# Questions tagged [parameterization]

For questions about how to parameterize some statistical model, or comparisons between different ways to parameterize.

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7answers
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### Would a Bayesian admit that there is one fixed parameter value?

In Bayesian data analysis, parameters are treated as random variables. This stems from the Bayesian subjective conceptualization of probability. But do Bayesians theoretically acknowledge that there ...
1answer
6k views

### For which distributions are the parameterizations in BUGS and R different?

I have found some distributions for which BUGS and R have different parameterizations: Normal, log-Normal, and Weibull. For each of these, I gather that the second parameter used by R needs to be ...
5answers
2k views

### What's in a name: hyperparameters

So in a normal distribution, we have two parameters: mean $\mu$ and variance $\sigma^2$. In the book Pattern Recognition and Machine Learning, there suddenly appears a hyperparameter $\lambda$ in the ...
2answers
3k views

### Random Forest: what if I know a variable is important

My understanding is the the random forest picks randomly mtry variables to build each decision tree. So if mtry=ncol/3 then each variables will be used on average in 1/3 of the trees. And 2/3 of the ...
2answers
12k views

### Cross validation and parameter optimization

I have a question about the parameter optimization when I use the 10-fold cross validation. I want to ask that whether the parameters should fix or not during every fold's model training , i.e. (1) ...
0answers
388 views

### Asymptotic property of tuning parameter in penalized regression

I'm currently working on asymptotic properties of penalized regression. I've read a myriad of papers by now, but there is an essential issue that I cannot get my head around. To keep things simple, I'...
2answers
1k views

2answers
4k views

### How to interpret slope parameter estimates for linear models in R?

I wish to analyse a simple lab experiment. I have 8 fish. Four are fed on diet A, and four on diet B. I measure their Nitrogen (N) over 5 time periods (so 5 repeated measures per fish). I wish to know ...
1answer
151 views

### Parameters in a non-parametric model

I have not understood this Wikipedia statement: The difference between parametric model and non-parametric model is that the former has a fixed number of parameters, while the latter grows the ...
2answers
384 views

### The vcov function cannot be applied?

I originally asked a question about the delta-method in the context of the hyperbolic distribution. I got an answer there, which is useful, except that it says I should apply the ...
1answer
6k views

### Find the mode of a probability distribution function

I am trying the find mode of a probability distribution function given by \begin{equation} g(x/\alpha,\beta,\sigma)=\frac{1}{\Gamma \left( \alpha \right)\beta^{\alpha}}exp\left\{{-\frac{x^2}{2\sigma^{...
2answers
3k views

### What are the implications of a perfect fit model?

I perform logistic regression with a relatively small dataset (N=65), using 12 parameters (11 variables, one constant, no interactions), which results in a perfectly fitting model (in SPSS). I have a ...
2answers
2k views

### Confusing Holt-Winters parameters

I have got a model for forecasting using holt-winters. However the parameters confuse me... The parameters show that there is no trend or seasonality even though there is definite trend and ...
1answer
1k views

### What is the parameterization of exponential distribution for survival in Stata?

I'm new to data analysis so this is kind of a simple question. I would like to understand why I cannot reproduce a survival curve generated by a fitted exponential model from Stata. I use the ...
1answer
265 views

### Correct understanding of De Finettis representation theorem

I am currently interestend in understanding De Finettis representation theorem. As I am only familiar with Frequentist thinking I have some problems to understand its meaning. I have already read the ...
1answer
782 views

### Questions Regarding Item Response Models – the 3PL model vs. the mixture of 2PL and 3PL model

I currently work on an item analysis for an assessment. The assessment consists of 25 multiple-choice questions. Each question has 4 choices with one correct answer. I used different IRT models to ...
1answer
2k views

### t-distribution parameter estimation

I know there are already several threads on this, but none seem to explicitly cover what I want. I have a set of financial data (pulled straight from Bloomberg) and am trying to fit a t-distribution (...
3answers
130 views

### Can you ever have known parameters?

Maybe a bit of a philosophical question - but can you ever truly have known parameters in data? I have a set of data for which the dataset is complete, but the parameters will still be estimates i ...
1answer
590 views

### Fitting t-distribution to data and deriving moments

I'm fitting the t-distribution to financial data and I know of two methods to do this using R: (A) fitdistr(mydata, "t") Output: ...
1answer
246 views

### Gaussian process scale targets

I am currently playing around with Gaussian process regression. I discovered some confusing facts that I would like to be answered: When I optimize the parameters like the length and error terms for ...
1answer
620 views

### Smoothing parameter for spline curve with duplicate points

I have body mass and age data for a population of individuals. I want to fit a cubic smoothing spline curve to the data. I'm using smooth.spline in R, which warns against using cross-validation to ...
1answer
64 views

### Formula for cross-classified (a.k.a., crossed random factors) mixed effects model with interaction between two “second level” variables

I have a crossed-classified (Hox, 2010) mixed effects model—also known as crossed random factors (West, Welch, & Galecki, 2015), but I am struggling with how to write the formula for an ...
1answer
68 views

### Sampling parameters from exponential family

So suppose PDF $f_{X|\theta}(x_1,...,x_n;\theta_1,...,\theta_m)$ is from the exponential family. Is there any theory or general guidelines for sampling parameters from this PDF? This question is not ...
1answer
117 views

0answers
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### Why glmnet can be calculated parameters for all category?

For my understanding, multinomial logit model requires to restrict the parameters for one category to zeros. However, package{glmnet} seems to allow different parameters to every class. Could someone ...
1answer
163 views

### Some questions about exponential families

Regarding the book The Bayesian Choice I understand most of chapter three on exponential families, but there are two parts I have trouble understanding. The first is Considerf(x|\theta)=h(x)\...
1answer
505 views

### What is the difference between the parameters and the moments of a distribution?

What is the difference between the parameters and the moments of a distribution? Are the moments of the distribution (mean, sd etc.) simply also parameters of a distribution?