# All Questions

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### Zero-inflated regression model for only independent variables?

My independent variable has a huge proportion of zeros in the data, and I've been thinking of using a zero-inflated Poisson regression to account for this. However, this method is only specified for ...
6 views

### How are regression parameter confidences found *for each parameter*?

I strongly feel that this question has been answered or explained somewhere, however, I'm struggling to find the correct terminology and resources to learn about this, and I believe this post may have ...
7 views

### Why do RNNs share weight?

If weights are not shared the number of parameters will be extremely large and difficult to compute which I understand. I don't understand the argument that varying length inputs is taken care by ...
4 views

### How to find fundamental solution of nonhomogeneous linear second order differential equation?

I have a second-order differential nonhomogeneous linear equations? And their solution $y(1)=c_1x^2+c*cosx$ $y(2)=c_2x^2-c_3x+c*cosx$ $y(3)=x^2-c_4x+c*cosx$ what is the set of fundamental solution ...
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### How can I check if my test result is showing mean reversion or momentum on the Mckinley and Lo Variance ratio test score?

I am using a program in R to conduct the wildbootstrap Variance Ratio Test used by Mckinley and Lo(1988) in order to predict the underlying expectancy of the s&p 500. (To tell whether it's random, ...
2 views

### Ordinal Regression (Assumptions Violated)

Hello amazing community! I am attempting to run an ordinal regression (one ordinal (likert scale) DV) and multiple IV (categorical, nominal). I tried doing an ordinal regression in SPSS but ...
5 views

### Reference for profile likelihood estimation

I wonder if there is a book talking about profile likelihood in detail, about the parameter computation procedure (grid search, newton-raphson method, or iterative estimation (converge or not?)); ...
7 views

### meanBEINF vs predict(model, type = "response') in BEINF GAMLSS. and determining odds of predictor variable coefficient

A variation of this question has been asked, but certain items remain unanswered - I am modeling the proportion of mortality (Prop) using a single continuous predictor variable which is temperature (...
6 views

### Panel Fixed effects VS. Random Effects (Hausman test)

I am deciding between a panel regression with fixed effects or random effects. The outcome variable here is labor force participation rate "lfp_rate", and one independent variable is poverty ...
8 views

I was looking around for a good explanation as to why LSTMs are better able to handle vanishing and exploding gradients compared to vanilla RNNs. I know it is due to the cell memory $c_t$ acting as a ...
34 views

### Is it possible to have 1e-15 p-value when difference is about 1 SD?

The question is about the 2nd data table from the article Symptom improvement in children with autism spectrum disorder following bumetanide administration is associated with decreased GABA/glutamate ...
4 views

### Augmented Dickey Fuller test, determining the number of lags used

In a paper by Mark P. Taylor he conducts ADF tests on exchange rates and he describes the determination of lag number with "The number of lagged dependents that we need to include to induce ...
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### How to validate or make predictions from a spatial Cox PH survival model built with R-INLA?

I'm trying to model deforestation as a survival analysis. I have a raster map where unaffected areas are zero and deforested pixels have values 1-20 depending on the year of deforestation (2001-20). I ...
12 views

### How to calculate degrees of freedom in a Chi-Squared Test?

I'm looking to calculate the degrees of freedom (df) for a chi squared test which has one dependent group with 3 categories and one dependent group with 4 categories. What would the df be?
16 views

### Calculating conditional probability from data

Say I have a table of data with four columns labelled A, B, C, D, where each entry is either a 0 or 1, how do I calculate P(D=1|A=1,B=1,C=1) from the data? Can I use P(D|A,B,C)=P(A,B,C,D)/P(A,B,C)? ...
22 views

### Is there a name for 'heteroskedasticity' but for shape, skewness or kurtosis of the distribution?

Heteroskedasticity means that the variance of the residuals changes with respect to input variables. Is there a name for an analogous concept where the shape of the distribution, i.e., skewness, ...
14 views

### Bayesian update from formula not equal to multiplying prior and posterior manually (working example included)

I have a poisson distributed liklihood, and a gamma distributed prior. I know that the posterior distribution is also gamma because gamma is a conjugate prior of the poisson distribution. I multiplied ...
5 views

### Do I need to generate orthogonal polynomial in scikit learn for logistic regression classifier?

I tried to make a logistic regression classifier to predict the class of unseen data. In this data cross terms play important role to predict the multi imbalance class, with this information I cannot ...
13 views

### Probabilty estimation for Bernoulli with number of trials as random variable

Problem description Suppose we have fixed number of people that are the test population, let's say $t=200$ persons. For each one of them $\mathbf{r}_j$ we know about $m=300$ features that describes ...
11 views

### When should I use a dummy variable?

I have data for neighbourhoods with median income. I also have a standard low-income cutoff. (Just using regression analysis) I feel it would lead to a simpler and cleaner result if I just use the ...
4 views

### Estimate the optimal complexity parameter in CART by using grid search

In rpart I estimated the complexity parameter to which it is convenient to prune the tree. I used the grid search and the functions of another package, ...
3 views

### Doubt between deseasonalized ARIMA and SARIMA

I'm new in time series analysis and I'm currently working with a time series that has a trend and a marked seasonalization. As a result, I've detrended and deseasonalized the series before plotting ...
5 views

### Infer power from the distribution of a test statistic

Is it possible to infer the power from the distribution of a statistic? For instance, let's assume we are dealing with a Wald statistic of given mean and variance. Here is the distribution of this ...
61 views

### Definition of Linear Regression

What's the meaning of indexes in the definition of populational regression? $$Y_i=\beta_0+\beta_1X_i+e_i$$ When we have a sample the indexes make sense to me because we have each $x_i$ associate with ...
15 views

### Image classification not working when outside of training

I have written the code in this gist that classifies poker images with a neural network. Training reaches 99% accuracy but when reloading the trained model, all is wrong. https://gist.github.com/...
6 views

### Using different tiers of a single performance metric as discrete independent variables in a multivariable logistic regression

The TL;DR of the dataset is this: The data set I'm working with is a set of votes. Experts in a field vote for outcome A or outcome B and I'm running a logistic regression to get a feel for how the ...
6 views

### Inputs not proxying for variance, but nevertheless well-correlated

In a summary of this behavioral economics article, it says Our third finding is that cross-consumer heterogeneity in biases is poorly explained by even a “kitchen sink” of other consumer ...
9 views

### How can we find research articles in a certain domain in which authors have used a certain methodology?

I am looking for research articles on different research databases, such as google scholar, sciencedirect, web of science, etc. I was wondering, if there is a way to find research articles using a ...
7 views

### Translating an experimental design to lme4 syntax

Suppose I have $p$ students who take an exam with $t$ questions, and $r$ raters who will be involved in scoring these questions. For each student, $s < t$ questions were randomly assigned for ...
10 views

### VAR-Model with variables that have different degrees of integration?

I am estimating a VAR-model with three (anual) variables: GDP, Unemployment rate and Inflation. (57 observations) Inflation and GDP are I(1), so I want to use them as growth rates in the model. But ...
5 views

### Interpretation of coefficients in multivariate Poisson regression in terms of expectation

If I have a regression model $Y = \beta_0 + \beta_1 A + \beta_2 B$, where $A$ and $B$ are treatment indicators. Firstly, if I frame the definition of $\beta_1$ in terms of expectations, how do you ...
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### How to compute the sandwich variance ML estimator in R

I'm currently estimating a DCC-type model by maximum likelihood. Im using the command solnp and it return an object where I can compute the Hessian H evaluated at ...
20 views

### Are prediction results of linear regression inaccurate if data is not IID?

As I understand minimizing the sum-of-squares error function is equivalent to maximizing the likelihood function and in fact the sum-of-squares error function stems directly from the derivation of ...
11 views

### True Positive Rate (TPR), and False Positive Rate (FPR) to evaluate binary classifier in the anomaly detection domain

I am confused with the the binary classifier evaluation criteria in anomaly detection domain for highly imbalanced data. I see that some authors claimed that their model performed excellent to predict ...
6 views

### Fit distribution to data with uneven bins python

I have a set of data in histogram format with uneven bin sizes, which represents the weight of horses at a certain point in their lifetimes when they are switched from grazing to a racing diet. Here ...
8 views

### Robust panel data regression

I have to improve my panel data analysis by detecting outliers. I already tried by removing them manually. Do you know some function running robust fixed effect or random effect model? There is ...
9 views

### Prediction after applying PCA

I have 2 questions needed to be answered. Do I need to apply PCA only on the train dataset? And then test the performance of models on the original test data? Or shall I apply PCA on the whole data ...
9 views

### Help please - Apply rescale() function by group in data frame [closed]

I have been stuck trying to apply the function rescale() of the scales package to a data frame. The tricky thing is to apply this function by groups based on the "f.name" categorial factor ...
19 views

### Assumptions of weighted least squares regression

I have built a weighted least squares regression model and was about to interpret the results. But before doing that, I wanted to check for assumptions first. However, I couldn't find the assumptions ...
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### Response variable suffers from both left censoring and MAR

I have a large water chemistry dataset where my response variable (radium-226 concentration) has two types of missing data. Sometimes it is left censored, sometimes the value is reported, but most ...
54 views

### If $Y$ is independent of $X_{1}$ and $X_{2}$, does it indicate $Y$ is also independent of $X_{1}+X_{2}$?

We know that $Y$ is independent of a vector $X$ means it's independent of all linear combinations of components of $X$. Then I'm curious about the correctness of the following statement: If $Y$ is ...
18 views

### Why are my cross-validation scores unrealistically high?

I am working on a two-class classification task that involves the classification of samples from 10 subjects who belong to two different classes. The three main variables are: X - feature matrix (...
38 views

### Independant Two-Samples t-test with N > 30

I have two groups of data (N > 30 in each group). I want to know if the two groups differ from each other. So I thought about making an independent t-test. But then I remembered that the groups ...
16 views

### Example of response variables that are/ are not statistically independent

I have read that in regression there is no need for the response variable (independent variable) to be statistically independent. The source is https://en.wikipedia.org/wiki/...
10 views

### What, if any, asymptotic arguments are used in moving between various statements of the central limit theorem?

What, if any, asymptotic arguments are used in moving between the various statements of the central limit theorem (e.g. in terms of sample means compared with standardised sample means)? Context. My ...
21 views

### Random walks and martingales

In class, our professor explained that the martingale process is the in between case of random walk type I (innovations are i.i.d.) and random walk type II (innovations are serially uncorrelated). ...
30 views

### Understanding the proof for consistency of the OLS estimator

In my econometrics lecture we discussed the consistency of the OLS estimator ($\hat{\beta} \overset{P}{\rightarrow}\beta)$ and I don't understand why it holds that \$(X'X)^{-1}=\Big(\frac{X'X}{N}\Big)^{...