Unanswered Questions

26
votes
0answers
967 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 ...
15
votes
0answers
407 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 ...
15
votes
0answers
452 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: ...
14
votes
1answer
365 views

Stability of cross-validation in Bayesian models

I'm fitting a Bayesian HLM in JAGS using k-fold cross-validation (k=5). I'd like to know whether estimates of parameter $\beta$ are stable across all folds. What's the best way to do this? One idea ...
12
votes
0answers
285 views

Mixed model vs. Pooling Standard Errors for Multi-site Studies - Why is a Mixed Model So Much More Efficient?

I've got a data set consisting of a series of "broken stick" monthly case counts from a handful of sites. I'm trying to get a single summary estimate from two different techniques: Technique 1: Fit a ...
12
votes
1answer
580 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 ...
11
votes
1answer
185 views

When is binomial distribution function above/below its limiting Poisson distribution function?

Let $B(n,p,r)$ denote the binomial distribution function (DF) with parameters $n \in \mathbb N$ and $p \in (0,1)$ evaluated at $r \in \{0,1,\ldots,n\}$: \begin{equation} B(n,p,r) = \sum_{i=0}^r ...
11
votes
2answers
520 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 ...
10
votes
1answer
137 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 ...
10
votes
1answer
309 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( ...
10
votes
1answer
422 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 ...
9
votes
0answers
51 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 ...
9
votes
0answers
176 views

How much smaller can $p$ values from ANOVA's $F$-test be vs. those from multiple $t$-tests on the same data?

Intro: Having noted the attention received today by this question, "Can ANOVA be significant when none of the pairwise t-tests is?," I thought I might be able to reframe it in an interesting way that ...
9
votes
0answers
122 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 ...
9
votes
0answers
234 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, ...

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