1
vote
2answers
27 views

Proof of Algebraic Formula for the Sum of Dice Throw

To figure out exactly the expected frequency of a given sum in a dice toss (given a certain number of dice and sides/dice), the following formula is posted here by @Glen_b (adapted to dice of six ...
0
votes
0answers
2 views

Test MAPE < Train MAPE using auto.arima()

I am trying to build a forecasting model for the passenger vehicles registrations in a given country, and I wanted to use $auto.arima$ function from the $forecast$ package to estimate a simple ARIMA ...
0
votes
0answers
4 views

Making sense of the first difference regression model

There must be a fundamental error in my approach. Let's start by sating we have a simple regression with two variables X and Y: $Y_t = BX_t + e_t$ Where B is the coefficient and e is the error term. ...
0
votes
1answer
147 views

Accounting for groups in GzLM Poisson regression

I am currently trying to perform a regression on data with one predictor and one covariate. The hypothesis I am trying to test is whether the incidence of pores (a hole through a cell) increases when ...
1
vote
1answer
18 views

Interpreting the result of decomposing time series

I don't have a lot of experience working with time series data. Now I have a 3 year, monthly data for several entities (you can think about them as different stores), that I would like to do some ...
1
vote
1answer
18 views

Singular value and eigen-decomposition of a square symmetric matrix should be identical, but differ in sign

As far as I know, singular value decomposition (SVD) and eigendecomposition give the same result for symmetric square matrices. But when I check the results in R, that's not what I see. Please see ...
3
votes
1answer
2k views

How to understand effect of RBF SVM

How can I understand what the RBF Kernel in SVM does? I mean I understand the maths, but is there a way to get a feeling when this kernel will be useful? Would results from kNN be related to SVM/RBF ...
4
votes
2answers
267 views

Kernel density estimator that doesn't collapse in the tails

I have iid data-points $x_1, \dots, x_n$, generated by an unknown density $f(x)$. So far I have approximated $f(x)$ with a normal $N(\hat{\mu}, \hat{\sigma}^2 )$, where $\hat{\mu}$ and ...
2
votes
1answer
36 views

Rotation to get equal loadings in the first principal component or factor

I have the observations of $n$ variables $x_i(t)$ where $t$ is the time, and $i=1,2,\dots,n$ is the number of the variable. They're very correlated, so I wanted to use PCA. The first component ...
1
vote
2answers
190 views

Kernel density estimation (KDE)

Due to an assignment I need to implement a algorithm based on KDE to schedule an input data in different servers. So far, I studied statistics in my bachelor but we did not go that far and they did ...
0
votes
1answer
112 views

ARMA - GARCH fitting

I have an ARMA model which has these terms Constant + AR23 + MA1 + MA3 + MA24. The residual of this model has heteroskedasticity (from ...
0
votes
0answers
25 views

Is there a name for the $n=50$ quantiles?

For $n = 5, 10, 20, 100$ we have quintiles, deciles, vigintiles, and percentiles. Is there a name for $n = 50$? A candidate would be quinquagintiles, but I can't find that having being used.
1
vote
0answers
10 views

r package: CFA and missing data

I am running CFA with r. As I have several missing observations, I get two series of results, on "used" (152) and "total" observations (246). How is the total calculated? Which of the two results ...
1
vote
1answer
173 views

package in R for weighted Knn regression

I would like to know if there is a package in R that does weighted knn regression. I managed to find weighted knn classification package in R but not regression. Thankx. joseph.
1
vote
1answer
86 views

Unscented Kalman Filter with Gaussian Process regression for time series prediction

I've trained a gaussian process which will take X (x1:5) and predict Y (x6). I'm trying to do 1step ahead prediction with Unscented Kalman filter with this GP as my state transition funtion. The ...
2
votes
2answers
82 views
+50

Supervised keyword extraction: results

I've considered the keyword extraction method as a classification problem (1 = author generated keyword, 0 = no keyword) and I've tried to automatically extract keywords from text document. I've done ...
2
votes
0answers
10 views

Approximating the marginal likelihood in Bayesian Model Comparison

Given some data $y$, my interest centers around a collection of models $\{\mathcal{M}_1,\mathcal{M}_2,\cdots,\mathcal{M}_L\}$ representing competing hypotheses about $y$. Each model $\mathcal{M}_l$ ...
0
votes
0answers
3 views

Back propagation of Uncertainty

I am recently working on the subject of uncertainty. I read that uncertainty analysis and sensitivity analysis are important topics in this domain(the first is ti do a forward propagation of ...
1
vote
1answer
1k views

Interpreting coefficient, marginal effect from Linear Probability Model

I am regressing part time as a binary dependent variable (0 who dont work part time and 1 people work part time) with different parameter listed below partime – variable=1 if employee works part ...
3
votes
1answer
24 views

Standard Error of Ratio of Weibull variates

Assuming that I have 2 distinct random variables that follow a Weibull distribution, what's the standard error* of the ratio of these two random variables? Basically I have $X \sim \text{Weibull}, Y ...
1
vote
0answers
28 views

PCA on a rank-deficient matrix using SVD of the covariance matrix

I have a high-dimensional data matrix X where sample size is smaller than the variable size. I want to use PCA as a dimensionality reduction method, but I cannot ...
0
votes
0answers
16 views

How to find p value range for two sample test given only sample size and standard deviation?

Given the sample size of two samples and their standard deviations, I could not find their exact p score, but should be able to find a range. However, I am having a very hard time determining how to ...
1
vote
1answer
111 views

How to correlate categorical personality and music genre preference scores?

I'm currently a third year Biology student and I've annoyingly screwed myself over by not following the golden rule of stats, always know how to analyze your data prior to conducting the experiment. ...
0
votes
0answers
8 views

How do I model chapter-verse references?

Context: I am part of an 8-person group in which each person posts a Bible verse every day. For those who don't know, that is of the format "Psalm 30:1" where first we reference the chapter, then the ...
2
votes
0answers
10 views

What's the relationship between the generalized squared multiple correlation and SEM explained variance?

I am testing this model. I also ran the same analysis as two multi-step regressions. The results came out like this: The generalized squared multiple correlation is described by Schumacker ...
-2
votes
0answers
13 views

skew distribution

Is there stochastic representation of skew distribution generated by normal kernel as Azzalini represent for skew normal distribution? is there moment generating function or characteristic function ...
1
vote
1answer
129 views

Weighting time series coefficients using model's likelihood

I have a question regarding to time series forecasting. In particular I've been working with a Bayesian approach, but I think the question is independent from that. I have several time series which ...
0
votes
0answers
10 views

Random Forest Classifier returns oob_score of 0?

I have ~110 columns with ~2000 rows and I feel like something is off it takes 15 minutes when n is 500 and the oob_score_ returns 0? What could be going wrong? ...
5
votes
1answer
145 views

Hausman-Newey test for serial correlation in Poisson with Fixed Effects

The article from Hausman, Hall, and Griliches (1984) "Econometric Models for Count Data with an Application to the Patents-R&D Relationship" has become the canonical example for conditional MLE of ...
-3
votes
1answer
68 views

How do you calculate the test statistic of a hypothesis test with more than 1 parameter?

I am interested in testing the following hypothesis: \begin{align} \newcommand{\var}{\rm Var} \newcommand{\cov}{\rm Cov} \newcommand{\se}{\rm se} H_0\!:\ B_2 + B_3 &= 1 \\ H_1\!:\ B_2 + B_3 ...
0
votes
0answers
9 views

Issues with derivative of a copula density

Suppose I have a bivariate copula density with marginals F(X) (F(X) is normal with parameters mu1, sigma1^2) and G(Y) (G(Y) is normal with parameters mu2 and sigma2^2). I want to take a derivative of ...
2
votes
1answer
76 views

How can regression trees be fit in WinBUGS/OpenBUGS/JAGS?

There is an R package called BayesTree which can fit regression trees in Bayesian environment. However, this way only simple regression is possible. I would like to use regression trees as a part of a ...
0
votes
0answers
4 views

L-Kurtosis calculation

I am doing statistical analysis on some signal data and after some reading was thinking that L-kurtosis would be a good numerical value to use in differentiating delta trains and sine waves with ...
1
vote
1answer
61 views

How many doors does a salesman have to knock before reaching x sales?

Imagine a salesman assigned to a neighborhood, each home has a unique and independent conversion rate associated with it that we might model like ...
1
vote
0answers
8 views

Help explain the “redundancy” of canonical correlation

I am reading a material about canonical correlation and it introduces a concept named "redundancy". I have been puzzled for one day but still could not get a understanding. The following is a screen ...
1
vote
1answer
20 views

Kernels for Categorical or Mixed Data

It appears that when data sets have a combination of categorical and continuous attributes, the common way to apply kernel algorithms to such data sets is to use a one hot encoding scheme for each ...
2
votes
1answer
176 views

multiple measures mediation analysis

I want to know how to do a mediation analysis with repeated measures. Here is a fake experiment that has the same form as the one I plan to do (using a fake one lets me simplify some weird ...
1
vote
1answer
10 views

Combining text and non-text features

I am working on a binary classification problem using SVM. I am currently using ksvm in R (kernlab package). The input is a combination of text and scores. I would like to be able to use substring ...
0
votes
0answers
18 views

Polynomial effect and the order of significance

I have a small data set of purchase of an author whom has published book within 11 years. I categorized them based on the year that book had sell with ...
0
votes
0answers
5 views

Reference for rigorous derivation of bigram model

The unigram model for bodies of text makes the assumption that in a given corpus the value of the $n$th word is independent of the $n-1$th word. Then, for a fixed dictionary $D$ and a corpus of text ...
0
votes
0answers
10 views

Are these models nested?

Are a standard Gaussian and a skew Gaussian nested? I'd say yes, because when we set the skewness parameter $\alpha=0$ in the skew normal we get the standard Gaussian. Also, are the normal/skew ...
8
votes
1answer
76 views

Distribution of p-values - Binomial test

I heard that under the null hypothesis the p-value distribution should be uniform. However, simulations of binomial test in MATLAB return very different-from-uniform distributions with mean larger ...
2
votes
1answer
190 views

Bhattacharyya distance for three histograms

There is a paper “Auto White Balance Based on the Similarity of Chromaticity Histograms” mention about automatic white balance. One of the key point of this algorithm is how to measure the similarity ...
0
votes
0answers
5 views

How should items be order in a bar chart comparing items in two general categories?

The following chart compares two types of computational workloads based on six aspects of their interaction with the memory system. While it is obvious that individual benchmarks should be grouped ...
1
vote
1answer
17 views

Plotting a ECDF in R and overlay CDF

I need to plot a ECDF in R and overlay a CDF. In my case I have to do this with the gamma distribution where alpha = 2, ...
7
votes
2answers
3k views

What is the difference between lm() and rlm()?

I just found "Robust Fitting of Linear Models" rlm() function in the MASS library. I would like to know what is the difference between this function and the standard lm() (linear regression). Could ...
5
votes
2answers
252 views

Does testing for assumptions affect type I error?

I just performed simple simulation. Made two "populations" with different means and the same variance. Since I prepared them I know that they: are normal, differs in location and both have the same ...
2
votes
1answer
146 views

normalization in max-sum algorithm (loopy belief propagation)

I was implementing the max sum algorithm for a general graph (i.e., the ones with a cycle). I updated the messages as indicated in ...
7
votes
1answer
2k views

Should I use t-test on highly skewed data ? Scientific proof, please?

I have samples from a highly skewed (looking like an exponential distribution) dataset about users' participation (e.g.: number of posts), that have different sizes (but not less than 200) and I want ...

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