2
votes
1answer
56 views
+50

Using DIC to test which data should be used - different sample sizes

I have a glmm model $y \sim b_1 * b_2 * b_3 + random$ where $b_i$ are the fixed effects. I am using DIC to compare models and select the best fitting model. I also have some options in setting up ...
2
votes
1answer
60 views
+50

Multivariate Log-linear Model

I know from here that a log-linear model can be used to estimate a conditional probability of class $c$ given the feature representation $d$ of datapoint $x$. $p(c|d;\theta) = \frac{exp(\theta.d_c)}{\...
10
votes
2answers
132 views
+50

Mathematical and statistical prerequisites to understand particle filters?

I am currently trying to understand particle filters and their possible uses in finance and I'm struggling quite a bit. What are the mathematical and statistical prerequisites I should revisit (coming ...
42
votes
9answers
6k views
+100

What is wrong with extrapolation?

I remember sitting in stats courses as an undergrad hearing about why extrapolation was a bad idea. Furthermore, there are a variety of sources online which comment on this. There's also a mention of ...
3
votes
1answer
70 views
+50

How to resample friendships when bootstrapping by individuals

Sheesh, I'm really confused. So, I have a dataset of individuals, and a dataset of their friendships. I want to test whether a particular (numeric) variable is correlated among friends. To do this, I ...
4
votes
2answers
289 views
+100

Struggling with copula theory

I'm really struggling with bivariate copula's. Long story short, I can only use Gaussian copulas. I'm therefore interested in the joint PDF for which the Gaussian copula can be applied. So for ...
1
vote
0answers
15 views
+50

Is there any meaningfully robust approach to conduct a network meta-analysis of diagnostic test accuracy studies?

I am working on a systematic review including several imaging modalities for coronary artery disease, but the evidence network is quite large, including different modalities, often compared one to the ...
2
votes
0answers
23 views
+50

Average Marginal Effects from Chamberlain-Mundlak Device CRE Probit

I am trying to calculate the average marginal effects for the Chamberlain-Mundlak Correlated Random Effects probit model. The ultimate goal is to get something equivalent to the AME from the fixed ...
0
votes
0answers
22 views
+50

Estimating data set size for pattern extraction

I have a dependency treebank comprised of 100 structures, which is divided into a training set and a test set. I extract some rules ((DS,PS) pairs) to convert the treebank to phrase structures. When I ...
6
votes
1answer
169 views
+50

How to prove this Gaussian Mixture inequality? (Fitting/Overfitting)

Let f[x] be a Gaussian Mixture pdf with n terms of uniform weight, means $\{\mu_{1},...,\mu_{n}\}$, and corresponding variances $\{\sigma_{1},...,\sigma_{n}\} $: $$f(x)\equiv\frac{1}{n}\sum_{i=1}^{n}\...
3
votes
1answer
35 views
+50

What r parameter is used in a negative binomial regression?

From my understanding of the negative binomial regression, we have $Y_i|X_i; \theta$ is distributed $Neg Binom (r_i, p_i)$, where $r_i$ is known and fixed (analogous to a fixed $\sigma^2$ when we ...
1
vote
0answers
25 views
+100

Computing properties of non-uniform random walk/diffusion

I have a lot of numerical data which I'm looking to characterise as a (possibly continuous) random walk with variable (in space) step size, for example, along $x$ between $-1$ and $1$ with a step size ...
1
vote
1answer
35 views
+50

Appropriate number of explanatory variables in redundancy analysis (RDA)

This question comes from a reviewer's comment on a manuscript I recently submitted. I analyzed a multivariate data set (6 response variables, 21 observations for each) using redundancy analysis (RDA) ...
3
votes
0answers
44 views
+100

Will Tukey multiple comparison be the same for different types of Sum Of Squares of ANOVA for an unbalanced design

I am working on Two-Way ANOVA for an unbalanced design. Will Tukey multiple comparison be the same for different types (I, II & III) of Sum Of Squares of ANOVA for an unbalanced design. I am ...
15
votes
1answer
2k views
+100

PCA and Correspondence analysis in their relation to Biplot

Biplot is often used to display results of principal component analysis (and of related techniques). It is a dual or overlay scatterplot showing component loadings and component scores simultaneously. ...
76
votes
1answer
23k views
+100

Relationship between SVD and PCA. How to use SVD to perform PCA?

Principal component analysis (PCA) is usually explained via an eigen-decomposition of the covariance matrix. However, it can also be performed via singular value decomposition (SVD) of the data matrix ...
15
votes
1answer
9k views
+50

Interpreting 2D correspondence analysis plots

I've been searching the internet far and wide... I have yet to find a really good overview of how to interpret 2D correspondence analysis plots. Could someone offer some advice on interpreting the ...
5
votes
1answer
20 views
+100

Is the Scheffé test of contrasts the “best-case” for post-hoc tests?

I am reading through Explaining Psychological Statistics, 4th Edition and am stumped after the following passage: Scheffé (1953) understood that the best anyone can do when creating a complex ...