# All Questions

791 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 ...
473 views

### Negative binomial regression question - is it a poor model?

I am reading a very interesting article by Sellers and Shmueli on regression models for count data. Near the beginning (p. 944) they cite McCullaugh and Nelder (1989) saying that negative binomial ...
435 views

222 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 ...
166 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 ...
801 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 ...
280 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 ...
60 views

### Estimating variance of center-censored Normal samples

I have normally-distributed processes from which I get small samples (n typically 10-30) that I want to use to estimate variance. But frequently the samples are so close together that we can't ...
61 views

### Comparing power law fits with large uncertainties

I want to test how well my data fit the particular power law: $y=ax^b$ where $b$ , for physical reasons, should equal exactly $-0.5$. I would like to find the probability that the data do not obey ...
89 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 ...
91 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, ...
124 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 ...
144 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 ...
87 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 $r$ ...
88 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 ...
174 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 ...
153 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 ...
143 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 ...
130 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, ...
241 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 ...
89 views

### Distribution with $n$'th cumulant given by $\frac 1 n$?

Is there any information out there about the distribution whose $n$'th cumulant is given by $\frac 1 n$? The cumulant-generating function is of the form  \kappa(t) = \int_0 ^ 1 \frac{e^{tx} - 1}{x} ...
773 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 ...
135 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 ...
173 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 ...
536 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 ...
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 ...
547 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 ...
441 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 ...
58 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 ...
96 views

### Evaluating Time Series Prediction Performance

I have a Dynamic Naive Bayes Model trained on a couple of temporal variables. The output of the model is the prediction of P(Event) @ t+1, estimated at each ...
90 views

### Problem defining ARIMA order

This is a long post so I hope you can bear with me, and please correct me where I'm wrong. My goal is to produce a daily forecast based on 3 or 4 weeks of historical data. The data is 15 minute ...
73 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 ...
185 views

### What does an infinite AIC mean and what can be done about it?

I have a question about performing stepwise regression. I realize that there are issues with using stepwise methods, but I have about 30 or so predictors and have constructed an ...
140 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, ...
102 views

Suppose we want to make inference on an unobserved realization $x$ of a random variable $\tilde x$, which is normally distributed with mean $\mu_x$ and variance $\sigma^2_x$. Suppose there is another ...
53 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 ...
152 views

### Is binning data valid prior to Pearson correlation?

Is it acceptable to bin data, calculate the mean of the bins, and then derive the Pearson correlation coefficient on the basis of these means? It seems a somewhat fishy procedure to me in that (if you ...