2
votes
1answer
13 views

Variance of a linear combination of vectors

Let $A$ and $B$ be two constant matrices and let $x$ and$ y$ be two random vectors, what is the general formula for $Var(Ax+By)$? I know the formula for when $x$ and $y$ are scalar random variables ...
1
vote
1answer
156 views

Assessing accuracy of randomForestSRC on a survival data

In the randomForestSRC in R, we have the example ...
1
vote
1answer
12 views

Interpretation of ivreg() diagnostics in R

I'm trying to wrap my head around interpreting the diagnostics of the ivreg() command in R, from {AER} package. Running the example code provided in the help page: ...
0
votes
2answers
21 views

Is it wise to use permutation test with many electrodes and many conditions?

I have data from an EEG (electrophysiological data) experiment where we have more than 10 electrodes recording brain activity (dependent variable) simultaneously. The design is a within subject design ...
1
vote
1answer
15 views

If $E[Y|X]=a$ for some constant $a\neq 0$, then does $cov(X,Y)=0$?

I'm currently working on the following problem: Q: If $E[Y|X]=a$ for some constant $a\neq 0$, then does $cov(X,Y)=0$? Now I am quite lost as to how to do this problem as the question does not ...
1
vote
1answer
14 views

Covariance greater than Variance?

It is straightforward to verify that for two random variables $X$ and $Y$ with variances $\sigma^2_X \neq \sigma^2_Y$, we have that $$\Big|{\rm Cov}(X, Y)\Big| \leq \max\{\sigma^2_X,\, \sigma^2_Y\}$$ ...
0
votes
0answers
5 views

troubleshooting R BayesFactor package - error in regressionBF

I want to use regressionBF to run all subsets regression. Here is my code: fitness.bf = regressionBF(VO2 ~ ., data=fitnessdata) and here is the error it spits out when I try and run the code: Error ...
0
votes
0answers
4 views

Sample size calculation to compare variables from multiple groups

I'm going to conduct an in vitro model experiment to compare a continuous variable between 5 groups. I would like first to calculate the sample size needed for every group. I have used online ...
1
vote
1answer
56 views

How to describe three groups where the means of two groups are significantly different, but neither of the two groups differ from a third group?

I am comparing 3 means from normal distributions using student's test: $\mu{_1}, \mu{_2}, \mu{_3}$ Results are: $\mu{_1} = \mu{_2}, \mu{_2} = \mu{_3}, \mu{_1} \ne \mu{_3} $ If I want to group my ...
9
votes
1answer
702 views

Using LASSO on random forest

I would like to create a random forest using the following process: Build a tree on a random samples of the data and features using information gain to determine splits Terminate a leaf node if it ...
0
votes
0answers
8 views

can someone fix this cognitive dissonance I have about marginals?

Consider two Bayesian updates, where there are two observations. One updates with respect to $x_1$, and then uses the posterior of that as a prior to update with respect to $x_2$. In both cases, $x_1$ ...
3
votes
2answers
3k views

Repeated measures ANOVA within and between factors

I have conducted repeated measures ANOVA, with 2 factors: One within factor (time, pre-post intervention) and one between factor (...
0
votes
1answer
596 views

Kernel density estimation (CDF) with Epanechnikov kernel in Matlab

The code for Kernel density estimation was given in a recent CrossValidated question by Julio Miguel Galvez entitled "Kernel density estimation with Epanechnikov kernel in Matlab", as follows. How ...
2
votes
2answers
23 views

What statistical test should I use to look at change in a binary outcome over time?

I am designing a study that will look at medication adherence for HIV+ mothers at 6 weeks and 6 months postpartum. The adherence measurement is binary (1= adherent, 0= not adherent) so I will end up ...
1
vote
2answers
89 views
+100

How do I relate the std deviation of the step size, to the stdev of the endpoint of a brownian motion, if the step sizes are multiplied by a function

I know that if I take take a brownian motion of, say, 30 steps of standard deviation 1, then the standard deviation of my endpoint will be sqrt(30). But what if the standard deviation of the 30 steps ...
1
vote
0answers
8 views

prediction with string similarity

Assume we have an input of an email and we want to predict if it is spam or not spam. Without being a statistician, i would think one of the predictors takes the subject of the input email and ...
1
vote
1answer
86 views

Comparing regression coefficients across groups in multinomial logistic regression

Suppose that I fit a Bayesian multinomial logistic regression model where the dependent categorial variable indexes $x$ groups, and the predictors are the same across groups. I now have $x - 1$ sets ...
0
votes
0answers
13 views

Correlated topic models in the lda R package

Can someone either explain to me or link to documentation which explains how to use correlated topic models in the lda package for R, the official documentation ...
0
votes
0answers
6 views

Best way to visualise impact distance against launch speeds and angle

I am modelling the trajectory of a projectile, incorporating atmospheric drag. I am calculating the distance from the launch point for when the projectile impacts the ground. I have generated this ...
0
votes
0answers
15 views

Issue with the proof of PCA

I found a very nice PCA proof over here PCA_proof and I'm trying to understand it (I don't know what Langrange multipliers are so I'm trying my best). From the second page of the previous link, ...
0
votes
0answers
7 views

Mulitvariate normal truncated conditional expectation

There is three-variable multivariate normal distribution. Denote 3 variables with $X_1$, $X_2$, $X_3$. Let $\mu_i$ be means, and $\sigma_i^2$ variances of respective variables, and let $\Sigma$ be ...
1
vote
1answer
19 views

Next year weighted goal

this is my first question here. I have to calculate next year´s goal by department on justice claims. In 2014, we had 8910 claims. Some departments drop their totals comparing with 2013 and others ...
0
votes
1answer
7 views

What does intracluster correlation mean?

I am studying the topic of cluster sampling. I have learnt that intracluster correlation ($\rho$) measures the correlation over all clusters between distinct elements in the same cluster. I do not ...
1
vote
1answer
8 views

Estimation of a system

Suppose we have a system that essentially evolves as follows: ...
6
votes
3answers
429 views

Why is it not OK to do a Pearson correlation on proportion data?

An online module I am studying states that one should never use Pearson correlation with proportion data. Why not? Or, if it is sometimes OK or always OK, why?
1
vote
2answers
140 views

Is Wikipedia wrong about the null distribution of the signed rank statistic?

From Wikipedia Calculate the test statistic $W$ $$ W = \left|\sum_{i=1}^{N_r} [\operatorname{sgn}(x_{2,i} - x_{1,i}) \cdot R_i]\right|, $$the absolute value of the sum of the signed ranks. ...
0
votes
1answer
73 views

Chow Structural Test in R

I am sitting on a pile of data concerning wages at a local company and other information, such as the gender, whether the person in question belongs to a minority group etc. What I would like to ...
1
vote
1answer
18 views

Interpretation of cartesian product of the support of marginal distribution

Suppose we have a multivariate data set, $s = (s_1, s_2, ... s_p)$ and each $s_i$ is distributed with a distribution that has finite support (we'll call each $s_i$ a "source"). Let us denote the ...
12
votes
8answers
4k views

What is the difference between an estimator and a statistic?

I learned that a statistic is an attribute you can obtain from samples.Taking many samples of same size, calculating this attribute for all of them and plotting the pdf, we get the distribution of the ...
4
votes
1answer
56 views

Asymptotic distribution of the max (min) of IID binomial variables

I would like to know the limiting distribution when $k \uparrow \infty$ and $k/n \rightarrow \lambda$ of $$ \max(X_1, \ldots, X_k), \text{ where $X_i$ are IID $B(n,p)$}.$$ This is most likely a ...
0
votes
1answer
14 views

Non-additive property of correlation coefficients

Sorry if my question is quite basic! What does it exactly mean? Correlation coefficients are not additive!
3
votes
2answers
60 views

d prime with 100% hit rate probability and 0% false alarm probability

I would like to calculate d prime for a memory task that involves detecting old and new items. The problem I have is that some of the subjects have hit rate of 1 and/or false alarm rate of 0, which ...
0
votes
1answer
127 views

How to perform regression calibration with only one variable in Stata?

I am attempting to perform regression calibration on some test data to familiarize myself with the idea behind it. I don't have much of a stats background. The method rcal in Stata seems to be what I ...
1
vote
1answer
14 views

How do you develop Confidence Intervals based on non average data

I am collecting votes from an election poll. The rules for voting allows the voter to select ten out of 36 candidates for election. Any candidate whom receives at least 75% of the vote or more wins ...
0
votes
0answers
15 views

Joint distribution R [migrated]

I have a list of 10 stocks, with each having a time series of log returns (AIG, JPM,...). I have calculated the log returns for each of the stocks as follows: ...
1
vote
3answers
16 views

What does this definition, $\bar{Y}= \frac{\sum^M_{i=1}\sum^{N_i}_{j=1} Y_{ij}}{\sum^{M}_{i=1} N_{i}}$, mean?

I am studying the topic of cluster sampling. Within this topic I have learnt that the mean per element is defined as $$\bar{Y}= \frac{\sum^M_{i=1}\sum^{N_i}_{j=1} Y_{ij}}{\sum^{M}_{i=1} N_{i}}$$ $M$ ...
3
votes
1answer
9 views

GLM for proportional data and underdispersion

I'd like asking your help to understand a statistical issue from my data set. I ran a GLM with proportional data, using a binomial distribution. However, I've found underdispersion in my model and I ...
1
vote
1answer
14 views

Significance of differences in answers to vague questions

Participants in an experiment were divided in “Truth-judgers” and “Falsity-judgers”. The former were asked “When is it true to say that a man is tall [cm]?” while the latter were asked: “When is it ...
1
vote
0answers
15 views

VaR with ARMA and GARCH in R

I have a time series of 1255 daily observations (01/01/2008 to 31/12/2012) of a stock log returns, I would like to compute the 1 day ahead VaR for the every single day (meaning for every Day I want ...
0
votes
0answers
12 views

minitab p-values of interactions

I am having some trouble in Minitab. I constructed a L16 Taguchi orthogonal array for 5 factors which all have 2 levels by using Minitab, and I need to check if all the interactions are significant or ...
3
votes
1answer
28 views

Finding significant predictors of psychiatric readmissions

The set of data I am working contains nearly 17,000 independent spells (each spell consists of a number of hospital episodes) each belonging to a unique patient ID. I have spent a very long time ...
1
vote
1answer
415 views

Non-parametric correlation for continuous and dichotomous variables

I have two variables I want to test with correlation, one is continuous and the other dichotomous. My data are non-normally distributed, plus the variance is heterogeneous, so I have to apply a ...
8
votes
2answers
160 views

“Dummy variable” versus “indicator variable” for nominal/categorical data

"Dummy variable" and "indicator variable" are labels frequently used terms to describe membership in a category with 0/1 coding; usually 0: Not a member of category, 1: Member of category. On ...
0
votes
0answers
18 views

Probability distrubution of 3 products

A lightbulb factory produces bulbs in 3 qualities. 50% of production is Low quality, 30% average quality, 20% good quality. A randomly selected lot of 4 bulbs gets tested. Low quality lights have a ...
2
votes
1answer
216 views

Multiple values in a timestamp

I am working with a time series (discrete) that has ideally 1 value per time stamp. In some cases, we are seeing multiples that have a wide range all recorded with the same time stamp. Up to now, we ...
2
votes
2answers
182 views

Pre- and post- presentation data analysis

I have carried out some research on whether awareness and knowledge of HIV had been increased on university students by giving a questionnaire to students before and after a presentation on HIV. Only ...
1
vote
1answer
23 views

Gaussian Process: Using partitions of a Cholesky decomposition solution for conditional deduction

If I define a GP over observed values, $y$, of a sensor reading over time, $t$, as (for simplicity assuming discrete time series e.g lets say readings after every 5 mins) : $y=f(t)+\epsilon$ where ...
1
vote
0answers
41 views

Kmeans plotting on discriminant coordinates

When you plot a kmeans model (in R) with the plotcluster() function, it plots the clusters against the axis of the 1st and 2nd discriminant components (dc). In reading about these axis- some state ...
0
votes
1answer
12 views

Estimating conditional variance y|x

I am building a predictor for $y = f(x)$ using training samples ${(x_i, y_i)}$ (assume) drawn i.i.d from some distribution $p(x,y)$, by optimising the empirical L2-loss: $f(x) = argmin_f \; \sum_i ...
7
votes
2answers
229 views

Test to distinguish periodic from almost periodic data

Suppose I have some unknown function $f$ with domain $ℝ$, which I know to fulfill some reasonable conditions like continuity. I know the exact values of $f$ (because the data comes from a simulation) ...

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