network profile
| bio | website | |
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| visits | member for | 4 months |
| seen | 9 hours ago | |
| stats | profile views | 29 |
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1d |
comment |
Independence assumptions in the classical regression model and higher moments X does not need to be fixed in the classical linear regression. That's what the exogenity is for, after all. |
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2d |
answered | Linear model estimation in the presence of heteroscedasticity |
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May 15 |
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Why it is natural to expect equality of variances? You could say this is a somewhat philosophic point though, as even the math mechanics of OLS don't really work even theoretically to include all this data. So the argument above is technically reversed: The model is correct because we just assume it, NOT because we assume it CAN include all variability. The logical conclusion is of course the same. |
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May 15 |
revised |
Why it is natural to expect equality of variances? added 173 characters in body |
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May 15 |
answered | Why it is natural to expect equality of variances? |
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May 9 |
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How to test if two samples are distributed from the same Gaussian process One might add that he indicated the distribution parameters are unknown, in which case a KS might no work |
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May 9 |
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Types of regression that might work on small samples This doesn't really deserve to be an answer but part of it is gonna be: what is (in) your data? Because best case a regular OLS will do. Worst case nothing will do. It really will entail a throughout investigation though, as the asymptotic shortcuts cannot be made. So I guess a start would be to check ye olde OLS assumptions first. I think you can guess whre this is going. |
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May 7 |
answered | p-value of t-test versus F-test(joint hypothesis) |
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May 7 |
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Econometrics : Multiple regression Fisher and Student statistics Do you have a question? |
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May 5 |
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How do I approximate the variance of a normal distribution? I'd divide by n-1 instead of n, no? |
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May 3 |
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What is the difference between multivariate analysis and econometrics? I mean I can see the argument that we the hypothesis test leaves out some information ie. that the data would never support B>A, but given that the data itself is only one experiment or - given the distribution, we can not assume it is accurate, this is unsure information and calls to question the whole validity of his approach. Sorry for the derail ;) |
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May 3 |
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What is the difference between multivariate analysis and econometrics? This seems so amazingly arbitrary given the distribution of the variables is known. I mean there is a reason we pick this kind of interval which is we are unsure that the data reflects the truth. And given a known distribution, I don't understand how we can just cut out half of the distribution. I doubt Jaynes is in error but I don't get it. At the present, for me, you either come from a science that already does Bayes and are familiar with the terminology and procedure (mostly experimental sciences), or it is really unintuitive |
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May 3 |
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What is the difference between multivariate analysis and econometrics? Example: I just read in a paper (Jaynes) that in one experiment the researcher was doing a hypothesis test over the means of two variables (ie. which one is better) with normal distribution. He made some mistakes but what Jaynes picks out is that he tests over the whole interval (including B>A, which is not supported by data) instead of restricting the hypothesis to just A=B and A>B beforehand (so that B>A is not a possibility). |
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May 3 |
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What is the difference between multivariate analysis and econometrics? I come from a 100% frequentist background in econometrics and am currently trying to get a grip on the Bayesian approach myself. I read on this site that many consider it intuitive. I disagree. It seems nobody can really define what it is and what is doing differently. You need some grounding in the terminology of information science to even be able to read the wikipedia article. It goes so far that it is so unclear defined that I literally don't know if I am doing Bayesian stuff already (as I clearly learned some of it in basic stats). There should be a book for people like me. I feel so dumb |
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May 3 |
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Bayesian uninformative priors vs. frequentist null hypotheses: what's the relationship? A Null hypothesis can be anything. You are assuming it has to be some sort of control or experiment but that is not really what it is about. All it is, is a statistical hypothesis based on some sort of assumption about the distribution. That is all it is and that is all you need. Generally you then want to opposite to be what you are showing, but since you don't know the distribution of the real thing the best you can do is to deny the Null, making the opposite very likely. |
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May 3 |
answered | What is the difference between multivariate analysis and econometrics? |
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May 2 |
answered | Is a simple time series one- or two-dimensional? |
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May 2 |
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Why do we refer to our estimates in terms of precision? It should be noted that this is annoyingly splitting hairs, but I think this is what the OP meant in his post. |
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May 2 |
answered | Why do we refer to our estimates in terms of precision? |
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Apr 30 |
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Is this a scale or ordinal variable What is your analysis? |
