All Questions

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 ...
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 ...
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 ...
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 ...
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). ...
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 ...
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 ...
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-> ...
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 ...
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 ...
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 ...
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 ...
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 ...
15 views

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 ...
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 ...
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 ...
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 ...
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 $N$ ...
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 ...
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 ...
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 ...
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 ...
21 views

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 ...
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 ...
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 ...
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. ...
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, ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
108 views

Contrasts in mixed model

Suppose I have a data frame like this (four groups, for each n = 12): ...
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), ...
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 ...
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 ...
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: ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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. ...

15 30 50 per page