1
vote
2answers
41 views
+50

Computing fit of model to horizontally-misalligned time-series data

I have a model that predicts the level of harmonic tension in a piece of music, at every note/chord in the piece. I also have participant data (time series) that contains subjective ratings of tension ...
0
votes
0answers
81 views
+50

What is the meaning of expression $\sum E[y_{t-1}y_{t-1}^T]$ & how to implement?

Eq(1) represents an Autoregressive model driven by a zero mean input $x_t$ where $h = [h1,h2,..,hp]^T$; $y[t-1] = [y[t-1],y[t-2],...,y[t-p]^T$. Output of these observations are corrupted by zero ...
3
votes
2answers
75 views
+100

Standard error clustering under treatment assignment in groups of varying size

Basic setup: Unit of observation is the individual. Treatment (binary) is assigned on city level. Every state contains 4 cities, 2 get randomly chosen for treatment, 2 control. There are only few ...
3
votes
1answer
50 views
+50

Estimate accuracy of an estimation on Poisson binomial distribution

I manage a website that charges its customers using payment cards. Some transactions area approved, others are declined. I compute the approval rate of transactions for a interval (a calendar day) as ...
4
votes
0answers
38 views
+50

Fixed Effects vs Lagged DV vs. First Differences Regression

What are the differences between using unit fixed effects, unit fixed effects and time fixed effects, lagged DV, or first differences to analyze a time series with 4-5 time periods and 35-50 units per ...
3
votes
2answers
122 views
+50

Bayesian logit model - intuitive explanation?

I must confess that I previously haven't heard of that term in any of my classes, undergrad or grad. What does it mean for a logistic regression to be Bayesian? I'm looking for an explanation with a ...