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Is Analyzing Post-Fire Vegetation Recovery with NDVI Values Considered an Interrupted Time Series Analysis? [closed]

I'm working on a project that involves analyzing the recovery of vegetation after a wildfire using NDVI (Normalized Difference Vegetation Index) values. My goal is to assess how vegetation regenerates ...
itvcha10969685's user avatar
0 votes
0 answers
13 views

Box plot: Easiest way to detect anomalies? [closed]

Is box plot an easiest way to detect anomalies making use of the popular way Q1 - 1.5 x IQR for lower bound and Q3 + 1.5 x IQR for upper bound? How often this 1.5 multiple changed by the statisticians....
Splendid Digital Solutions's user avatar
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0 answers
20 views

The function step.lmRob() is not working [closed]

I have a linear model, which i analyzed (in R) through: lmrob_object<-lmrob(diff_mg ~ age + bmi + energy + fiber + ca + phos + iron + potas + supp + uni, data = data), where: diff_mg is the DV (...
Hussain's user avatar
  • 151
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0 answers
8 views

How to estimate the CI of RERI

It's about the COX model. The paper I read is at Understanding of interaction (subgroup) analysis in clinical trials. The topic of this paper is how to estimate the interactions in clinical studies. I ...
Tom Hsiung's user avatar
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0 answers
9 views

Singular values of $A^{-1}$ where $A$ has standard normal entries

Is anything known about behavior of singular values of $A^{-1}$ where $A$ has standard normal entries? Empirically, $k$th singular value appears to decay as $1/k$, is this well-known? colab
Yaroslav Bulatov's user avatar
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0 answers
6 views

Fitting a linear state space model with observable and unobservable factors in Python

I want to fit a linear Gaussian state space model that has three latent/unobservable factors and one observable factor. It is given as follows: and the unobserved factors follow an autoregressive ...
ksheen's user avatar
  • 21
2 votes
0 answers
16 views

Fitting a Multivariate Ornstein-Uhlenbeck Process to Data

I have multivariate time series data (100 dimensions or more) and wish to test the hypothesis that the dynamics follow a Langevin equation. A simple case is the Ornstein-Uhlenbeck process, how can one ...
ksheen's user avatar
  • 21
0 votes
0 answers
13 views

Convergence rate of Nadaraya–Watson estimator in Holder Space

I'm currently learning non-parametric regression using some online public materials. Specifically, consider the model $$ y_{i} = f_{0}(x_{i}) + \epsilon_{i} $$ where $x_{i}\in \mathcal{X} \subset \...
DoubleL's user avatar
  • 11
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0 answers
11 views

Issues with Detecting Negative Change in AR(1) Model Using CPAT Tests

I'm currently working on evaluating the empirical power of the CUSUM, Rényi CUSUM, and Erdős-Darling tests for detecting change points in AR(1) models, specifically focusing on changes in the mean. ...
Aouissaoui's user avatar
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0 answers
6 views

Reference request about interval-censored simulation for multivariate normal distribution or for the matrix variate normal distribution

As the title says, I am interested in references which discuss methods for generating interval-censored (or missing) data from the multivariate normal distribution or the matrix variate normal ...
learner123's user avatar
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0 answers
14 views

Comparing Gaussian GLMM models for positive, slightly non-normal data: Interpreting conflicting model selection criteria

I'm analyzing data using glmmTMB in R with the following model structure: ...
Julius Bogomolovas's user avatar
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0 answers
6 views

Environmental filtering versus spatial resampling in species distribution modeling

I am building species distribution models using machine learning models based on GBIF data (presence-only data) and working on a very large spatial scale, encompassing all of North America. Before ...
Marine Régis's user avatar
1 vote
1 answer
24 views

Multilevel Model Residuals Scatterplot Assumptions

I am conducting multilevel modelling (MLM) in SPSS (mixed modeling) to analyze cross-sectional repeated measures data. One of my dependent variables is a survey question scaled 1 to 10, which ...
Mark S.'s user avatar
  • 51
0 votes
0 answers
9 views

Effect of Variable Disaggregation on Other Coefficients

Suppose that I do a multivariate regression of variable $Y$ on variables $X_1, X_2, \ldots X_k$ and find coefficients $\beta_1, \beta_2, \ldots \beta_k$. Consider that variable $X_n$ can be dis-...
Tarang Saluja's user avatar
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0 answers
10 views

Joint distribution of the variables [closed]

I want to use the copula to model the joint distribution of precipitation and stream flow data for multivariate drought analysis. I have determined the marginal distributions for the variables. How ...
John's user avatar
  • 1
0 votes
0 answers
18 views

Calculating death rates for an increasing population over the long-term

I'm part of a small long-term outcomes study for a specific MH intervention. We're becoming a little alarmed at the number of subjects who seem to have died in their 20s and we'd like to make sure ...
Definitely not a statistician's user avatar
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0 answers
28 views

Distribution of a product of random variables

I have two independent distributions $X$ and $Y$. $X$ is defined by the piecewise CDF $$F_X(x) = \begin{cases} F_X^1(x) & x \in (-\infty, a_1)\\ F_X^2(x) & x \in [a_1, a_2)\\ F_X^3(x) & x \...
rkim's user avatar
  • 1
0 votes
0 answers
23 views

A faster way to choose the right number of features and the right parameters [closed]

For a very small dataset with less than a hundred samples, gridsearch does not give us the desired results and has overfit. But when I perform hyperparameter tuning of the model manually and also ...
Erfan Mollai's user avatar
0 votes
0 answers
13 views

Computing the bias of the inverse covariance matrix

Cross-posting to CV just in case! It's standard in a stats class to calculate the bias of the sample covariance matrix (or lack thereof), but I'm having trouble finding any exact results on how the ...
mather's user avatar
  • 31
0 votes
0 answers
7 views

Correlation between similar time-series (breakthroughcurves)

first of as a disclaimer - I don't have much background, and only a very basic education when it comes to statistics. I have a couple of break through curves (BTCs) with different tracers and I want ...
Anton Neundorfer's user avatar
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0 answers
5 views

Is "relative risk time" meaningful? (transient relative risk)

Context: I'm trying to specify a data-generating / mechanistic model for a simulation study. I assume that exposure $e$ (a short event) has a transient effect on the relative rate of another process $...
jessexknight's user avatar
0 votes
0 answers
13 views

Why does mgcv's bam() not work with null models (y~1) but gam() does? [closed]

I'm trying to derive the unique and shared deviance explained by each predictor in several gam models using the gam.hp package. In brief, the package's approach uses creates a matrix of all possible ...
MicroSD's user avatar
0 votes
0 answers
11 views

Obtaining z-scores for coefficients of quantile regression with sampling weights applied in R

I would need to obtain z-scores for coefficients of quantile regression with sampling weights applied in R to be able to compare results from different datasets. Can I just compute them as "z-...
Cate's user avatar
  • 51
-5 votes
0 answers
92 views

URGENT: I am building a Linear regression model. Yesterday my R-squared was 0.792. Today, it had dropped to 0.267. I did not change anything. Urgent [closed]

Thank you for your responses. By way of further information, I am using R-Squared because it is recommended for the project I am doing. Below are the 2 files. The one from yesterday with the 0.792 R-...
Sue's user avatar
  • 1
0 votes
0 answers
20 views

Appropriate way to correct for multiple comparisons in this case

I am trying to compare the performance of an optimisation algorithm on different objective functions. The functions can vary in their form (4 different types) and dimension. I would like to first ...
ufghd34's user avatar
1 vote
1 answer
27 views

How to Derive the Conditional Variance in a Bivariate Normal Distribution After Bayesian Updating?

I'm working with a bivariate normal distribution of two variables, $\theta_1$ and $\theta_2$ in a Bayesian framework, with an intial joint prior distribution defined as: $$\begin{pmatrix} \theta_1 \\ \...
statneutrino's user avatar
0 votes
0 answers
19 views

How Random Forest handle missing value in sk-learn? [duplicate]

What is the technic used in Random Forest Regressor from scikit-learn to handle missing value ? First I thought that a Random Forest regressor was able to natively handle missing value during training ...
Maxime Charrière's user avatar
-1 votes
0 answers
8 views

Polynomial contrasts statment in SAS [closed]

I want to make a polynomial (linear, quadratic and cubic) contrast statement in SAS. I have four levels of treatment, and they are unequal. How can I make the contrast statement? Kindly guide
Muhammad Usman Mehmood's user avatar
2 votes
1 answer
18 views

What is the best test to run to compare presence/absence of something between sampling locations?

I have data on the presence/absence of four different pathogens found in edible crabs in 7 locations over 2 seasons. For this study, 30 crabs were collected from each site and for each crab the ...
Kiran Bhandari's user avatar
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0 answers
10 views

How to disentangle effects of components in system?

I have a system where one property (delay) depends on its components, a valve $V$ and the piping $P$ in a hydraulic system: $d = f(V, P)$ I have reference measurements with one type of valve and ...
Ken Grimes's user avatar
0 votes
1 answer
33 views

Are all random variables estimators? [duplicate]

My hand-wavey understanding is a random variable is a function from a domain of possible outcomes in a sample space to a measurable space valued in real numbers. We might denote a random variable from ...
Estimate the estimators's user avatar
0 votes
0 answers
19 views

Optimal Timing for Structural Break Analysis in Price Transmission Modeling

I am investigating the price transmission between two inflation indices within the same sector but at different stages of processing. For example, I might be looking at the relationship between raw ...
André Goulart's user avatar
0 votes
0 answers
9 views

Checking if the relationship between a composite score and its components across variates covariates

I have created a continuous composite score, C, which consists of scores A + B. I have a predictor variable, D. This would produce 3 different regression formulas, where predictor D has a coefficient ...
Ronald Sanchez's user avatar
0 votes
1 answer
38 views

Power of One Sided t-test

Let $X_1, \ldots, X_n$ be a sample from $N(\mu, \sigma^2)$ for unknown $\mu \in \mathbb{R}$ and unknown $\sigma > 0$. Fix $\mu_0 \in \mathbb{R}$. The one-sided hypothesis is $H_0: \mu \leqslant \...
温泽海's user avatar
  • 447
0 votes
0 answers
7 views

How can I use a neural network to choose a subset of features from a dataset? [duplicate]

Suppose my dataset has 256 features. Right now, what I can think of is this: Create an NN model like this: a. create a sequential model b. add a Conv1D layer c. add a flatten layer d. add 1024 dense ...
user366312's user avatar
  • 2,195
5 votes
1 answer
323 views

Related low p-values that do not meet statistically significant thresholds

If I were to have multiple related measures, each with "low" p-values that do not quite meet the threshold of significance, could the fact that multiple measures produce a general trend with ...
Jaxton Winder's user avatar
0 votes
0 answers
5 views

Using scale pos weight and non 0.5 cut off score for a look-alike model

I'm working on a classification problem where I'm trying to identify look-alikes of Class 1 in Class 0. Class 1 and Class 0 are established based on type of product customers use. Basically, Class 1 ...
user3437212's user avatar
7 votes
1 answer
497 views

How should I analyse TV episode popularity while accounting for time?

I have a toy dataset which contains TV episodes, the date they were released and how many streams they have received: episode date streams The Shadow Realm 2024-03-08 5987 The Forbidden Tome 2024-...
Jay Bee's user avatar
  • 173
0 votes
0 answers
13 views

Significance of the coefficients of a multinomial mixed regression built with npmlt function

I fitted (using npmlt function) a mixte multinomial regression model which ran without errors. I expected that the outputs of the model include p-values that I didn't find. My need now is that someone ...
Romaine TCHEDJI's user avatar
1 vote
1 answer
31 views

Issue with bootstrap confidence and prediction intervals of mixed effects model predictions

Recently I have asked a question on how to generate meaningful bootstrap confidence and prediction intervals for mixed effect models predictions in R using bootMer ...
Marco's user avatar
  • 33
0 votes
0 answers
33 views

Can I utilise time series properties of the data, WITHOUT creating lags?

I am working on a project where the train and test sets are given to me. The data (stock returns) is time series by nature, but the point is that I cannot create lags because that would mean ...
insipidintegrator's user avatar
0 votes
0 answers
5 views

Why the different default parameters for scikit-learn gradient boosting classifiers? (GradientBoostingClassifier and HistGradientBoostingClassifier)

Why do gradient boosting classifiers (GradientBoostingClassifier) and histogram-based gradient boosting classifiers (HistGradientBoostingClassifier) have significantly different default hyperparameter ...
Grendel13G's user avatar
1 vote
0 answers
13 views

Conditional variance of random walk with given start points and ending points

If I have a random walk with 0 drift and I observe that $X_1 = x_1$ and $X_k = x_k$, bu I don't have all the points from $X_i$ for $i \in \{2, ..., k-1 \}$, how do I estimate them and given an CI? I ...
The One's user avatar
  • 215
0 votes
0 answers
21 views

Test/validation set

I've been having a discussion with colleagues and wanted to seek your input. If I'm using holdout and cross-validation to build and test my models. In this process, the training set is used to tune ...
John Doe's user avatar
  • 101
0 votes
0 answers
20 views

How to derive instant-dependent regret for KL-UCB bandit?

I was reading KL-UCB algorithm for bandit with Bernoulli reward from Bandit Algorithms book by Lattimore (Section 10.2), and the regret provided by the algorithm is instant-dependent and it depends on ...
Amin's user avatar
  • 693
2 votes
0 answers
20 views

Using whole training set for choosing model

I am working on a classification problem with what I understand as a big dataset. I have first of all splitted it in my "train" dataset and the "test" one. (Actually I am convinced ...
Videgain's user avatar
0 votes
0 answers
10 views

Bound of operator norm for Gaussian ensemble (wainwright example 6.2)

Consider $W \in \mathbb{R}^{n \times d}$ generated with i.i.d. $N(0,1)$ entries, theorem 6.1 in the Martin Wainwright HDS implies that $$ \frac{\sigma_\max(W)}{\sqrt{n}} \leq 1 + \delta + \sqrt{\frac{...
Mondayisgood's user avatar
1 vote
0 answers
10 views

What standard population to use in my epidemiological study?

I need to standardized my mortality rations. for the period 2000-2022 in one European country. However, I am not use what standard population to use? Is Sagi outdated? In addition, I find this ...
aleksandar_m's user avatar
0 votes
0 answers
21 views

Proof of Strong consistency of Beta posterior distribution

Suppose that we have random variable $X_{1}, X_{2}, ..., X_{n} \sim^{iid} \text{Bernoulli}(p_{0})$ with $p_{0}$ true unknown probability in $[0,1]$. Now, I want to implement Bayesian machinery to ...
Fiodor1234's user avatar
  • 2,286
0 votes
0 answers
27 views

Anomaly detection for Multivariate Time-Series data from multiple sensors

I work with tabular time-series data from multiple sensors and my goal is to detect abnormal behavior in battery discharge. Here is an example of data (example contains records only for one device ...
mz2300's user avatar
  • 101

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