Unanswered Questions

29
votes
0answers
1k 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: ...
20
votes
2answers
1k 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 ...
19
votes
0answers
2k 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 ...
16
votes
2answers
309 views
+150

Are all models useless? Is any exact model possible — or useful?

This question has been festering in my mind for over a month. The February 2015 issue of Amstat News contains an article by Berkeley Professor Mark van der Laan that scolds people for using inexact ...
16
votes
0answers
963 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 ...
16
votes
2answers
1k views

How to test equality of variances with circular data

I am interested in comparing the amount of variability within 8 different samples (each from a different population). I am aware that this can be done by several methods with ratio data: F-test ...
15
votes
0answers
189 views

Anscombe-like datasets with the same box and whiskers plot (mean/std/median/MAD/min/max)

EDIT: As this question has been inflated, a summary: finding different meaningful and interpretable datasets with the same mixed statistics (mean, median, midrange and their associated dispersions, ...
14
votes
0answers
529 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 ...
14
votes
0answers
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 ...
13
votes
0answers
139 views

I'm more likely to read “interesting” studies, so do all p-values I read suffer a “readership bias”?

Do I bias p-values simply by reading them — or, more precisely, by having chosen to read the study that contains them? I generally take most p-values with a sceptical pinch of salt. Sometimes ...
13
votes
1answer
173 views

Second moment method, Brownian motion?

Let $B_t$ be a standard Brownian motion. Let $E_{j, n}$ denote the event$$\left\{B_t = 0 \text{ for some }{{j-1}\over{2^n}} \le t \le {j\over{2^n}}\right\},$$and let$$K_n = \sum_{j = 2^n + 1}^{2^{2n}} ...
13
votes
0answers
337 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 ...
12
votes
0answers
100 views

Is there a result that provides the bootstrap is valid if and only if the statistic is smooth?

Throughout we assume our statistic $\theta(\cdot)$ is a function of some data $X_1, \ldots X_n$ which is drawn from the distribution function $F$; the empirical distribution function of our sample is ...
12
votes
0answers
514 views

Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test

The test statistic for the Hosmer-Lemeshow test (HLT) for goodness of fit of a logistic regression model is defined as follows: the sample is split into $d=10$ deciles, $D_1, D_2, \dots , D_{d}$, ...
12
votes
1answer
1k views

Contrast matrix definition

What exactly is contrast matrix and how exactly is contrast matrix specified? I.e. what are columns, what are rows, what are the constraints on that matrix and what does number in column ...

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