0
votes
0answers
9 views
Statistically comparing results from two methods
I am not exactly sure if CrossValidated is the place to ask this question, but decided to give it a shot. This may be thought as an abstract question. I am trying to compare the feasibility of two ...
1
vote
0answers
24 views
When data has a gaussian distribution, how many samples will characterise it?
Gaussian data distributed in a single dimension requires two parameters to characterise it (mean, variance), and rumour has it that around 30 randomly-selected samples is usually sufficient to ...
1
vote
1answer
29 views
How does adding a “lives” mechanic change average picks?
I'm tuning a slot machine app and need to make sure the mini-game is appropriately balanced.
The mini-game is a grid of 30 treasure chests, 6 of which are traps. The user continues to open chests ...
1
vote
0answers
20 views
Probability over 50-day ranges to predict results on one day
The title is a bit complex, so I'll just post the question. This is in preparation for a final I'm going to take.
Consider the total number of cars that a car dealership might sell over 50 randomly ...
0
votes
0answers
16 views
Zero-mean correlation
In the following blog post: here, the author goes and calculates the alternative correlation measure for two time series. Essentially, calculates the correlation between two series by giving the mean ...
1
vote
0answers
13 views
Select best set of binary variables for clustering known sample labels
I have a set of samples, for which I know the "true groups". For this samples I have about 200 binary variables, I would like to know a method to select the subset of variables, that gives me a ...
0
votes
0answers
35 views
AIC vs BIC vs MDL
I am trying to learn the difference between the three approaches and their applications.
a) As I understand,
AIC = -LL+K
BIC = -LL+(K*logN)/2
Unless I am ...
6
votes
0answers
40 views
Product of two independent random variables
I have a sample of about 1000 values. These data are obtained from the product of two independent random variables $\xi \ast \psi $. The first random variable has a uniform distribution $\xi \sim ...
0
votes
0answers
24 views
Prediction of $X_{t+2}$ of an AR(2) process.
I want to find the best linear predictor, in MSE sense, of $\hat{X}_{t+2}$ in terms of $X_s'$s where $s \le t$ and $$X_t = \phi_1X_{t-1}+\phi_2X_{t-2} + Z_t\,,\, Z_t \sim WN(0,\sigma^2)$$
$X_t$ is ...
0
votes
0answers
28 views
Order values of $x_1$ to achieve desired correlation with $x_2$. [duplicate]
Let $D$ be a data set containing $n$ instances of two variables $x_1$ and $x_2$. Further let $x_1$, $x_2$ be independent according to some measure like linear correlation or mutual information etc.
...
1
vote
1answer
12 views
Insignificant block effect in two-way block design
I used a two-way ANOVA to analyze data collected in a randomized complete block design:
Y~Treatment+Block, where blocks represented spatial units
Whereas Treatment had a significant effect on Y, ...
0
votes
2answers
41 views
Finding the probability of given model.
I'm trying to model a system given as a project, any help or advice is useful for now.
Here our assumptions for some part of it:
If I study finals and do assignments,I have $80\%$ chance to get ...
0
votes
2answers
27 views
Transformation & standardization
Using standardized regression coefficients is a way to compare the relative effect of 2+ regressors (measured on different scales/units) on the mean value of Y (right?). My question is this: If you ...
1
vote
1answer
32 views
Finding conditions on unspecified CDF that permit a solution to an equation.
Let $F(\alpha) := \mathbb{P}(\tilde{\alpha} \le \alpha)$ be an arbitrary, strictly increasing and twice differentiable CDF that is defined on the interval $[0, \overline{\alpha}]$, where ...
0
votes
0answers
11 views
Imputation variance and explained variance (in vector autoregression)
I have a question concerning the coefficients of VAR models used on multiple imputed data (high missigness in some variables: up to 40%).
In particular I would like to know how the coefficients are ...
1
vote
0answers
41 views
Diagnostic plot for assessing homogeneity of variance-covariance matrices
Is there a handy plot for comparing the variance-covariance matrices of two (or perhaps more) groups? An alternative to looking at lots of marginal plots, especially in the multivariate Normal case?
0
votes
0answers
39 views
R linear model summaries, why is one model “better” than the other?
I am attempting to get my head around the summaries of linear models given within R. In other words i am trying to identify when the summary of a model is good or bad. Consider the following two ...
1
vote
1answer
26 views
In a mixed two-way ANOVA, why does a Groups x Intervals interaction decompose under SSwithin and not SSbetween?
Say I've got three treatment groups, and I measure them at three time points. Since the interaction in question involves both the groups (which occur between subjects) and the time points (which occur ...
0
votes
0answers
16 views
Sampling from a database
I am conducting a research study about breastfeedding. I receive a whole database of subjects which are suitable to my research. I have had to call each individual to ask for their approval to ...
2
votes
1answer
22 views
Comparing results for computer and pen and paper writing
I am conducting a study to examine the differences between writing paragraphs in English among junior high school students in Japan.
We collected writing samples from four classes, approximately 38 ...
0
votes
0answers
16 views
Bootstrap for estimating variance of extensive variables
I am troubled by the following problem:
I have a dataset D of N data items $x$, and each data item $x_n$ is associated with a parameter $\theta_n$. I have an algorithm which given the dataset D, ...
0
votes
0answers
15 views
How to add confidence intervals to describe the variability in monthly samples of data?
The data analyzed here is a sample of individuals collected on a monthly basis. What would be the best way to compute confidence intervals for the monthly sample means, in order to indicate the ...
1
vote
1answer
33 views
Ordinary Least Squares method: why are my regression results insignificant?
I have a problem in my thesis results of OLS regression being insignificant.
I have 3 sectors and each sector has 130 observations.
Is this sample size is sufficient or not ?
Can anyone suggest ...
0
votes
0answers
32 views
How to compare 2 regression slopes with R?
I have to compare the slopes of 2 regression lines with R. The 2 regressions are made with the same parameters in 2 different locations.
I did my regressions with the function lm(). Now I have the ...
2
votes
1answer
20 views
Durbin-Watson test for first order autocorrelation when interaction effects are present
I have a multiple linear regression model (OLS) that has a constant, 5 variables, and an interaction term between two of the dummy variables.
I need to perform the Durbin-Watson test for first-order ...
1
vote
0answers
11 views
GARCH models in MATLAB: Why does MATLAB force me to include ARCH terms in any GARCH model?
As far as I know, it is statistically possible/mathematically valid to fit a GARCH model to a stationary time series without including any coefficients on the innovation terms, i.e., including only ...
0
votes
1answer
16 views
clustering gene expression data
I have a question about clustering.
I' m managing gene expression microarray data and I would like to cluster them in classes.
I searched around to find the best clustering algorithm for my data, ...
0
votes
0answers
27 views
How to create the class range given 1 as the middle class, 3 as the highest value and 0.65 as the lowest value?
Good day. I know getting the class interval given 3 as the highest value and 0.65 as the lowest value is easy. Here's the catch, the distribution of the interval starts at 1 which is considered as the ...
0
votes
0answers
12 views
Idea of the Nyblom test?
The nyblom-hansen test gives informations about the stability of the estimated parameters in a model. As far as I understand this test, it looks at the score of the ML at evaluates, how near to zero ...
1
vote
1answer
40 views
Regression model for periodic data
Moved from Stack Overflow
Could someone help me to find adequate regression model for my data?
I tried to find one by changing the model and initial approximation (ln 15-16) in this simple Python ...
0
votes
1answer
52 views
-1
votes
0answers
26 views
Measuring the presence of a correlation
Given a frequency data set (collected from 10 users by letting them watch certain videos and asking some questions about the videos) how do I determine any correlation between two variables (...
2
votes
1answer
35 views
Interpolation of influenza data that conserves weekly mean
For each week, I have the following count data (one value per week):
Number of doctors' consultations
Number of cases of influenza
My goal is to obtain daily data by interpolation (I thought of ...
0
votes
0answers
49 views
Want to evaluate how uniform my data is?
I have a feature vector of size nx3 where n = no. of data points and no. of features = 3.
So the mean is a 3x1 vector.
I want to measure how uniform or smooth my data in terms of some score that I ...
0
votes
0answers
23 views
Statistical test over binary data
Given certain products (ProductA, ProductB, ProductC, etc..) users are asked to rank them according to their preference (whether they like, somewhat like, or not like, the product).
Thereafter I ...
2
votes
1answer
56 views
Relation between observed power and p-value?
I am trying to understand the relation between observed power and p-value in Stephane's reply, which I think is based on J. M. Hoenig and D. M. Heisey (2001) "The Abuse of Power: The Abuse of Power ...
-1
votes
0answers
55 views
Is it fair to say that time-series violates IID? [closed]
First a little background.
It is said that, for the supervised learning framework. there should be a probability distribution over the input space, $P$ over $X$, (for example, as stated here ...
0
votes
0answers
29 views
Confidence interval for the difference between $X_1$ and $X_2$ or $X_3$
The question:
Find a 99% confidence interval for the difference in mean oxygen
consumption of an algae that is in 100% concentrated seawater with
algae that is not in 100% seawater (i.e., 50% ...
0
votes
0answers
26 views
pdf of multivariate normal distribution
I have a question concerning some sentences in the book Structural Equations with Latent Variables (Bollen) at page 132 (bottom) and page 133 (top) regarding the pdf of the multivariate normal ...
0
votes
0answers
9 views
How to load arrays with 3 dimension using R2WinBUGS? [migrated]
Since WinBUGS and R have different ways of organizing data for arrays, how should I organize the data when using R2WinBUGS so that the order is correct? Thanks!
0
votes
0answers
12 views
Implications of lower-bounded total variation distance on hypothesis testing
Let $\{X_i\}_n$ be a sequence of $n$ random variables independently and identically drawn from either $P$ or $Q$. Thus the sequence $\{X_i\}_n$ has a product distribution, which is either $P^n$ or ...
1
vote
1answer
16 views
How do I identify which parameters are correlated to binary output?
I'm trying to program an SVM in Python to categorize proteins as "Go" or "No-Go".
I have a list of about 30 proteins, each with ~ 100 columns of structure-related parameters and 1 column of "True" or ...
0
votes
0answers
10 views
lmer glht posthoc not giving pairwise comparisons
Trying to run posthoc analysis on lmer model. AOV shows significant difference between sex (three sexes) and position (four positions), both of which are factorial variables, and pl, which is ...
0
votes
0answers
15 views
In R, how to add a one-step-ahead forecast to a timeseries, using nothing but the forecast package? [duplicate]
I am wondering if its possible to add a one-step-ahead forecast to a timeseries, using nothing but the forecast package in R?
To avoid lookahead bias, this would involve running ...
0
votes
0answers
19 views
Curve smoothness - local adjacency
I am looking for statistical measures of curve smoothness.
Time-series values {(1, 0.5), (4, -0.6), (200, 1.0)} where (time-unit, value) is linearly interpolated from one to the next.
The smoothest ...
4
votes
3answers
92 views
Should you ever standardise binary variables?
I have a data set with a set of features. Some of them are binary (1=active or fired, 0= inactive or dormant) and the rest are real valued, i.e. 4564.342.
I want to feed this data to a machine ...
0
votes
0answers
24 views
Significance level, effect size, power and sample size: why do any three determine the other?
In Statistical Power Analysis for the Behavioral Sciencies by Jack Cohen (from the limited preview on Google books), he said in a hypothesis testing, any three of significance level, effect size, ...
3
votes
0answers
24 views
Kernel density estimator that doesn't collapse in the tails
I have iid datapoints $x_1, \dots, x_n$, generated by an unknown density $f(x)$.
So far I have approximated $f(x)$ with a normal $N(\hat{\mu}, \hat{\sigma}^2 )$, where $\hat{\mu}$ and $\hat{\sigma}^2$ ...
0
votes
1answer
39 views
Help with Bayesian inference in OpenBugs
I have a task that involved Bayesian inference and could use some pointers and hints. I've already got some parts figured out but others remain blurred. Also, my OpenBUGS abilities are frankly limited ...
0
votes
0answers
15 views
Confusion related to minimization of a gaussian likelihood function
I have this confusion related to minimization of gaussian likelihood function. The negative of the log likelihood of gaussian distribution is
$-logdet(Q) + tr(SQ) + \lambda||Q||_{1}$ where Q is the ...
