4
votes
1answer
124 views
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Dealing with hierarchical (panel, multi-level) data and fixed effects in LASSO?

The question pretty much explains itself. When running a Lasso regression on a lot of indexed (say by time and location) explanatory variables, is it best practice to transform all data using a ...
5
votes
1answer
93 views
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computing the posterior of two Gaussian probability distributions

I am a bit confused how to solve a Bayesian statistics problem. I have a parameter $\epsilon^s$ which is defined as following: $$\epsilon^s=\frac{\epsilon-g(\pi,z)}{1-g^*(\pi,z)\epsilon}$$ where ...
4
votes
3answers
90 views
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How to test difference between standardized difference between means

On a data set I inherited, I calculated the standardized difference between the means of 2 groups, d, for each of 5 variables. All the data was collected from same set of about 175 people, with 35 in ...
2
votes
1answer
79 views
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Reporting degrees of freedom for Welch t-test

The Welch t-test for unequal variances (also known as Welch–Satterthwaite or Welch-Aspin) generally has a non-integer degrees of freedom. How should these degrees of freedom be quoted when reporting ...
6
votes
0answers
77 views
+50

Marginal Likelihood from the Gibbs Output

I'm reproducing from scratch the results in Section 4.2.1 of Marginal Likelihood from the Gibbs Output Siddhartha Chib Journal of the American Statistical Association, Vol. 90, No. 432. (Dec., ...
5
votes
1answer
165 views
+50

Are GAMMs/GLM the best choice for calculating number of germs on hands?

We would like your opinion on whether GAMMs are a good option and how best to go about implementing for the following: During a period of patient care, a nurse will accrue $Y$ colonies of bacteria on ...