a video stream. For that, I have read the paper titled Tracking-Learning-Detection. But as this paper was written in 2011, most of the ...
0
votes
1answer
18 views

Degree of belief in fuzzy modelling

I’ was reading a paper on fuzzy regression. In that paper, and many other papers on fuzzy regression, the authors use most of the time a $h$ to indicate a certain degree of belief. Unfortunately the ...
1
vote
1answer
25 views

MANOVA when sample size is smaller than the number of DVs

Say I need to compare 16 quantitative variables, measured for two groups, A and B. I thought of applying MANOVA. However, there are only 4 and 9 cases for groups A and B respectively. I looked for ...
1
vote
2answers
80 views

How can I get more precise regression tree?

I am a complete newbie to regression trees so maybe I am not understanding it properly. I got the following tree from my analysis (function tree() from R package ...
0
votes
0answers
34 views

When normalization is counter-productive

Could you give me general examples of when normalization is not used properly and affects badly the classification accuracy, or when it is not needed?
0
votes
1answer
14 views

quantile regression with e.g. gamma distribution and log link

I have a basic question about quantile regression (I'm new to it): Why doesn't it seem possible to do a quantile regression with a specified family (e.g. gamma) and link function (e.g. log), as in a ...
0
votes
0answers
9 views

Including non-linearity to the first difference

I have an issue running the First diffeerence estimation. After running it with all the controls I got a really low RESET test, and thus would like to add a non linear term to my model. In order to do ...
0
votes
0answers
5 views

GAM-style effects plots for interpreting qrnn model

how to analyse GAM-style effects plots for interpreting qrnn models. I couldn't quite understand it from R documentation.
0
votes
0answers
14 views

How to make beta coefficients comparable?

My study design delivers both, count data and continous outcomes (e.g., numbers of taxa vs. an diversity index). As these variables are used as response variables, I have to use negative binomial glm ...
0
votes
1answer
12 views

What is Median Error Distance and how to calucalte it

How to calculate Median Error Distance? I'm looking at "Schulz A. et al. A Multi-Indicator Approach for Geolocalization of Tweets". They are calculating Median Error Distance. But how they are do ...
0
votes
0answers
10 views

Compute Transition Matrix

I am studying Markov Chain. I want to compute transition matrix. Is this the right way to do it ...
0
votes
1answer
13 views

Proportion Comparison

I have data from baseline and end line surveys. Baseline was conducted before intervention in children and end-line was conducted after intervention in the same population. Study population is same ...
1
vote
0answers
13 views

Least Squares Estimation of Poisson Parameter

"Assume independent random variables $Y_i$~$Poisson(λx_i)$. Supposing that $x_i$ are given, fixed constants, obtain the least squares estimator of $λ$ and compute its variance." This kind of a ...
1
vote
0answers
20 views

MLE == MAP under Uniform Prior? [duplicate]

Does Maximum Likelihood Estimation always yield the same result as Maximum a Posteriori with uniform prior?
0
votes
0answers
5 views

Event level driven response modeling

I am investigating operational and maintenance data for a fielded system. There is a year worth of data. The operational data has been reduced to fault indications, which are triggered when ...
2
votes
2answers
23 views

Name for outer product of gradient approximation of Hessian

Is there a name for approximating the Hessian as the outer product of the gradient with itself? If one is approximating the Hessian of the log-loss, then the outer product of the gradient with itself ...
0
votes
0answers
15 views

What do the dip test output parameters mean?

This may sound like a silly question, but I'm not a statistician, mathematician, or programmer, really. I did quite a bit of googling, including looking into Stack Exchange, but couldn't find a clear ...
0
votes
0answers
11 views

Understanding and applying Item Response Theory

In the process of designing a quiz application that can assess the student for understanding of a particular concept, I came across Item Response Theory. I have absolutely no clue whether applying ...
0
votes
0answers
10 views

scikit-learn Gaussian Process regression with custom kernel

I would like to use Gaussian Process regression for the first time, with the covariance kernel $\frac{\beta^{\alpha}}{(x + x' + \beta) ^ \alpha}$ where $\alpha$ and $\beta$ are hyperparameters. I ...
1
vote
1answer
40 views

Determinant of the covariance matrix in a normal distribution

Suppose a $p \times 1$ vector $x \sim N_p(\boldsymbol 0, \boldsymbol \Sigma_1)$. Now, There is another covariance matrix $\boldsymbol \Sigma_2$. We know that $|\boldsymbol \Sigma_2| < |\boldsymbol ...
-1
votes
1answer
25 views

Statistical analysis of variable data

I have the statistical research data. I have 6 treatments with 3 boxes for each treatment. I am raining on the treatments every week and collecting data. The data is variable within boxes and also ...
1
vote
0answers
7 views

modeling a proportion with seasonality removed

I have a time series of proportions that typically fall in the 0.01-0.05 range. I had intended to use GLM to model these proportions, but I ran into trouble when I needed to first remove a strong ...
0
votes
1answer
23 views

Log transformation for data?

If the data is between (0,1) because of some kind of vector normalization to get rid of background noise, is it still OK to do log transformation to improve normality? Or we have to do logit ...
0
votes
0answers
4 views

How to plot the US maps with selected locations (longitude and latitude of the locations are known)? [migrated]

I've been struggling with the following R plotting of the US map and wonder if any of you have suggestions on how the plot should be done. Here is what I have tried: ...
0
votes
1answer
11 views

Variance of precision in conjugate prior

How can I calculate the variance of the precision in a normal distribution, knowing I used a conjugate prior?
0
votes
0answers
8 views

Problem displaying st. errors after lincom using outreg2 [migrated]

I am running two regressions in Stata: one without controls and another with controls. I'm using lincom to find the coefficient and se for the sum of two of my regressors. I am then using outreg2 to ...
0
votes
1answer
28 views

Maximizing likelihood versus MCMC sampling: Comparing Parameters and Deviance

I am working in R. I use lm() for maximizing the likelihood in the first analysis, and STAN to sample from the posterior in a second analysis. ...
1
vote
0answers
13 views

Using Factor Analysis prior to repeated measures ANOVA

Please note, stats is NOT my area (hence why I need help!) and I may not be using the correct terminology. I hope I can explain my question clearly enough. BACKGROUND: I have collected behavioural ...
1
vote
0answers
12 views

Interpreting output from cvFit(), understanding cross-validation in classification tree model

I am trying to understand how to interpret the output for cvFit(). The data is from UCI's ML repository. This is my model ...
4
votes
2answers
73 views

What is the distribution of the conditional mean E(Y|X) in a multiple regression?

Suppose the model is $$ Y = b_0 + b_1X_1 + b_2X_2 + b_3D + b_4X_1D + e \\ e \sim\mathcal N(0, \sigma^2) $$ Where $D$ is a categorical variable. $$ E(Y|X_1, X_2, D=1) \sim\mathcal ?? \\ E(Y|X_1, ...

15 30 50 per page