All Questions

0
votes
0answers
3 views

Interpreting Durbin–Wu–Hausman test with large sample size

I'm trying to determine whether to use random-effects or fixed-effects. The Durbin–Wu–Hausman is significant which suggests that fixed-effects are more appropriate. However, looking at the details, ...
0
votes
0answers
4 views

Can I use Free Energy as reconstruction error when I use RBM to anomaly detection?

Can I use Free Energy as reconstruction error when I use RBM to anomaly detection? If Free Energy of a sample more a threshold, can I regard it an outlier? How to explain Free Energy of RBM?
0
votes
0answers
12 views

Identifying a distribution

I am trying to understand what sort of distribution is produced by the following code. Using the following Matlab code we can generate a distribution (normalized such that the sum of the set is equal ...
0
votes
2answers
17 views

When to remove insignificant variables?

I'm working on logistic regression model. I checked the summary of the model which is built on 5 independent variables out which one is not significant with a P-value of 0.74.I wish to know that do we ...
-1
votes
0answers
7 views

Convert R's rgamma random sampling to Python scipy's gamma.rvs

Is there a way to translate from R's rgamma(MSamples, shape = kA, scale = thetaA) gamma random distribution, to Python scipy's ...
-1
votes
1answer
19 views

ML method to determine growth of accounts in a bank

Assume a bank has today N checking accounts, and also has 10 years history of the account balances. The history also includes related features such as "Allow overdraft" (Yes/No) and "Opening branch" (...
0
votes
0answers
6 views

Granger Causality: Sum of errors vs. determinant

I have been measuring Granger Causality between pairs of vectors processes (i.e. 2 vectors consisting of multiple time-series variables). Most of the equations I find in references utilize a ...
0
votes
0answers
9 views

Interpreting glmer output

I find myself buried deep into a generalised linear mixed effect model, slightly out of my depth, and need help interpreting what its saying and diagnosing the model assumptions. The model: ...
1
vote
0answers
2 views

Difference between class_weight and scale_pos_weight in LightGBM

I have a very imbalanced dataset with the ratio of the positive samples to the negative samples being 1:496. The scoring metric is the f1 score,and my desired model is LightGBM. I am using the sklearn ...
1
vote
2answers
9 views

Comparing two groups with unequal sizes?

I'm writing my thesis on people's attitude. The problem is, I have way more female (75%) than male (25%). I wanted to run an analysis on the different attitude between men and women, but I'm not sure ...
0
votes
2answers
10 views

Coefficients in Cox model

The output of coxph has coefficients vector as follows: ...
0
votes
0answers
9 views

Detecting significant trend / non-stationarity in small sample time series

I am trying to detect whether there is a significant change in plankton size over time. As I understand, this is referred to as stationarity testing in time series analysis. Unfortunately, my time ...
0
votes
1answer
7 views

How to Derive SISO Kalman Filter Update Equation Using only Probability Density Functions

I'm trying to prove to myself that a single state/single measurement kalman update can be derived using bayes theorem (as proof of concept for a more complicated task) only using the PDF. I am able ...
0
votes
0answers
17 views

Why are the confidence intervals so large for the difference of differences?

I have run a generalized linear mixed effects model with the glmmTMB package to determine if there is an interaction between two categorical predictors, treatment and location, in predicting the ...
0
votes
0answers
11 views

SciPy Beta Distribution rounding errors [on hold]

I'm using stats.beta.ppf(prob,alpha,beta) in Python with very high probability values, for example prob=0.999999805056895. This appears to be producing incorrect results, returning a value of 1 (it ...
0
votes
0answers
9 views

How to mirror PCA results? [on hold]

I have a practical visual problem. I would like to mirror the results of the PCA. In other words, everything that is on the left should go to the right and vice-versa. For instance, now the higher ...
1
vote
1answer
35 views

Show that $nX_{(1)}$ is not consistent

Consider a random sample from exponential distribution with mean $\frac{1}{\theta}$. I have to prove that $nX_{(1)}$ is not consistent for $\frac{1}{\theta}$ . A sufficient condition for consistency ...
1
vote
0answers
19 views

Bayesian estimation from sum of two random variables

Let's say I have a set of observations $Y=\{Y_1,\ldots,Y_N\}$ where each observation is created as the sum of two random variables, i.e. $Y_i=X_{1,i}+X_{2,i}$. Also, I know that $X_1 \sim Dist_1(\...
0
votes
0answers
14 views

SVM on small dataset: no difference in loss value after feature selection and small lambda

I am running an SVM on a very small dataset of 56 items, 20 features and 4 classes. I want to know which features are the most important for classification, and how they interact (no future real ...
0
votes
0answers
8 views

Interpretation of the Inverse Mills Ratio

I am running research in which I try to analyze the effect that it has the duration of a study abroad program (such as Erasmus+) on different employment outcomes. Given that participation in a study ...
0
votes
0answers
10 views

Using CRLB for proving Gaus-Markov Theorem

Can I use the Cramer-Rao Lower Bound to show that the variance of the least square estimate of the vector of parameters $\beta$ is the same as the the CRLB lower bound, i.e. the first diagonal element ...
1
vote
0answers
13 views

Why am I getting better MAPEs when running an ARIMA model on a non-stationary time series (vs. a stationary one)?

I've been using ARIMA modelling to predict the number of orders a business receives. I have data for 3 years, and the time series shows a strong (uneven) upward trend, with increasing variance over ...
2
votes
2answers
16 views

How to classify time series trends into 2 groups: “contain seasonality” and “doesn't contain seasonality”

I'm optimizing prediction model for time series data trends. Each trend may have seasonality effect or may not. I want to classify each trend into one of the following groups: "seasonality" or "no ...
0
votes
0answers
11 views

mean of copula parameters and the kendall taus over replicated simulation

Suppose that I have a simulation data (1000 repeated). Assume further that I have simulated the data from copula models. Then, I would like to test my algorithm (to estimate the copula parameters). ...
0
votes
1answer
13 views

Feature Scaling in Regression

I have a dataset in which each sample has only two features. I designed my own gradient descent algorithm, and applied it to my dataset. However, I could not obtain a result. Then, I printed the ...
0
votes
3answers
46 views

Details of binary logistic regression, estimating $P(Y=1|X)$

I am trying to understand logistic regression, but most sources I have found tend to leave the actual computational step as sort of a "black box", like using r glm(y~x,...) which obscures the ...
0
votes
1answer
20 views

Model selection: Two-Part Mixed Effects Model for Semi-Continuous Data

I have now been studying mixed models for about a month, I am still a pure beginner. I have zero inflated semi continuous dependent variable (yield of trees between two periods). Exploring ...
0
votes
1answer
6 views

Plotting summed effects of factor levels in interactions in a GAMM model

I am new in GAMM and I am analyzing a data to find the effect of year, tree species and their interaction on richness of insects on the trees. I expect that year will have an overall nonlinear effect. ...
0
votes
0answers
15 views

Physics/dynamic system simulation with Deep Learning

I am interested in modelling physical/dynamic systems with deep learning, and I think that recurrent neural networks should be a good way to model systems that can be normally represented by state-...
0
votes
0answers
3 views

Marginal Treatment Effect with a continuous treatment variable

I am totally new to the concept, but I would like to apply a MTE estimation within the following simultaneous equation model (if it is even possible) : \begin{cases} Y_i = \alpha_0 + \alpha_1. A_i + ...
0
votes
0answers
7 views

ensemble learning with conv net

I extract feature with a conv net at last fully connected layer got around 85% performances on training set and 80% on test set. I use feature from CNN TEST set and I train multiple classifier (svc, ...
0
votes
0answers
9 views

PLS-DA: how should predicted probabilities be interpreted?

I ran a PLS-DA model with 10-fold cross-validation to classify data in 2 groups (using the Caret package in R). The predicted probabilities are close to 0.5 (the highest propbability is just 0.7). The ...
0
votes
0answers
10 views

Table generation from spatialreg models [on hold]

So, I estimated some spatial models using the spatialreg r package: A SLX, a SAR and a SEM model. Now I want to get coefficients and standard errors out; in the past I usually used either the ...
0
votes
0answers
10 views

Implementation of Hypothesis test on R² for regressions in cross-sectional setup

I am confused by the paper of Kan et al. (2013 - "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology") which proposes the execution of hypothesis tests on R² of ...
0
votes
0answers
5 views

Mediation analysis if I have 2 mediators

What mediation analysis should I use if I have two proposed mediators for my intervention, and want to account for the time factor?
0
votes
0answers
19 views

Binomial regression check

I have run a simple binomial regression using the rethinking package in R, but I just want to double check that my interpretation is correct. Here is my model: ...
0
votes
0answers
16 views

PCA with unbalanced percentual data [on hold]

I have a large dataset with some related variables. I want to group these variables and create some indexs which can be like a sumary of my data. For example I could have 10 variables related to CPU ...
-1
votes
0answers
10 views

How to calculate confidence intervals in R using earth package?

I want to calculate the confidence interval using varmod.earth function as shown in the example of R packages. I run the code and it is showing that: !is.null(leverages) is not TRUE. I could not ...
0
votes
0answers
5 views

Optimal NN architecture for regression task that benefits from classification

I am aiming to build a NN that would be optimally combining classification and regression. I have reformulated the task such that it would be less abstract and would like to know if the proposed ...
0
votes
0answers
6 views

Nested cross-validation for performance assessment and simple CV for model building?

I am not sure if I understood Dikran Marsupial in this thread correctly: Dikran Marsupial comment on Jan 22 2019 at 11:38: Dikran suggests that nested CV is only used for performance estimates of ...
0
votes
0answers
16 views

Normal QQ plot with confidence interval [on hold]

I have used qqggplot from the gpubr package in R, and I would like to modify it so that the reference line is red, not black... Does someone know how to do that? I am not too familiar with the ggplot2 ...
0
votes
1answer
21 views

How do I interpret the random effect in my mixed-effects model?

I have run a linear mixed effects model with individual as a random effect. I have three separate measurements of each individual. The random effect is significant, ...
0
votes
0answers
5 views

Test whether multiple (>2) sets of samples should be combined into one set

I have a set of problem instances of some type, and a set of algorithms which all solve that type of problem. The problems come in m different sizes and for each size I have the same number of ...
0
votes
0answers
8 views

Dimension reduction for multivariate spatio-temporal data for hurricanes forecast

I have weather data for the 40 previous years and for each year I have information about the hurricane season (intensity, number of active days, casualties,...). My ultimate goal would be to forecast ...
0
votes
0answers
6 views

Hypothesis Testing : To Test the presence of Seasonality Given the Seasonal Indices

I was just looking at this tool by Professor Hossein Arsham to check for the presence of seasonality in the data using seasonal indices. https://home.ubalt.edu/ntsbarsh/Business-stat/otherapplets/...
0
votes
0answers
4 views

Determine ARL for EWMA using R simulation for contaiminated normal distribution(gamma distribution)

I need to do simulation using R to find the ARL( EWMA control chart )for the skewed data(i use gamma distribution for this purpose. Below are my simulation for the gamma distribution of shape 0.7 ...
0
votes
0answers
4 views

How was the perplexity of the Brown corpus measured?

I used the following code to calculate the perplexity of a corpus but it is giving me extremely low answer for bigram analyses. For Brown Corpus I am getting a result of 4.6. ...
0
votes
0answers
5 views

time-varying country fixed effects [on hold]

I am trying to estimate panel data gravity model in R and I need to implement time-varying country fixed effects. How can I do it?
0
votes
0answers
19 views

Timeseries with Log and differianted does not fit to predicted data [on hold]

I am trying to built a data model with Knime, where I use functions in python for data wrangling and the metanodes (java/R) in Knime for forecasting. Untill now I discovered that I do not have ...
1
vote
1answer
14 views

Can a discrete random variable by absolutely continuous of a continuous random variable?

I have a question in measure theory: given two measures $\nu$ and $\mu$, we say that $\nu$ is absolutely continuous of $\mu$ if for Borel set $A$ such that $\mu(A)=0$, we have $\nu(A)=0$. I want to ...

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