# Questions tagged [nonparametric]

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

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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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-...
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### 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 ...
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### 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 ...
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### 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-...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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?...
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### 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 ...
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### 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 $Z_k$ ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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\...