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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1answer
11 views

Relevance of assumption of normality, ways to check and reading recommendations for non-statisticians

I started reading around the topic of modern robust methods, consulted various statistics texts and did some research on the CV forum. I ended up being rather confused regarding the relevance of the ...
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0answers
24 views

Which modern robust methods should be used (under what circumstances/as a standard)? [closed]

I started reading about modern robust methods as an alternative to classic parametric techniques because I keep encountering issues with normality and, at times, violations of other classic parametric ...
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0answers
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Suitable definition of breakdown point for estimators of bounded statistics (i.e constrained estimation)

Let $\Theta$ be a nonempty compact subset of $\mathbb R^d$. For example, the reader may think of the closed unit-ball $\Theta := \{\theta \in \mathbb R^d \mid \|\theta\|_2 \le 1\}$. Consider an ...
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0answers
13 views

Code availability for Bayesian inference based resolution of Simpson’s Paradox

I went though this blog. It describes how to compute the effect of an intervention involving a situation like Simpson’s Paradox. They are basically trying to answer a what-if question and they show ...
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0answers
39 views

What are some reference to teach Stat to business students?

I am going to teach a Statistics course next year and I should cover the basics of probabilities and statistics to undergrad students in business. They don't have any background in probability, so, at ...
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6answers
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What are some examples that require the use of Sinusoidal Regression?

I am interested in knowing where do regression models of the form: $$ \phi(x,A,B,C)=A\sin(kx+B)+C $$ for a given $k\in\mathbb{R}$ are applied in domains such as engineering and science. What example ...
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1answer
26 views

Book recommendation about Factor Analysis

Hello StackExchange community, I'd like to study some concepts related to varimax rotation, Average variance extracted, Kaiser-Meyer-Olkin, Bartlett's test, ... Do you know a book where I can learn ...
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2answers
37 views

Book suggestions for survival analysis

I'm trying to learn more about survival analysis and I could really use some suggestions for good texts on the topic. I have a fairly strong background in applied statistical analyses (quantitative ...
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0answers
13 views

Consistency and Asymptotic Normality in Generalized Linear Mixed Models

I am looking for a general, and perhaps classical, reference with a proof of the consistency and asymptotic normality of marginal maximum likelihood estimators of the parameters of generalized linear ...
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0answers
15 views

Resources on Weight of Evidence?

I've been toying (and getting some good results) with Weight of Evidence (and associated Information Value) to build logistic regression baseline for ML problems. If I remember correctly I've been ...
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1answer
14 views

Classical logistic regression VS Firth logistic regression: comparison in power

I understand that in case of separated data, logistic regression via ordinary MLE has an upward bias in the p values, which implies that any penalized MLE designed to reduce this bias will have more ...
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1answer
18 views

Concentration Bounds for categorial distribution with good Dirichlet prior

I would like to know if there are any standard methods for analyzing the concentration bounds (for example Hoeffding's bound) for a multinomial distribution modelled with a Dirichlet prior, with the ...
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1answer
15 views

Paper on kernel smoothing directly in frequency space

I'm looking to re-read a paper I read 2-3 years back, but my search-fu is failing me now at finding it again. The paper was about a new (at the time) approach for kernel smoothing by implicitly ...
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0answers
14 views

Concise introductory/elementary statistics book with more difficult/challenging than usual exercises?

As the title suggests, I am looking for a concise (i.e. not 400 pages) introductory/elementary statistics book with more difficult/challenging than usual exercises (the exercises in most introductory ...
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1answer
22 views

Articles about data analysis workflow

I am a non-statistician. I have to write a non-English article about my data analysis workflow for a particular epidemiological regression analysis that I conducted. The article will cover my workflow ...
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2answers
320 views

What are differences between industrial statistics and social science statistics/econometrics that are potential stumbling blocks?

Main question up front: what are differences between econometrics/social science statistics that and industrial statistics that people switching between the two should be are of? I got a PhD in ...
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0answers
18 views

Multivariate time series analysis - where to start

What I have: Multiple sensors which are measuring different parameters, e. g. temperature and pressure. 1 value each second. Let's call them A and B. I assume (as a first approximation) that these ...
2
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1answer
39 views

Reference Request- Summary of Common Loss Functions and their derivatives? [closed]

I am creating a summary for my course (and in general for further studies) and I would like to include a part with a general summary over the most common loss functions and their derivatives (if they ...
2
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0answers
27 views

What is the “lower bound average gain” metric used in GMM stopping criterion used in Scikit learn?

In Scikit Learn's GMM class, it says that GMM training algorithm stops according to the "lower bound average gain" https://scikit-learn.org/stable/modules/generated/sklearn.mixture....
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1answer
110 views

Qualitative data analysis for statisticians?

Occasionally in my professional work, I've run into the need to analyze qualitative data. Because of some assistance I've had from non-statistician colleagues, I've learned about techniques such as ...
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3answers
68 views

MOOC on Causal analysis - Recommendations for software engineer

Am a software guy with no background in causal inference. While I am now familiar with prediction techniques due to plethora of courses available online, I would like to seek recommendations from ...
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4answers
101 views

Step by step reference on machine learning for survival analysis?

I want to apply machine learning methods to survival analysis. This is, I have a sample of survival times $(t_1,...,t_m)$, censoring indicators $(\delta_1,...,\delta_m)$, and covariates ${\bf{x}_i}$, $...
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1answer
95 views

History of the term “early stopping”

Who first used "early stopping" to refer to a form of regularization by stopping training before convergence? I have attempted to search myself but I am not sure how to find the answer. Was ...
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0answers
23 views

Textbook suggestion: Multivariate Data Integration and PLS

Apparently Partial Least Squares regression is very used in my field of research. I am looking for an applied textbook that covers Multivariate Data Integration methods, especially PLS and ideally its ...
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1answer
44 views

Good reference book for linear statistical models? [duplicate]

My Ph.D. training is mostly in applied mathematics. I'm interested in learning materials of linear statistical models, especially their applications in data science or statistical machine learning. Is ...
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0answers
8 views

Spatial point pattern modelling where the observation of points are uncertain?

I am wondering if there is any literature on this issue. My problem here is not regarding the location uncertainty of the points, it is rather that I am not sure if a point is indeed an event ...
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0answers
9 views

Spatial change-of-support from coarser areas to smaller, nested areas

I'm working with survey data and for $N$ larger domain units (in this case, spatial) I have an estimate of some response variable $y_i$ and covariate vector $x_i$ for $i\in \{1,...,N\}$. In each of ...
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0answers
22 views

Why is the block size in ResNets usually 2 or 3 layers and not more?

Is there a reason why only 2 or 3 layers are skipped by a shortcut connection? What benefits would it have to skip more than 3 layers? I do not find an obvious answer besides that increasing the block ...
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0answers
11 views

Linear model vs duration model

I'm wondering what are the advantages of duration models vs linear, treatment effects models. Does anyone have any advise or references?
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0answers
53 views

Statistical modelling books that DON'T go easy on the math

I'm looking for a book on statistical modelling techniques that doesn't skimp on the derivations, probability theory, calc and linear algebra. A lot of books seem to be designed for people who don't ...
2
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1answer
69 views

Reference request for contemporary monographs on minimax theory

Are there any contemporary monographs on minimax theory$^1$, and if so, what are they? So far, I have seen minimax theory given some treatment in Theory of Point Estimation by Lehmann and Casella (...
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3answers
77 views

Looking for modern references in Mathematical Multivariate Statistics

I know this question has been asked many times but all the answers seem to suggest old books or otherwise do not seem updated. Also, most these questions do not really seem to cater to my particular ...
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0answers
11 views

Is polynomial regression doomed to only work for data set with tiny amount of features?

Consider curve fitting for a dataset $D = \{(x_i, y_i)\}$, $i = 1, \ldots, N$, $x_i \in \mathbb{R}^f$, $y_i \in \mathbb{R}$. Here, $f \in \mathbb{N}$ is the number of features associated with the data....
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0answers
35 views

When and why to use specific probability distributions?

I'm a graduate mathematics student and I've taken several courses on statistics, probability theory, stochastic processes and machine learning. In all the textbooks I consulted and all the classes I'...
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0answers
8 views

AdaBoost Regression Prediction Inequality

I have created an AdaBoost regression model from scratch in Python but ran into a rare occurrence where a prediction can not be made for an observation in the testing data. I have followed section 3 (...
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1answer
41 views

Scaling formula (reference required)

I came across a very good scaling formula to scale theta based on Item Response Theory to the scale of 31-68. The original post is here. The formula looks like this: $f(x) = \frac{(b-a)(x-min)}{max-...
2
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5answers
119 views

Recommendations for Linear Algebra Self Study (PhD preparation)

This is my first post, so I do apologize if I’ve missed something important. I’m preparing to pursue a PhD in statistics, and I’ve recently realized that my linear algebra knowledge is not “up to par.”...
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0answers
78 views

Books / Guides / Courses for mixed model? [duplicate]

I have started working for a pharmaceutical firm as a junior statistician recently . In the daily basis I work with lots of studies where I have to apply the mixed models in order to demonstrate the ...
0
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1answer
23 views

How is the threshold parameter practically selected for Scikit learn's decision tree algorithm and how to determine depth of tree?

I am referring to the so-called optimized CART algorithm that is explained on Scikit learn's website: https://scikit-learn.org/stable/modules/tree.html#mathematical-formulation I would appreciate if ...
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0answers
38 views

How are parameters in graphical models learnt?

This is a request of a good reference. I wanted to have a better understanding of graphical models and I am reading "Pattern recognition and machine learning" of Bishop. chap. 8 (Graphical ...
3
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1answer
86 views

Testing pre-trend in DID

I follow Dasgupta, 2019 to set up the control and treatment variables for staggered implementation of laws among countries as events. The treatment and control groups are explained in one topic. I am ...
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0answers
16 views

validation and test set definition for active learing with rare classes

Context I've got an active learning problem with an event rate of about 1%. The data is a panel, individuals over time. We have a proxy label that is highly correlated with the true label within ...
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0answers
8 views

Best practices for creating a customized report based on user form input?

My Question What are the best practices for creating a customized report based on a user form input? Specifically, how do I create an easy to maintain system which takes user input which is collected ...
4
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1answer
81 views

Posterior derivation of normal model

Working through the book Bayesian Essentials with R by Jean-Michel Marin & Christian Robert I am trying to work out the posterior for the model given on page 29 when the data is from a normal with ...
2
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1answer
40 views

Is there a definitive source for interpreting effect sizes?

I have used Kruskal-Wallis and Wilcoxon's rank-sum test for some analysis. For calculating the corresponding effect sizes, I have used: epsilon-squared for the Kruskal-Wallis test r-squared for ...
1
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1answer
31 views

Two question about a decision tree algorithm I found online

I am trying to learn decision trees but it has been difficult because the examples are extremely long and tedious and everybody seems to have a different algorithm in mind After some digging I found ...
3
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1answer
33 views

Which is the original source for the Augmented Dickey Fuller test?

Which paper first introduces the Augmented Dickey Fuller (ADF) test? Wikipedia does not mention any particular citations this paper (#1 on google scholar when searching for the test) does not ...
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0answers
10 views

panel data model and variable selection?

I am looking for a reference to perform variable selection with panel data. I have 9 variables and want to test which variables to keep or remove. Someone recommended step-wise analysis, but I cannot ...
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0answers
9 views

Generalisation of the formula for a semi-partial correlation coefficient

There are several places (e.g. this SE answer), where the formula for the semi-partial correlation coefficient of a variable $x$ with $y$, controlling for another variable $z$, say, is given as $$ r_{...
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2answers
46 views

Statistics reference for measures of agreement?

I am looking for a statistically-oriented textbook (accessible to one who has knowledge of the material in Casella and Berger's text) which explains the theory behind measures of agreement - e.g., ...

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