# Questions tagged [conditional]

This tag is ambiguous. Consider replacing it with a more specific tag such as [conditional-probability], [conditional-expectation], [conditional-random-field] or [conditional-independence].

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### How does conditional logit deal with binary predictors in choice sets of three or more alternatives?

I am interested in clogit, not multinomial logit, and the overall effect of the predictor on the choice of n alternatives that can only be identified by their attributes (i.e., the choice sets are ...
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### Adjustment in DLNM - case control setting

I have data in a case-control format with a 5-year lag of exposure. I want to adjust, in addition to the strata, for the number of monitoring stations used to calculate the exposure. The problem is ...
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### Distribution of conditional independence

I have random variables W,A,Z,U and know that the following conditional independence holds: $W \perp (A,Z)|U$. Is it correct to then state that $W|ZA\sim W|U$? My reasoning is the following but am ...
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### Statistical significance for high values of IV

I (beginner…) need some general guidance on regression analysis: I have run an OLS regression on some data and I’ve had some statistically significant relationships between IVs and the DV. My ...
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### Reference datasets for conditional density estimation

[In case you feel inclined to close this question because I'm asking for a dataset - I'm looking for solutions in the spirit of point 2 (on-topic) in the accepted answer to this question about asking ...
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### Prediction Machines Word Problem (Conditional Probability?)

I am new to statistics but had what I think is a pretty simple question: Prediction machine 1 correctly guesses the outcome of binary (yes/no) events 60.4% of the time. Prediction machine 2 correctly ...
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### Prove that the equality holds [closed]

How to prove that for any random variables $X$, $Y$ and $Z$ with finite variances, we have $Cov(X,Y)=E(Cov(X,Y|Z))+Cov(E(X|Z),E(Y|Z))$?
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### Posterior of Inverse Wishart distribution with a subset of data observed

Suppose: $$x_1\in \mathbb{R}^{p_1}\\ x_2\in \mathbb{R}^{p_2}$$ such that x \sim \mathcal{N}( \begin{bmatrix} x_1\\ x_2 \end{bmatrix}; \begin{bmatrix} \...
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### How to prove that $P(\pi_2 \mid \pi_1)=P\left(\mathbf{X} \in R_2 \mid \pi_1\right)=\int_{R_2=\Omega-R_1} f_1(\mathbf{x}) \,d \mathbf{x}$?

Let $f_1(\mathbf{x})$ and $f_2(\mathbf{x})$ be the probability density functions associated with the $p \times 1$ vector random variable $\mathbf{X}$ for the populations $\pi_1$ and $\pi_2$, ...
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### Bridging the gap from theory to implementation in "Conditional Distance Correlation" by Wang et al. 2015?

In an attempt to implement a form of conditional distance correlation for random variables represented as vectors of observations, I came upon this paper that nicely extends the notion of distance ...
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### difference between two sets of pvalues

I am performing a biological experiment, where I am trying to capture potential mediation effects from some genes. I have 150 significant results, containing 30 tissues with different sample size. For ...
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### Given a DAG X<-Z->Y, how to test for conditional independence of X and Y given Z for non-normal random variables?

Consider data generated from a directed acyclic graph (DAG) of the form X<-Z->Y. Based on d-separation of DAGs, X is independent of Y given Z: X_||_Y|Z. If X, Y and Z are multivariate normal, ...
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### Reformulating latent dirichlet allocation

can you guys help me solve this equation and go from : to this one : I have tried something but my result gives me this : p(θ, φ, z| α, β) = p(θ, φ, z, w|α, β)/p(w|α, β) the equations are taken from ...
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### Condition on two random variables

I'm trying to set up the proper assumptions for a proof I'm working on: Given that $P(A|e) = P(A)$ and $P(A|c,e) = P(A|e)$, can we prove that $P(A|c)=P(A)$? I understand that A is independent of e and ...
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### is P(notB|A) same as not(P(B|A)) [closed]

is P(notB|A) same as not(P(B|A)) if not then what is the difference between them? this is taken from bayes question.
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1 vote
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### how do i empirically estimate variance of conditional normal distribution?

I've tried searching for this, but maybe I'm not using the correct search strings. suppose I have joint distribution $P(X_1,X_2)$ over 2 continuous random variables $X_1,X_2$ that I can sample from. ...
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### CAPM Estimation

Please that might sound basic for all of you but I am not an expert and I need to estimate the following model using OLS regression: R= a + β1 RM + β2(z)RM + ε (the model is called conditional CAPM, ...
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1 vote
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### The discriminator is classifying everything as fake. What does it mean?

I am using a conditional GAN with a relativistic loss function for both generator and discriminator (https://arxiv.org/abs/1807.00734). Before I added the relativistic part, the discriminator ...
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1 vote
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### conditional quantile and conditional expectation

I was reading some papers and I found some parts are tricky to understand. Assume I have price data , what does it mean to calculate the conditional mean of the price data given yesterday price ? ...
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### mean and covarince matrix of AR(1) [closed]

assume I have a price data called pt, I fitted AR(1) model p_t= alpha + beta pt_1 + e_t , ...
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### Are exact logistic regression and conditional logistic regression the same?

I have seen these two terms in practice. Are they actually referring to the same method? If not, what is the main difference between the two methods? Conditional logistic regression is commonly used ...
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### Conditional probability to be calculated but I'm not able to solve the first part of the question [closed]

Suppose that a box contains one blue card and four red cards. The red cards are labelled $X$, $Y$ , $Z$, and $W$. Suppose also that two of these five cards are selected at random, without replacement. ...
1 vote
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### Conditionalizing events on more than one event

I am currently working on a question which seems to have an obvious answer, but it it seems just impossible for me to find a stringent proof of this relation (if it is true). Imagine the following ...
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### Conditional mutual information

I have three RVs X, Y, and T. Is the following equation true? I(X ; Y|T) = I(Y ; X|T) Can we express the conditional mutual information as: (X;Y|T) = I(X;Y) - I(X;Y;T) ?
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### Is there a way to think about conditional vs unconditional heteroskedasticity graphically?

I find I understand concepts much better with the aid of charts/visualizations. I'm struggling to intuitively understand how one would be able to see whether error terms are correlated or not to the ...
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### marginal and conditional distributions

Can someone help me, please? Let X and Y be two random variables having the following marginal and conditional distributions. 𝑌|𝜇 ~ 𝑃𝑜𝑖(𝜇) 𝜇 ~ 𝐺𝑎𝑚𝑚𝑎(𝛼, 𝛽) I want to obtain the ...
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