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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Reading tips on longitudinal mixed models and mediation

I'm a Swedish PhD student in psychology looking for advice on what to read to understand linear mixed models in a longitudinal context better. We're running a RCT with two active groups and weekly ...
1 vote
0 answers
20 views

Proof of lower bound of Cohen's kappa

Can anyone refer me to a paper or book showing that Cohen's kappa is bounded below by $-1$? I've read various papers stating this, but I have never found a complete proof. This question was asked here,...
nahp's user avatar
  • 111
0 votes
0 answers
28 views

The joint distribution of a normal random variable and a distribution-free random variable [closed]

I'm working on a proof that involves the joint distribution of the sample correlation, Pearson's $r$, computed on a random normal bivariate sample $(X,Y)$; and $m$, the number of paired observations ...
virtuolie's user avatar
  • 528
0 votes
0 answers
11 views

"Time stratified" regression model?

I'm sure this type of model has a name but I can't for the life of me find the correct keyword to look it up. For each $t \in \{0, 1, \ldots, T \}$, suppose I have $n$ data tuples $\{ (X_{0,t}, Y_{0, ...
Anthony's user avatar
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1 vote
0 answers
47 views

Is there a good review on complete class theorems?

I'm trying to get an overview of the various results called "complete class theorems" and their relatives, especially the ones that say things along the lines of "every admissible ...
N. Virgo's user avatar
  • 416
5 votes
1 answer
112 views

What is a good real-life example of using correctly the Neyman-Pearson hypothesis testing framework?

I've read a couple of theoretical explanations of what it is (in particular this thread: When to use Fisher versus Neyman-Pearson framework?), but so far I didn't find real-life examples of people ...
Coris's user avatar
  • 53
5 votes
0 answers
88 views

Is there an English translation of Ladislaus Bortkiewicz’s book “The Law of Small Numbers" (1898)?

I finished reading Deaths by horsekick in the Prussian army – and other ‘Never Events’ in large organisations. It led me down a rabbit hole of thinking about Poisson point processes modelling demand ...
Galen's user avatar
  • 8,185
0 votes
0 answers
5 views

Literature on discriminatory model VS discriminatory feature

I have a dataset with 200 individuals, 50 features and an outcome variable with 2 levels. The majority of features are not (statistically) significantly different (T-test, Kolmogorov-Smirnov test). I ...
amr95's user avatar
  • 13
0 votes
1 answer
39 views

what book should I read to learn inferential statistics? [closed]

I am not a statistics student so I have no clue about inferential statistics. All I learned was descriptive stats. I am currently conducting research to find if two groups are similar/not. I have ...
Zel's user avatar
  • 9
0 votes
1 answer
29 views

Clustering of large text datasets with unknown number of clusters

I have a list of hotel names which may or may not be correct, and with different spellings (such as '&' instead of 'and'). I want to use clustering in order to group the hotels with different ...
user480840's user avatar
8 votes
3 answers
1k views

Median of a set with even number of elements

Consider the following sample of numbers: 9,18,11,14,15,17,10,69,11,13 Since there are 10 elements, the median of the set would be (13+14)/2 = 13.5 However, is it wrong to say that median is one of 13 ...
user avatar
1 vote
2 answers
88 views

Why do information criteria provide consistent estimation of the lag order?

Consider the following $AR(p)$ model $$Y_{t}=\sum_{j=1}^{p}\phi_{j}Y_{t-j}+\epsilon_{t},$$ where $\epsilon_{t}\sim i.i.d\ \mathcal{N}(0,\sigma^{2}).$ Say we have samples $t=1,\dots, T$. The true lag ...
JacobsonRadical's user avatar
1 vote
0 answers
47 views

What is the connection between permutation tests and rank tests?

I was trying to understand the null hypothesis of the Wilcoxon rank sum test and thought that the null distribution of the rank sum could be obtained by a permutation test/Monte Carlo test. If this ...
Ggjj11's user avatar
  • 1,192
0 votes
0 answers
19 views

Universal approximation theorem for neural networks reference

On Wikipedia, a nice theorem is given: However, I can not find the stated theorem in the given references. So where is the stated theorem from?
tamtam_'s user avatar
  • 168
1 vote
0 answers
78 views

Datasets with multiple maximum likelihood estimators

There is a sizeable body of literature on the issue of multiple maximizers in maximum likelihood estimation, such as https://projecteuclid.org/journals/statistical-science/volume-15/issue-4/...
Tom Solberg's user avatar
3 votes
1 answer
61 views

How do bookmakers update their odds in real-time?

I wasn't satisfied with the answers on this question, so I'm asking again: how do bookmakers adjust their implied probabilities as bets arrive sequentially? Suppose there are four things to bet on, ...
Taylor's user avatar
  • 20.4k
3 votes
2 answers
153 views

Item Aggregation Methods in CFA

I've been trying to find any references which have discussed the legitimacy of any item aggregation methods prior to conducting CFA, but I'm coming up short. Here's my context: Large survey with 6 ...
Peter Wesley Odom's user avatar
0 votes
1 answer
44 views

Statistical testing on non-random sample?

I am working with a non-random sample in an observational study but would like to do statistical testing to show certain trends and processes. Statistical tests assume random sampling, which is not ...
manaTEA's user avatar
  • 103
8 votes
1 answer
283 views

Regression At Scale: Best Practices Around Ensuring Quality of a Large Numbers of Forecasts

Background Often I am forecasting possibly one up to a few dozen variables in a project, but I have an upcoming project that will involve forecasting thousands of variables. I have some ideas of my ...
Galen's user avatar
  • 8,185
4 votes
0 answers
41 views

A Short Video to Explain Causal Inference to Non-Technical Audiences

I thought this question might be too much like a shopping question so I initially asked in Ten Fold, but it was suggested that I ask here. Here is my original question: Anyone have suggestions on ...
Galen's user avatar
  • 8,185
1 vote
0 answers
15 views

Multiplicative BIASES in Log-Log regression

When we try to estimate elasticities by regression, we usually estimate the following regression model: $$ln(y) = \beta_0 + \beta_1 ln(x_1) + \dots + \epsilon$$ When we expect to have endogenous ...
Athaeneus's user avatar
  • 123
1 vote
0 answers
53 views

Who was the first to notice that the bias can be decomposed into model bias and estimation bias?

As the title says, who was the first to notice that the bias can be decomposed into model bias and estimation bias? For reference, I'm talking about the quantities here at page 224 eq. (7.14) https://...
rick's user avatar
  • 11
0 votes
0 answers
6 views

References for soft constraints definition

I am looking for some reference that defines or presents in a clear way the concept of "soft constraints". The context: I writing an article. For a particular problem, I propose a solution ...
Renato Fernandes's user avatar
3 votes
1 answer
71 views

What paper did Hall suggest the queuing rule of thumb $s \geq \max ( 1, \rho + \sqrt{\rho})$?

According to this site: Hall (1991) cited an argument of his previous paper that operation research profession could and should be more scientific and less mathematical. In fact, Hall also suggested ...
Galen's user avatar
  • 8,185
3 votes
1 answer
99 views

Building the best proxy for an economic indicator

I've been asked to help people from the Economics Department with an index A which is a geographically restricted GDP. This index was expensive to calculate, so they have data on it only for 1993-1999 ...
hamath's user avatar
  • 83
2 votes
1 answer
56 views

Seeking References for Mediation and SEM Best Practices

Preamble Recently, a colleague approached me with a dataset$^1$ that they wanted to use to compare several competing mediation models using structural equation modeling (SEM). The models are simple, e....
Preston Botter's user avatar
2 votes
0 answers
43 views

How should I combine “typical” and “yesterday” self-reports?

I have inherited a long-running survey with two measures of individual behavior. Edits: clarifying that this is not about drinking behavior; it’s not, and I only used that to try and illustrate. It ...
dholstius's user avatar
  • 141
1 vote
2 answers
79 views

Seeking Papers with Significant Associations in Univariate but not in Multivariable Analysis Due to Sample Size

I am looking for example scientific papers in which association works (p-value < 0.05) in a univariate setting but is not significant in multivariable analysis due to low sample size (p-value > ...
0 votes
0 answers
18 views

How to perform a sensitivity analysis on time series in- and output

I want to do a computer model calibration on a physics model by inverse estimating scalar input parameters. Unfortunately the simulation takes a high number of time series as input as well as output. ...
ZenDen's user avatar
  • 1
1 vote
0 answers
35 views

Finding a modern derivation of the biserial correlation

Jacobs (2017) states a formula for the biserial correlation coefficient, citing Pearson's original (1909) paper. I find that old paper hard to read. Does anyone know of a modern derivation of the ...
Mohan's user avatar
  • 865
0 votes
1 answer
32 views

Number of data to perform parameter estimation

I found a rather old post (How large should a sample be for a given estimation technique and parameters?) about a rough estimate of the number of data needed when performing parameter estimation via ...
David G.'s user avatar
  • 103
0 votes
0 answers
30 views

Data driven approach to binning conditions based on a histogram

(Please note that this is all hypothetical at this point and the data specifics should not matter that much). Let's say I have a dataset where participants took a certain amount of time to complete a ...
grace.cutler's user avatar
0 votes
0 answers
13 views

Mean-parameterizable models that have invariant concentration functions, but that aren't translation-invariant?

Definitions: Sorry for the ad hoc terminology -- comments or answers that provide pointers to standard terminology would be much appreciated. For simplicity I'd like to restrict discussion to real-...
hasManyStupidQuestions's user avatar
0 votes
0 answers
41 views

Good textbooks to study the Sample design

I am going to write some tests on advanced topics on Statistical sample survey methodologies, which includes following topics like below Simple random sampling, Systematic sampling, PPS sampling, ...
4 votes
2 answers
156 views

Confidence interval for proportion assuming binomial distribution when observed proportion is exactly 1 (or 0) [duplicate]

I have a simulation (a set of 200 iterations) which I used to compute a confidence interval for average statistical power. In binomial approximation, I know that the standard error is computed as $\...
Dovini Jayasinghe's user avatar
0 votes
0 answers
26 views

Bayesian inference on an interval probability

I am an engineering student and grappling with some statistical concepts for my research study. I would like to get some suggestions on how to tackle this problem properly. Problem description (see ...
ian's user avatar
  • 41
1 vote
2 answers
119 views

Building a Mixed Effects Logistic Regression in R for Panel/Longitudinal Data

I have a dataset with 200 firms, each with 7 years of data on several numerical and categorical/factor variables, say, $(x_1,...,...
thatsroughbuddy's user avatar
2 votes
1 answer
61 views

What references assert that the effect size of a nonsignificant covariate may be high?

An answer to a FAQ notes: The effect size of a covariate may be high, even if it is not significant. Does anyone know of papers I can reference to support that assertion? FWIW, I do understand why ...
Mohan's user avatar
  • 865
1 vote
0 answers
51 views

Best Textbook for a Rigorous Treatment of Panel Data

I was wondering which book you recommend for a treatment of panel data that is both rigorous and intuitive. What do you recommend among Wooldridge(2010), Baltagi(2021), and Hsiao(2022)? I studied ...
John M.'s user avatar
  • 301
2 votes
0 answers
23 views

High Standard deviation for regression coefficient in multilevel model with random slopes compared to fixed slopes

Recently, I compared two multilevel models of the same data: One with fixed slopes: R Code: ...
C K's user avatar
  • 51
3 votes
1 answer
78 views

Within-group and between-group variation in real life processes?

In the context of Statistical Process Control (SPC), control charts are used to monitor a process over time and detect shifts in the mean or variation. The traditional Shewhart $\bar{X}$ charts makes ...
Bergson's user avatar
  • 97
0 votes
0 answers
43 views

statistics and probability textbook for data science and machine learning [duplicate]

I want to learn statistics and probability for machine learning and data science, and I'm don't know what textbook I should use for self-study. Now my choice is between The Elements of Statistical ...
0 votes
0 answers
79 views

Reference about the Bowley’s coefficient of skewness

Introduction. In a test, I would like to use both the Fisher's moment coefficient of skewness (Joanes, 1998) $g_{\text{Fisher}} = \frac{m_3}{{m_2}^{3/2}} = \frac{\frac{1}{n}\sum_i (x_i - \overline{x})^...
Ommo's user avatar
  • 270
6 votes
2 answers
124 views

Designing an experiment to assess the form of a distance measure

BACKGROUND: I do research in budget-proposal aggregation: each person reports their ideal budget-allocation, and a central authority has to decide on an actual budget-allocation. An important ...
Erel Segal-Halevi's user avatar
2 votes
2 answers
74 views

What are some good resources on Bayesian unconditional power analysis, besides John Uebersax's article?

I refer to the article "Bayesian Unconditional Power Analysis" by John S. Uebersax (2007). I'd like to explore the subject further. I haven't checked yet the references that the Uebersax's ...
2 votes
0 answers
104 views

Textbook Recommendation other than ESL [duplicate]

My current background is as follows: (core subjects only) Math : Linear Algebra, Analysis, (half of) Measure TheoryStats : Mathematical Statistics, Regression Analysis, Multivariate Analysis "...
jason 1's user avatar
  • 257
0 votes
0 answers
18 views

Give the distribution of an asymptotically Normal statistic, conditional on a function of sample ranks, and describe regression parameters

I'd like to write the following, about conditioning a normal r.v. on a rank statistic, but I'm unable to recall a specific theorem or theorems I can cite: "Let $\hat{\rho}$ be an asymptotically ...
virtuolie's user avatar
  • 528
1 vote
0 answers
31 views

Which book help us to do the best EDA for data science? [closed]

I am new at data science. I would like to make ML models in orde to make predictions, but I am lost when I have to make interpretations to data... I would really like to understand the data with ...
0 votes
0 answers
12 views

Using standardized residuals from a previous chi-square analysis as an IV in a regression

I have an analysis I'm considering, and I'm not familiar enough with the statistical details to tell if there are any potential errors. I've done my best to describe the analysis briefly below. I ...
user401553's user avatar
7 votes
1 answer
430 views

What is a good journal for submitting my article on a conjecture in theoretical statistics, re: ancillary complement for correlation?

I'm working on a draft of a statistics article, and I'd like to plan for the journal where I'll ultimately submit. My problem is, the article topic is somewhat abstract—it's a conjecture in ...

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