8
votes
5answers
146 views
+250

How to test an interaction effect with a non-parametric test (e.g. a permutation test)?

I have two categorical / nominal variables. Each of them can take only two distinct values (so, I have 4 combinations in total). Each combination of values comes with a set of numerical values. So, I ...
18
votes
1answer
5k views
+100

lme and lmer comparison

I was wondering if anyone could enlighten me on the current differences between these two functions. I found the following question: How to choose nlme or lme4 R library for mixed effects models?, but ...
2
votes
1answer
95 views
+50

Categorizing Continuous Random Variable in Logistic Regression

I have a Bernoulli response variable and I am going to fit a logistic regression. One of my independent variables is a continuous random variable and I would like to categorize it before fitting the ...
2
votes
1answer
61 views
+50

R: default correlation in nlme::lme

I just noticed that the default correlation of nlme::lme() is NULL. The explanation of argument for correlation is correlation: ... Defaults to NULL, corresponding to no within-group ...
2
votes
1answer
110 views
+50

Average of Monte-Carlo estimates: Increasing observations vs. iterations

In the context of Monte Carlo simulations, I would like to understand better the difference between increasing the number of iterations vs. the number of observations. As an example, please consider ...
0
votes
0answers
40 views
+50

How to indicate whether the improvement of a ranking is statistically significant over another one in R?

I have two ranked lists of documents (List1, List2). After comparing each of them against the ground truth, I calculate precision at 5 (P@5) metric to measure how good are each of the ranked lists. ...
1
vote
0answers
32 views
+50

Approximate Order Statistics for lognormal variables

Are there any known formulas that approximate the expected value of the maximum of $N$ i.i.d. lognormal random variables? I am looking for something similar to: Approximate order statistics for ...
1
vote
1answer
1k views
+50

How to get the true mean forecast using the Arima package with a Box-Cox transformation

In the Arima package, using a Box-Cox transformation give wrong results when later applied to the forecast method. For example, consider this data: ...
15
votes
3answers
279 views
+50

Negative-binomial GLM vs. log-transforming for count data: increased Type I error rate

Some of you might have read this nice paper: O’Hara RB, Kotze DJ (2010) Do not log-transform count data. Methods in Ecology and Evolution 1:118–122. klick. In my field of research (ecotoxicology) ...
5
votes
1answer
75 views
+100

Restricted Maximum Likelihood (REML) Estimate of Variance Component

Let, $$\mathbf y_i = \mathbf X_i\mathbf\beta + \mathbf Z_i\mathbf b_i+ \mathbf\epsilon_i,$$ where $\mathbf y_i\sim N(\mathbf X_i\mathbf\beta, \Sigma_i=\sigma^2\mathbf I_{n_i}+\mathbf Z_i \mathbf ...
3
votes
0answers
71 views
+50

Gibbs sampling deriving complete conditionals with mixture priors

My question is about the derivation of the complete conditionals for Gibbs sampling in a hierarchical model where some of the parameters are mixtures of point-masses and Normal distributions. The ...