1
vote
0answers
5 views

Can a machine learning algorithm be evaluated based on a random sample?

I am trying to evaluate how well (or bad) a semi-supervised algorithm is performing on a given dataset. The algorithms assigns one of 10 labels to each data point. The dataset is huge, and it's not ...
1
vote
0answers
2 views

Correlated Random Effects Probit vs. GEE Population-Averaged Probit

My question relates to recent work on correlated random effects probit models (see these slides from Wooldridge) and comparing them to GEE population averaged probit models: Is one approach better as ...
0
votes
0answers
3 views

MAP Estimator with Laplacian Noise

I need to calculate the MAP estimator of $ x $ in the following case: $$ \left [ \begin{matrix} {y}_{1}\\ {y}_{2} \end{matrix} \right ] = \left [ \begin{matrix} x\\ x \end{matrix} \right ] + ...
0
votes
0answers
13 views

Identifiability in linear regression

If we have a generative model: $X_2=X_1a_1+\varepsilon$, where $\varepsilon \sim \mathcal{N}(0,\sigma_2^2)$, do we have $X_1=X_2a_2+\varepsilon '$, where $\varepsilon \sim \mathcal{N}(0,\sigma_1^2)$ ...
0
votes
1answer
41 views

What does the | in |Z| mean in mathematical expressions for distribution statistics

I am doing some self study on statistics and noticed that in the notes that I was using the $|Z|$ expression as attached in the photos below. I am confused with the "$|$" that is being used. The only ...
0
votes
0answers
3 views

which test to use here to test the significance of overlap with respect to a control?

i'm not sure what statistical test to use to compare a scenario like this: I have a list of candidate regions A (560k regions) and I want to know if my candidate regions enrich for a particular set ...
1
vote
0answers
8 views

What to do with missing values?

I have missing values for some of the variables in my data. I am using pooled OLS and have 144 observations. I have missing values for three of the variables. Less than 10% of the data for each ...
4
votes
0answers
16 views

R packages that work with biased samples

I'm working with a biased sample of web users. I'm only able to track responses of users who have navigated my site in a certain way, and I'd like to run an analysis to determine how certain factors ...
0
votes
0answers
7 views

Labelling subplots [migrated]

I have produced a volcano plot, however for an examples sake, let's use : ...
1
vote
0answers
4 views

How to integrate observational errors in goodness of fit tests?

I have an astrophysical non-linear curve, specifically a power spectrum. I need to fit this curve with a model and obtain the goodness-of-fit (GOF). This gives me expected and observed values. The ...
0
votes
0answers
23 views

How does this algebraic relationship among expectations work?

Find the expected mean squares error of lack of fit. Trial: $$SSLOF=\sum_{1}^mn_i(\bar y_i-\hat y_i)^2\\=\sum_{1}^mn_i(\bar y_i-\bar y)^2-\sum_{1}^mn_i \hat\beta_i^2(x_i-\bar x)^2$$ and ...
0
votes
1answer
10 views

Repeated measures tests without “before and after” measurements

When reading about repeated measures ANOVA, until now 99% of examples are always with "before" and "after". But if I understood correctly the point of repeated measures ANOVA is not necessarily to ...
1
vote
0answers
4 views

Evaluate deviation from negative binomial model

I'm trying to figure out how to determine to what extent a sample deviates from a negative binomial model fitted to a larger population. As an example, I generated counts of doctor visits for a ...
0
votes
0answers
4 views

how to measure multichannel distances between “event” sequences

In TraMineR, seqdistmc is used to measure multichannel distances between "state" sequences. I am wondering if there is a function to measure multichannel distances between "event" sequences.
0
votes
2answers
16 views

Cox PH model selection and validation

I am trying to analyze my data using survival CoX PH in SPSS v.19 and also attempting to make different prediction models (without and with a biomarker of interest). I am a clinician (not a ...
0
votes
0answers
6 views

How to can IRT-Models be understood in GLM/ SEM Framework? (Predict Learning with added Paradata-Covariates)

I'll be working with data from an a Intelligent Tutor System similar to one studied in the KDD-Cup 2010 on Student Performance Prediction and plan to use IRT-Models to infer item and ability ...
0
votes
1answer
18 views

Cluster with distance threshold in R

I'd like to get clusters with a maximum inner distance threshold. Now I use hc <- hclust(d) and cutree(hc, numofclasses). ...
1
vote
0answers
18 views

Maximum Likelihood Estimation with Known Parameter Distribution

Consider i.i.d observation vector ${\bf x}$ from a distribution $F$ depending on vector of parameters $\boldsymbol{\theta}$ and single parameter $\alpha$. We would like to estimate parameters ...
0
votes
1answer
14 views

Adjusting significance level with for different kinds of tests (chisq, mann whitney etc.) on the same variable

I have conducted a series of tests on a single, dichotomic variable (presence/absence of a personality disorder in a neurological illness) in order to compare several things (i.e. presence of anxiety ...
1
vote
1answer
28 views

AR(1) on autocorrelated data that is not a time-series

I need to apply a regression model on observations that is not time series data but each observation presents a store and the amount of cartons that gets sent to that store. For instance ...
0
votes
0answers
9 views

Relationship between number of Principal components and Exploratory factors.

Would like to know is there any heuristic relationship between the number of components identified from PCA analysis and the number of hidden factors provided by EFA analysis on the same data set?
1
vote
1answer
31 views

How to model a skewed Student's t disribution

I have a small number of samples (5) of a large population (~10,000). The samples are percentages and hence I know from the context that no answers are possible below 0% or above 100%. From this one ...
1
vote
0answers
21 views

Hammersley–Clifford theorem

I'm reading this paper http://image.diku.dk/igel/paper/AItRBM-proof.pdf and I got stuck in page 4 with equation (1) that's based on Hammersley–Clifford theorem. I'm not good in reading set theory ...
1
vote
0answers
11 views
0
votes
0answers
11 views

Difference in memory usage between gbm and blackboost [migrated]

I'm working on a database with around 250000 observation and 50 predictors (some are factors so in the end around 100 features) and I have trouble using the blackboost() function (from mboost package) ...
1
vote
1answer
17 views

Is it ok to adjust significance level according to number of comparisons in simple correlations?

a referee asked me to "split" the significance level for the number of comparison, although i am not doing repeated comparisons but just spearman correlations between variables. I have set the ...
0
votes
0answers
5 views

Model selection and parameter estimation in forecasting with a Dynamic Linear Model

I am implementing a general purpose prediction tool for time series. I want to tolerate missing values, so I decided to settle for DLMs. To make it as relevant as possible on a large number of ...
0
votes
0answers
12 views

Standard deviation of normalized data

I have a data set $y_i$ with the standard deviation $\sigma(y_i)$ for each value. The $y_i$ represent some value of photon count rate. For some reason, I normalize the data set to the average count ...
5
votes
2answers
65 views

Fitting data sample to a distribution

I'm trying to fit a data sample to a distribution. So far I have created a histogram and fitted the data with a lognormal distribution in R and made a Q-Q plot in excel (of log(benefits paid) against ...
1
vote
1answer
22 views

Dealing with different time series data in Machine Learning

I am trying to create a stock market model based on fundamental variables for the US economy. I am using R. Some of the variables I am looking to include are: GDP, Unemployment Rate, Initial Claims, ...
0
votes
0answers
24 views

if technical analysis rules for predict stock prices is unique for all cases, why should we learn neural networks? [migrated]

Is there any neural network out of the box tool that was already learned all technical rules by feeding many stock trading data?
1
vote
0answers
8 views

Monte Carlo Integration Interval Probability

Use MC integration to estimate the probability that X * exp(X) < 2.5, assuming that X ~ Gamma(1.2,3.7) ...
0
votes
1answer
12 views

On using an orthogonal series to estimate a regression function

Suppose I have a function $g\in L_2(\mathbb{R})$, and we observe variables two -vectors $(Y_i,X_i)$ such that $Y_i = g(X_i) + U_i$ for some IID error terms $U_i$. If I want to estimate $g$, I want to ...
0
votes
0answers
22 views

How to interpret results from a nonparametric Wilcoxon test [duplicate]

I did a research study that looked at pre and post test scores from a test. I was asked to run a Wilcoxon test, which I did and now I need to know how to interpret the test results but also how to ...
1
vote
0answers
24 views

Can Pearson correlation be used as a measure of fit?

In the context of multiple linear regression, is it acceptable to use Pearson correlation to discriminate how well a model fits a data set? Let's say that I have some experimental values that come ...
1
vote
0answers
19 views

Are these events independent? [duplicate]

We flip a fair coin (independently) three times. Define the following two events: A = "the number of tails is odd" B = "the first coin comes up heads" Are the events A and B independent? I believe ...
1
vote
0answers
25 views

Causality in microeconometrics versus granger causality in time-series econometrics

I understand the causality as used in microeconomics(in particular IV or regression discontinuity design) and also the Granger causality as used in time-series econometrics. How do I relate one with ...
1
vote
0answers
13 views

Comparing Percentages Between 2 Groups When Each Group's Total Percentage Exceeds 100

I am comparing the rate of specific Response Patterns A through L among students in Group 1 vs. Group 2 (rates for the first five patterns are exemplified in the table). These are response patterns ...
0
votes
0answers
9 views

How To Fix a Non-Representative Sample Using Ordinal Logistic Regression and Predict Appropriately?

After searching for this question, I did find this -- but it didn't seem to be asking the same question and I'd like to extrapolate on it if possible to get more into fixing it generally and the ...
0
votes
0answers
9 views

Measuring entropy of a 2d matrix

In this answer to the question Measuring entropy/ information/ patterns of a 2d binary matrix, the base-2 entropy of the 2-d matrices obtained from a series of moving window sum filters is measured: ...
1
vote
0answers
13 views

What Gaussian process covariance function captures an affine mean?

In the documentation for GPML, the author trained a GP with an affine mean function and isotropic squared exponential covariance function. Then there is an exercise to the reader: Try training a ...
0
votes
1answer
31 views

Best practices for extrapolating data

I have a set of variables that parameterize a logistic equation bacterial growth model. The parameters change based on temperature (e.g., growth speeds up at higher temperatures) and so it is ...
2
votes
0answers
22 views

Intelligence Squared Scoring and Winner Determination

There is an NPR podcast called Intelligence Squared. Each episode is a broadcasting of a live debate on some contentious statement such as "The 2nd amendment is no longer relevant" or "Affirmative ...
1
vote
1answer
40 views

Can I write estimate $\pm$ its standard error?

Suppose I have an MLE estimate $\hat{\theta}$ for a parameter $\theta$, and $\hat{\sigma}$ is the sqrt of the inverse of the negative of the Hessian of the log likelihood at $\hat{\theta}$. Can I ...
0
votes
1answer
26 views

What is Precision-Recall Curve?

I have a data mining assignment where I make a content-based image retrieval system. I have 20 images of 5 animals. So in total 100 images. My system returns the 10 most relevant images to an input ...
1
vote
0answers
19 views

Statistics for conditions with different number of levels

I have measured the brain activity in a group of 10 subjects who had to perform a task in real and imagined conditions, the task ...
0
votes
1answer
15 views

Statistical significance of different models [duplicate]

I ran a specification with an outcome in $ terms, and a coefficient on a dummy variable was statistically significant. However, when I ran the exact same model with the outcome in log-dollar terms, ...
0
votes
0answers
25 views

How to do multilevel classification using R

I am trying to do a multilevel text classification using R. Is there any package in R which I can use to do it? If not, then how can I proceed using the svm or ...
0
votes
0answers
13 views

Compare the marginal effect for a dummy variable with a continuous variable from a probit model

I use probit model for one regression which consists one independent dummy variable that captures whether the firm is unionized or not. I also estimate the same probit model instead of consisting ...
0
votes
1answer
17 views

What will be the process of statistical analysis with Survey data?

I have the survey data of sales force satisfaction and dis-satisfaction . In this data set,there are three to five sub-questions inside to one question. I want to know how can i start the statistical ...

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