Questions tagged [nonparametric]

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

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17 views

Question about possible typo in a tutorial about the stick-breaking model of the Dirichlet distribution

I am reading a tutorial on the Dirichlet distribution: http://mayagupta.org/publications/FrigyikKapilaGuptaIntroToDirichlet.pdf and I think there is a typo in Step 2 of the stick-breaking model of ...
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24 views

Identify relations inbetween categorical and ordinal/continuous variables

I'm evaluating a survey regarding the opinion. Now I check for relations/similarities inbetween the independent variables. My German workbook names the following condition for a Spearman rank ...
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27 views

Are there nonparametric generative models for datasets?

Typically when I see generative models, e.g., Latent Dirichlet Allocation (JMLR) or Linear/Quadratic Discriminant Analysis (wikipedia LDA), they are probabilistic models that belong to the exponential ...
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29 views

Correlation coefficient for dichotomous and continuous variable that is not normally distributed

I'm evaluating a survey and want to test the correlation of independent variables and I do not know which test / coefficient I can use as the variables have the following properties: dichotomous ...
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1answer
40 views

Usefulness of MISE

I'm currently in a class on nonparametric smoothing, and, while talking about density estimation in general, the professor introduced the notion of MISE (mean integrated square error): $\text{MISE}\...
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21 views

How obtain , using R code , the p-order quantile by inverting CDF estimated non-parametrically by kernel method [closed]

I try to estimate nonparametrically the p-order quantile by generalized inversion of the conditional distribution function from a program R. But I can't really find the solution. Could you help me to ...
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15 views

Proof by contradiction with empirical KL divergence and proportional hazards model

I am trying to replicate an existence proof for the cumulative baseline hazard function used for the proportional odds model in Kosorok's "Introduction to Empirical Processes and Semiparametric ...
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7 views

How to use Betafix with the Coxphw package in R? [closed]

I am trying to use the coxphw package to fit a model and force a fit for a particular Beta “FC” to be greater than 0. When I enter the code: wcox.m<-coxphw( Surv(CCE,Status)~ Y1RT + Y1 + Y1SQ + ...
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46 views

Is it appropriate to examine the density plot for time series data?

Usually we use time plot to examine the behaviour of time series data cause it reveals the chronological characteristic. Does it make sense that one looks at the data distribution using some non-...
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1answer
33 views

Is Dunn-Sidak approach in MATLAB multcompare identical to so-called Dunn's test?

I've asked the same question elsewhere. These two articles recommend Dunn's test as non-parametric post hoc multiple comparison test following Kruskal-Wallis test. How the Dunn method for ...
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31 views

Non-parametric ANOVA with non-homogenous variances

I need to know if a continuous dependent variable Y differs between two groups X1 and X2, controlling for a confound variable Z (that is continuous and highly correlated with Y (Spearman's rho ~ 0.7))....
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81 views

How to do a power calculation for a non parametric test?

I have a sample from a control population of smartphones, with their number of failures in the first year. I need to establish a rule to know if a new sample could come from the control population or ...
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35 views

Ways to state relationships like “A explains x% the variation in B” but when variation is not present like for non-parametric tests

Example: Income explains 70% of the variance in expenditure. Variation in driving speed can be explained by drivers' age. How does one make such statements if the test used is a non-parametric one? I ...
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18 views

What statistical test is good for two groups of yes/no data set?

I have to detect certain bacteria and used two methods for same 200 samples. I have tabulated two methods as below: ...
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1answer
29 views

Statistical test for single sample vs empirical distribution?

I have a sort of strange problem, where my sample is difficult to obtain, but the population distribution is easy to obtain. Specifically, I have obtained a single observation. I would like to know ...
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15 views

What test to use when the dependent variable is an integer but independent variable is categorical? (Data non-normal, unequal variances)

My independent variable is species (categorical). My dependent variable is the total mass of what each species ate (in grams, numerical). I want to test the difference in mass values between ...
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1answer
55 views

How to plot the results of a Kruskal-Wallis or a Welch's ANOVA?

Let's assume that I have two datasets for which I have measured three continuous variables. In both datasets, these variables have been measured on three groups of observations and these groups only ...
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1answer
60 views

R removing zeros for pseudomedian and its confidence interval in wilcox.test?

It makes sense to me that we need to remove zeros to calculate the p-value in a Wilcoxon signed rank test. What confuses me is that R seems to leave the zeros deleted when computing the pseudomedian ...
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1answer
36 views

Mann Whitney U revenue test effect size

I am looking for solutions around non-parametric hypothesis testing on revenue metrics in business settings. Currently I face with difficulties in finding the right way to make a Mann-Whitney U test ...
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2answers
63 views

Feature subset selection by stepwise regression for a random forest model?

I would like to build a random forest model for regression. I have an abundance of potential features, and I expect only some of them to have a significant impact on the target variable. In addition, ...
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1answer
66 views

Test to show one distribution is bigger than another

Here is a MWE of my problem: I measure the size, $S$, of 10 red apples and 32 green apples. $\bar S_\mathrm{red} = 8 \pm 1\,\mathrm{cm}$ and $\bar S_\mathrm{green} = 4 \pm 2\,\mathrm{cm}$. I want ...
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1answer
39 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 ...
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40 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 ...
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16 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 ...
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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}^...
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72 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}...
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1answer
22 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 ...
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1answer
32 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-...
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1answer
86 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 ...
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1answer
32 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 ...
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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-...
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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 ...
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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 ...
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1answer
23 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 ...
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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 ...
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1answer
21 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?...
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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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78 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 $Z_k$ ...
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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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9 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 ...
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42 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 ...
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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 ...
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31 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 ...
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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 ...
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34 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 ...
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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 ...
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1answer
29 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 ...
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1answer
48 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 ...
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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} ...
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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, ...

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