# All Questions

27 views

### Test for autocorrelation

I wanted to test if there's significant autocorrelation in my data. Here's the reproducible code(R!) and the result. It looks like that dwtest and bgtest and acf are all too much different. Can ...
10 views

### How to write up and report a Bayesian analysis?

Bayesian Estimation Supersedes the t-Test for John K. Kruschke is one of the most important papers that I had read explaining how to run the Bayesian analysis and how to make the plots. But the most ...
6 views

### Standard error for multiple regression? [duplicate]

My understanding of the standard error of estimate for a simple linear regression as a function of the sum of squares over the number of observations, but how do we interpret the standard error for a ...
24 views

### What is relationship between Fisher Information and Variance in natural exponential Family?

I know that $Var(\hat\theta)\geq 1/I(\theta)$ where $I(\theta)$ is Fisher information. Let take an example of natural exponential family with density $f(x)=\lambda\exp(-\lambda x)$. In this case we ...
60 views

### How to calculate the confidence interval for a combination of a proportion and continuous data

I want to calculate the 95% confidence interval for a combination of binary data and continuous data. Lets say I want to estimate the production of a certain item from all factories of a given ...
2k views

### What is the distribution of the ratio of two Poisson random variables?

I have a question concerning random variables. Let us assume that we have two random variables $X$ and $Y$. Let's say $X$ is Poisson distributed with parameter $\lambda_1$, and $Y$ is Poisson ...
10 views

### non-parametric tests with significant difference in sample sizes

I have outcomes from a biological expt., where we have measured DNA lengths that has been affected. For condition1, I have 11 observations (length of DNA) and for condition2 I have approx. 116000. I ...
19 views

### Bootstrapping probability of success: what is wrong with my method?

I have a dataset where each row represents the outcome of individual bets placed by a population of players; each row has two fields: a player identifier and the outcome of the bet (1 if the player ...
6 views

### asymptotic unbiasedness of weibull mle

It's known that the MLEs of the two-parameter Weibull distribution scale and shape parameters are not available in a closed form. It is, however, known that they do exist, are unique, and moreover, ...
11 views

### Score Confidence Interval for Difference of Proportions

In Agresti et al. (2008) "Simultaneous confidence intervals for comparing binomial parameter", it is suggested to use a studentized range distribution with a score statistic. However, exactly how you ...
80 views

### Increasing the accuracy of tbats() forecasts by factoring for correlations between different time-series?

This question builds on my previous question Forecasting Hourly Time Series based on previous weeks and same period in previous year/s. My project is to forecast the number of ~400 different types of ...
5 views

### Quantifying Reliability of Qualitative Testing

If a visual grading system is implemented to calculate the correlation between exterior and interior conditions (i.g., good, medium, bad), and a sample is taken from a known population to test the ...
60 views

### Can we use leave one out mean and standard deviation to reveal the outliers?

Suppose I have normally distributed data. For each element of the data I want to check how many SDs it is away from the mean. There might be an outlier in the data (likely only one, but might be also ...
12 views

### Three proportions testing null hypothesis

I have the following question. In a random sample of 250 people with low incomes, 155 are in favour of a new piece of legislation, while in random samples of 200 people with average incomes and 150 ...
24 views

### Best practice for visualizing a lift from zero?

Let's say you have two columns of data. Column A represents a value you had last month, and column B represents a value you have this month. If you want the percent change between the two, you math ...
136 views

### How to form a predictive model in R?

I have two data sets whose structure is like this: DATA SET 1: ...
7 views

### Multiple Imputation and using Rubin's Rules on non-linear combination of estimates

When using multiple imputation, Rubin's rules can be used to pool the estimates. From my understanding though, the pooling should only be done on parameters that are asymptotically normal. What I ...
88 views

### What is the probability distribution of $1-\text{mean}(|A-B|)$ where $A$ and $B$ are independent U(0,1)?

I'm not well versed in statistics so I'm not sure if my question is worded exactly correctly but basically here's the problem I'm trying to solve: imagine you have two equal sized arrays of size n. ...
167 views

### Using AIC to distinguish between models using multiple datasets

I want to use AIC to compare three candidate models (labeled by m), each having K_m parameters. However, I have M datasets over which I can make the comparison. My ultimate goal is to report the ...
9 views

### Confidence intervals of proportions for clustered data

I am trying to compute the proportion of "yes"'s in data that is clustered (participants within cities). If I ignore the cities, I get very nice and narrow confidence intervals. If I compute the ...
70 views

### Introductory texts on structural econometrics

In recent years the structural approach to econometrics compared to reduced form econometrics has become more popular. This involves tight combination of theoretical economic models and statistics in ...
96 views

### Mixed Model Analysis of Experiment Data using lmer() Function (lme4 package in R) where Levels in Stimulus Grouping Factor equal Observations

I am running a post-hoc analysis on the data collected during an experiment in which 15 unique stimuli were presented to participants. Having run a least squares regression using the lm() function in ...
4 views

### Statistical Test for Two-Alternative Forced Choice Task (2AFC)

I conducted a learning experiment and assessed whether participants learned with a two-alternative forced choice (2AFC) task consisting of 100 items (25 items of category 1, 25 of category 2, items of ...
15 views

### Multivariate hypergeometric distribution in R

Say I have a bag of colored marbles. This bag contains 30 marbles, 2 of which are red, 3 are green and the rest are blue. I am now randomly drawing 5 marbles out of this bag, without replacement. I ...
9 views

### Comparison of two correlation matrix of same dimension in R [duplicate]

I have two correlation matrices(Pearson).For example, metrices of (3 gene X 3 gene) for cancer samples and normal samples,individually. I have got gene-gene correlation for both sample. Now I want to ...
26 views

### Is there a name or reference in a published journal/book for the following variance formula?

Variance can be combined as $v=\frac{1}{n-1}(\sum_{i = 1}^{numGroups}n_{i}(m_{i}-m)^2+ \sum_{i = 1}^{numGroups}(n_{i}-1)v_{i})$ where $v$ is the combined variance, $n$ is the total sample size, ...
151 views

### Estimating probability of 2 dependent variables

I am working on a programming problem of 2 dependent variables X and Y. X is made of feature vector of size [128 x 1] and Y is the observation. My problem is that the 2 variables are dependent that ...
8 views

### What do I use to describe the difference between two groups in terms of found latent variables

I need to describe what the difference between two groups (patients and normal controls) consists of in terms of latent variables that I can describe within each group. For instance, given this PCA ...
379 views

### Penalty value in changepoint analysis

I'm working with the changepoint R package in R and I understand everything but the penalty value. I know it changes the units of change in the mean, but I still don't know how to interpret it. How do ...
24 views

### Undefined real result error at WinBUGS

I am currently working on my thesis and interested in estimating a multilevel differential item functioning model and I using at WinBUGS. Until I had done model check-up, there are no errors. However, ...
13 views

### how to determine outliers in sample affected by ascertainment bias

I don't know if this is a really silly question as I'm in no way a statistician and I don't know if this is something that's actually quite rudimentary... Thanks for reading in advance too it got kind ...
29 views

### Determining if two profile likelihood curves are significantly different

I want to compare two profile likelihood curves and determine if they are significantly different from one another. For example are the following curves significantly different from one another: I ...
13 views

### Algorithm for sampling points according to weights

In my current problem, I need to sample points in proportion to the weights assigned to them and an original probability density function. Unfortunately, the weights aren't known ahead of time and ...
322 views

### Updating classification probability in logistic regression through time

I am building a predictive model that forecasts a student's probability of success at the end of a term. I’m specifically interested in whether the student succeeds or fails, where success is usually ...
13 views

### Joint distribution of Indepedent RVs

Can anybody knows how to find joint CDF of $P(X_1^2<p_1,X_1Y_1<p_2,X_1Y_2<p_3,Y_1^2<p_4,Y_2^2<p_5) = ?$ where $X_i$ and $Y_i$ are independent zero mean Gaussian random variables. ...
10 views

### Cross-validating a survival model with right censoring?

Is it sensible and possible to cross-validate a survival model? Does it depend on whether there is censoring? If not, why? If the answer depends on the model, then answer for common survival models ...
122 views

### Guideline to select the hyperparameters in Deep Learning

I'm looking for a paper that could help in giving a guideline on how to choose the hyperparameters of a deep architecture, like stacked auto-encoders or deep believe networks. There are a lot of ...
7 views

### How to create a feature vector with scikit-learn? [on hold]

I have extracted some bigrams from a corpus, how can i create a feature vector with those bigrams with scikit-learn?, could anybody provide me some example?. Thanks
9 views

### tree - recursive partitioning

I am trying to understand recursive partitioning. I am simulating data. I am curious as to why, subsetting on var2, the coefficient estimates for var1 and var3 are becoming similar to those of the ...
14 views

### Is there a simple model that assumes a negative relationship between the mean and variance of response?

Poisson and Negative Binomial models assume that the variance of response is greater or equal to the mean of response. Is there a simple model where that assumption is reversed, i.e. variance goes ...
10 views

### Estimating proportions in a non-nested multilevel Bayesian model

Data: x: 1/0 successes (~ 800 data points) c: city code (1 to 78) t: "time of measurement", 1 (morning), 2 (afternoon), 3 (evening), 4 (night) The problem: I would like to estimate the ...
7 views

### Tendency tags based on series of numbers

I am trying to create tendency tags based on historic data. Ie, I have the following series always ordered in time: [w,x,y,z] where: ...
78 views

### Simulation power analysis

How do you perform a power analysis for linear mixed model using R? I measure area of five groups of plants across time. Each group of plants grow under two treatments. I have 12 replicates for each ...
9 views

### TF-IDF Matrix and Regression

I am trying to build a regression model based on some tweets that my company put on our company feed. I would like to transform all of the tweets, and use them to tell me which word(s) were most ...
12 views

### Sum of two independent Weibull Random Variable

If $Y_0$ and $Y_1$ both have Weibull distribution i.e. $Y_0 \sim Weibull(\lambda_0,\beta_0)$ and $Y_1 \sim Weibull(\lambda_1,\beta_1)$ then what will be cumulative density function of $Y_0+Y_1$, i.e. ...
18 views

### Systematic change of proposal density of metropolis algorithm - still a markov chain?

The problem is that I have a Gibbs-Sampler where one of the parameters has to be sampled via a Metropolis-Step from the respective FCD. I have problems finding a suitable scale for the Gaussian ...
56 views

### How to deal with a skewed class in binary classification having many features?

I am doing data analysis in the mobile ad targeting domain. I have around 18 features and for a combination of these features, the result is either True or False (1/0) depending on whether the ...
127 views

### Should I be using “pooled variance” in this situation?

Two variables were known to me: dark sample and light sample To see if measured distance of sample components affected the ...