# Questions tagged [references]

Questions seeking external references (books, papers, etc.) about a particular subject. Always use a more specific tag in addition.

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### Books for self-studying time series analysis?

I started by Time Series Analysis by Hamilton, but I am lost hopelessly. This book is really too theoretical for me to learn by myself. Does anybody have a recommendation for a textbook on time ...
136k views

### What is the best introductory Bayesian statistics textbook?

Which is the best introductory textbook for Bayesian statistics? One book per answer, please.
11k views

### Machine learning cookbook / reference card / cheatsheet?

I find resources like the Probability and Statistics Cookbook and The R Reference Card for Data Mining incredibly useful. They obviously serve well as references but also help me to organize my ...
51k views

### Why is the L2 regularization equivalent to Gaussian prior?

I keep reading this and intuitively I can see this but how does one go from L2 regularization to saying that this is a Gaussian Prior analytically? Same goes for saying L1 is equivalent to a Laplacean ...
2k views

### What does it mean that AUC is a semi-proper scoring rule?

A proper scoring rule is a rule that is maximized by a 'true' model and it doesn't allow 'hedging' or gaming the system (deliberately reporting different results as is the true belief of the model to ...
8k views

### $P[X=x]=0$ when $X$ is continuous variable

I know that for continuous variable $P[X=x]=0$. But i can't visualize that if $P[X=x]=0$, there is infinite number of possible $x$'s. And also why do their probabilities get infinitely small ?
19k views

### Introduction to statistics for mathematicians

What is a good introduction to statistics for a mathematician who is already well-versed in probability? I have two distinct motivations for asking, which may well lead to different suggestions: I'd ...
100k views

### What references should be cited to support using 30 as a large enough sample size?

I have read/heard many times that the sample size of at least 30 units is considered as "large sample" (normality assumptions of means usually approximately holds due to the CLT, ...). Therefore, in ...
36k views

### What book would you recommend for non-statistician scientists?

What book would you recommend for scientists who are not statisticians? Clear delivery is most appreciated. As well as the explanation of the appropriate techniques and methods for typical tasks: ...
42k views

### Free statistical textbooks

Are there any free statistical textbooks available?
13k views

### Mathematician wants the equivalent knowledge to a quality stats degree

I know people love to close duplicates so I am not asking for a reference to start learning statistics (as here). I have a doctorate in mathematics but never learned statistics. What is the shortest ...
173k views

### What is your favorite "data analysis" cartoon?

Data analysis cartoons can be useful for many reasons: they help communicate; they show that quantitative people have a sense of humor too; they can instigate good teaching moments; and they can help ...
46k views

### Free resources for learning R

I'm interested in learning R on the cheap. What's the best free resource/book/tutorial for learning R?
41k views

### Why the sudden fascination with tensors?

I've noticed lately that a lot of people are developing tensor equivalents of many methods (tensor factorization, tensor kernels, tensors for topic modeling, etc) I'm wondering, why is the world ...
8k views

### Theory behind partial least squares regression

Can anyone recommend a good exposition of the theory behind partial least squares regression (available online) for someone who understands SVD and PCA? I have looked at many sources online and have ...
25k views

There are several threads on this site for book recommendations on introductory statistics and machine learning but I am looking for a text on advanced statistics including, in order of priority: ...
3k views

### do(x) operator meaning?

I have seen the $do(x)$ operator everywhere in some literature review I am doing on Causality (see, for instance this wikipedia entry). However, I cannot find a formal and general definition of this ...
20k views

### Logistic regression and ordinal independent variables

I have found this post: Yes. The coefficient reflects the change in log odds for each increment of change in the ordinal predictor. This (very common) model specification assumes the the predictor ...
14k views

### Internal vs external cross-validation and model selection

My understanding is that with cross validation and model selection we try to address two things: P1. Estimate the expected loss on the population when training with our sample P2. Measure and report ...
59k views

### Real-life examples of common distributions

I am a grad student developing an interest for statistics. I like the material over-all, but I sometimes have a hard time thinking about applications to real life. Specifically, my question is about ...
21k views

### A normal divided by the $\sqrt{\chi^2(s)/s}$ gives you a t-distribution -- proof

let $Z \sim N(0,1)$ and $W \sim \chi^2(s)$. If $Z$ and $W$ are independently distributed then the variable $Y = \frac{Z}{\sqrt{W/s}}$ follows a $t$ distribution with degrees of freedom $s$. I am ...
9k views

### ML estimate of exponential distribution (with censored data)

In Survival Analysis, you assume the survival time of a r.v. $X_i$ to be exponentially distributed. Considering now that I have $x_1,\dots,x_n$ "outcomes" of i.i.d r.v.'s $X_i$. Only some proportion ...
4k views

### Probability theory books for self-study

Are there any good books that explain important concepts of probability theory like probability distribution functions and cumulative distribution functions? Please, avoid referring books like "...
3k views

### Is there a GLM bible?

Is there consensus in the field of statistics that one book is the absolute best source and completely covering every aspect of GLM - detailing everything from estimation to inference?
43k views

### Comprehensive list of activation functions in neural networks with pros/cons

Are there any reference document(s) that give a comprehensive list of activation functions in neural networks along with their pros/cons (and ideally some pointers to publications where they were ...
27k views

### Book for reading before Elements of Statistical Learning?

Based on this post, I want to digest Elements of Statistical Learning. Fortunately it is available for free and I started reading it. I don't have enough knowledge to understand it. Can you recommend ...
24k views

### Book recommendations for multivariate analysis

I'm interested in getting some books about multivariate analysis, and need your recommendations. Free books are always welcome, but if you know about some great non-free MVA book, please, state it.
4k views

### Good resources (online or book) on the mathematical foundations of statistics

Before I ask my question, let me give you a bit of background about what I know about statistics so that you have a better sense of the types of resources that I'm looking for. I'm a graduate student ...
6k views

### Idea and intuition behind quasi maximum likelihood estimation (QMLE)

Question(s): What is the idea and intuition behind quasi maximum likelihood estimation (QMLE; also known as pseudo maximum likelihood estimation, PMLE)? What makes the estimator work when the actual ...
239k views

### Statistics Jokes

Well, we've got favourite statistics quotes. What about statistics jokes?
75k views

### Linear kernel and non-linear kernel for support vector machine?

When using support vector machine, are there any guidelines on choosing linear kernel vs. nonlinear kernel, like RBF? I once heard that non-linear kernel tends not to perform well once the number of ...
5k views

### Is the logit function always the best for regression modeling of binary data?

I've been thinking about this problem. The usual logistic function for modeling binary data is: $$\log\left(\frac{p}{1-p}\right)=\beta_0+\beta_1X_1+\beta_2X_2+\ldots$$ However is the logit function,...
14k views

### What is the long run variance?

How is long run variance in the realm of time series analysis defined? I understand it is utilized in the case there is a correlation structure in the data. So our stochastic process would not be a ...
3k views

### Beta as distribution of proportions (or as continuous Binomial)

Beta distribution is related to binomial being also the distribution for order statistics. Probability mass function of binomial distribution is $$f(k) = {n \choose k} p^k (1-p) ^{n-k} \tag{1}$$ ...
32k views

### Econometrics textbooks?

Which good econometrics textbooks would you recommend? Edit: there are quite a few books out there, with varying levels of mathematical sophistication. It would be good to get some idea of how ...
178 views

### Unequal variance in randomized experiments to compare treatment with control?

Consider a randomized experiment to compare (one or more) treatment(s) with a control. Since groups are defined by random assignment, we should expect equal variances for a null-experiment (that is, ...
106k views

### How to intuitively explain what a kernel is?

Many machine learning classifiers (e.g. support vector machines) allow one to specify a kernel. What would be an intuitive way of explaining what a kernel is? One aspect I have been thinking of is ...
29k views

### Recommended books on experiment design?

What are the panel's recommendations for books on design of experiments? Ideally, books should be still in print or available electronically, although that may not always be feasible. If you feel ...
28k views

### How are the standard errors computed for the fitted values from a logistic regression?

When you predict a fitted value from a logistic regression model, how are standard errors computed? I mean for the fitted values, not for the coefficients (which involves Fishers information matrix). ...
3k views

### Introduction to causal analysis

What are good books that introduce causal analysis? I'm thinking of an introduction that both explains the principles of causal analysis and shows how different statistical methods could be used to ...
3k views

### Benefits of using QQ-plots over histograms

In this comment, Nick Cox wrote: Binning into classes is an ancient method. While histograms can be useful, modern statistical software makes it easy as well as advisable to fit distributions to ...
9k views

### Path to mathematical statistics without analysis background: ideal textbook for self study

I'm fairly mathematically inclined — had 6 semesters of Math in my undergrad — though I'm a bit out of practice and slow with say partial differential equations and path integrals my concepts come ...
19k views

### Reference book for linear algebra applied to statistics?

I have been working in R for a bit and have been faced with things like PCA, SVD, QR decompositions and many such linear algebra results (when inspecting estimating weighted regressions and such) so I ...
45k views

### When and how to use standardized explanatory variables in linear regression

I have 2 simple questions about linear regression: When is it advised to standardize the explanatory variables? Once estimation is carried out with standardized values, how can one predict with new ...
75k views

### Comparing levels of factors after a GLM in R

Here is a little background about my situation: my data refer to the number of prey successfully eaten by a predator. As the number of prey is limited (25 available) in each trial, I had a column &...
1k views

### What are the merits of different approaches to detecting collinearity?

I want to detect whether collinearity is a problem in my OLS regression. I understand that variance inflation factors and the condition index are two commonly used measures, but am finding it ...
4k views

### Best suggested textbooks on Bootstrap resampling?

I just wanted to ask which are in your opinion the best available books on bootstrap out there. By this I don't necessarily only mean the one written by its developers. Could you please indicate ...