0
votes
0answers
3 views

Statistical criteria for signal registration

I want to find statistical criteria for signal registration (see picts). When I don't have a signal I have a simple gaussian two-dimenshial distribution. When I have a signal I have gaussian plus some ...
0
votes
0answers
2 views

Validity of testing the difference btwn 2 proportions with very low counts

I want to compare the mortality in the treatment group and the placebo, to see if they are different. I'm going through data from 37 drug trials. The problem is, in some of them there are very few ...
0
votes
0answers
2 views

Person-time still contributed after censorship? (Stata)

I feel like I might be going a little crazy here, so I'd appreciate some advice. I have a multiple-record-per-subject dataset that goes something like this: id | day | failure ----+------+-------- ...
0
votes
0answers
5 views

Deep Learning Predictions Seem Off

I'm doing a linear regression using the h2o deep learning interface with R. I'm comparing the predictions to the ones I'm getting from the randomForest R module. The predictions from randomForest ...
1
vote
0answers
5 views

Assessing Multiple Regression Normality

Normal distribution in data is one of the assumptions in multiple regression analysis. In the situation where the Skewness test, Kurtosis and Q-Q plot showed the evidence of normally distributed ...
0
votes
0answers
4 views

Holdout set for image task

I need to validate whether one or two templates/shapes are present in an image. Fitting two templates has a better maximum likelihood then fitting one template which is a clear symptom of overfitting. ...
0
votes
0answers
5 views

Obtaining adjusted proportions with lme4, using the glmer-function

I aim to estimate the annual proportion of patients (% of patients) that are smokers in a population whose age and sex must be taken into account. In other words, I want to calculate the prevalence of ...
0
votes
0answers
9 views

Why does Empirical Bayes work in my simple case?

I have a problem where I am trying to classify data into two groups using a single parameter. The distribution of this parameter is Gaussian for two groups, so what I'm dealing with is two overlapping ...
0
votes
0answers
10 views

Log transformation on iris dataset - why [on hold]

What is the reason for applying log transformation on iris dataset when it is used in PCA? As shown in this link: https://tgmstat.wordpress.com/2013/11/28/computing-and-visualizing-pca-in-r/ Thanks ...
0
votes
0answers
4 views

Sample Size calculation - Find minimum sample size to determine positive effect

I'm calculating the sample size required for an experiment with continous outcome variable. I'm considering two ways to calculate the sample size. One is based on a differences in 2 means test. The ...
0
votes
0answers
7 views

Standard Error for Relative Frequency Distribution

I have a weighted distribution with weights $w_i$, such that: $$\sum_i{{w_i}}=1$$ I know that the mean is defined by: $$\sum_i{{w_i}{x_i}}=\mu$$ And that the unbiased variance is defined as: ...
0
votes
0answers
11 views

Sample size calculation - Pros and cons of using one-sided z-test over two-sample differences in means approach?

I'm calculating the sample size required for an experiment with continous outcome variable. I'm considering two ways to calculate the sample size. One is based on a differences in 2 means test. The ...
0
votes
0answers
5 views

Manipulate data that has multiple columns and set amount of rows to one that is like a database using R [on hold]

The headers are : user_id, response, impression_id, creative_id, timestamp. for some users, there is no impression_id, creative_id, or timestamp. that is ok. For other users there are multiple ...
1
vote
1answer
15 views

Help with dummy variables

Can you please help me with 2 questions (both to do with dummy variables) - 1) If I have 2 sets of nominal variables (eg ethnicity [white, Indian, African] and smoking status [current smoker, ...
0
votes
0answers
9 views

LDA with three variabilities

In a classical LDA, we usually have only two variabilities to handle (the between classes and the between individual variability). Usually LDA is used to maxmize the first and minimize the second. ...
0
votes
1answer
23 views

$H_0=250g$ and $H_1\neq 250g$"

We have a sample of size $100$ with a standard deviation of $5g$ It was decided that if the sample mean is between $245g$ and $255g$ while the sample average is $250g$ if $\mu=250g$ or $\mu\neq250g$ ...
2
votes
1answer
19 views

Bartlett's test vs Levene's test

I am currently trying to address violations to ANOVA assumptions. I have used Shapiro-Wilk to test normality, and have dabbled with both Levene's test and Bartlett's test of variance equality. I have ...
3
votes
0answers
21 views

Testing correlation and the t-statistic used in Simple Linear Regression

Given $H_0$ : $\rho=0$ and $H_A$ : $\rho\neq0$, we use the test statistic $t_{n-2}$ , which is $\frac{r\sqrt{n-2}}{1-r^2}$. I have to show that $\frac{r\sqrt{n-2}}{1-r^2}$ equals ...
0
votes
0answers
7 views

Meta-analysis: Difference between direct and indirect restriction of range

Looking at meta-analysis for personal selection procedures, I am having really big troubles to figure out the difference between concepts of direct restriction of range (DRR) and indirect restriction ...
0
votes
1answer
18 views

Forecasting in Stata

I am working with time series data and fitting an autoregressive model using OLS. For reference, here is my price data for the commodity (I am not sure how to better format data for this site): ...
0
votes
1answer
32 views

Coupon collecting problem

Suppose there are 8 different types of coupons, each coupon has probability 1/8 of being selected. Suppose a total of 6 coupons are collected. Let: $$ X_i=\begin{cases} 1, \textrm{if a type-i coupon ...
0
votes
0answers
6 views

Dependent variable is non-stationary and independent variable is stationary - residual series?

I ran a regression model where dependent variable is non-stationary (I know this is wrong) and my independent variable is stationary...I find that the residual series are stationary... how is it ...
0
votes
1answer
9 views

How to make series stationary when dependent variable is log(y)

I need some help in understanding the following: I have a time series data (y) that I am using to run regression models. However, my dependent variable is log(y). Should I test for stationarity of ...
4
votes
2answers
269 views

just for kicks, should the fumble rate of NFL teams be a normal distribution?

Yeah there's a lot of garbage statistics going around the internet re: the Patriots, but I was just curious what the well-versed in statistics have to say about this. The main question is - in what ...
0
votes
1answer
12 views

Is this a job for mixture of experts regression or semi-hidden markov models or something else?

Data I have several thousand timeseries each comprising around 365 data points. Browsing through a few of them, it looks like each timeseries consists of several regimes (different number f regimes ...
0
votes
0answers
16 views

Another name for theta? [on hold]

I have implemented a simple model fitting algorithm based on linear regression. And because I learned it that way, I have called the parameter vector theta. But as this is relatively big project, ...
1
vote
0answers
12 views

A Hypothesis Testing Question and Verification

Suppose we have two p.d.f.'s: $f_0(x)=1,$ if $0\leq x\leq1$, and $f_0(x)=0$ otherwise $f_1 (x)=2x$ if $0\leq x\leq1$, and $f_1(x)=0$ otherwise We want to test the hypotheses ...
0
votes
0answers
24 views

Explained variation ($R^2$) from MCMC glmm - Nakagawa & Schielzeth 2013

This is a follow up to a question I asked previously, where I suggested that variance-covariance matrices could be used to derive correlations, which are then usable as estimates of how much each ...
0
votes
0answers
12 views

Log posterior function in PYMC

my question concerns the logp function in the PYMC package in Python. Ultimately I want to calculate a quantity that goes by many names, namely the Bayes-factor/ evidence/ marginal-likelihood of the ...
0
votes
0answers
14 views

Base sales in multivariate time series | MCMC model

I have been looking around online for good resources that explain how one would go about calculating base sales when preforming marketing mix modeling. I was told by a colleague that essentially they ...
1
vote
0answers
18 views

Which significance test can be used in this instance? - paired, non-normal means

I have a data set of behaviours for a herd of captive elephants which I have attempted to quantify to compare for statistical significance, i.e., if a behaviour is performed once during an observation ...
0
votes
1answer
25 views

How to use LASSO to select glm model gaussian

I have a small sample size n<20. I want to find which combination of 8 variables better predict y. I was using a stepAICc but it is suggested to away stepwise model selection. I have tried lars ...
0
votes
0answers
10 views

Effect of Lag time between explanatory variables and response on linear regression

I am curious as to how lag time between explanatory variables and response variables affect linear regression models. I am looking at some environmental data, mainly precipitation, temperatures, and ...
0
votes
0answers
8 views

Analysis of clustered data

I have records of $multiple$ visits from many different patients in several different clinics (i.e. visits nested within patients nested within clinic) and plan to perform an analysis that takes into ...
1
vote
0answers
13 views

Predictions using time dependent covariates in survival model [migrated]

Simple question, how do you specify time dependent covariates in the data.frame supplied to newdata when looking to make predictions? In other words, I fit a model ...
4
votes
2answers
50 views

Standard error of regression coefficient without raw data

After searching here: Perform simple regression without raw data I am still curious about this. Is it possible to derive the standard error of a regression coefficient from summary data alone? ...
0
votes
0answers
17 views

Dirichlet Processes for clustering: how to deal with labels?

SHORT VERSION Can we cluster data based on a Dirichlet Process? When using Gibbs sampling clusters appear and dissapear. Can we summarize the class assignments with this or some other scheme or ...
1
vote
0answers
8 views

compare magnitude of association between pairs of discrete variables?

say I have discrete(nominal) variables Y, X1 and X2. X1 and X2 have different number of levels. I want to assess whether Y is associated more with X1 or X2. I understand that I could use chi-square ...
0
votes
1answer
21 views

How to apply an R prediction model to very big data from SQL database in parallel.

I dont need to load the entire dataset into memory. In fact I only need 1 row at a time to apply a trained model, get the predicted response and put that response somewhere, possibly back into another ...
0
votes
0answers
13 views

Variance estimation

I was given a data set in which each column was generated according to: $x_i=a_iu+\epsilon_i$ where u is some fixed vector, $a_i \sim N(0, \sigma_a)$ i.i.d Gaussian with zero mean and ...
0
votes
0answers
12 views

Model selection and performance evaluation using cross-validation for time series with missing values

So my task is to select and evaluate a statistical model (random forest, boosted trees, neural networks etc.) for a time series with missing values around 10 years long. One of the goals of that is to ...
2
votes
1answer
17 views

Developing a heuristic for maximizing the “covering” of a distribution

Context There's a board-game called Settlers of Catan in which players compete to be the first to gain 10 victory points by trading various resources in exchange for pieces (or cards) worth victory ...
4
votes
1answer
26 views

why the non-seasonal and seasonal parts are multiplied in ARIMA models?

I would like to understand why the non-seasonal and seasonal parts are multiplied in Seasonal ARIMA models. To be more specific: when we use the Seasonal ARIMA model we assume a multiplicative ...
0
votes
0answers
9 views

How do I report the weights of the most influential features for logistic regression?

I am currently using logistic regression to compute the probability of some event. I randomly split my training/test data and perform cross-validation on the training data, getting a "best model" for ...
1
vote
1answer
16 views

Significance codes in linear model with factors

I am setting up a linear model in R and need help understanding the significance codes when one of my independent variables is a factor - i.e., dummy variable for each possible value For a scalar ...
0
votes
0answers
15 views

Gaussian or Dirichlet Process from aggregated samples

For N individuals, I have the number of measurements taken per individual, the individual's mean measurement value, and the standard deviation of the individual's measurements, but I do not have ...
0
votes
0answers
8 views

Breusch-Pagan Test in Weighted Least Squares

When fitting an ordinary linear regression model, we can conduct a test for heteroscedasticity by applying the Breusch-Pagan Test. We fit the linear model, calculate the residuals, and then regress ...
0
votes
0answers
16 views

confidence intervall for the product of random variables [on hold]

Suppose $X\sim N(\mu,\sigma^2)$ and $W\sim uniform(0,d)$ independent random variables. I need to choose $d$ such that $S = |\sum_{i=1}^p x_iw_i |< C$ where $x_i$ and $w_i$ are from the ...
0
votes
0answers
7 views

Obtain Precision and Recall from Click through data

I am trying to build a graph of precision and recall using click data. I have two data sources. First data source has all the user clicked item_ids based on a given query_id. Second data source has ...
1
vote
1answer
14 views

Intrinsic dimensionality estimation using Laplacian Eigenmaps

I learnt that I can look at the eigenspectrum of the kernel matrices computed by nonlinear spectral techniques in order to estimate the intrinsic dimensionality of a data-set. I use drtoolbox (The ...

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