# All Questions

492 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 ...
457 views

### Computing repeatability of effects from an lmer model

I just came across this paper, which describes how to compute the repeatability (aka. reliability) of a measurement via mixed effects modelling. The R code would be: ...
437 views

### Quantile regression: Which standard errors?

The summary.rq function from the quantreg vignette provides a multitude of choices for standard error estimates of quantile regression coefficients. What are the ...
203 views

### Are random variables correlated if and only if their ranks are correlated?

Assume $X,Y$ are continuous random variables with finite second moments. The population version of Spearman's rank correlation coefficient $ρ_s$ can be defined as the Pearson's product-moment ...
297 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: ...
306 views

### First step for big data ($N = 10^{10}$, $p = 2000$)

Suppose you are analyzing a huge data set at the tune of billions of observations per day, where each observation has a couple thousand sparse and possibly redundant numerical and categorial ...
177 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 ...
528 views

270 views

### How to check which model is better in state space time series analysis?

I am doing time series data analysis by state space methods. With my data the stochastic local level model totally outperformed the deterministic one. But the deterministic level and slope model gives ...
86 views

### Irregularly spaced time-series in finance/economics research

In financial econometrics research, it is very common to investigate relationships between financial time series that take the form of daily data. The variable will often be made $I(0)$ by taking the ...
121 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 ...
259 views

### Gaussian Ratio Distribution: Derivatives wrt underlying $\mu$'s and $\sigma^2$s

I'm working with two independent normal distributions $X$ and $Y$, with means $\mu_x$ and $\mu_y$ and variances $\sigma^2_x$ and $\sigma^2_y$. I'm interested in the distribution of their ratio ...
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1k 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 ...
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168 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 ...
169 views

For some time now, I have been looking for a good introductory reading on Copulas for my seminar. I am finding lots of material that talk about theoretical aspects, which is good, but before I move ...
93 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 ...
130 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 ...
155 views

### Finding the correct data mining approach

(I apologise for being a newb, but I'm a researcher introducing myself to data mining---any help or insight would be greatly appreciated. Also, this isn't technically a homework question, but I've ...
600 views

### Effect Size/Mean Squared Error from Linear Mixed-Model in R

I'm trying to report an effect size for a Linear Mixed-Model we've fitted in R. Right now I'm looking at reporting partial eta squared or eta squared. However, to do so I need to calculate the Sums of ...
144 views

### Finding a comparable Control group for a treatment group?

I have a treatment group of size 30 (30 schools in California) that used a math supplemental software. In a simple analysis, I'd like to compare students' average Math growth between our treatment ...
154 views

### Is the observed allele frequency significantly less than the predicted?

Question: How can I construct a test to determine if the observed "mountain"-allele frequency (Fig 1) is significantly lower in the central to southern mountains than predicted (Fig 2) by the ...
176 views

### Residual diagnostics in MCMC -based regression models

I've recently embarked on fitting regression mixed models in the Bayesian framework, using a MCMC algorithm (function MCMCglmm in R actually). I believe I have understood how to diagnose convergence ...
195 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 ...
186 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 ...
363 views

### Maximum entropy classifier and sentiment analysis

I am doing a project work in sentiment analysis (on Twitter data) using machine learning approach. In order to find the 'best' way to this I have experimented with naive Bayesian and maximum entropy ...
598 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 ...
172 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: ...
304 views

### Testing simultaneous and lagged effects in longitudinal mixed models with time-varying covariates

I was recently told that it was not possible to incorporate time-varying covariates in longitudinal mixed models without introducing a time lag for these covariates. Can you confirm / deny this? Do ...
427 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 ...
192 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 ...
594 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 ...
365 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 ...
97 views

### Need good material on multifractal analysis

I'm searching for some good reading material on multifractal analysis. Preferably something accessible that doesn't put the stress too much on mathematical proofs but rather on applications. As long ...
116 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 ...
68 views

### Large sample asymptotic/theory - Why to care about?

I hope that this question does not get marked "as too general" and hope a discussion gets started that benefits all. In statistics, we spend a lot of time learning large sample theories. We are ...
106 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 ...
107 views

### Ridge regression coefficients

When running ridge regression, how do you interpret coefficients that end up larger than their corresponding coefficients under least squares (for certain values of lambda)? Isn't ridge regression ...
111 views

### How to calculate the probability of absence for a certain category of artefacts from a sample, given prior knowledge about its abundance?

In archaeology, artefacts are commonly classified in categories according to certain criteria (those may include manufacturing technique, decoration, function, chronology, etc). I am trying to ...