19
votes
0answers
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 ...
16
votes
0answers
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:
...
11
votes
0answers
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 ...
11
votes
0answers
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 ...
11
votes
0answers
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:
...
11
votes
0answers
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 ...
10
votes
0answers
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 ...
10
votes
0answers
528 views
10
votes
0answers
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 ...
8
votes
0answers
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 ...
8
votes
0answers
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 ...
8
votes
0answers
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 ...
7
votes
0answers
64 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 ...
7
votes
0answers
146 views
Statistical test suggestion
I need to find an appropriate statistical test (likelihood ratio test, t-test, etc.) on the following: Let $\{X_i;Y_i\}^n_{i=1}$ be an i.i.d. sample of a random vector $(X;Y)$ and assume that $\bigl( ...
7
votes
0answers
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 ...
7
votes
0answers
319 views
EM maximum likelihood estimation for Weibull distribution
Note: I am posting a question from a former student of mine unable to post on his own for technical reasons.
Given an iid sample $x_1,\ldots,x_n$ from a Weibull distribution with pdf
$$
f(x) = k ...
7
votes
0answers
121 views
Phylogenetic dependent variables: ANOVA?
I understand deriving a covariance matrix from phylogenetic data to make $cov(X,Y) = 0$ for two variables you're making a regression on. But what happens if you have one continuous variable, that ...
7
votes
0answers
683 views
How to analyse repeated measure ANOVA with three or more conditions presented in randomised order?
Context:
My question concerns a typical design in my area – a researcher takes a group of subjects (say 10) and then applies three different conditions to them to measure the change in a response ...
7
votes
0answers
231 views
Advice on identifying curve shape using quantreg
I'm using the quantreg package to make a regression model using the 99th percentile of my values in a data set. Based on advice from a previous stackoverflow question I asked, I used the following ...
6
votes
0answers
130 views
Type III sums of squares
I have a linear regression model with one categorical variable $A$ (male & female) and one continuous variable $B$.
I set up contrasts codes in R with ...
6
votes
0answers
95 views
Estimating comparative success of different brochures
The Real World Problem
One of my clients is preparing to send a direct mailer to their subscribed user list, and this statistical challenge came up.
Their marketing team has 3 different brochures, ...
6
votes
0answers
422 views
R and EViews differences in AR(1) estimates
The main problem is: I cannot obtain similar parameter estimates with EViews and R.
For reasons I do not know myself, I need to estimate parameters for certain data using EViews. This is done by ...
6
votes
0answers
303 views
How to do an instrumental variables regression with an instrumented interaction term in Stata?
I'm having a bit of a problem with Stata syntax. I need to do the following regression:
$$y = ax + bz + c(xz) + e$$
where both $x$ and $z$ are instrumented and also the interaction term $xz$ uses ...
6
votes
0answers
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 ...
6
votes
0answers
169 views
Introductory reading on Copulas
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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: ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
6
votes
0answers
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 ...
5
votes
0answers
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
...
5
votes
0answers
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 ...
5
votes
0answers
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 ...
5
votes
0answers
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 ...
5
votes
0answers
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 ...
5
votes
0answers
85 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 ...
5
votes
0answers
153 views
How to test for mediation when working with binary data?
I want to assess if a single variable is mediating the effects of a set of IVs on a single DV. All variables in the model (IV, DV and the mediator variable) are dichotomous (0, 1) and observed. What ...
