1
vote
1answer
10 views
Test on the properties of two betas?
I have a set of observation. When I do an OLS I get a beta. After I remove some values I also get a beta. Now I want to test if the properties of two betas are the same? Pls give me a hint how to do ...
1
vote
2answers
43 views
Clustering with shape prior
EDIT STARTS
After seeing the comments and answers, I believe I started in a wrong direction. I have a set of rectangles, which I want to cluster as shown below. . The approach I took was to consider ...
2
votes
0answers
31 views
+50
Determine an unknown number of real world locations from GPS-based reports
I'm working on some software which should determine real world locations (f.e. traffic jams or speed cams) from several GPS-based reports. An user will be driving when reporting a location, thus the ...
1
vote
1answer
34 views
Transformation of binary data
I have a function that I am trying to optimize using Particle Swarm Optimization.
The objective function gets a binary string. These binary strings are candidate solutions of the subject function. I ...
2
votes
0answers
13 views
use of quadratic weighted kappa versus linear weighted kappa
When should I use quadratic weighted kappa or linear weighted kappa? I have two observers evaluating the classes of a number of objects. The classes are fail, pass1,pass2, excellent (ordinal scale). ...
0
votes
0answers
4 views
Missing data and spatial autocorrelation
I am looking at the spatial patterns of turnover in aquatic assemblages using gradient forest and generalized dissimilarity models in R. I have species and environmental data for more than 400 sites ...
2
votes
1answer
31 views
Distribution of p-values from multiple experiments
My experimental setup is the following:
compute an optimal solution $S$ to problem $A$ on instance $I$,
evaluate test statistic $f(S)$,
compute $f(S_i)$ for $S_i$ $(0 \leq i \leq n)$ drawn from a ...
0
votes
1answer
14 views
Clustering mixed variables in SAS
I have following variables in my dataset:
Working hours (numerical:ordinal)
Effectiveness (categorical:ordinal ; 4 values-> (poor,average,good,best))
Satisfaction (categorical:ordinal ; 4 values-> ...
1
vote
0answers
24 views
Alternatives to the Baron-Kenny approach to modeling mediation
I'm about to open the door to a very thorny issue in the social sciences. How does one correctly model and test hypotheses about mediating variables using observational data?
I'm familiar with the ...
0
votes
2answers
168 views
How do I compare multiple arbitrary predictions for a given data set?
Background: I am developing a Python Statistics Framework, not because the ones out there are bad but because it will help me learn Python and Statistics. I have taken AP Stats, and read scattered ...
3
votes
1answer
442 views
Invertibility of AR(p) model
Notation: $\dot{Z}_t = Z_t - E(Z_t)$, so that it is centered at 0. $a_t$ stands for the residual and we assume the $a_t$ are independent and normally distributed with mean 0 and constant standard ...
4
votes
1answer
57 views
Regression for a model of form $y=ax^k$?
I have a dataset which is statistics from a web discussion forum. I'm looking at the distribution of the number of replies a topic is expected to have. In particular, I've created a dataset which has ...
2
votes
3answers
49 views
Linear regression explanations
In explaining simple linear regression, isn't it a bit misleading for many examples to illustrate a straight line going through some scatterplot? This seems to suggest that linear regression only ...
0
votes
2answers
15 views
need cube(square) plot for 2 factors factorial design in R
Is there any R package that can produce cube plots for 2 factors (in fact it is a square plot)? I want something similar to the first plot at the end of this page ...
1
vote
1answer
40 views
Testing equality of proportions
I am comparing three proportions for age categories for categorical variables that have also categories.
I used Chi-square test but I found that SPSS gave me a note which is for example:
a. 2 cells ...
13
votes
6answers
3k views
Books for self-studying time series analysis?
I started by Time Series Analysis by Hamilton, but I am lost hopelessly. This book is really too theoretical for me to learn by myself.
Does anybody have a recommendation for a textbook on time ...
0
votes
0answers
6 views
Is FWER the FP rate of the global test?
In multiple comparisons, FWER is defined as $$FWER = \Pr(V \ge 1),$$ where $V$ is the number of false positives made on the individual null hypotheses.
So here $V$is a random variable, because it is ...
2
votes
1answer
208 views
Does the stepwisefit function in MATLAB handle correlation between the factors?
I have been told to run a factor analysis using the stepwisefit function in MATLAB.
Basically, this function helps you fit a model composed of $T$ factors $F=(f_1, ... , f_T)$ each of which have $N$ ...
1
vote
1answer
26 views
Mallows distance hypothesis test: p-value =?
I am using Mallow's Distance (normalized Earth Mover's Distance) to characterize the similarity between two histograms. This is working very well, but I would like to identify a specific cut-off where ...
3
votes
1answer
84 views
Are there terms to distinguish between the two types of outliers?
I hate talking about "outliers," because I view that term as encompassing two entirely different concepts. The first is when it refers to data that was incorrectly recorded or measured. For ...
3
votes
1answer
33 views
chi-squared test for non-iid binomial data
Simple case: Suppose we have $N$ observations of $X_i$ that we believe are theoretically iid binomial random variable $\text{Binomial}(k, p)$. Well, one way we could test to see if this is true is ...
1
vote
0answers
19 views
Linear relationship between explanatory variables in mutliple regression
I was reading the multiple regression chapter of Data Analysis and Graphics Using R: An Example-Based Approach and was a bit confused to find out that it recommends checking for linear relationships ...
1
vote
0answers
21 views
The weight update in adaboost
1.AdaBoost updates the weight of the sample By the current weak classifier in training each stage. Why doesn't it use the all of the previous weak classifiers to update the weight.
2.It need to ...
3
votes
2answers
439 views
How to get the expected counts when computing a chi-squared test?
I just have 1500 data points in excel. However, I want to do a chi squared test to prove if the data is normaly distributed.
My question is: How to calculate the expected range for such a large data ...
0
votes
1answer
153 views
Error metric for a regression model with two dependent variables
I'm working on an algorithm that estimates two parameters of its input data. I have a representative set of samples with the true parameters, to act as a ground truth. As this algorithm uses a ...
2
votes
1answer
80 views
How to forecast hourly data in R
I have hourly login data for a web site. Certain hours of the day for example between 09:00 and 12:00, there are heavy traffic on the site. I would like to forecast the hourly data for about one year.
...
1
vote
1answer
41 views
Simple mean reversion measure for binary time series
I am trying to define a simple measure for mean reversion in a stochastic sequence of ones and zeros, which I denote by $x_t$.
Yes, a unit root test on the cumulative sum could be a viable choice, ...
1
vote
2answers
48 views
Dummy variables in multiple regression, why use an intercept?
When performing a multiple regression with dummy variables, is it really necessary to include an intercept term in the design matrix?
By dummy variables, I mean indicator variables; a one in the ...
1
vote
1answer
163 views
Observation symbols for training a set of HMMs
If we are to classify 2 separate classes/actions using HMMs, we design 2 separate HMMs (one for each class). Do they share same set or a different set of observations-symbols for each of the HMM?
If ...
0
votes
1answer
58 views
How to determine if distribution in timeseries has shifted?
Is it possible to determine if distribution of time-series has shifted significantly without assuming any particular underlying data distribution.
Furthermore, would it be possible to a identify ...
0
votes
2answers
24 views
Test whether variables follow the same distribution
If you want to test whether two variables follow the same distribution, would it be a good test to simply sort both variables, and then check their correlation? If it is high (at least 0.9?), then the ...
2
votes
2answers
49 views
How do you explain 'co-integration' to determine spurious regression to a fairly new time series student?
I would appreciate it if someone could explain the concept of spurious regression intuitively / without it being too technical.
So far the student understands that spurious regression is basically ...
18
votes
8answers
958 views
What is the meaning of “All models are wrong, but some are useful”
"Essentially, all models are wrong, but some are useful."
--- Box, George E. P.; Norman R. Draper (1987). Empirical Model-Building and Response Surfaces, p. 424, Wiley. ISBN 0471810339.
What ...
1
vote
1answer
11 views
comparing AIC (or BIC or whatever) between different SETS of models
Suppose I have $m$ competing models. Suppose also that I could classify these models into $s$ sets. For example, I could classify models of migration behavior conditional on climatic conditions by the ...
2
votes
2answers
35 views
Testing Spearman's rho between-groups
I am analysing ordinal, non-normally distributed dependent measures using Spearman's rho. Specifically, we have an independent groups design, and I have found a significant relationship between the ...
1
vote
2answers
108 views
4
votes
2answers
58 views
Understanding bootstrap method for confidence interval of correlation coefficients
Please correct me where I'm wrong:
My understanding of bootstrapping is that it is a way to estimate the distribution of some statistic (mean, standard error, Pearson's correlation coeff, etc), ...
1
vote
1answer
363 views
compare means of of multiple dependent variables between two groups
I have two independent groups who travel with different modes. If I want to compare the distance traveled (which is a continuous variable) by different modes for these two groups. How do I compare ...
3
votes
1answer
56 views
Interpretation of a Durbin-Watson test?
I have calculated a Durbin-Watson test and got as far as
$$\eqalign{
d&=2.207551844, \\
dL&= 1.6164, \\
dU&= 1.7896.
}$$
I want to test
$$H_0 \gt 0,\ H_1 \le 0.$$
However, I do not ...
0
votes
0answers
29 views
Selection of lme models using AIC & appropriate random effects & variance structure
I am using three categorical predictor variables X1, X2, X3 and one continuous dependent variable Y, and I want to treat X3 as a random effect.
The simplest model I could come with:
...
2
votes
1answer
96 views
+100
Select best set of binary variables for clustering known sample labels
I have a set of samples, for which I know the "true groups". For this samples I have about 200 binary variables, I would like to know a method to select the subset of variables, that gives me a ...
2
votes
2answers
31 views
Use Random Forest model to make predictions from sensor data
say I have a sensor that measures temperature, pressure ++, and want to use this data to predict some quantity "A". If I use multivariate regression, I can simply implement a model of the form ...
2
votes
1answer
51 views
Iterative proportional fitting in R
The mission
I am trying to find a way to do Iterative Proportional Fitting in R. The logic of the procedure is like this: one has a table with e.g. sample distribution of some variables. Let us say ...
1
vote
0answers
20 views
Change point analysis
Could someone please explain change point to me. I'm using the package in R, and I don't really understand what the different methods mean, the pros and cons of each, and I especially do not ...
1
vote
0answers
29 views
Reductions of Bayesian experiments: regular conditional experiment
I'm reading Florens et al.'s 'Elements of Bayesian Statistics', currently working through chapter 1, 'Reduction of Bayesian Experiments'. I find most of it clear, except the definition of regular ...
0
votes
0answers
34 views
Is there any Python equivalent of R's biglm?
I have used biglm in R and found it very useful. Now I need the same type of functionality in python. Any ideas? I have seen that patsy/statsmodels has an ...
1
vote
0answers
26 views
Maximum likelihood parameter estimates for Kalman filter with time-varying state transition
I'm currently studying Kalman filter, and the model I'm trying to fit is a uni-variate regression:
$Y_t = \beta_t \mathbf{X_t} + v_t$
$\beta_t = \beta_t-1 + w_t$
where $v$ and $w$ are both ...
1
vote
1answer
35 views
How to plot a “differential word cloud” in R?
I have a questionnaire with one "open" text box, and 20,000 responses. I'm not planning to read all of them, but I'm thinking of interesting things to do with them. A general tag cloud would not be ...
1
vote
1answer
45 views
Regular conditional Bayesian experiment
In "Elements of Bayesian Statistics" (1990), Florens, Mouchart and Rolin describe two basic forms of reduction of a Bayesian experiment: Marginalization and Conditioning (Ch. 1). I don't understand ...
0
votes
1answer
36 views
Does the regression line have equicontinuity? [closed]
I was reading this wikipedia article. The article is about equicontinuity. And my first thought was the regression line. THis question is to more help me understand and to check my understanding. ...
