0
votes
0answers
9 views

Rejection Sampling Not Giving Correct Distribution

I hope someone can check through all my steps to see where I made a mistake: I wish to create a sample with the density $\ f(x)=\frac{1-x}{(π-2)(x + 1)√x}$ using the [1,0] uniform distribution U, and ...
0
votes
0answers
3 views

Dividing lsmeans$constrasts output [migrated]

I'm trying to merge from Sigmaplot to R, and I'm getting some progress in reaching the same outputs. In Sigmaplot I use the Holm-Sidak correction, and that is the one which I am trying to achieve in R ...
0
votes
0answers
7 views

ARMA ROLLING IN THE SAMPLE FORECAST [on hold]

I am trying to develop a loop for a rolling forecasting with an ARMA model. this is the part of the script I am interested in: PREVISIONE IN-THE-SAMPLE dlogRet_VIX.sub <- dlogRet_VIX[1:3000] ...
1
vote
0answers
7 views

Learning the joint probability distribution of 3 variables from partial observations

I have a dataset composed of 3 random variables X, Y and Z. However, at each sample one of the random variable remains hidden. As an arbitrary example, the observation 1 is $(x_1,y_1)$, the ...
1
vote
0answers
16 views

Path analysis and multiple mediators

I have a study with two potential mediators: M1 and M2. I obtain a main effect of my independent variable X on the dependent variable Y. Similarly, I obtain an effect of X on M1, but I do not have an ...
0
votes
0answers
2 views

Why are the marketing-mix variables measured as period to period percent changes in the generalized bass model?

In the paper Why the Bass Model Fits without Decision Variables, Bass et al. extend the Bass model of product diffusion to incorporate marketing mix variables. For example, if the forecaster ...
3
votes
1answer
22 views

Why does multiplication in the frequency domain equal convolution in the time domain?

This question came in the context of understanding how to get a distribution of a sum of two iid random variables. I'm working through the top answer to this question Consider the sum of $n$ uniform ...
-1
votes
0answers
9 views

How to copy/clone RSNNS network in R? [on hold]

I would like to create multiple copies of my network instance to predict mutliple independent waves. Unfortunately simple reassigning does not work in this case, so what can I do? I attached a ...
0
votes
0answers
15 views

LDA: strange results from sklearn, my code

I ran an Linear Discriminant analysis (LDA Transform Class) using the eignevector method. Here is my schema: $$ Sw^{-1}S_{bc} = W $$ I then find the eigenvectors of W, sort, and, for the transform ...
0
votes
0answers
7 views

Assessing calibration plot

I am curious about calibrating a probability estimate, namely a logistic regression. With the example below the outputted calibration plot shows bad calibration with the estimate, or the non ...
1
vote
0answers
12 views

Splitting between train/test for customer churn survival models

I am a bit confused on how data can be split between train/test and "live" data for predicting churn using survival models such as the one in RandomForestSRC package. Goal of the model is to predict ...
0
votes
0answers
7 views

Nested Mixed Model with repeated measures within repeated measures in lme4

I'm trying to model the effect of a biomarker, Pentraxin3 on another biomarker, IL6 in a mixed model to account for correlations between the repeated measures and for correlations between the ...
1
vote
1answer
17 views

Is it correct to use correlation coefficient in this case?

I have an exponential random variable $\tau$. I define two random variables $T_A=\min(t_1,\tau)$ and $T_B=\min(t_2,\tau)$, where $t_1$ and $t_2$ are constants. What does it mean to compute ...
0
votes
0answers
18 views

Model selection for and forecasting of arctic oscillation (a seasonal time series)

I'm having a doubt with a time series. I have to find the best model for it and use it to do some forecast. The data are about the arctic oscillation (AO) from 1950 to 2015. The series is clearly ...
0
votes
0answers
5 views

R darch : deep neural net pre-training

I'm trying to train a (not even deep) network on iris using the darch package. It works well as a standard backprop-net, but becomes bad as soon as I add a little pre-training: ...
0
votes
0answers
8 views

What is the interval of Gini Index?

Suppose we have 2 classes. C1: 0 C2: 6 The Gini index is: $1−(0÷6)^2−(6÷6)^2 = 0$ C1: 3 C2: 3 The Gini Index is: ...
0
votes
1answer
18 views

How do I control for changes in rating methods in this study?

I'm performing a study where subjects rate their perceived, subjective intensity of a stimulus presented to them at different magnitudes. To submit a rating, they click on on a logarithmic scale ...
1
vote
0answers
17 views

robust estimator when $\mu/\sigma$ is constant

I have a large set of measurements consisting each of about 100 points, (normally distributed), with up to 20% outliers. The outliers are all shifted towards positive values. From the physics, I know ...
0
votes
0answers
4 views

pre-post vs single measurement control group. Help!

I have been asked to help a PG student with statistical analysis of her data, and I am really struggling to know the best way forward. The design is unbalanced, and I am not sure if there is a way ...
1
vote
0answers
8 views

Comparing corpuses with different vocabulary?

How can we compare two corpuses with different vocabulary? Basically, we have a bunch of distributions for different vocabularies that we want to compare. But all the vocabularies are different ...
0
votes
0answers
8 views

detecting outlier of very small data set with assigned error

I have this (very small) data set: -0.032 +/- 0.011 0.020 +/- 0.011 0.025 +/- 0.010 I haven't see any test including the error on the data. In addition, the value of -0.032 can be rejected by a Grubbs ...
0
votes
0answers
20 views

What is “linear” about the correlation coefficient used in multivariate normal distribution?

The Pearson correlation coefficient is applicable only in cases where there is a linear dependence between two random variables. In multivariate normal distributions, we use the correlation ...
0
votes
0answers
3 views

Correct Terminology of Information Gain

I'm trying to correctly understand terminology of information gain, entropy and Gini impurity. Do I understand it correctly in this way? Entropy change and Gini impurity are both "just" metric of ...
0
votes
0answers
20 views

Distribution of random samples from a probability simplex in $\mathbb R^3$

I am not comfortable with the Dirichlet distribution, but I understand that, although its main function is to generate priors in Bayesian statistics, it can also be used for random generation of ...
0
votes
0answers
20 views

Average waiting time in an exponential distribution

I have come across the following problem in one of my courses: Let's suppose a patient in a hospital is waiting to be picked by one of the two doctors available. The time till a new pacient arrives ...
0
votes
0answers
30 views

Contribution of a term in a fraction [on hold]

I have a value $$v=\frac{A_2+B_2+C_2}{A_1+B_1+C_1}.$$ I want to estimate the contribution of $A_2/A_1$ to $v$. I know it is not possible to mathematically derive $A_2/A_1$ out of $v$. My question ...
1
vote
0answers
9 views

how to remove outliers prior to multiple imputation

A colleague came to me with the following problem. She has a complex, multivariate data set, in which respondents completed a number of measures with anywhere from 6 to 30 Likert type items for each ...
0
votes
0answers
11 views

Meta-analysis on positively transformed effect sizes

I want to assess whether or not a wide range of animal behaviours in experimental studies change from control responses. As such, I want to compare absolute changes, rather than increases (+) or ...
0
votes
0answers
4 views

Johansen panel cointegration [on hold]

In situation where the results of the cointegration indicate as follows: @5% critical values None* 0.0007 At most 1 0.3456 At most 2 0.7886 At most 3 0.4333 Can we ...
0
votes
0answers
10 views

Test for difference between linear regression lines

I'm trying to find if there is a statistically significant difference between two linear regression lines that I've generated based on two sets of data, does anyone know what test I can used to assess ...
0
votes
0answers
31 views

What fat tail distributions can I fit to my data?

I have 490 data points, which are very unlikely to be I.I.D. Below is a summary in Million dollars. My goal is to fit a distribution so that its 99.9th quantile captures the 70.22M maximum. Min. 1st ...
1
vote
1answer
15 views

Can you determine how a neural network produces its results?

I read an article about neural networks that stated you really can't determine how the network produced a given result. What I mean is that there might be several thousands of factors behind the ...
3
votes
1answer
11 views

Multinomial Count Models

Is it possible to model a dependent variable which is both multinomial and count? If so, how would one do so with a tool such as R? For example, suppose that my dependent variable looks like this: ...
0
votes
0answers
9 views

Forecast function for a MA(2) time series

For the quadratic loss function and the lead time $l = 1$, derive the forecast $z_t(l)$ for the MA(2) time series, and then calculate the prediction error $z_{t+l} − z_t(l)$ and its first and ...
0
votes
0answers
9 views

Comparing Two Count Variables Within-subjects

I have data where I asked participants to list 5 people that they thought fit a particular category. We then coded whether the people were men or women and counted the number of men and the number of ...
0
votes
0answers
8 views

Hypothesis testing question (two Bernoulli sequences)

Consider two sequences of random variables: and . X_i's are drawn iid from a Bernoulli distribution D_1 and Y_i's are drawn iid from a Bernoulli distribution D_2. If it makes things easier assume ...
0
votes
1answer
9 views

Average value when it is not included in the support

There are a few ways I think of averages of a (discrete) random variable: Average is an OLS estimate of running a regression of the random variable on a constant term. In that sense, it is a value ...
0
votes
1answer
22 views

Alternative to beta regression

In the data that I am working on, my response is a proportion ranging between 0 and 1. I learnt that beta regression is probably the best choice to model such data, but is there a suitable alternative ...
0
votes
0answers
9 views

PDF of hourly data

I have data for every hour of the past year for an insurance company making cold calls to sell. Each record indicates the hour and a Y or N if the salesperson was able to make the sell. If I wanted to ...
2
votes
0answers
7 views

How to fit a path through a dynamic, 3D point cloud?

I have a cable I am dropping from moving vehicle onto the ground. Using a camera system I estimate the location where the rope touches the ground in realtime. Movement of the vehicle and inaccuracy in ...
0
votes
1answer
15 views

Metafor package in R: meta regression and scatter plot

I am doing a meta-regression with metafor package in R. The mixed-effect model for proportion is used to assess the linearity between study performed year and medication prevalence. Here below is my ...
0
votes
0answers
6 views

Add a legend on package darts [on hold]

I'm a student of statistic master degree of Padua. I'm finishing my thesi on models of darts. I've a speed question, Who Can help me? With this package you estimate the variance of dart's throw for ...
0
votes
0answers
5 views

Maximum cluster size in geepack?

I'm analyzing resource selection using generalized estimating equations in geepack with geeglm. It is a binomial dataset with used and available points. My problem is that the models are running for ...
0
votes
1answer
21 views

Should an interpolation coincide the original function on the given data points?

Suppose having a model $f(x)=y$ where $f$ is unkown. Moreover, suppose you have some data points for this model i.e. $(x_1,y_1), (x_2,y_2), \dots , (x_n,y_n)$. If one can find an approximate of $f $ ...
0
votes
0answers
7 views

Calculate similarity of probability vector and TFIDF vector

I want to compute the similarity between documents of two groups of documents. All documents have the same term vector of length 100, but documents in group A are probabilities, whereas documents in ...
0
votes
0answers
6 views

Improve ctr for recommender system

I work in internet advertising company and the task is to increase ctr. I have different variables, such as amounts of clicks, user location, browser, os, his previous history etc. What are possible ...
0
votes
0answers
5 views

Maximal number of possible transactions

Suppose I have a market basket with $10$ transactions and $6$ items. ...
1
vote
1answer
15 views

Robust correlation in python? [on hold]

Is some kind of robust (especially to outliers) correlation methods easily available in python? I have a suspicion that outliers might be causing false positives in my data.
0
votes
0answers
7 views

Almost a multinomial logistic regression

Is there a way to train a multinomial logistic model where the true classification is unknown, but summary information obtained from the true classifications is known? Illustrative Example: 5 ...
2
votes
0answers
23 views

One to one exact matching in R [on hold]

I'm attempting one-to-one exact matching in R. That is, I have 60,000 treatment observations and 200,000 control observations but I only want 60,000 control observations and I want those to be matched ...

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