Questions tagged [nonparametric]

Procedures that rely on relatively few assumptions about underlying probability distributions.

Filter by
Sorted by
Tagged with
1
vote
0answers
16 views

Kruskal–Wallis one-way analysis of variance is related to what kind of regression?

One-way anova is similar to regular linear regression because both use the F-test which involves sums of squares among other reasons. Is Kruskal–Wallis one-way analysis of variance similar to some ...
1
vote
1answer
34 views

Which test(s) are alternative to Mann-Whitney test for non-parametric continues data when symmetry assumption is violated

From here and here I see that we cannot use Mann-Whitney test if symmetry assumption is violated. Which test(s) can we use instead of Mann-Whitney test for non-parametric continues data if symmetry ...
0
votes
0answers
9 views

Covariate Shift in the case of Kernel Regression

Kernel Regression, in its most simplistic form (Nadaraya-Watson kernel regression), can be viewed as a conditional density estimation problem. Let $\hat{p}(y, x) = N^{-1}\sum_i K(y, y_i)K(x, x_i)$ be ...
0
votes
0answers
7 views

Testing First-Order Stochastic Dominance of Two Samples from Discrete Distributions

Suppose that $X$ and $Y$ are two independent random variables with common finite support on $\mathcal S =\{0,1,...,K\}$ and let $F_X$ and $F_Y$ be their CDFs. Let $\{X_i\}_{i=1}^n$ and $\{Y_j\}_{j=1}^...
2
votes
1answer
60 views

Convergence of kernel density estimate as the sample size grows

Let $X\sim\text{Normal}(0,1)$ and let $f_X$ be its probability density function. I conducted some numerical experiments in the software Mathematica to estimate $f_X$ via a kernel method. Let $\hat{f}...
0
votes
0answers
15 views

SPSS Chi square of one sample test

I am trying to analyze the following data: participants chose over 18 trials whether they would like option 1 or option 2. Option 1 is recoded as 0, option 2 is recoded as 1. Now if I count all ...
0
votes
1answer
31 views

Non Parametric Rank Test Failed

I have conducted 2 tests for my event study. One is the parametric T test which rejected the null hypothesis, and my returns on event day is very significant. However, I have conducts the non-...
1
vote
1answer
67 views

Variance in a T-test using means/medians

I have turning data for animals in different conditions with comparisons of before and after these conditions, we'll say condA condB. Each animal has 3 repeats on both conditions, where before a ...
3
votes
1answer
26 views

R: How can I represent partially-ordered time series in R?

I believe that this is a statistics rather than a programming question, though I am tied to an R implementation and hope for a reply in kind. I have data that constitutes several time series. I ...
0
votes
0answers
33 views

Non-Parametric Test Failed to reject the null [duplicate]

I have conducted 2 tests for my event study. One is the parametric T test which rejected the null hypothesis, and my returns on event day is very significant. However, I have conducts the non-...
0
votes
0answers
23 views

Heterogeneity of variances and non-normal distribution

I am looking at data that consists of a dependent, continuous, positive variable (the weight of an organism) that is measured under different Treatments(A, B, C and mock Treatment) with a sample size ...
1
vote
0answers
25 views

How to bootstrap a statistic calculed in a meta-analyis?

I have calculated a statistic in a meta-analysis of individual data and I want to bootstrap it to obtain the variance (no analytic expression is available) to make a test. First, I was naively ...
0
votes
1answer
20 views

Do all non-parametric statistical tests involve bootstrapping, simulation, or permutation test?

All of the non-parametric tests I learned about involved bootstrapping, simulation of large samples of some random variable, or permutation tests. Are there non-parametric tests without simulation or ...
1
vote
1answer
24 views

Kernel Estimation to Estimate Treatment Effect

I am trying to determine whether an estimator I came up with is just a non-parametric kernel estimator. I am performing a simulation study to estimate a treatment effect that I impose on my data. My ...
2
votes
1answer
20 views

how to understand this math formula for bandwidth calculation?

I am reading a paper that uses the following equation to calculate the optimal bandwidth, however, I am confused about the position of "4" and "3" in the equation. is this a typo? or what does it mean?...
1
vote
0answers
8 views

Consistency of EM for missing data in non-parametric setting

When we have missing data, a parametric model, and an expectation-maximization procedure, and we want to show that our procedure leads to consistent estimators, we can sometimes set up score functions ...
3
votes
0answers
77 views

Parameter estimation when the likelihood function does not exist

The observations $Z_1,Z_2\cdots$ are i.i.d. We have $$Z_k = \sum_{i=1}^\infty \frac{X_{ki}}{2^k}.$$ where the $X_{ki}$'s are i.i.d. with a Bernouilli$(p)$ distribution. If $p=\frac{1}{2}$ then $Z_k$ ...
1
vote
0answers
14 views

What is the resulting distribution of a data set that was originally normally distributed but has been quantized and had all negative values removed?

I am trying to benchmark a seasonal forecasting model and calculate not just the point forecasts but the forecast densities from the model. To do this, I generated a simulated data set in the ...
0
votes
0answers
7 views

Nonparametric bootstrap to construct confidence intervals for Cohen's Kappa Coefficient

I was recently asked to perform nonparametric bootstrap to construct 95% confidence intervals for $\kappa$ using normal approximation, but I'm not sure how to do this. The only data I was given was ...
2
votes
0answers
40 views

Expected value and variance of KDE

I need to find the expected value and variance of KDE given that $$(i) E[u] = 0 \to \int u\phi(u)du=0\\ (ii)V[u] = \sigma^2 \to \int u^2\phi(u)du=\sigma^2$$ where $\phi$ is the kernel function. I've ...
1
vote
0answers
15 views

Nonparametric Test for Index Sufficiency Assumption

I wanted to ask a questions about the following problem I was presented. I was thinking of doing an OLS vs a SLS for part a and running a Hausman, but I am just unsure if that would be the right way ...
2
votes
0answers
30 views

Can Time Varying Coefficient models with a Kalman filter approximate any non-linear function?

I read that Time Varying Coefficients (TVC) models with non-parametric methods can approximate any non-linear function. This is from "Non-Linear Models: Where Do We Go Next - Time Varying Parameter ...
0
votes
0answers
10 views

Error-bars on split half reliability

Say I administer a test to 30 students. I randomly divide the test questions into two parts and score each half for each student. I then calculate the correlation coefficient between scores on each ...
0
votes
0answers
29 views

Mixed Effects Model Using Censored Data

I am attempting to analyze left-censored hormone data collected in a repeated measures design, and am having some difficulty employing an appropriate method to account for the censored nature of the ...
0
votes
0answers
14 views

how to apply correction for ties in Conover squared Ranks Test

I am writing code for Conover Squared rank test in Python but I am unable to find right formula to make corrections for ties in order to calculate the p value. I understand the average of the tied ...
0
votes
1answer
28 views

Predict satisfaction score given a shift of Service Level Agreement

I would like to make predictions for Overall Satisfaction based on a shift of Service Level Agreement (SLA). I have number of days taken to complete a single ...
1
vote
1answer
38 views

Interpreting a significant correlation in a small sample

I found a correlation between two variables: Variable A is dichotomous, with values 1 and 2 (for yes/no) Variable B is continous (score, 0 - 50) They correlated with each other. However, my sample ...
1
vote
0answers
9 views

Is data modeled by dirichlet process mixture exchangeable?

Consider DPM model: $$ \begin{aligned} X_{i} | \phi_{i} & \sim F\left(x;\phi_{i}\right) \\ \phi_{1}, \phi_{2}, \cdots | & P \stackrel{iid}{\sim} P \\ P & \sim D P(\alpha G_0) \end{aligned} ...
2
votes
0answers
13 views

How to fit points to piecewise linear model where all slopes must have the same absolute value?

The current methodology for the genomic data I have involves fitting a spline to multiple points. However, the underlying biology does not support that the fit should be curved at any points. In fact, ...
0
votes
2answers
77 views

One group has only zero values, should I use parametric or non-parametric test?

I have 3 groups (n=5 per group) from biological data. I have checked the normality of my groups using the Shapiro-Wilk test and two of my groups are normally distributed. However, the 3rd group values ...
0
votes
2answers
49 views

Is there a non-parametric alternative to Two-Way Repeated Measures Anova?

I am currently comparing the EEG funcional connectivity measured at 14 electrodes and 4 frequency bands between highly and lowly hypnotic susceptible individuals. I extracted the coherence and the ...
1
vote
0answers
10 views

Rate of convergence of variance of kernel averages

I'm reading Hansen's (2008, p. 729) Theorem 1 where he bounds the variance of averages of the form $$\hat\Psi(x)=\frac{1}{Th}\sum_{t=1}^T Y_t K\bigg(\frac{x-X_t}{h}\bigg)$$ given that $\{(Y_t,X_t)\}_{...
0
votes
1answer
30 views

Non-Parametric statistical test for non independent repeated measure discrete data

I am working with a dataset the table form of which is as follows ...
0
votes
1answer
22 views

what to do with unreliable Likert scales

I have a 20 question 5 point Likert scale questionairre built to tap four constructs, each via 5-items. Was hoping to use PCA to reduce data and then use parametric tests for each construct. In ...
0
votes
0answers
22 views

How does Bayesian provide Gaussian Process the capability of against overfitting

As frequently mentioned in books and papers, Gaussian Process for Regression has a nice built-in ability to against overfitting. This can be somewhat understandable solely from the equation ...
0
votes
0answers
16 views

Looking for statistics suggestion for data set: EEG “Diagnostic” measurement comparison - non-parametric/ordinal - large proportion of zeroes

I was hoping to get some input on handling a particular data set that falls outside of the purvue of the a lab I am apart of (usually outcomes research). The data consists of a pair of repeated ...
1
vote
0answers
28 views

Non parametric Hypothesis test

Suppose that I want to implement a non parametric hypothesis for a skewness estimator and check if it is equal to 0. Is my following thought correct ?? Suppose that we somehow estimate the skewness $...
0
votes
1answer
22 views

How to deal with non-normal data? Tests

I have a database of a breaking news (tweets, timed events) and i need to find if there are significant differences in the coverage of the events by different media outlets (MOs) with different ...
0
votes
0answers
13 views

Permutation Manova

I have collected the data based on 5 point likert scale(very low, low, neutral, high,very high) on the factor considered by individual before making investment decision. There are five factors (D.Vs) ...
0
votes
0answers
52 views

Kruskal Wallis test gives significance, multiple comparision table doesn't

I'm comparing physico-chemical properties of 8 different kefir samples like viscosity at different storage times. I have 4 viscosity measurements for each group. When I conduct Kruskal Wallis test; ...
2
votes
2answers
39 views

Two samples with median of 0, mood's test give p-value of very close to 0. How to interpret this?

First of all I would like to say I'm unfamiliar with the Mood's test so pardon me if the question is too basic. I'm trying to compare the difference of median between two groups of data. I did some ...
0
votes
0answers
13 views

Did I appropriately run a permanova on an additive model with nested factors in R?

Because I don't have a statistician readily at my disposal and I am still fairly new to multivariate statistics, I hope maybe one of you out there could maybe check whether I did an appropriate ...
1
vote
0answers
10 views

Options for nonparametric preference ranking models

What are some options for nonparametric ranking models with a probabilistic interpretation? I'm basically looking for a nonlinear/nonparametric version of a rank ordered logit model. I'm aware of ...
31
votes
2answers
654 views

StackExchange fires a moderator, and now in response hundreds of moderators resign: is the increase in resignations statistically significant?

I am doing a study on StackExchange. The management of StackExchange has demodded (for unclear reasons) a moderator, and now the network is on fire. Currently many moderators resign or suspend their ...
0
votes
0answers
5 views

Potential function of a multivariate diffusion process

A 1D diffusion process of the form $$dX_t = -V'(X_t)dt + \sigma dW_t$$ can be used to describe the movement of a particle in potential $V(x)$. The stationary density is then $$\pi(x) = Me^{V(x)/\...
0
votes
1answer
51 views

How to calculate a 𝑝-value for the difference between two non normal distributions of counts?

I have two NON normal distributions (a and b), they are also different lengths ...
0
votes
1answer
32 views

Choice of non-parametric test in repeated measures

I have a question concerning the statistical analyses to conduct in the context of a psychology experiment. There are two groups of students (experimental and control) who are exposed to either the ...
0
votes
0answers
16 views

What test is the most appropriate in this design with multiple variables?

I have a test design in which I have 1 base condition and around 14 test conditions. Each of those 15 conditions has a total of 15 observation points (so equal sample size). The base condition ...
1
vote
0answers
34 views

Difficulties with orthogonal density estimation

I am working on an implementation of an orthogonal density estimator, using the basis $$ \psi_0(t) = 1, \quad \psi_{2j}(t) = \sqrt{2}\text{cos}(2\pi j t), \quad \psi_{2j+1}(t) = \sqrt{2}\text{sin}(2\...
2
votes
0answers
28 views

How do two of my Wilcoxon signed rank tests have the same p-values?

I'm running a statistical analysis where I'm comparing land surface temperature in matched equal sized areas (project areas and control areas) of different cities. In each city, I do it for two ...