# All Questions

968 views

### Variance on the sum of predicted values from a mixed effect model on a timeseries

I have a mixed effect model (in fact a generalized additive mixed model) that gives me predictions for a timeseries. To counter the autocorrelation, I use a corCAR1 model, given the fact I have ...
407 views

### In a multi-level model, what are the practical implications of estimating versus not-estimating random effect correlation parameters?

In a multi-level model, what are the practical and interpretation-related implications of estimating versus not-estimating random effect correlation parameters? The practical reason for asking this ...
452 views

### SVD of correlated matrix should be additive but doesn't appear to be

I'm just trying to replicate a claim made in the following paper, Finding Correlated Biclusters from Gene Expression Data, which is: Proposition 4. If $X_{IJ}=R_{I}C^{T}_{J}$. then we have: ...
285 views

### Mixed model vs. Pooling Standard Errors for Multi-site Studies - Why is a Mixed Model So Much More Efficient?

I've got a data set consisting of a series of "broken stick" monthly case counts from a handful of sites. I'm trying to get a single summary estimate from two different techniques: Technique 1: Fit a ...
52 views

### Training a basic Markov Random Field for classifying pixels in an image

I am attempting to learn how to use Markov Random Fields to segment regions in an image. I do not understand some of the parameters in the MRF or why the expectation maximisation I perform fails to ...
178 views

### How much smaller can $p$ values from ANOVA's $F$-test be vs. those from multiple $t$-tests on the same data?

Intro: Having noted the attention received today by this question, "Can ANOVA be significant when none of the pairwise t-tests is?," I thought I might be able to reframe it in an interesting way that ...
123 views

### Inference on fixed effects in a mixed effects model

I have correlated data and am using a logistic regression mixed effects model to estimate the individual level (conditional) effect for a predictor of interest. I know that for standard marginal ...
238 views

### Does a median-unbiased estimator minimize mean absolute deviance?

This is a follow-up but also a different question of my previous one. I read on wikipedia that " A median-unbiased estimator minimizes the risk with respect to the absolute-deviation loss function, ...
189 views

### Can the Mantel test be extended to asymmetric matrices?

The Mantel test is usually applied to symmetric distance/difference matrices. As far as I understand, an assumption of the test is that the measure used to define differences must be at least a ...
3k views

### How to estimate variance components with lmer for models with random effects and compare them with lme results

I performed an experiment where I raised different families coming from two different source populations, where each family was split up into a different treatments. After the experiment I measured ...
193 views

### Phylogenetic dependent variables: ANOVA?

I understand deriving a covariance matrix from phylogenetic data to make $cov(X,Y) = 0$ for two variables you're making a regression on. But what happens if you have one continuous variable, that ...
310 views

### Advice on identifying curve shape using quantreg

I'm using the quantreg package to make a regression model using the 99th percentile of my values in a data set. Based on advice from a previous stackoverflow question I asked, I used the following ...
46 views

### Incorporating more detailed explanatory variables over time

I'm trying to understand how I might best model a variable where over time I've obtained increasingly detailed predictors. For example, consider modeling recovery rates on defaulted loans. Suppose we ...
170 views

### Why the F-test in Gaussian linear models is most powerful?

For a Gaussian linear model $Y=\mu+\sigma G$ where $\mu$ is assumed to lie in some vector space $W$ and $G$ has the standard normal distribution on $\mathbb{R}^n$, the statistic of the $F$-test for ...
188 views

### VaR calculation

I am refering to this article: RiskMetrics Technical Document - Fourth Edition 1996, December One of their model is called RiskMetrics-GED and given by (p. 238-239): on p. 242 they say My ...
255 views

### Gaussian Like distribution with higher order moments

For the Gaussian distribution with unknown mean and variance, the sufficient statistics in the standard exponential family form is $T(x)=(x,x^2)$. I have a distribution that has ...
1k views

### How do you select variables in a regression model?

The traditional approach to variable selection is to find variables that contribute the most to predicting a new response. Recently I learned of an alternative to this. In modeling variables that ...
882 views

### How to analyse repeated measure ANOVA with three or more conditions presented in randomised order?

Context: My question concerns a typical design in my area – a researcher takes a group of subjects (say 10) and then applies three different conditions to them to measure the change in a response ...
84 views

### When optimizing a logistic regression model, sometimes more data makes things go *faster*. Any idea why?

I've been toying around with logistic regression with various batch optimization algorithms (conjugate gradient, newton-raphson, and various quasinewton methods). One thing I've noticed is that ...
243 views

### Ratio of probabilities vs ratio of PDFs

I'm using Bayes to solve a clustering problem. After doing some calculations I end up with the need to obtain the ratio of two probabilities: $$P(A)/P(B)$$ to be able to obtain $P(H|D)$. These ...
1k views

### Inverting the Fourier Transform for a Fisher distribution

The characteristic function of the Fisher$(1,\alpha)$ distribution is: C(t)=\frac{\Gamma \left(\frac{\alpha +1}{2}\right) U\left(\frac{1}{2},1-\frac{\alpha }{2},-i t \alpha \right)}{\Gamma ...
124 views

### Paper on performing hypothesis tests based on outcome of another test

It is well known that it is problematic to choose a statistical test based on the outcome of another statistical test, as the p-values are difficult to impossible to interpret (e.g. Choosing a ...
121 views

### Bound for Arithmetic Harmonic mean inequality for matrices?

NOTE: This question has originally been posted in MSE, but it did not generate any interest. It was first posted there, because the question itself is a pure matrix-algebra question. Nevertheless, ...
145 views

### Issues with ordinary kriging

I was following this wiki article related to ordinary kriging Now my covariance matrix looks like this, for 4 variables ...
154 views

### p-value adjustment for Local Moran's I statistic (LISA)

I'm working with some exploratory spatial analysis in R using spdep package. I came across an option to adjust p-values of local indicators of spatial association (LISA) calculated using ...
179 views

### Unique (?) idea for forecasting sales

I'm working on developing a model to predict total sales of a product. I have about a year and a half of bookings data, so I could do a standard time series analysis. However, I also have a lot of ...
94 views

### Testing certain contrasts: Is this provably a hard problem, or not?

I posted this to mathoverflow and no one's answering: Scheffé's method for identifying statistically significant contrasts is widely known. A contrast among the means $\mu_i$, $i=1,\ldots,r$ of $r$ ...
100 views

### Tail bounds on Euclidean norm for uniform distribution on $\{-n,-(n-1),…,n-1,n\}^d$

What are known upper bounds on how often the Euclidean norm of a uniformly chosen element of $\:\{-n,~-(n-1),~...,~n-1,~n\}^d\:$ will be larger than a given threshold? I'm mainly interested in bounds ...
81 views

### Analyze a football match: similar players with DBSCAN and similar trajectories with TRACLUS

I'm trying to analyze a dataset that originates from sensors located near players' shoes in a match (http://www.orgs.ttu.edu/debs2013/index.php?goto=cfchallengedetails). I decided to look at ...
231 views

### Clustered standard errors vs. multilevel modeling?

I've skimmed through several books (Raudenbush & Bryk, Snijders & Bosker, Gelman & Hill, etc.) and several articles (Gelman, Jusko, Primo & Jacobsmeier, etc.), and I still haven't ...
212 views

### Luce choice axiom, question about conditional probability

I'm reading Luce (1959). Then I found this statement: When a person chooses among alternatives, very often their responses appear to be governed by probabilities that are conditioned on the ...
149 views

### AIC/BIC: how many parameters does a permutation count for?

Let's say I have a model selection problem and I am trying to use AIC or BIC to evaluate the models. This is straightforward for models that have some number $k$ of real-valued parameters. However, ...
172 views

### Rao-Blackwellization of sequential Monte Carlo filters

In the seminal paper "Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks" by A. Doucet et. al. a sequential monte carlo filter (particle filter) is proposed, which makes use of a ...
132 views

### Penalized spline confidence intervals based on cluster-sandwich VCV

This is my first post here, but I've benefited a lot from this forum's results popping up in google search results. I've been teaching myself semi-parametric regression using penalized splines. ...
1k views

### R and EViews differences in AR(1) estimates

The main problem is: I cannot obtain similar parameter estimates with EViews and R. For reasons I do not know myself, I need to estimate parameters for certain data using EViews. This is done by ...
154 views

### Can I use optimally scaled variables for a factor analysis to account for rotation? If I can then how?

I have discussed this issue several times in this site, but I am asking it again for a final justification from the experts of our community. I wanted to extract four factors (I should call dimensions ...
290 views

### Calculating prediction intervals when using cross validation

Are standard deviation estimates calculated via: $s_N = \sqrt{\frac{1}{N} \sum_{i=1}^N (x_i - \overline{x})^2}.$ (http://en.wikipedia.org/wiki/Standard_deviation#Sample_standard_deviation) for ...
188 views

### $ARIMA(p,d,q)+X_t$, Simulation over Forecasting period

I have time series data and I used an $ARIMA(p,d,q)+X_t$ as the model to fit the data. The $X_t$ is an indicator random variable that is either 0 (when I don’t see a rare event) or 1 (when I see the ...
257 views

### What are the options in proportional hazard regression model when Schoenfeld residuals are not good?

I am doing a Cox proportional hazards regression in R using coxph, which includes many variables. The Martingale residuals look great, and the Schoenfeld residuals ...
755 views

### Random forests for multivariate regression

I have a multi-output regression problem with $d_x$ input features and $d_y$ outputs. The outputs have a complex, non-linear correlation structure. I'd like to use random forests to do the ...
274 views

### Dynamic factor analysis vs factor analysis on differences

I'm trying to wrap my head around dynamic factor analysis. So far, my understanding is that DFA is just factor analysis plus a time series model on the scores (the loadings remain fixed). However, in ...
530 views

### Would a Random Forest with multiple outputs be possible/practical?

Random Forests (RFs) is a competitive data modeling/mining method. An RF model has one output -- the output/prediction variable. The naive approach to modeling multiple outputs with RFs would be to ...
234 views

### Updating classification probability in logistic regression through time

I am building a predictive model that forecasts a student's probability of success at the end of a term. I’m specifically interested in whether the student succeeds or fails, where success is usually ...
1k views

### How to analyze longitudinal count data: accounting for temporal autocorrelation in GLMM?

Hello statistical gurus and R programming wizards, I am interested in modeling animal captures as a function of environmental conditions and day of the year. As part of another study, I have counts ...
1k views

### Split-split-plot design and lme

I’m working on a data set in order to evaluate the impact of drying on sediment microbial activities. The objective is to determine if the impact of drying varies among sediment types and/or depth ...
379 views

### What data and statistics skills are currently in high demand and where are they in high demand?

I have a job doing data analysis in finance. My current job is such that I don't have much exposure to things happening in the rest of my industry or other industries. I have a fair amount of ...
620 views

### Intraclass Correlation Coefficients (ICC) with Multiple Variables

Suppose I have measured some variable in siblings, which are nested within families. The data structure looks like this: family sibling value ------ ------- ----- 1 1 y_11 1 2 ...
811 views

### How to use G Power 3 to calculate statistical power in mixed design ANOVA with unequal group sample sizes

In G power 3, ANOVA repeated measures within-between interaction: Only the total sample size is reported assuming equal sample size for the two groups. My questions are: How would it work if the ...