0
votes
0answers
5 views
3x2x3 ANOVA with repeated measures
I am a beginner of statistical analysis.
Currently I am using SPSS software statistical package.
How to perform repeated measures ANOVA for the following data:
5 emotional states x 2 hemispheres x 5 ...
1
vote
0answers
6 views
Estimating the disequilibrium error in ECM
I am supposed to estimate the labour market disequilibrium for my master thesis.
I am using an error correction model specification for the federal states in Germany.
I am using labour (emp), gdp, ...
0
votes
0answers
10 views
marginal effect clogit not significant
I developed a coniditional logit model on STATA, the model is good and the variables are highly significant
Then I do mfx predicted (PU0) to determine the marginal effects of variables (dy / dx). the ...
1
vote
1answer
30 views
When does replication reveal fraud?
Found this question here, and I couldn't answser it and thought it would be a wonderful question for this site.
Here's a little thought experiment for your weekend pleasure. Consider the ...
1
vote
0answers
17 views
How do I analyse a two-alternative forced choice test?
I have recently as part of my bachelor project at my university conducted a two-alternative forced choice test. I have looked at ways to say something with significance about which images (the test ...
0
votes
1answer
19 views
Probability distributions
What is the probability that a random number [0,1) will lie in [0.5,0.6]?
As far as I know, there are 3 probability distributions in physics we usually use, but I am not sure when we can use ...
0
votes
1answer
22 views
How does SVM prediction work?
As far as I understand, the training phase usually uses the dual optimization formulation where we can implicitly calculate the weight vector which defines the discriminant function.
How about the ...
0
votes
0answers
12 views
Simple mean reversion measure for binary time series
I am trying to define a simple measure for mean reversion in a stochastic sequence of ones and zeros, which I denote by $x_t$.
Yes, a unit root test on the cumulative sum could be a viable choice, ...
0
votes
2answers
21 views
What is endogeneity and what does it mean substantively? As an extension what is exogeneity?
My apologies if this is an obtuse question, I am neither a statistician nor a econometrician but as a student is empirical methods this question plagues me.
I understand that $$X'\epsilon=0$$ not ...
0
votes
0answers
15 views
How to score the options in a questionnaire and develop a scoring range in a risk profiler questionnaire?
I have developed a risk profiler questionnaire but don't know how to score the options and make a scoring range. Once the range is developed, I could categorize the client as conservative, moderate ...
0
votes
0answers
27 views
Simulating multiple linear regression
I would like to simulate a multiple linear regression model using R.
If I have the skewness and kurtosis for the residuals, how can I do that?
-2
votes
0answers
40 views
Why are log transforms used in measuring dose-time association?
Explain why log(dose) and log(time) are used to measure the association between dose and time instead of the actual values of dose and time.
2
votes
1answer
54 views
Dummy coding for contrasts: 0,1 vs. 1,-1
I'm seeking your help in understanding the difference between two different contrasts for dichotomous variables.
On this page:
http://www.psychstat.missouristate.edu/multibook/mlt08.htm
under ...
1
vote
0answers
28 views
Finding Abnormally Low Ticket Prices
I'm creating a program where my goal is to analyse lists of ticket prices and locate tickets that are priced abnormally low in relation to the spread of prices.
My preliminary model does the ...
1
vote
0answers
24 views
Independent, Dependent Variables, Nonlinear
So, I am not a statistician, but a burgeoning mathematician. Here is something that is perplexing me in statistics, however. My apologies if the question is silly, on one hand, or just not solvable, ...
2
votes
0answers
24 views
How to construct a 95% Confidence Ellipse in R
So I am sampling from a multivariate normal distribution in R, and am trying to figure out how to calculate its 95% confidence ellipse using the ellipse() function in the package car.
Here is some ...
0
votes
0answers
38 views
Overfitting when using corrected AIC for model selection
I am using the corrected AIC to select the lag order in a simple AR(p) model. I chose the the AICc since my sample is fairly small (n=135). The AICc minimal model is the AR(15). To me it seems like an ...
1
vote
2answers
52 views
6
votes
1answer
42 views
Is there a general definition of the effect size?
The effect-size tag has no wiki. The wikipedia page about the effect size does not provide a precise general definition. And I have never seen a general definition ...
0
votes
0answers
22 views
Statistical Distance Within Multivariate Distribution
Suppose you have some multivariate normal distribution $X \sim N(\mu,\Sigma)$. Is there a good way to calculate a measure of distance between an arbitrary $X_{i}$ and $X_{j}$ of $X$ (I suppose the ...
3
votes
1answer
50 views
Is the exponential distribution a good model for this data?
I'm trying to determine if the exponential distribution is a good model for a data set that I'm exploring. It doesn't have to be precise. I'm using the data for capacity planning (if it's a good fit) ...
0
votes
0answers
12 views
OK to use residual sum of squares for cross-validation of binary outcome?
For an OLS model the mean squared error can be used to assess the fit of the trained model on the validation data.
What is the equivalent for a logistic regression model? Can I simply use the ...
1
vote
1answer
25 views
Standard errors of regression coefficients based on sample size
For any particular nonlinear regression: $$Y_i = f(\mathbb{x_i},\theta) + \epsilon_i, i=1,...,n$$ I currently have standard errors for each of the $\theta_j$ obtained via the Gauss-Newton algorithm
...
2
votes
0answers
13 views
Which variables are driving correlations within groups
I'm running an analysis on a few data sets that each typically have 100-200 cases measured across 120-160 variables - something similar to looking at gene expressions. Each variable is a non-centered ...
3
votes
1answer
34 views
Why do R function `eigen()' and Armadillo's `eig_sym()` give different results
I am trying to compute eigenvalues in C++ using the Armadillo function eig_sym via RcppArmadillo. The results are not entirely ...
0
votes
1answer
12 views
Confusion related to regularization parameter selection by cross validation
I can see lots of paper mentioning they selected some parameters like regularization parameter $\lambda$ by cross validation. What do they mean by that?
0
votes
0answers
17 views
Putting a prior on the concentration parameter in a Dirichlet process
Most of this is background, skip to the end if you already know enough about Dirichlet process mixtures. Suppose I am modeling some data as coming from a mixture of Dirichlet processes, i.e. let $F ...
0
votes
1answer
19 views
How can generalized estimating equation be applied to analyze network data?
I'm using the analytical strategy of Christakis and Fowler to study the spread of behaviors in social networks. Page 566 of this article reviews their method in more details: ...
1
vote
1answer
33 views
Estimating the covariance of the means from two samples?
Let there be two samples of size $n$, $x_i$ and $y_i$ from two different normal distributions.
What is $\operatorname{cov}(\bar X_n, \bar Y_n)$? And how can it be estimated?
The motivation for my ...
0
votes
0answers
16 views
How to calculate probability with sigmoid output in feedforward neural network?
first of all I'm sorry for my not very skilled English, but I will do my best to explain my problem.
I'm trying to create a feedforward neural network with one hidden layer (with probably arctan ...
0
votes
0answers
15 views
Is discretization still the only way to deal with continuous and count variables in data mining association algorithms?
I have recently read a book chapter of data quality in which the author is against turning continuous variables in groups. While I agree with some of his arguments, I was not be able to find a way to ...
4
votes
0answers
48 views
Are there applications for differential equations in statistics?
So I know we statisticians don't use differential equations as heavily as e.g. engineers. Actually, I have never seen or needed them in my studies.
I'm curious to learn about them now, and I'd be ...
0
votes
1answer
37 views
Including (and interpreting!) random intercepts and/or slopes in linear mixed models
I'm new to linear mixed modeling, and have some theory-driven questions that I'm not sure how to analytically resolve.
I am analyzing experimental data with a within-subjects factor (...
0
votes
1answer
15 views
can EM algorithm be applied to my problem? Input data set is based on a function of parameter
I understand EM algorithm is often used for missing data/mixture problem. But can it be used to optimize a particular type of likelihood based on jointly fitting variables and transformations of those ...
1
vote
0answers
11 views
Cross validation with first and second order effects
Our project involves looking at different chemical properties and developing a model which incorporates first and second order effects to predict properties of new chemicals. The data set consists of ...
0
votes
0answers
25 views
Derivation of the pdf of the Beta distribution [duplicate]
$$
f(x)= \frac{x^{(\alpha−1)} * (1−x)^{(\beta−1)}}{\mathcal B(\alpha,\beta)}
$$
Questions:
How can we derive this famous pdf?
What is the intuitive meaning of the Beta distribution? (Please ...
1
vote
0answers
22 views
Transformation of binary data
I have a function that I am trying to optimize using Particle Swarm Optimization.
The objective function gets a binary string. These binary strings are candidate solutions of the subject function. I ...
1
vote
0answers
24 views
Can we use random forest for classification in combination with distance matrix between classes
With a colleague, we are working on a dataset containing ~5000 continuous variables for 120 individuals belonging to 8 classes.
We want to estimate the relative importance of each variable to explain ...
4
votes
1answer
66 views
Confidence error bars and “central point”: Should we emphasize the median?
Say I want to plot summary data with a point and a 95% confidence interval around that point. What should my point really be? Mean, mode, or median?
I know that mean = median for any symmetrical ...
2
votes
2answers
50 views
F test for equality of variances
I know that the test statistic is $$F=S_1^2/S_2^2 $$
But I am looking at some example questions from my lecturer and some have confused me. For example:
For a certain game, individual game scores ...
1
vote
0answers
19 views
Correction term in variance of mixture [duplicate]
In the answer to this question, the correction term is claimed to be nonnegative:
$$p_A \mu_A^2 + p_B \mu_B^2 - p_A^2 \mu_A^2 - p_B^2 \mu_B^2 - 2 p_A p_B \mu_A \mu_B \geq 0$$
where $p_A + p_B = 1$, $0 ...
1
vote
0answers
11 views
R Matrix process with conditional additions [migrated]
I have to pre-process a big matrix. To make my example easier to understand I will use the following matrix:
Raw data
$\begin{array}{ccc}
18 & 0 & 14\\
12 & 13 & 0\\
15 & 0 & ...
0
votes
0answers
10 views
Quantifying magnitude with negative numbers
I have a multivariate parametric model for predicting how likely an outcome is to occur. I'd like to be able to describe the difference in the avg prediction for the smallest group and the avg ...
1
vote
0answers
25 views
Likelihood ratio test for a random variable following the Gamma Distribution
Assuming we have a random variable $X\sim \operatorname{Gamma}\left(\alpha,\beta \right )$:$\frac{1}{\Gamma (\alpha )\beta ^{\alpha}}x^{\alpha-1}e^{\frac{-x}{\beta }}$
I'd like to test the ...
1
vote
0answers
41 views
Repeated Measures in R, SAS or SPSS: Whale Body Temperature Data
I have a question regarding a repeated measures experiment. I have 5 whales (randomly selected) that I recorded body temperature on. Data was collected via satellite, programmed to transmit records at ...
1
vote
0answers
15 views
0
votes
2answers
30 views
Finding the distribution when the observations are dependent
How do we find information about the distribution of a variable in presence of dependency among our observations? This dependency is coming from measuring the variable on the same group of subjects ...
-1
votes
0answers
22 views
List of Interesting Problem related to Telecommunication [closed]
I'm currently doing some data mining task based on call detail record (cdr) and subscriber data. As beginner, I need some list of interesting problem so that the result of classification and ...
0
votes
0answers
26 views
ARIMA forecasting with external regressors
I am trying to build ARMAX models using auto.arima. I have a time series to forecast (weekly and monthly seasonality, I've put the ts() frequency=7), another two time series as external regressors, ...
1
vote
0answers
14 views
Nonlinear PCA ( R package homals)
I'm using the NLPCA to reduce the dimensionality of nine variables (4 nominal / 3 ordinal /2 numeric) to obtain the object-scores to be used as dependent variable in a regression model.
I'm using the ...
