All Questions

0
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0answers
4 views

Matlab: How to calculate Expectaion for the random variable

I have a time series model y(t)= h^T y(t-1) + n(t) where n(t) is a white Gaussian noise that excites and drives the process. y ...
0
votes
0answers
3 views

Statistical significance test for confusion matrix

I have a doubt regarding, which statistical significance test to apply on a confusion matrix. Say for example there is a two class classification problem. The confusion matrix is given as follows: ...
0
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0answers
4 views

Modeling 2-D data as vector

As part of my class project i had to use decision tree classification on a training set which contains a set of matrices where each row is a vector recorded at a particular time stamp and each row ...
0
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0answers
4 views

In Sample and Out sample test in GARCH

I am using GARCH model to forecast 1 day ahead volatility. I am confused between in sample and out sample test and cannot find an simple explanation on the internet. Example: Daily data : 2005 - ...
1
vote
0answers
4 views

McNemar or chi-square - test for group differences paired and unpaired data

I understand that the difference between a chi-square test of homogeneity and the McNemar test is that the chi square is used for unpaired data and the McNemar is used for paire data. Here's my ...
0
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0answers
12 views

Handling Sparse Data Frames - algorithm selection

I am new to machine learning/statistical modelling. I am trying to run a classification on a highly sparse dataset with 100 features, most of which are categorical (TRUE/FALSE) with the remaining ...
0
votes
0answers
5 views

k-mean clustering of week-times

I have data of meeting times. The data has weekday and hour of the day. I want to cluster the meeting times (I have reason to believe there are two different kinds of meetings that tend to occur at ...
0
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0answers
3 views

Sampling related - MCMC

This is a continuation of the following question. The previous link was related to rejection sampling. This is related to MCMC. Sampling related - Rejection sampling 1a. As far as I understand, the ...
0
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0answers
8 views

Choosing between two parameters based on the mean and the standard deviation of the error

I am trying to interpolate data under the assumption that I have the true data. The interpolated data is dependent on a parameter which I am trying to estimate. For each possible value of this ...
0
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0answers
11 views

Sampling related - Rejection sampling

I am new to Bayesian methods. I was going through a chapter on sampling. I have a few questions related to it. Please help me get these clarified. As far as I understand, rejection sampling will not ...
0
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0answers
4 views

How to determine if a U chart or a C chart to be used

This is regarding theory of attribute type control charts.In a question it is given data for the number of non confirmities per 1000 meters of wire. I have to calculate control limits for a ...
0
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0answers
8 views

Relation of distributions

I want to predict a distribution using multiple related distributions. One method is to use multiple regression (the model specification is that the dependent variable, yi is a combination of the ...
1
vote
0answers
9 views

Data At Varying Granularity

I'm sorry for asking such a simple question, but for some reason it is throwing me off. By "granularity" I mean level of the data. For example, say in the classic example of spam classification you ...
0
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0answers
8 views

T-test to check a significance

Is it okay to perform independent sample T-test to test the effect of an health awareness intervention on male and female population registered at 300 polling booths in a town.
0
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0answers
3 views

Binary Logiistc regression and covariates in SPSS

When running binary logistic regression, where there is an dependent variable, multiple independent variable and covariates, where do I put the covariates in SPSS? Would they go in the covariate box ...
1
vote
0answers
14 views

Need direction in regards to probability based random value generation

I have a daily stream discharge data set spanning 10 years whose histogram looks like this: I would like to use it to set the distribution for a randomly chosen discharge for a given timestep. That ...
1
vote
0answers
22 views

why do offline learning algorithms perform better than their online learning counterparts?

(I'm assuming infinite data, finite time for this comparison) I was wondering why it is exactly that online learning algorithms usually perform more poorly than their offline counter-parts.. Does ...
0
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0answers
6 views

How do I calculate posterior probabilties from HMM?

The title may be misleading but I don't know if a better one exists. Consider the following figure: Basically, I want to replicate that. Its a bit easier for me because my HMM only has 12 states. ...
0
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0answers
9 views

Role of Chi inverse distribution in the confidence interval of standard deviation

Suppose X = [11.17, 9.52, 10.69, 9.84, 10.84, 9.88, 10.28, 12.23, 18.4] is a random variable with mean and standard deviation as 11.48 and 2.77, respectively. If I calculate the lower and upper ...
0
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0answers
11 views

Analysis of Feature Importances when features are dependent on one another

I can use random forests to determine which features are important when doing a prediction problem; for example. < height, weight, IQ measure> -> Is considered obese? Applying random forests ...
-1
votes
1answer
11 views

Which logistic model should I use in Stata when I have a mix of categorical and scalar variables?

I want to run a regression in Stata. The dependent variable is a scalar categorical variable indicating life satisfaction ls (1= satisfied, 2= intermediate, 3= ...
3
votes
2answers
108 views

Does high number of values outside of 95% Confidence Interval imply non-normality?

I am looking at the errors of my model, i.e. difference between predicted outputs and actual values. Finding a mean and standard deviation, I found that many values (sometimes more than 50%) are ...
2
votes
1answer
20 views

Do these random variables satisfy Lindeberg's condition?

I have the followig sequences: $Pr(X_n=n)=Pr(X_n=-n)=0.5$ $Pr(X_n=2^{n/2})=Pr(X_n=-2^{n/2})=0.5$ I have to show whether they satisfy Lindeberg's condition or not, but this condition is a bit ...
0
votes
1answer
6 views

Binary Classification vs. Aggregating Multi-Class Predictions

Sorry for the convoluted question, I'm sure there is a better way to phrase this. Basically, say I have a 5-class target vector, but I'm only interested in membership in a subset of the classes. For ...
1
vote
0answers
18 views

What is the confidence interval for model that is supposed to have mean of 'zero'?

I'm trying to analyze some dataset. I have a model. This model predicts some values. There are real values also known. I calculated the differences between the predicted and real outputs. Ideally, the ...
1
vote
0answers
15 views

How to simulate a random variable from a matrix variate distribution?

I am trying to simulate a random variable from the matrix variate normal distribution but have not seen any literature on it. If somebody could point me in the right direction for that or if they ...
0
votes
1answer
21 views

Optimization failure in HoltWinters [on hold]

I am using HoltWintersto fit the exponential model on the data. The data shows trend as well as seasonal pattern.Getting the following error message: ...
0
votes
1answer
17 views

Multi-class Classification using SVM with PCA

I'm doing an image classification task and the number of features of each example image is pretty huge (3,072: # pixels in each image). I'm thinking of using PCA to reduce the # features of each image ...
0
votes
0answers
18 views

How to determine the sample size, if standard deviation, population mean, sample mean and precision is given?

Determine the sample size if sample standard deviation is 6, population mean : 25, sample mean = 23 and the degree of precision is 99%
0
votes
0answers
6 views

Wavelet transform of Gaussian function [on hold]

What is the wavelet transform of Gaussian function? Any continuous wavelet can be used.
0
votes
0answers
8 views

R: Error with mlogit Conjoint modelling - system singularity

I am building choice models on a dates about coffee preferences. I have 5 alternatives: Brand, Cup, Price, Certification and Local Community Support. The data looks like this: ...
0
votes
0answers
25 views

Using classical methods to explain bayesian approach to confidence interval estimation

I'm using bayesian techniques on R to calculate a 50% confidence interval for a parameter lambdastar which has a prior distribution gamma(alpha,alpha). I am simulating 10000 random samples of size 10 ...
0
votes
0answers
17 views

Logistic regression model [duplicate]

Does one always have to standardize all coefficients in logistic regression models? Also does matlab automatically standardize coefficients or does this have to be done by the user? Thanks for any ...
0
votes
0answers
13 views

How to plot a linegraph in SPSS with respect to the data? [migrated]

Hi all, Above you'll see a line-graph plotted with SPSS. I want to improve this line-graph according to its data. Meaning that some elements are not presented correctly: (1) I deliberately ...
0
votes
0answers
10 views

EM algorithm - data imputation

Suppose we have iid sample of random vector $(X,Y,Z)$, where $x_i, y_i, z_i$ denotes corresponding realizations for the components. Assume also, that $(X,Y,Z)$ has a three-dimensional Gaussian ...
1
vote
0answers
24 views

R - Number of days since last occurrence [migrated]

I have a data frame that looks like this: ...
6
votes
4answers
162 views

Analyzing up/down patterns in short time-series data

I have not worked very frequently with time-series data, so am looking for some pointers as to how best proceed with this particular question. Let's say I have the following data - graphed below: ...
-1
votes
0answers
14 views

Adding number of observations in a histogram using gglpot [on hold]

My dataset looks as follows: ...
2
votes
1answer
44 views

How to implement model in R?

i would like your help to implement this model in R or more explicity where yt = monthly mean values μi = mean value in month i, i = 1 . . . 12 . I1;t = Indicator series for month i of the ...
0
votes
0answers
11 views

Why Would bagging perform better than boosting for the Naive Bayes Classification Model?

When I use SVD in Rapidminer, Boosting performs about 10% better with that model than with Bagging, but with Naive Bayes, the opposite is true. Why is this?
1
vote
0answers
15 views

Calculating $\bar c $ in C chart

In studying C chart I came accross this problem in Statistical Process control by Douglas .C.Montgomary. In this exercise it says: A control chart is used to control the fraction of non ...
0
votes
0answers
11 views

Example of multi-way clustering robust standard errors: puzzling results

I am trying to get a grasp on Cameron, Gelbach and Miller (2011) robust inference with multiway clustering. As I understand, bottom line is that ignoring clustering may result in standard errors ...
0
votes
1answer
15 views

Statistics - (bivariate data) Planning an Inquiry

I have to conduct a statistical inquiry that is representative of a population. You have to choose from a list of situations, and my choice was to measure the weight and length of carrots. The ...
1
vote
0answers
16 views

How to compute the out-of-sample log-likelihood function?

I am doing some empirical work based on realized GARCH model, whose log likelihood function is given as $$ l(r,x;\theta) = -n\log(2\pi) -\sum_{t=1}^n \left[\log(h_t) + \frac{r_t^2}{h_t} + ...
0
votes
1answer
29 views

The effect of the order of observations on the distribution of $\hat{\beta}$ in Linear Regression

Consider linear regression. It is known that if $Y \sim N_n\left(X\beta, \sigma^2 I_n\right)$, where $X$ is $n \times p$ of rank $p$, then $$ \hat{\beta} \sim N_p\left(\beta, ...
0
votes
0answers
3 views

Different results from quasipoisson models when using glm and winbugs

I used glm and winbugs to estimate quasipoisson models. I think the results should be very similar theoretically but they are not. Coefficients from winbugs are quite larger than those from glm. Does ...
1
vote
1answer
76 views

Area within a given number of standard deviations from given mean

I have a variable with mean value of 18.85 and standard deviation of 1.45. I want to define the area that is covered by 1.45 standard deviations left and 1.45 standard deviations on the right side ...
2
votes
0answers
19 views

Forecastability and Coefficient of Variation

I'm trying to get a sense check here. When determining "forecastability" for sales data, I tend to use the CV. However, this is highly susceptible to seasonality and outliers. As such, I was ...
-1
votes
1answer
20 views

Rearrange boxplot with ggplot [on hold]

My data looks as follows: X=cbind(var1=rbinom(100,1,0.26),var2=rbinom(100,1,0.01), var3=rbinom(100,1,0.07),var4=rbinom(100,1,0.09),var5=rbinom(100,1,0.004)) If ...
2
votes
0answers
7 views

Data transformation using copulas

I've heard about the use of copulas to transform data. For instance, supposedly it's applied to data that is non-normal to make it look more normal. However, I don't quite understand how this is done. ...

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