4
votes
3answers
59 views

Nonrandomized better performance

On the footnote of page 497 in Jaynes' "Probability Theory: The Logic of Science" he writes Of course, Fisher’s randomized planting methods – which we think to be not actually wrong, but ...
1
vote
2answers
13 views

Understanding the direction & strength of a correlation, & causal status, from a chi-squared test

I am analyzing Stack Overflow Posts. So I have a database with 1000000 questions, their current score (upvote or downvote) and a flag, that there is a source code part in the question (or not). So I ...
0
votes
1answer
188 views

How to obtain p-values for a given Kendall's Tau value (not calculated from data)

I want to obtain p-values for Parker's Tau-U (Parker et al., 2011). which is a measure based on Kendall's Tau. Tau-U is related to Kendall's Tau in such a way that it's possible to translate a Tau-U ...
0
votes
0answers
7 views

Analytical expression for variance as a function of the mean value

I have a research problem that seems analogous to a 'draw balls from a bin' problem. Imagine an experiment where $N$ balls are drawn from an infinite bin containing '0' balls and '1' balls, where $N$ ...
0
votes
0answers
6 views

Displaying data characteristics after multiple imputation

I have original data which I run a few commands on to get a feel for the data. For example, I have men and women, and in each group, I have the percent in each cancer type (eg brain, lung). In the ...
1
vote
2answers
58 views
+100

Provable Convergence

Hopefully this question is on topic for the statistics community (rather than the pure math) since the optimization method I am using relies on a statistical model. Well I am building an algorithm ...
2
votes
2answers
105 views

Combined individual error

This is from my college project management course. Reading through an example question here it says: When estimating in parts, the total error will be less than the sum of the part errors. ...
3
votes
4answers
87 views

Any easy way to cluster GPS trajectories?

Can anyone recommend an easy way to cluster hundreds of GPS trajectories to find out their common paths? The GPS data is coming from different vehicles that have traveled thousands of miles.
1
vote
1answer
11 views

Method of moments for skew-t distribution

I'm trying to work out how to apply the method of moments to estimate the parameters of the skew-t distribution. From slide 12 of the following presentation: ...
0
votes
2answers
31 views

Convergence of Sequence Random Variables

I'm a bit confused by the definition of convergence of a sequence of random variables. I'm reading Wasserman's All of Statistics and at the start of Chapter 5, he writes: "Suppose that $X_1, X_2...$ ...
0
votes
0answers
12 views

Clustering a list of restaurant dishes

If I have a large list of restaurant dishes that all have the same cuisine... (Pulled Pork, BBQ chicken, 1/2 Ribs, Pork Sliders, Slow Smoked Pork, Full Chicken Special....) What would be a good ...
1
vote
3answers
54 views

Variance of an average of random variables

This seems like it should be a pretty common problem. I have four estimates of fishing effort, each with its own variance. For subsequent calculations, I want the mean of the four estimates, and a ...
0
votes
1answer
105 views

VECM, positive loading coefficients of EC terms?

I am looking at two very similar time series (correlation is about .997) - two commodity price series. Johansen coint. test indicates 1 coint. relationship for case 1 (no trend and no intercept) and ...
0
votes
0answers
9 views

Testing ordinal data

I have conducted an online survey and received 20 useable responses to 41 questions. Each of the questions used the same Likert items: ‘never’, ‘rarely’, ‘sometimes’, often’ and ‘always’. The data has ...
0
votes
0answers
36 views

Log-likelihood proof and AIC hypothesis

First of all, statistics is just not my thing ... yet (I hope!) I'm having a hard time finding out the log-likelihood equation: Given $Y \rightarrow \mathcal{N}(\mu_1,\sigma_1)$ (observation) and ...
2
votes
3answers
81 views

How do you call multiple linear regression when it has an interaction term?

I'm writing a report and need to be precise but concise in the abstract. Currently I called it 'multiplicative multiple linear regression'. But when I Googled it, not much came up. In the same vein, I ...
0
votes
0answers
16 views

Hierarchical cluster analysis with a similarity matrix

I am trying to analyse the results from a card sorting study i did, but all i have is raw data. I have the similarity matrix for 53 cards, but I am trying to figure out how to do a hierarchical ...
0
votes
0answers
7 views

“Yes - no - unclear” count score based decision: quest for terminology

In medical research, scores are often used, and thresholds for pathological/normal are defined. In some cases, these are derived from counts. Example: 1 out of 4 migraine attack per year were ...
0
votes
0answers
3 views

Non Temporal Panel Data

I have a conceptual doubt. I have a data set where many observations have been recorded from a particular village. And i have strong reason to believe that the dependent variable is strongly affected ...
2
votes
1answer
19 views

Loess in gene enrichment analysis using DESeq

Often MA plots (Bland-Altman style representations of gene enrichments) are corrected using the LOESS method. Will a LOESS correction significantly affect the results of gene enrichment analysis? More ...
0
votes
1answer
448 views

10 fold cross validation model in weka

I'm trying to build a specific neural network architecture and testing it using 10 fold cross validation of a dataset. Now building the model is a tedious job and Weka expects me to make it 10 times ...
0
votes
0answers
9 views

Combining Forecasts: Best Information to Solicit from Forecasters?

Suppose Statistician $m=1$ produces a set of $h$-step-ahead point forecasts $\hat{x}_{t+h|t, 1}$ of $x_{t+h}$ where $x_{t+h} \in [0,1]$. Also, this point forecast could come with: a predictive ...
2
votes
3answers
2k views

Unit root tests: how to decide if to include a trend and/or a constant

Applying a test to univariate time series data for checking if the series has a unit root or not, one is faced with a decision if one would like to test if the series is stationary around a constant ...
5
votes
1answer
173 views

Connections between d' (d-prime) and AUC (Area Under the ROC Curve); underlying assumptions

In machine learning we may use the area under the ROC curve (often abbreviated AUC, or AUROC) to summarise how well a system can discriminate between two categories. In signal detection theory often ...
0
votes
0answers
12 views

BIC difference for model selection when models have different (and correlated) predictors

I have a binomial dependent variable Y and two main IVs: A is categorical (5 non ordered levels) and B is continuous. A and B are collinear (I tested the effect of A on B with a linear model, and it ...
0
votes
0answers
5 views

Statistical model to predict the next move on network only using movement history

Is it possible to build a statistical model that predicts the next move in a graph solely based on the movement history of one person? I have made an example to illustrate the problem: Time is ...
0
votes
1answer
37 views

Why is my density plot just a line on the bottom?

Basically, I'm just trying to plot a curve over my histogram for the weight of a few students. lines(density(weight), lwd = 2, col = "red") However, what I get ...
0
votes
0answers
10 views

Testing if two variables have significantly different effects on the data

I'm looking for a way to test if two variables have significantly different effects on my data. I'm also interested in a way to test if they have the same effect. Currently, I'm jointly calculating ...
0
votes
1answer
20 views

What does the sum of all elements in a stratified sample mean ? & Deriving the formula of the Sampling variance

Suppose we are interested in estimating the mean of a population , and we have computed means $\bar y_h$ for each stratum ,since we have $H$ strata , then the stratified estimate of the population ...
0
votes
1answer
254 views

Predicting class probabilities in regression based on area under the curve

Logistic regression models the log odds. That is for rv $Y$ which is binary logit$(Y=1)=X\beta$. Then with this model, you can estimate the class probabilities and hence prediction or ...
0
votes
0answers
15 views

Likelihood function for Missing data [on hold]

I am looking for information about likelihood function for missing data. I was wondering you could help me.
0
votes
0answers
4 views

Problems facing in fitting ordinal regression model on life satisfaction data

While running an ordinal regression analysis of life satisfaction data SPSS, I got the following warning: There are 148 (65.8%) cells (i.e., dependent variable levels by combinations of predictor ...
1
vote
1answer
10 views

Model matrix for linear model with multiple contrasts

I don't fully understand the concept of a model.matrix. Assume I have the following experimental design: ...
0
votes
0answers
6 views
2
votes
1answer
21 views

How will the coefficient of independent variable change when fixed effect is used?

Will the coefficient change large or small? I think coefficient of all independent variables should change in same direction, if fixed effect is positive, than all the coefficient will be smaller, and ...
1
vote
1answer
12 views

How should I test for autocorrelation in this time series context?

I have data sets in which people estimate a certain quantity. They potentially can see the estimates of anyone who participated before them, but in practice they're only likely to look at the last few ...
0
votes
0answers
6 views

Moderation Analysis: Correlation Coefficient or Fisher's r to z

I was wondering if anyone knows whether correlation coefficients or using the fisher's r to z transform may be more appropriate to enter as a predictor in a moderation analysis? Thank you for the ...
0
votes
0answers
8 views

Separation problem in GLM

So I think I have a separation problem in my logistic regression model. The response variable (that only takes 0 or 1 values) takes 99.2% of its cases as 0 and only 0.8% as 1. This is the ROC curve ...
0
votes
0answers
5 views

Do I have endogeneity problem if I use year-over-year change data in AR(1) model?

My dependent variable is y(t)=data(t)/data(t-4)-1 with quarterly data and the model is standard AR(1) : y(t)=a*1y(t-1)+ b*x(t)+e(t). I 1was told that due to overlapping I should have endogeneity ...
0
votes
1answer
211 views

Machine learning with trinomial features

I have 100,000 students who have each answered some multiple choice questions. Given their performance I want to work out what the chances are of a particular student answering the next question ...
3
votes
1answer
56 views

What's the measure to assess the binary classification accuracy for imbalanced data?

Now I have binary classification problem with positive samples roughly 100 times the number of negative samples. In this case the normal accuracy measure (predict == label) is not a good measure. What ...
2
votes
0answers
25 views

What assumptions are made about the link function in GLM's?

There are posts in similar vein about this topic, but what I want to know exactly is whether there is a list of properties/assumptions about link functions in generalized linear models, or if the link ...
0
votes
0answers
9 views

CPD Logical OR - context-specific independence [on hold]

$X_1$ and $X_2$ are the parents of $Y$. $X_1$ and $X_2$ are two independent Bernoulli random variables. $Y = OR(X_1, X_2)$. Are $X_1$ and $X_2$ context-specific independent when $Y = 0$? By knowing ...
0
votes
0answers
10 views

aggregate all data by Date and ID

I have a dataset with 20 different columns and i want to aggregate all of the columns by the first two columns (Date and ID). Is there a way to say aggregate all instead of typing the names of the ...
0
votes
1answer
10 views

Preprocessing via PCA in Caret, then fitting PLS

I am dealing with quite highly-dimensional data, and am using (in R) Caret's preprocessing 'pca' method to reduce the dimensionality. However, dependent on the number of components I choose, I seem to ...
1
vote
1answer
12 views

How to connect groups if they are not large enough?

I am new at statistics and I have problem that I have no idea how to solve. I have biological data, which includes expression levels (130 patients) for different alleles (I'm analysing SNP's) of ...
0
votes
0answers
15 views

Bootstrap pvalues: strange adjustment — pbkrtest PBmodcomp LRT

As far as I can tell, PBmodcomp is doing some straight up bootstrapping, similar to this Faraway example for lmer models mmod and rmod (maximal and reduced models): ...
0
votes
0answers
5 views

Using alternative normalization method in DESeq analysis of gene enrichment

I'm using DESeq to identify differentially expressed genes in a next-gen sequencing dataset. (DESeq: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3218662/). In my experiment, the normalization of read ...
2
votes
4answers
8k views

How to calculate stock volatility in %?

How can I calculate the stock volatility in percentage? Do i have to use sd() function without any other calculation ? Thanks
1
vote
1answer
99 views

Which statistical methods could I use to determine if a price is good, based on a history of prices?

I have the following scenario: A history of prices of a specific product; The current price of the same product. The history of prices should contain prices with a certain amount of discount, very ...

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