0
votes
0answers
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 ...
1
vote
0answers
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 ...
0
votes
0answers
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 ...
1
vote
0answers
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 ...
1
vote
1answer
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 ...
8
votes
3answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
2
votes
0answers
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, ...
1
vote
0answers
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 ...
1
vote
1answer
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 ...
1
vote
0answers
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 ...
4
votes
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
0
votes
3answers
136 views

How to form a predictive model in R?

I have two data sets whose structure is like this: DATA SET 1: ...
0
votes
0answers
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 ...
4
votes
2answers
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. ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
6
votes
1answer
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
1
vote
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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, ...
2
votes
2answers
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 ...
0
votes
0answers
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 ...
3
votes
1answer
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 ...
0
votes
1answer
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, ...
1
vote
0answers
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 ...
2
votes
1answer
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 ...
0
votes
1answer
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 ...
11
votes
1answer
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 ...
0
votes
0answers
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. ...
1
vote
0answers
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 ...
3
votes
2answers
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 ...
-1
votes
0answers
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
0
votes
0answers
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 ...
1
vote
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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: ...
2
votes
1answer
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 ...
3
votes
0answers
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 ...
0
votes
0answers
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. ...
0
votes
1answer
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 ...
0
votes
2answers
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 ...
0
votes
1answer
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 ...
0
votes
1answer
15 views

Count the number of each unique row in a data frame? [on hold]

Suppose I have a data frame such like: ...
0
votes
0answers
6 views

Slow Lasso Performance Using sklearn

I am trying to use scikit-learn's LassoCV and/or ElasticNetCV functions to model a dataset with a large (>800) number of ...

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