All Questions

8
votes
1answer
189 views
+50

Can we use leave one out mean and standard deviation to reveal the outliers?

Suppose I have normally distributed data. For each element of the data I want to check how many SDs it is away from the mean. There might be an outlier in the data (likely only one, but might be also ...
3
votes
1answer
77 views
+50

Question on SPSS Mantel-Haenzsel conditional independence output

SPSS provides these three statistics as output for the crosstabs command STATISTICS=CMH(1): Tests of Homogeneity of the Odds Ratio Tests of Conditional Independence Mantel-Haenszel Common Odds Ratio ...
6
votes
1answer
193 views
+50

Introductory texts on structural econometrics

In recent years the structural approach to econometrics compared to reduced form econometrics has become more popular. This involves tight combination of theoretical economic models and statistics in ...
4
votes
1answer
38 views
+50

How to measure when error stabilizes (convergence) on Random Forests (or, when do I stop training)

I'm doing an implementation of Random Forests. As I was the original paper (page 11) and this nice book on the subject (15.3.1, page 592), they mention that when the out-of-bags error stabilizes (when ...
1
vote
1answer
51 views
+50

cross-validation to predict distribution of errors on finite test sets

In one use of k-fold cross-validation for evaluating classifiers, one trains k models, each on n(k-1)/k examples, and tests each on n/k examples. The average accuracy on those k test sets of size n/k ...
2
votes
0answers
133 views
+50

Appropriate use of difference adjusted CIs in error bars for mixed ANOVA's time * group interaction

I have performed a mixed design ANOVA with time (pre-post) and group (treatment vs control) as variables. I'm wondering if it's sensible to use between subjects difference adjusted CIs (from Baguley, ...