6
votes
5answers
288 views
+50

How to calculate Area Under the Curve (AUC), or the c-statistic, by hand

I am interested in calculating area under the curve (AUC), or the c-statistic, by hand for a binary logistic regression model. For example, in the validation dataset, I have the true value for the ...
4
votes
1answer
80 views
+100

Alternative notions to that of proper scoring rules, and using scoring rules to evaluate models

A scoring rule is a means of evaluating an agent's guess of the probabilities associated with a categorical event, given a (categorical) outcome of the event. Depending on the guess and the observed ...
4
votes
1answer
94 views
+50

What will be the estimator for these parameters

Question: $y_0 = z^d$ is computed from the sum of some recordings by a sensor. Let, there be $k$ sensor nodes. This parameter is calculated by each sensor node and then transmitted to the base ...
3
votes
1answer
63 views
+100

Relationship between hazard function and survival function in the presence of censoring

In survival analysis there is a relationship between the survival function, $S(t)$ and the hazard function, $h(t)$, in that $$ h(t) = -\frac{d}{dt} \log S(t)~~~~~~~~~(1)$$ from which we can form the ...
6
votes
4answers
97 views
+50

Poisson Hypothesis Testing for Two Parameters

So, for fun, I am taking some of the data of calls from the call center I work at and trying to do some hypothesis testing on them, specifically the number of calls received in a week, and using a ...
6
votes
2answers
71 views
+100

How can I use this data to calibrate markers with different levels of generosity in grading student papers?

12 teachers are teaching 600 students. The 12 cohorts taught by these teachers range in size from 40 to 90 students, and we expect systematic differences between the cohorts, as graduate students were ...
3
votes
0answers
36 views
+50

Empirical distribution function of overlapping time series data

If we model asset returns for periods of more than one (say more than one day) there is the square-root rule which holds true under some assumptions. On the other hand practitioners sometimes use ...
3
votes
1answer
92 views
+50

Alternative to an ANOVA

I'm currently attempting to run statistical analysis on data from an experiment but have encountered an issue. The number of participants is very low (8 in total) and there are 27 conditions after ...
1
vote
1answer
60 views
+50

Bayesian meta analysis: implementation in BUGS/JAGS/STAN

I would like to conduct a meta analysis in order to collate the information from a number of studies. The parameter of interest is a probability $\theta$. In each of the studies, the observed data ...
1
vote
2answers
27 views
+100

Can a 1-D risk score (binary outcome) be sensibly used to create more than 2 treatment groups?

This question concerns predicted probabilities of a binary outcome, and the (I believe) misguided practice of making multiple cutpoints along a one-dimensional risk continuum -- cutpoints that create ...
1
vote
1answer
33 views
+50

Compare performance of 2 models

I have a dataset which I have split into 3 parts: a training set, a cross-validation set and a test set. I have used the training set and cross-validation set to train 2 models. For this, I have taken ...