All Questions

960 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: ...
720 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 $$\widehat{\beta}_{QR} = \min_{b} \sum^{n}_{i=1} \rho_\tau (y_i - X'_i b_\tau)$$ ...
318 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 ...
1k views

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 ... 0answers 124 views Does Stein's Paradox still hold when using the l_1 norm instead of the l_2 norm? Stein's Paradox shows that when three or more parameters are estimated simultaneously, there exist combined estimators more accurate on average (that is, having lower expected mean squared error) than ... 0answers 198 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 ... 0answers 456 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 ... 0answers 818 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. ... 0answers 321 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 ... 0answers 707 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 ... 0answers 298 views How can we bound the probability that a random variable is maximal? Suppose we have N independent random variables X_1, \ldots, X_n with finite means \mu_1 \leq \ldots \leq \mu_N and variances \sigma_1^2, \ldots, \sigma_N^2. I am looking for ... 0answers 918 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 ... 0answers 227 views Fisher information in a hierarchical model Given the following hierarchical model,$$ X \sim {\mathcal N}(\mu,1), $$and,$$ \mu \sim {\rm Laplace}(0, c) $$where \mathcal{N}(\cdot,\cdot) is a normal distribution. Is there a way to get an ... 0answers 160 views How to understand from paper how to derive the CRLB for Gaussian case AR model An univariate autoregressive process AR(p) process is expressed as$$y(n) = \sum_{j=1}^p a_jy(n-j) + u(n)  is excited by Gaussian sequence, $u$. Is there a resource / reference for a lucid ...
343 views

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 ...
218 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 ...
493 views

MLEs from glmer {lme4} in R

Numerically deriving the MLEs of GLMM is difficult and, in practice, I know, we should not use the brute force optimization (e.g., using optim in a simple way). But ...
340 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 ...
371 views

Link Anomaly Detection in Temporal Network

I came across this paper that uses link anomaly detection to predict trending topics, and I found it incredibly intriguing: The paper is "Discovering Emerging Topics in Social Streams via Link Anomaly ...
166 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. ...
2k 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 ...
2k views

Using statistical significance test to validate cluster analysis results

I am surveying the use of statistical significance testing (SST) to validate the results of cluster analysis. I have found several papers around this topic, such as "Statistical Signiﬁcance of ...
516 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 ...
340 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 ...
62 views

Tail of the inverse cdf

I am almost sure I have already seen the following result in statistics but I can't remember where. If $X$ is a positive random variable and $E(X)<\infty$ then $\epsilon F^{-1}(1-\epsilon) \to 0$ ...
179 views

Biased estimator for regression achieving better results than unbiased one in Error In Variables Model

I am working on some syntatic data for Error In Variable model for some research. Currently I have a single independent variable, and I am assuming I know the variance for the true value of the ...
238 views

Blind source separation of convex mixture?

Suppose I have $n$ independent sources, $X_1, X_2, ..., X_n$ and I observe $m$ convex mixtures: \begin{align} Y_1 &= a_{11}X_1 + a_{12}X_2 + \cdots + a_{1n}X_n\\ ...&\\ Y_m &= a_{m1}X_1 + ...
1k views

How to interpret a QQ-plot of p-values

I am doing GWAS SNP association studies on diseases by using a software called plink (http://pngu.mgh.harvard.edu/~purcell/plink/download.shtml). With association results I get p-values for all the ...
484 views

Comparing regression coefficients of same model across different data sets

I'm evaluating two (2) refrigerants (gases) that were used in the same refrigeration system. I have saturated suction temperature ($S$), condensing temperature ($D$), and amperage ($Y$) data for the ...
3k 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 ...
191 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, ...
251 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 ...
177 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 ...
285 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 ...
3k 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 ...
478 views

Predicting count data with random forest

Can a Random Forest be trained to appropriately predict count data? How would this proceed? I have quite a extensive range of values so classification doesn't really make sense. If I would use ...
133 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) ...
386 views

Can these data be aggregated into a proportion for a binomial glm?

We asked 60 people to list as many restaurant franchises in Atlanta as they could. The overall list included over 70 restaurants, but we eliminated those that were mentioned by fewer than 10% of the ...
245 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 ...
1k 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 ...
693 views

Simulating time-series given power and cross spectral densities

I am having trouble generating a set of stationary colored time-series, given the covariance matrix (their PSDs and CSDs). I know that, given two time-series $y_{I}(t)$ and $y_{J}(t)$, I can ...
263 views

Distribution of inverse Wishart to a power?

In a related question, I had asked about the norm induced by an inverse Wishart matrix. I am interested in generalizing that result somewhat. Let $A\sim\mathcal{W}_p\left(I,n\right)$, a Wishart matrix ...
88 views

Estimation and functional space

In the first chapter of the book Algebraic Geometry and Statistical Learning Theory which talks about the convergence of estimations in different functional space, it mentions that the Bayesian ...
809 views

Link between variance and pairwise distances within a variable

Please, prove that if we have two variables (equal sample size) $X$ and $Y$ and the variance in $X$ is greater than in $Y$, then the sum of squared differences (i.e., squared euclidean distances) ...
251 views

Standard error of sample standard deviation of proportions

I recently started reading Gelman and Hill's, "Data Analysis Using Regression and Multilevel/Hierarchical Models" and the question is based on that: The sample contains 6 observations on proportions: ...
1k 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 ...
426 views

Marginal distribution of the diagonal of an inverse Wishart distributed matrix

Suppose $X\sim InvWishart(\nu, \Sigma_0)$. I'm interested in the marginal distribution of the diagonal elements $diag(X) = (x_{11}, \dots, x_{pp})$. There are a few simple results on the distribution ...
563 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 ...