# All Questions

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### What's the relationship between the generalized squared multiple correlation and SEM explained variance?

I am testing this model. I also ran the same analysis as two multi-step regressions. The results came out like this: Applying the formula for a generalized squared multiple correlation, I get: ...
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### SVD and eigendecomposition for a symmetric square matrix

As far as I know, SVD and eigendecomposition give the same result for symmetric square matrices. But when I check the results in R, that's not what I see. Please see below R code (I set the random ...
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### Issues with derivative of a copula density

Suppose I have a bivariate copula density with marginals F(X) (F(X) is normal with parameters mu1, sigma1^2) and G(Y) (G(Y) is normal with parameters mu2 and sigma2^2). I want to take a derivative of ...
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### Random Forest Classifier returns oob_score of 0?

I have ~110 columns with ~2000 rows and I feel like something is off it takes 15 minutes when n is 500 and the oob_score_ returns 0? What could be going wrong? ...
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### L-Kurtosis calculation

I am doing statistical analysis on some signal data and after some reading was thinking that L-kurtosis would be a good numerical value to use in differentiating delta trains and sine waves with ...
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### Help explain the “redundancy” of canonical correlation

I am reading a material about canonical correlation and it introduces a concept named "redundancy". I have been puzzled for one day but still could not get a understanding. The following is a screen ...
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### PCA on a rank-deficient matrix using SVD?

I have a high-dimensional data matrix X where sample size is smaller than the variable size. I want to use PCA as a dimensionality reduction method, but I cannot ...
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### Reference for rigorous derivation of bigram model

The unigram model for bodies of text makes the assumption that in a given corpus the value of the $n$th word is independent of the $n-1$th word. Then, for a fixed dictionary $D$ and a corpus of text ...
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### Are these models nested?

Are a standard Gaussian and a skew Gaussian nested? I'd say yes, because when we set the skewness parameter $\alpha=0$ in the skew normal we get the standard Gaussian. Also, are the normal/skew ...
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### Interpreting the result of decomposing time series

I don't have a lot of experience working with time series data. Now I have a 3 year, monthly data for several entities (you can think about them as different stores), that I would like to do some ...
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### How should items be order in a bar chart comparing items in two general categories?

The following chart compares two types of computational workloads based on six aspects of their interaction with the memory system. While it is obvious that individual benchmarks should be grouped ...
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### Using simulated data to check when patterns in GLMM residual plots are acceptable

I have run the following Poisson GLMM: ...
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### How to find p value range for two sample test given only sample size and standard deviation? [on hold]

Given the sample size of two samples and their standard deviations, I could not find their exact p score, but should be able to find a range. However, I am having a very hard time determining how to ...
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### Different Methods for clustering skills in text

Consider a talent pool in which each member has some set of skills. Some of these talent are submitted to orders as potential candidates of which one is selected. It is reasonable to assume that the ...
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### Is it viable to apply Perason/Spearman correlation to a slightly non-monotonic relationship?

Is it viable to use Pearson/Spearmans correlation here? If the answer is no, would it be viable when getting rid of the first and the last points were the drove obviously drops steeper. The drops ...
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### Are there any measures of Nonspecificity that take into account unreachable states?

The Hartley function, the main measure of Nonspecificity, is essentially based on the count of all possible states. However, while coding the Hartley, I realized that "possible" means all remaining ...
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### Component score covariance matrix [on hold]

What does the component (factor) score covariance matrix in PCA or FA explain?
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### How many doors does a salesman have to knock before reaching x sales?

Imagine a salesman assigned to a neighborhood, each home has a unique and independent conversion rate associated with it that we might model like ...
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### How to use cross-validation with regularization?

I think I understand each of these concepts (cross-validation, regularization) independently, but I'm not quite clear on how they can be put together in practice. Loosely speaking, in ...
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### Modelling combined linear and quadratic age effects

I am running a GLM (Type III) with several predictors, including age and age squared as predictors. I am interested in knowing the combined effect size and p-value of age+age^2, since neither is ...
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### How to simulate more data for machine learning?

I am attempting to analyze a small dataset using machine learning (SVM, binary problem). There are $103$ samples and $215$ variables (all variables are real numbers). Some of the variables (around ...
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### Standard Error of Ratio of Weibull Distributions

Assuming that I have 2 distinct random variables that follow a weibull distribution, what's the standard error* of the ratio distribution of these 2 random variables? Basically I have X ~ weibull, Y ...
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### Are results from fixed effects models generalizable?

Here's a statement I read from the method section in a paper: "One disadvantage of the ﬁxed-effects approach is that the results obtained are conditional on the data used to estimate them; that is, ...
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### Lasso - Representing l1-ball constraint using the penalized formulation

I would like to solve the following problem: $$\beta = \arg\min_{\beta;\|\beta\|_1 \leq1} \|X\beta-y\|_2^2$$ which happens to be the constrained formulation of the Lasso, considering only ...
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### Difference between rexp and qexp in R

I need to write a simulation that requires the use of exponential distribution. I was wondering what is the difference between the following two approaches in drawing random numbers from an ...
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### SVM always predicts same label

I have 11 labels. I trained an SVM model: ...
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### Implement cross validation for a prediction model

I am trying to assess the predictive performance of two competing linear regression models. $$model 1: Y \sim X_{1} + X_{2}$$ $$model 2: Y \sim X_{1} + X_{2} + X_{3}$$ where y is continuous. I ...
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### Proof of Algebraic Formula for the Dice Toss Total

To figure out exactly the expected frequency of a given sum in a dice toss (given a certain number of dice and sides/dice), the following formula is posted here by @Glen_b (adapted to dice of six ...
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### Interpretation results seasonality in data R

I have a question about the results that I get from checking whether my data contains seasonality or not. I have a csv file which contains date, period and year. However, R reads the date as a factor ...
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### What is canonical r squared?

I know r-squared is the the percent of variance explained by a model. I am currently reading materials about canonical correlation and found a new concept "canonical r squared". The material does not ...
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### Can I combine 10 variables into one variable before performing logistic regression on 18 total variables?

Univariate analysis of 18 variables possibly associated with spine infection--can all the historical variables be combined into one variable, then logistic regression be performed?
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### How to treat missing values in a regression?

I have used the logarithmic form of wage as my independent variable in Stata. However, it contains missing values. Should I replace these with 0 or let them be?