17
votes
0answers
705 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: ...
10
votes
0answers
208 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 ...
10
votes
0answers
1k views

Inverting the Fourier Transform for a Fisher distribution

The characteristic function of Fisher $\mathcal{F}(1,\alpha)$ 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 ...
9
votes
0answers
337 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 ...
9
votes
0answers
1k 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 ...
9
votes
0answers
810 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 ...
8
votes
0answers
212 views

Advanced regression modeling examples

I'm looking for an advanced linear regression case study illustrating the steps required to model complex, multiple non-linear relationships using GLM or OLS. It is surprisingly difficult to find ...
8
votes
0answers
119 views

Should we address multiple comparisons adjustments when using confidence intervals?

Suppose we have a multiple comparisons scenario like such as post hoc inference on pairwise statistics, or a multiple regression, where we are making a total of $m$ comparisons. Suppose also, that we ...
8
votes
0answers
278 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 ...
8
votes
0answers
117 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 $r$ ...
8
votes
0answers
447 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 ...
8
votes
0answers
185 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, ...
8
votes
0answers
151 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. ...
8
votes
0answers
401 views

How the Pearson's Chi Squared Test works

Following a recent down vote I have been trying to check my understanding of the Pearson Chi Squared test. I usually use the chi squared statistic (or reduced chi squared statistic) for fitting or ...
7
votes
0answers
77 views

Generalized additive models — who does research on them besides Simon Wood?

I use GAMs more and more. When I go to provide references for their various components (smoothing parameter selection, various spline bases, p-values of smooth terms), they are all from one ...
7
votes
0answers
112 views

Why does the scikit-learn bootstrap function resample the test set?

When using bootstrapping for model evaluation, I always thought the out-of-bag samples were directly used as a test set. However, this appears not to be the case for the scikit-learn bootstrap ...
7
votes
0answers
217 views

Model selection with Firth logistic regression

In a small data set ($n\sim100$ ) that I am working with, several variables give me perfect prediction/separation. I thus use Firth logistic regression to deal with the issue. If I select the best ...
7
votes
0answers
258 views

Can the Burnham-Anderson book on multimodel inference be recommended?

As motivated by the recent change of the default model selection statistic in the R's forecast package from AIC to AICc, I am curious whether the latter is indeed applicable wherever the former is. ...
7
votes
0answers
380 views

What is the difference between conditional and unconditional quantile regression?

The conditional quantile regression estimator by Koenker and Basset (1978) for the $\tau^{th}$ quantile is defined as $$\widehat{\beta}_{QR} = \min_{b} \sum^{n}_{i=1} \rho_\tau (y_i - X'_i b_\tau)$$ ...
7
votes
0answers
162 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, ...
7
votes
0answers
209 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 ...
7
votes
0answers
137 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 ...
7
votes
0answers
255 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 ...
7
votes
0answers
2k views

Unable to fit negative binomial regression in R (attempting to replicate published results)

Attempting to replicate the results from the recently published article, Aghion, Philippe, John Van Reenen, and Luigi Zingales. 2013. "Innovation and Institutional Ownership." American Economic ...
7
votes
0answers
111 views

Identification of parameters problem

I always struggle to get the true essence of identification in econometrics. I know that we state that a parameter (say $\hat{\theta}$) can be identified if by simply looking at its (joint) ...
7
votes
0answers
212 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 ...
7
votes
0answers
234 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 ...
7
votes
0answers
925 views

Multiple imputation questions for multiple regression in SPSS

I am currently running a multiple regression model using imputed data and have a few questions. Background: Using SPSS 18. My data appears to be MAR. Listwise deletion of cases leaves me with only ...
7
votes
0answers
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 ...
7
votes
0answers
453 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 ...
7
votes
0answers
296 views

Physical/pictoral interpretation of higher-order moments

I'm preparing a presentation about parallel statistics. I plan to illustrate the formulas for distributed computation of the mean and variance with examples involving center of gravity and moment of ...
7
votes
0answers
944 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 ...
7
votes
0answers
513 views

How can I assess GEE/logistic model fit when covariates have some missing data?

I have fit two generalized estimating equation (GEE) models to my data: 1) Model 1: Outcome is longitudinal Yes/No variable (A) (year 1,2,3,4,5) with longitudinal continuous predictor (B) for years ...
6
votes
0answers
78 views
+50

Marginal Likelihood from the Gibbs Output

I'm reproducing from scratch the results in Section 4.2.1 of Marginal Likelihood from the Gibbs Output Siddhartha Chib Journal of the American Statistical Association, Vol. 90, No. 432. (Dec., ...
6
votes
0answers
99 views

Bayesian modeling using multivariate normal with covariate

Suppose you have an explanatory variable ${\bf{X}} = \left(X(s_{1}),\ldots,X(s_{n})\right)$ where $s$ represents a given coordinate. You also have a response variable ${\bf{Y}} = ...
6
votes
0answers
134 views

Applying a variance-stabilizing transform to a fitted function (rather than data)

Outline I'm working with data corrupted by a mixed Poisson-Gaussian noise model (for example with images gathered in astronomy or electron microscopy), and have been using the generalized Anscombe ...
6
votes
0answers
115 views

Confidence bands for QQ line

This question doesn't specifically pertain to R, but I chose to use R to illustrate it. Consider the code for producing ...
6
votes
0answers
53 views

Thesaurus for statistics and machine learning terms

Does there exist any reference thesaurus for statistics and machine learning terms? I know that Wikipedia articles often contain synonyms, but I would like to have a mere thesaurus that I could go ...
6
votes
0answers
340 views

Instrumental variables and mixed/multilevel models

I want to estimate a growth model to model the growth trajectories of individuals $j$ over multiple time points $t$ by applying a standard mixed/mutilevel model (also known as random coefficient ...
6
votes
0answers
120 views

Why is using cross-sectional data to infer / predict longitudinal changes a Bad Thing?

I'm looking for a paper which I hope exists, but don't know if it does. It could be a set of case studies, and / or an argument from probability theory, about why using cross-sectional data to infer / ...
6
votes
0answers
92 views

Standard errors from flexsurvreg

I'm using the flexsurv package (in R) to fit an exponential distribution to the veteran ...
6
votes
0answers
2k views

What does the anova() command do with a lmer model object?

Hopefully this is a question that someone here can answer for me on the nature of decomposing sums of squares from a mixed-effects model fit with lmer (from the ...
6
votes
0answers
163 views

Detecting outliers using 95% PI around a natural spline fit

Please see the picture below: I wanted to mark the points that are not consistent with their adjacent points as outlier. What I did was to fit a natural spline fit to 1000 observations (the purple ...
6
votes
0answers
80 views

Converting a list of partial rankings into a global ranking

I'm working on something like the following problem. I have a bunch of users and N books. Each user creates an ordered ranking of all the books he's read (which is likely a subset of the N books), ...
6
votes
0answers
213 views

When an analytical Jacobian is available, is it better to approximate the Hessian by $J^TJ$, or by finite differences of the Jacobian?

Let's say I'm computing some model parameters my minimizing the sum squared residuals, and I'm assuming my errors are Gaussian. My model produces analytical derivatives, so the optimizer does not need ...
6
votes
0answers
112 views

Using percentiles as predictors - good idea?

I am thinking about a problem which is to predict log(spend) of a customer using linear regression. I am considering what features to use as input and wondering if it would be OK to use the ...
6
votes
0answers
1k views

How to Interpret a negative log linear regression coefficient?

I have a log linear regression model where the dependent variable is logged and an independent variable is linear. The slope coefficient for a key independent variable is negative: $-.0564$. Not sure ...
6
votes
0answers
588 views

Anomaly Detection with Dummy Features (and other Discrete/Categorical Features)

Intro This is my first time posting on here, so please, if anything doesn't seem technically correct, either in the formatting, or the use of correct definitions, I'm interested to know what ...
6
votes
0answers
152 views

Generalised least squares: from regression coefficients to correlation coefficients?

For least squares with one predictor: $y = \beta x + \epsilon$ If $x$ and $y$ are standardised prior to fitting (i.e. $\sim N(0,1)$), then: $\beta$ is the same as the Pearson correlation ...
6
votes
0answers
207 views

What is the difference between a frequentist approach with meta-analysis and a Bayesian approach?

Say I am performing an analysis looking at a particular health measure. I am interested in the difference in that measure between patients and controls and wether or not the difference is different ...

15 30 50 per page