0
votes
2answers
168 views

Can AMOS be used to perform logistic regressions?

I need to compare 11 groups of data, for the same relationship. My first thoughts were to create 11 regression equations (one for each), and to compare parameters between groups. Problem is that ...
1
vote
1answer
29 views

Should simulation from a student-t copula distribution yield the input correlation matrix

I am using mathematica to simulate random variates from a student-t copula distribution. Assuming that I input in the correlation matrix R, after generating a certain number of random variates, should ...
0
votes
0answers
1 views

How to implement Exponential Histograms

I am having trouble in understanding the concept of exponential histograms. They are known to be much efficient for maintaining statistics. I have read it in this article but cant understand how they ...
3
votes
2answers
80 views

Binary outcome in randomized controlled trials — OLS or logistic?

I'm running a randomized controlled trial which has good balance in the co-variates. I'm unsure whether to use: OLS: $P(Y_i=1) = \beta_0 + \beta_1 \text{Treat} + \epsilon_i$. This is problematic ...
2
votes
1answer
53 views

Applied statistics vs Mathematical statistics [on hold]

The Help Center for this site says we can ask question about, among other things, mathematical statistics. I am curious to find out what mathematical statistics is. And I thought it might be easier ...
3
votes
1answer
152 views

SVM in R package e1071

I am trying to use SVM to make a prediction (True or False) on a dataset with many independent variables. I am wondering how I can identify the most useful variable in making the prediction. I ...
0
votes
0answers
9 views

Hayashi yoshida estimator for correlation not coming between -1 to 1

I took two time series data with 141 data points in total with time stamps. i found out actual correlation between them which is about 0.97. Now i find the Hayashi Yoshida estimator for correlation. ...
0
votes
0answers
7 views

Learner in R to predict data from a complex function: if a>b then a*b else a+b

What sort of general purpose learner could learn the data generated by the following function: if a>b then a*b else a+b or something of that sort of complexity. Ideally something general enough to be ...
3
votes
2answers
39 views

What information, if any, can I extract from this scattermatrix?

I'm playing around with the breast cancer dataset and created a scatterplot of all attributes to get an idea for which ones have the most effect on predicting the class ...
2
votes
1answer
424 views

R package TSA: how to interpret the IO coefficients output of the arimax function

I was playing with the TSA package in R and wanted to test the arimax function to the solution provided in Pankratz's Forecasting with Dynamic Regression Models, ...
1
vote
1answer
6 views

R function equal to excel CHIINV

I'm looking for a function which do the same thing as excel's CHIINV. From Microsoft documentation, the definition of CHIINV is Returns the inverse of the right-tailed probability of the chi-squared ...
0
votes
1answer
7 views

Inverse sampling for discrete data

I have to pick a ball from a set of balls. Each ball has a size, so I have a distribution for ball sizes (I assume a number between 0-1). I want to pick a new ball each at step with the probability ...
1
vote
1answer
65 views

detector confidence

the situation is as follows: Say, I am going to answer a multiple choice question based on suggestion of my two friends. One gives correct answer 60% percent of the times, the other gives correct ...
0
votes
0answers
4 views

What statistical test to use to examine attitude and which components have strong/weak influnces on attitude? 4-point Likert Scale survey

This is a quantitative study using survey to examine attitude towards online reading. In the survey, there are 5 main components which contribute to overall attitude. Each component has different ...
0
votes
0answers
11 views

Determining sample size for AB test with proportion greater than one

So I'm pretty sure I'm thinking about this all wrong, but.. I'm trying to run an AB test on a web platform that will increase the total number shares to a social network (incredibly exciting, I know). ...
8
votes
1answer
94 views

Show that if $X \sim Bin(n, p)$, then $E|X - np| \le \sqrt{npq}.$

Currently stuck on this, I know I should probably use the mean deviation of the binomial distribution but I can't figure it out.
0
votes
0answers
62 views

Mean and variance of ranks

Consider rank data 1 to n with two groups, n=n1+n2, how would one test the null that the two groups have equal rank distributions using MOMENTS? (Wilcoxon is not the answer) Is MLE possible to do the ...
0
votes
1answer
36 views

What is the expected number of coin flips, if you stop when the first coin flip is the same as the last?

In order to calculate the $\text{E}[X]$ where $X$ is the number of total coin flips, this is the approach I took: The probabilities are: $Pr(H) = p$ $Pr(T) = (1-p)$ Define indicator random ...
8
votes
4answers
212 views

Probability that a continuous random variable assumes a fixed point

I'm in an introductory statistics class in which the probability density function for continuous random variables has been defined as $P\left\{X\in B\right\}=\int_B f\left(x\right)dx$. I understand ...
0
votes
1answer
63 views

How does including a random effect, change the parameter estimate for a group level covariate?

I'll try and explain where I am getting stuck. I wish to model delay to treatment. I observe patients nested in hospitals. I have a mixture of patient and hospital level covariates. I suspect that ...
0
votes
0answers
3 views

Lagrange multiplier method [migrated]

I am doing some data mining algorithm self learning tutorial. I came up with a problem which I need your help to solve. In order to minimize the resource consumption, a car manufacturer considers how ...
0
votes
1answer
104 views

Statistical significance test for multiple binary classification problems

Let $C_1$, $C_2$ be two binary classifiers, which are used to classify some data (images, videos, etc) to $30$ different classes, using an one-against-all approach. Then, we have two $30$-dimensional ...
0
votes
0answers
11 views

Multiple regression with many observations per case

I need to analyse the results of a psychology experiment which had a repeated measures design, i.e. all subjects underwent both treatment A and treatment B. There are 27 subjects with many trials ...
1
vote
2answers
32 views

Between-subjects effect becomes non-signicant after centering covariate. Should I center or not?

I've used a general linear model function to run an ANCOVA, involving a categorical predictor (with two levels), a continuous predictor, and their interaction effect. If I don't center the ...
0
votes
0answers
8 views

Derivation of the variance of the sample size in probability sampling

I am trying to understand how to derive the variance of the sample size $n$ in a random probability sample from a population of size $N$ with units $i=1,...,N$. Let $I_i$ be a random variable for $i$ ...
0
votes
1answer
8 views

Picking a probability distribution for observed intensities

I have an experiment that measures "intensity" (in this case, electron density of a molecule) on a grid. The values it gives are non-negative,. I'd like to write a likelihood for this observation ...
1
vote
1answer
22 views

Low Rank Matrix Factorization Collaborative Filtering - given a sparse set of feature data

I'm playing with a "minor" variation on an otherwise typical low rank matrix factorization collaborative filtering algorithm. I'm mostly following Andrew Ng's description in Coursera's online ML ...
0
votes
0answers
4 views

post hoc nested

Hy, need to do post hoc test for nested factor in SAS. I have two factors, A and B with B nested within A and I want to perform post hoc test in GLM in SAS. Is it possible? Stevan
0
votes
2answers
31 views

Student's test for correlation coef

In one of the articles I found such a statement: The significance of the correlation coefficient was then verified using Student's t test for independent variables Is this incorrect or did I ...
3
votes
1answer
463 views

Student's t vs Mann-Whitney U

Trying to choose between these two tests for data I've harvested from Android store. Basically, I want to see if there is any difference in the number of dangerous permissions requested by free vs ...
2
votes
1answer
129 views

Nearly constant time series

I want to analyse temporal interactions of some time series by means of the Box-Jenkins approach to find out which time series are predictors of another one (with the help of prewhitening and ...
8
votes
3answers
426 views

Intuition behind the t-distributions density function

I'm studying about Student's t-distribution and I started to wonder, how would one derive the t-distributions density function (from wikipedia, ...
0
votes
0answers
22 views

Probability question trying to calculate need help

Suppose that the average pop song length in America is 4 minutes with a standard deviation of 1.25 minutes. It is known that song length is not normally distributed. What is the probability that a ...
0
votes
0answers
10 views

Building Bayesian Models with insignificant independent variables

My main goal is to use four independent variables (y~x1,x2,x3,x4) and develop a Bayes Linear Regression model. However when I ran a simple linear regression model using these same four independent ...
0
votes
0answers
5 views

How to elicit prior distribution parameters?

A random sample of 300 women aged 60–69 years whose immediate families have had histories of cancer are to be screened for breast cancer. Let $y_i$ be 1 if woman i has a positive test, and 0 if not, ...
0
votes
2answers
70 views

How can I evaluate my model when the the testing data are too few and the generated results don't match testing data

I have a bioinformatic data set includes a very large negative examples (let's say 30000 examples) and just a few positive examples (let's say 150 positive examples). Since I need to feed an enough ...
21
votes
6answers
3k views

What is the role of the logarithm in Shannon's entropy?

Shannon's entropy is the negative of the sum of the probabilities of each outcome multiplied by the logarithm of probabilities for each outcome. What purpose does the logarithm serve in this equation? ...
0
votes
0answers
6 views

easy and difficult sample point

In my dataset, I can assume that there are two groups of samples. For one group, my model can easily learn the labels and for the other group my model has a poor performance in prediction of the ...
0
votes
1answer
18 views

Matrix Inversion Error

I a Multiple linear regression model, from published literature, I am implementing a spreadsheet to generate new predictions based on the published model. the literature stated Coefficients and the ...
82
votes
27answers
34k views

What is the best introductory Bayesian statistics textbook?

Which is the best introductory textbook for Bayesian statistics? One book per answer, please.
0
votes
0answers
10 views

Transformation of the covariate matrix within a Bivariate Normal Distribution

I have a Gibbs sampler (bivariate normal distribution) taken from a paper available here : Gibbs sampler available here : http://www.stat.wisc.edu/~mchung/teaching/stat471/lecture23.pdf. I can use it ...
1
vote
0answers
9 views

Time series model of prevalence

I have a collection of samples from which I have estimated prevalence on an annual basis using a logistic regression model. The response variable is whether or not the focal species was present in ...
1
vote
2answers
946 views

Why do we use the determinant of the covariance matrix when using the multivariate normal?

I am not well versed in statistics. I wanted to know why we use the determinant of the covariance matrix instead of having the covariance matrix itself when writing down the multivariate normal ...
0
votes
1answer
114 views

Issue in graph construction

I have a symbolic representation of time series obtained from SAX toolbox. I was wondering if it is possible to construct a graph where each node represents a unique symbol and the edges represent the ...
0
votes
1answer
21 views

Multiple labels in supervised learning algorithm

I have a corpus of text with a corresponding topics. For example "A rapper Tupac was shot in LA" and it was labelled as ...
0
votes
1answer
20 views

A single document as input to LDA?

We use topic modelling usually on a collection of documents - which makes the input. But what if I only have a single document where I want to see the underlying topics in it? I have heard that you ...
0
votes
0answers
26 views

How to obtain an exact value of the determinant of a correlatiom matrix when doing PCA in SPSS?

When I perform a Principal Components Analysis (PCA) in SPSS 22 I get a footnote under the correlation matrix which states that the value of the determinant $=.000$. I am not able to display more ...
11
votes
3answers
258 views

Good practice for statistical analysis in a business environment

(While I realise this isn't strictly about statistics, it is about the dissemination of statistics in a business environment so I have assumed it is still within the topic range of CV) A brief bit of ...
1
vote
1answer
9 views

Recommendation Engine With Physical Distance Cutoff

I am looking to develop a recommendation engine for local stores to users. There are approximately 1 million stores in the database and around 1 million users. The 1Mx1M matrix for a user-based ...
6
votes
2answers
34 views

When is the bootstrap estimate of bias valid?

It is often claimed that bootstrapping can provide an estimate of the bias in an estimator. If $\hat t$ is the estimate for some statistic, and $\tilde t_i$ are the bootstrap replicas (with ...

15 30 50 per page