3
votes
1answer
396 views

How to prove independence of marginal/conditional (?) posterior distributions?

This is a question about exercises 4.2 and 4.3 of Jim Albert’s “Bayesian Computation With R” (p. 82). Note that while this might be homework, in my case it is not. We are to prove that, given two ...
2
votes
1answer
30 views

Meaning of “reconstruction error” in PCA and LDA

I am implementing PCA, LDA, and Naive Bayes, for compression and classification respectively (implementing both an LDA for compression and classification). I have the code written and everything ...
3
votes
1answer
108 views

Power martingales for change detection: M goes to zero?

I'm trying to apply the power martingale framework by [Vovk et al., 2003] to change detection in unlabeled data streams, just like in [Ho and Wechsler, 2007]. The basic idea involves using a power ...
0
votes
0answers
5 views

Find Variance of AR(2) process Xi = 0.3Xi-2 + ui

Full question: X0,X1, …., Xn are distributed according to the following AR(2) process Xi = 0.3Xi-2 + ui, for i=1,...,n, X0=X1=0 where ui are iid N(0,3^2). Have no idea where to start with this one. ...
0
votes
0answers
7 views

Show that if $X$ is uniform on $[0, 1)$ then $Y = k\log X$ is an exponential r.v. such that $⟨y⟩ = k$

Attempt: probability is conserved under change of variables. If $p(x)$ is a probability density then $p(x)dx$ is the probability that there is some $x′$ in $[x, x+dx)$. By change of variables $x$ -> ...
0
votes
0answers
10 views

Not complete repeated measurement for linear mixed effect model in R using na.omit

I have measured the effect of different stimulation types in a group of subjects and I am using linear mixed effect models in R to check the effect of each stimulation type. Let's say I have ...
0
votes
0answers
5 views

Path Analysis Vs Multinomial Logit

Would anyone be able to explain the logic behind using a Path Analysis over running several multinomial logits. The theoretical model I am testing has X1-3 mediating Y1. Y1 and X1 predict U1-3 (the ...
0
votes
0answers
7 views

RMSE vs R Squared literature

I have found many related answers and explanations, but not one that involves literature. I have a model and I have used cross validation. Some models have really high R and adjusted R squared values, ...
1
vote
2answers
30 views

Test dispersion around $y = x$ line

As shown in the figure, the lines in both panels are $y = x$. The lines are not regression lines. I see that in the right panel the data points scatter further away from the $y = x$ line. ...
12
votes
7answers
6k views

Estimating a distribution based on three percentiles

What methods can I use to infer a distribution if I know only three percentiles? For example, I know that in a certain data set, the fifth percentile is 8,135, the 50th percentile is 11,259, and the ...
0
votes
0answers
4 views

Equivalent of significance in population data?

I know that significance tests don't make sense on population data. But how then can I figure out if effect sizes are meaningful? Is it purely a judgement call? Background: I have a census for an ...
0
votes
0answers
9 views

How do I compute the posterior distribution of the success probability with uniform priors?

This is a question from a homework assignment A clinical trial is conducted to compare the effectiveness of three drugs. 100 patients are randomly assigned to each drug (300 total patients), and Y_1 ...
2
votes
2answers
2k views

Hidden Markov Model to predict the next state

I am learning to use HMM and I am trying to solve the following problem. There is a robot moving around the nodes in graph. The robot can move to adjacent nodes with certain probabilities. Each time ...
0
votes
0answers
9 views

K-Means Clustering - then use created clusters in SVM

I'm using K-Means clustering to split data into 2 clusters as follows. ...
1
vote
1answer
11 views

How to calculate one probability out of several Bernoulli probabilities?

For a multi-agent problem I want to calculate the probability that a certain event happens for any agent (1 or more). There are n agents, and $P(X_i=1)=p_i$ for each agent. I want to calculate the ...
74
votes
5answers
31k views

What's the difference between principal components analysis and multidimensional scaling?

How are PCA and classical MDS different? How about MDS versus nonmetric-MDS? Is there a time when you would prefer one over the other? How do the interpretations differ?
0
votes
0answers
14 views

How to fit a curve for a histogram

I am trying to fit a curve (gaussian) for my distribution represented here with an histogram, like the red curve represented in the attached shema. X = rchisq(1000, df = 5) hist(X) Thank you
0
votes
0answers
3 views

Why can't I access or even find trials data

I would like to access trial data for a multicentre RCT A6181004 to calc SEMs (I know how to do this, but cannot seem to find trial data, at least in Cochrane, which seems linked to Central). ...
0
votes
1answer
11 views

SOM (Kohonen) using the term document matrix [on hold]

Language: R Package: kohonen Function: som I have a term document matrix (tdm) with 64 terms (row) and 1017 documents (columns). I want to use the self-organized-map to cluster the terms on 25 ...
3
votes
1answer
168 views

Fitting a glm to a zero inflated positive continuous response

I'm trying to fit R glm's to data sets where the response is zero inflated positive continuous. This is an example data set ...
0
votes
0answers
21 views

Statistics help required

I am doing a project in A/B testing.I want statistical approach to evaluate my work. A/B testing is comparing two versions of a web page/ taglines /landing pages to see which one performs better. You ...
0
votes
0answers
4 views

Planned contrasts in ezANOVA

I have a data set that is 3 x 5 and I can easily run a repeated measures ANOVA using ezANOVA in R. I now wish to have planned contrasts going into the ANOVA. The data consists of one control ...
1
vote
0answers
4 views

When (and why) is a conditional logistic regression equivalent to a Cox proportional hazards model?

In the the help for the clogit function in the survival package in R, the details section ...
0
votes
0answers
3 views

ECM or first differences if panels are integrated of different orders

If I have panel data and am interested in modeling short and long-run effects, what are the consequences if some of my panels are I(0) and others I(1)? Some have suggested I can just pool the data and ...
3
votes
1answer
101 views

How can I find the optimal weighting scheme to aggregate these estimates?

I have data in which about 150 subjects separately estimate 6 different quantities. The quantities are the answers to general knowledge questions like "How many far apart in kilometres are Milan and ...
1
vote
0answers
11 views

Estimating the distribution of frequencies from a sampling of unique values

Let $L$ be a list of elements with repetitions, and $S$ be the set of elements appearing in $L$. I have two tools at my disposal: I have a sample of $k$ elements taken uniformly in $S$, and for each ...
1
vote
0answers
11 views

Statistical significance in time series (R)

Stats newb here, I have to determine if two time series are really different instead of being part of the same population with noise in the samples. The data is a comparison between two algorithms ...
0
votes
1answer
131 views

Help in regression interpretation, including interaction terms

I m doing a quantitative analysis for my dissertation and I m having issues with the interpretation of my results (I have little knowledge of SPSS). I m doing a panel data analysis with multiple ...
1
vote
0answers
8 views

Support of distribution (distribution fitting)

This might be a weird question. I want to know why Matlab still run to produce estimated parameter whenever I input data which doesn't belong to the support of the distribution? E.g. I want to ...
3
votes
2answers
4k views

Fitting t-distribution in R: scaling parameter

How do I fit the parameters of a t-distribution, i.e. the parameters corresponding to the 'mean' and 'standard deviation' of a normal distribution. I assume they are called 'mean' and 'scaling/degrees ...
0
votes
0answers
34 views

Why coefficient changes sign between linear and logistic regression?

My dependent variable $Y$ is continuous a linear model is estimated: \begin{equation} Y = \beta_{0} + \beta_{1} X + \epsilon . \end{equation} I transform the dependent variable into $Z = 1 \text{ if ...
3
votes
0answers
10 views

Including both individual and state fixed effects

Consider we have the following regression model: $$y_{it}=x_{it}'\beta+\alpha_{i}+\upsilon_{it}$$ where we have data on $N$ individuals for $T$ time periods. Now, if we estimate $\beta$ by ...
0
votes
0answers
8 views

Notational issues for point estimates

In the most basic form, (as I recall), consider a random variable $X$ which is defined over a probability space $\Omega$. Now, let us call a realization of $X$ as $x$ . As such, we can define ...
0
votes
0answers
11 views

Is there a variable selection function in R or Stata for Tweedie regression?

I have a data which includes 8 variables: 1- The first variable contains grades given by a voice expert to participants' voices. It takes any value from 0 to 3 with mode 0 (so zero inflated) 2- The ...
0
votes
0answers
6 views

Comparison of means between two groups using additional information

I would be glad if you help me with at least one of the questions. General question: there are two groups, sampled from normal distributions with only two means (one for each group) and different ...
0
votes
0answers
3 views

Spark ALS-WR giving the same recommended items for all users

We are trying to build a recommendation system for a supermarket with diverse item types (ranging from fast-moving grocery to low-moving electronic items). Some items are purchased more frequently in ...
0
votes
0answers
4 views

Hedonic regression - demand measured by number of bookings as DV?

I have the following issue. I am using a dataset with web-scraped data from a sharing economy platform, i.e. the content of the listings as can be seen online. The data thus includes among others the ...
5
votes
0answers
80 views

Probability of failure in a finite population

I regularly inspect finite populations for failures (we make custom products in batches of ~500-800). Currently, we inspect every product for failure, which is quite a bit of work. I want to reduce ...
0
votes
0answers
6 views

Bootstrap sampling to evaluate a model

In order to properly estimate model prediction performance I use bootstrapping to estimate the confidence interval of the performance measure. I perform a repeated random sampling to generate $B$ ...
1
vote
0answers
11 views

Generalized additive model

I need help on how to interpret results for Generalised Additive Models(GAM) in R using the mgcv package. I have a dataset called flood which has a dependent variable called year (1985-2014) and the ...
1
vote
1answer
271 views

Implementing WARP Loss (Gradient Computation)

I am trying to implement the WARP Loss in Torch, as defined in the WSABIE paper: http://www.thespermwhale.com/jaseweston/papers/wsabie-ijcai.pdf The Algorithm is as follows: The Algorithm ...
0
votes
0answers
9 views

Poisson process for queuing problem

I posted it incorrectly on a different thread so I'm reposting it here. I'm working on a problem and would love to get any advice - patients come into a clinic according to a Poisson process with ...
0
votes
0answers
8 views

Deriving the expectation of an OU model

I have an Ornstein-Uhlenbeck model (listed below) and I know what the expectation and variance should be, but I am having difficulty deriving them for myself. Can anybody point me towards a good ...
21
votes
2answers
11k views
+100

What is difference-in-differences?

Difference in differences has long been popular as a non-experimental tool, especially in economics. Can somebody please provide a clear and non-technical answer to the following questions about ...
0
votes
0answers
10 views

What tests and plots to use with conditional probability?

I have datapoints collected from Italian students' curricula, including final marks received for one Exam (between 18 and 31) and their Final Degree (cum- or sine-laude). I’m interested in studying ...
0
votes
0answers
2 views

How to incorporate intraspecific variation in discrete characters in comparative analysis?

I'd like to run a multivariate analysis (Pavoine et al. 2011) that aims to disentagle the effect of environmental gradients on traits, considering its autocorrelation with phylogeny and space. It uses ...
1
vote
0answers
8 views

Unsure whether my continuous time Markov Chain distribution is correct

I' am reading Introduction to Stochastic Processes by Lawler and have hit problem 3.3(c) that I' am not sure I have correct. $\textbf{3.3}$ Suppose $X_t$ and $Y_t$ are independent Poisson processes ...
0
votes
0answers
10 views

Filling a Matrix on the basis on data in two columns [on hold]

I have a following matrix M - A B C D A 0 0 0 0 B 0 0 0 0 C 0 0 0 0 D 0 0 0 0 and Data Frame - DF C_Name F_Name Sam A Sam D Sam C Tom C Tom ...
46
votes
11answers
3k views

When (if ever) is a frequentist approach substantively better than a Bayesian?

Background: I do not have an formal training in Bayesian statistics (though I am very interested in learning more), but I know enough--I think--to get the gist of why many feel as though they are ...
0
votes
0answers
12 views

mean preserving spread preserve mean and support

I have a set of samples in the range [0,0.2] with mean =0.1 and sd=0.03. I want to expand them to the range [0,1] while preserving the mean and the correlation structure among the variables. I have no ...

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