1
vote
0answers
5 views

Is this simultaneous equation model identified?

I have a 3 equation simultaneous equation model where all 3 dependent variables depend on each other (i.e. Y1 is based on Y2 and Y3; Y2 is based on Y1 and Y3; Y3 is based on Y1 and Y2). Would all 3 ...
0
votes
0answers
2 views

Test for difference in a set of post hoc tests

I have calibrated an classifier with different sources of training data and I want to evaluate its performance with several data sets. I plan to use the Friedman test and post hoc Nemenyi tests to ...
0
votes
0answers
5 views

Determine significance of an observed continuous distribution given many randomly generated continuous distributions

Suppose there is a vector, v, that contains the body height of every person over 30 years old on earth. It looks something like this: ...
0
votes
0answers
3 views

simulating overfitting in decision tree in classification data mining

I am working on decision tree, one of data mining classification technique, and one of the most important issue in this section is over-fitting. for simulating it, I need data set which has ...
0
votes
0answers
6 views

Variance explained $R^2$ by separate fixed effects (and interactions)

I am currently assessing the effect of five environmental variables (A, B, C...) on a trait (Y). I would like to estimate how much variance in Y each environmental variable explains. Previously I had ...
0
votes
0answers
5 views

How well does sample average range estimates sigma?

Suppose there are m subgroups of n items each. The following practice is described by Montgomery in the construction of a $\bar{X}-R$ chart: Let $\bar{R}$ be the average range of the m subgroups. ...
0
votes
0answers
10 views

Multivariate log-normal distribution

Let $X=\mu + \Sigma^{1/2}Z$ and $Z\sim \mathcal{N}(0,I)$. Is there a closed form for the distribution of $\exp(X)$?
0
votes
1answer
14 views

Can I exceed the estimated sample size?

I'm doing a cross-sectional descriptive study with an estimated sample size being 140. Will it be statistically justifiable if I managed to collect a sample of 200? Could there be any side effect that ...
1
vote
0answers
10 views

What's aggregation bias, and how does it relate to the ecological fallacy?

The context relates to a situation in I am interested to see whether class sizes predict test results. I have each individual's test results, and each individual's class size. I've been warned against ...
0
votes
0answers
3 views

Selecting samples based on their individual recurrence rates

I've generated a population of 100k asteroids >=10m in diameter with several parameters from empirically found distributions of e.g. velocity, diameter, density. From these parameters I calculated ...
0
votes
1answer
4 views

taking average of several models and feature sets

just a quick question that i cant seem to find a definitive answer for. When im doing feature selection, i end up with a list of the top performing sets. Would it make sense to use the top 10 sets ...
0
votes
0answers
8 views

Relationship between GARCH(1,1) and ARMA(1,1)

Consider an ARMA(1,1) for squared returns $y^{2}_t$: $$y^{2}_t=0.038+0.946y^{2}_{t-1}-0.855v_{t-1}+v_t,$$ where $v_t$ is residual. How to show that this model corresponds to a GARCH(1,1) for ...
-3
votes
0answers
13 views

desciptions or..for real data set in statistics [on hold]

Can i ask if i need to find a real data set to illustrate the t-test, Welch 's t test and Mann Whitney U test, any recommendation? Can this be done by decriptions in words , or need to find out a ...
0
votes
0answers
3 views

longitudinal correlations matrices (structural covariance)

I am interested in doing structural covariance analyses in a longitudinal manner. In structural covariance analyses in our field, we correlate grey matter volumes of various regions of the brain with ...
0
votes
0answers
7 views

Difference between biclustering and subspace clustering

I have gone through difference between bi-clustering and subspace clustering given here. But is there any difference between them in terms of mathematical definition or are they exactly same as ...
0
votes
0answers
8 views

Interpreting random slope for a dataset with missing data in mixed model

I am struggling to understand the meaning of random effect for the dataset with missing data based on mixed model, I am appreciated if anyone can help. Here is an example. let us say we have 20 ...
0
votes
2answers
8 views

How you can you take the `min` of what looks like a single value calculation in SVD++?

I'm reading through this paper: http://www.cs.rochester.edu/twiki/pub/Main/HarpSeminar/Factorization_Meets_the_Neighborhood-_a_Multifaceted_Collaborative_Filtering_Model.pdf And I'm looking at the ...
0
votes
0answers
15 views

Meta-analysis of standard deviation using the `metafor` package in R: can we distinguish between the different types of variability?

I am doing meta-analysis of standard deviations of parameter X (gastric pH). My collated studies are conducted on humans and each study report mean plus/minus SD of gastric pH in the studied ...
-1
votes
0answers
12 views

Word relevance on a topic from different documents/message

I have a set of texts in which lines of text are tagged with 1 & 0. I want to know which words are most likely to occur on ...
4
votes
1answer
25 views

Mode of the $ \chi^2 $ distribution

I've been studying a statistics textbook that makes a claim that the $ \chi^2 $ distribution with $ k $ degrees of freedom has a mode at $ k - 2 $ without proof. (Wikipedia seems to agree) Why is ...
0
votes
0answers
5 views

Using the composition algorithm to generate a standard normal variate

This is regarding a question from a past exam that I came across but it has no solution. Given that I can generate random variates from the absolute value of a standard normal variate $X$, with pdf ...
1
vote
0answers
11 views

Fisher's combined test vs testing uniform distribution of p-values

In testing a global null hypothesis, with independent tests, the p-values are distributed as $U(0,1)$. There are many goodness-of-fit tests to check that the distribution is uniform. For example, this ...
0
votes
0answers
7 views

Comparison of continuous two-dimensional state space grids across participants

Each participant completed k trials from which I obtained x and y coordinates describing a location on a Cartesian coordinate system (so, each participant has x$_1$, y$_1$, … x$_k$, y$_k$ ...
1
vote
0answers
6 views

Interpretation of coefficients in Cox model with time varying covariates and coefficients

I have a data set on survival times for individuals that may or may not develop a disease during the course of the study. Disease status is a time varying covariate, since individuals may become ...
1
vote
3answers
78 views

What is the difference $\beta_1$ and $\hat{\beta}_1$?

Suppose I have a random sample $\lbrace x_n ,y_n \rbrace_{n=1}^N$. Suppose $$y_n = \beta_0 + \beta_1 x_n + \varepsilon_n$$ and $$\hat{y}_n = \hat{\beta}_0 +\hat{\beta}_1 x_n$$ What is the ...
1
vote
0answers
7 views

Hypothesis testing to discriminate between two renewal processes

We have time [0,T] to observe a renewal point process, where the inter-renewal timings are i.i.d, and then decide whether the observation is according to a renewal process in which the pdf of ...
0
votes
0answers
5 views

Stacking GBT using Logistic Regression

1) I build Gradient Boosted Tree Model in h2o and now i have the POJO. 2) I extracted the weight for each tree of GBT for my population 3) I used the extracted weight to train a logistic regression ...
0
votes
0answers
17 views

Estimating Gamma MLE with left truncated data (using R and maxLik)

I'm trying to find the maximum likelihood estimation of the parameters of a Gamma distributed random variable using maxLik. The following code explain what I did: ...
0
votes
0answers
21 views

What does it mean that coefficient is significant for full sample but not significant when split into two subsamples?

I have a sample of acquisitions 1994 to 2015. When I run an linear multiple regression with the cumulative abnormal return after the announcement my coefficient of interest (HFA_dummy) is statistical ...
0
votes
0answers
6 views

Is fanny() an extension of cmeans() in R? or are they different? [on hold]

Is fanny() method in R is an extension of cmeans() in R. If I pass a dissimilarity cosine matrix to fanny() function, without passing any value for metric parameter will it perform fuzzy c-means with ...
0
votes
0answers
8 views

Caret classification: feature selection & unbalanced data

I have a two-class classification problem with very unbalanced data (~1:1000 Yes/No ratio). The initial model class I'd like to try is regular glm. So there are two issues need to be addressed: 1) ...
1
vote
0answers
16 views

Variance-Covariance matrix of Weibull Distribution for right-censored data

The probability distribution function, cumulative distribution function and survival function of Weibull distribution are given by respectively, \begin{equation} f(t;\alpha, \beta)= ...
0
votes
0answers
8 views

I want to create a custom date range in SPSS for Holt Winter's forecasting. Can it be done with a custom start number with a custom periodicity? [on hold]

My custom number starts at 1 and ends at 10, for each of the number, (1 to 10) I have a periodicity of 1 to 9. In SPSS, custom Date option is not providing much help. Again, Winter's additive is ...
0
votes
0answers
13 views

Controlling for variables with lmer (R)

I am using lmer (from the lme4 R package) on a dataset with 6 variables: SubjectID, ImageID, Category, Brightness, Contrast and ResponseTime, where the last three are continuous variables. (and yes, ...
4
votes
1answer
18 views

Are parametric tests on rank transformed data equivalent to non-parametric test on raw data?

Many non-parametric tests are identical to their parametric equivalent on ranked data. At least, that's what I learned from this blog post on Friedman's test and skimming this 1981 article.. This ...
0
votes
0answers
14 views

Statistic test for correlation among multiple variables || statistical test for confirming sales pattern among multiple items

While thinking about sales of a company, I came across a question. I have data like below: Day1 day2 ......day30. item1 10. 20. ....... 30. ...
0
votes
0answers
6 views

Methods for Developing Weights in Indexes

Example: I am building a macroeconomic index using >10 variables, and these variables, taken together, will numerically rank best and worst countries. What statistical methods/procedures would you ...
0
votes
0answers
11 views

Logistic Regression-Odds Ratio interpretation after Weight of evidence transformation

I am doing a logistic modeling with several continuous variables and binary outcome variable. 1- event 0-non event. I did the initial modeling with the variables and then did the Weight of ...
0
votes
0answers
12 views

What is zero mean and unit variance in terms of image data?

I am new to deep learning. I am trying to understand some concepts. I know "mean" is an average value and "variance" is deviation from mean.I have read some research papers, all say that we ...
0
votes
0answers
2 views

How do you determine if a self-report subscale is influencing the overall self-report score's significant relationship?

I'm running a series of independent samples t-tests with a self-report and its subscale scores as the dependent variable. Both the overall score and one of the subscale scores show signficantly ...
0
votes
0answers
3 views

How do I test the parametric assumptions of a split-plot ANOVA?

I have an RCBD split-plot experimental design for testing the effects of drought, tillage, and nutrients on plant biomass: Block = random factor (2 blocks of 10 plots each, total 20 plots) Drought = ...
0
votes
0answers
21 views

Model Underperforming

I am a quite new to machine learning but I have tried to implement some prediction on a data to predict if a customer would churn of not.And for this I have used many features but I am unable to ...
0
votes
0answers
12 views

In a mixed effects model, how do you determine when the slope and intercept should be independent?

This is a question regarding the theory underlying mixed effects models, specifically a general rule of thumb that can be used to determine the structure of random-effect portion. Here's what I ...
0
votes
1answer
27 views

Can this data be fitted with a beta distribution?

Disclaimer: I'm not a statistician but a software engineer. Most of my knowledge in statistics comes from self-education, thus I still have many gaps in understanding concepts that may seem trivial ...
0
votes
0answers
9 views

Formula to calculate the probability of multiple time stamps being equal

I am trying to determine what the probability of "simultaneous" multiple independent timestamps taken from multiple servers (all synced using NTP and occasionally adjusting for drift) would be in ...
0
votes
0answers
8 views

Unequal timepoints longitudinal data with missing values

I have a longitudinal data with unequal time points with missing values. I am looking for methods to impute the missing data. I looked at R packages NORM and AMELIA II and SAS procedures PROC MI. All ...
1
vote
1answer
25 views

Confidence intervals for group means (R)

Here are some sample data in R: set.seed(42) df <- data.frame(g = factor(rep(1:2, each= 50)), y = rnorm(100)+rep(0:1, each=50)) One can easily get group means ...
0
votes
0answers
7 views

Analyzing repeated cross-sectional surveys

I'm planning analyses for a substance abuse prevention media campaign and the funder is interested in looking at change over time in perceptions and attitudes towards drug use. We will take a sample ...
0
votes
1answer
13 views

Can we compare classifier scores in one-vs-all/one-vs-many?

In a system where we perform multi-class classification via a one-vs-all technique, are two scores comparable? E.g.: If I have 0.5 and 0.6 on two different classifiers, is it possible to say that the ...
0
votes
0answers
18 views

logistic regression - changing predictor scale

In a logistic regression with $5$ predictors, one predictor ($x_1$) results in a $B=-1.563$, $OR=.210$. A one point change in this predictor is very large so I multiplied $x_1$ by $10$. The new ...

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