# All Questions

133,586 questions
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### Stationary processes that do not satisfy Gordin's central limit theorem

We are doing an assignment for our Advanced Econometrics course for which we are trying to illustrate Gordin's Central Limit Theorem by simulation. We used an AR(1) process to show that if the ...
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### Convergence criterion for R-learning algorithm

I'm trying to find a policy for a simple game using R-learning algorithm. I have a field with values (agent can move in 4 directions) and the goal is to get from starting point to finish point with ...
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### Calculating marginal distribution from a randomly-spaced grid

I have a high-dimensional joint probability distribution. I know the value of $P(x_1, x_2, \ldots x_N)$ for 10,000 random values of $x_1, \ldots x_N$. I want to find the marginal probability of $x_1$...
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### How to extract specific intervals of the dataset?

I have a big dataset (More than 200 thousand lines and a thousand of trials) with four colunms with follow information: "Trials", a sequencial number); "Is.Check", a column with 1 for checks and 0 for ...
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### Is STATA reliable?

I hope this is not a programming question, the question pertains more to the program itself, and I see we have a tag for that. STATA checks for errors such as collinearity while running a simulation. ...
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### Scale dummy variables in logistic regression

Let's say I have a data set that mixes categorical and continuous features and I would like to study the relative importance of each feature in the prediction of a certain class. For that I am using ...
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### Linear regression - Can I log transform dependent variable and one of the independent ones and keep the rest not transformed?

I have model where my dependent variable is Total money spend and then I have independent variable Income and some other ...
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### Lagged Dependent Variables (are they in or are they out) Vilasuso (2001, Jounral of Econometrics)

I am really struggling with whether to include lagged dependent variables or not. I have read the logic (on this website) that a lagged dependent variable should include if its current value is ...
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### glmer in R, complex random effect

I'm trying to run a mixed model analysis with a negative binomial distribution. Here is the code and the result: ...
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### Modeling a non-constant hypothesis [on hold]

I have a data set of velocity measurements which I hypothesized as measuring a constant and did some basic chi-squared statistics and a Monte-Carlo simulation to find the mean and variance of this. I ...
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### Statistical technique for multipoint time series data

Apologies, if the question is very broad, my knowledge of statistics is from social science background. Recently was provided data in form of ID 2014-01 .... 2014-12 , 2015-01...........2017-12 No. ...
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### PROC GENMOD Negative Binomial doesn't predict zeros

I am using PROC GENMOD with time series data, I have tried to work with Negative Binomial, Poisson, GEE and Zero Inflated Poisson, but in each case when I score my validation dataset, I am getting ...
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### Do I need to adjust for confounding when the confounder is not causal?

Suppose I have a model like $$y =\alpha + x_1\beta$$ and that there exists another variable, $x_2$, that is correlated with both $y$ and $x_1$. However, changing $x_1$ will cause changes in $x_2$ ...
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### GLMM with rare events causing issues with specificity?

I have run a generalized linear mixed model (link=logit) and my outcome of interest is present in about 8% of observations. The total sample is 1,717,323 and of these 131,389 observations are where ...
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### How does this code find the CDF?

How does the below code give CDF? Can someone please explain what np.arange(len(sorted_data))/float(len(sorted_data)-1) does? ...
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### Interpreting the coefficient of the interaction between 2 (binary) endogenous variables

I have the following outcome (second-stage) equation: $$y = \beta_0 + \beta_1w + \beta_2x + \beta_3w x + \cdots$$ $y$, $w$ and $x$ are all binary. Both $w$ and $x$ are endogenous, but I have an ...
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### What is radius_mean() in this histogram [on hold]

I was trying to plot a histogram for no of Malignant vs benign tumors. Here is the kaggle kernel I am practising from:https://www.kaggle.com/kanncaa1/basic-statistic-tutorial-for-beginners However, I ...
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### Interchange of differentiation and summation [migrated]

I came across an example about interchange of differentiation and summation. Can anyone show me how to prove the equation in the picture? Thank you!