# Questions tagged [self-study]

A routine exercise designed to test one's knowledge; often from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

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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 ...
193k views

### An example: LASSO regression using glmnet for binary outcome

I am starting to dabble with the use of glmnet with LASSO Regression where my outcome of interest is dichotomous. I have created a small mock data frame below: <...
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### Find expected value using CDF

I'm going to start out by saying this is a homework problem straight out of the book. I have spent a couple hours looking up how to find expected values, and have determined I understand nothing. ...
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### How are regression, the t-test, and the ANOVA all versions of the general linear model?

How are they all versions of the same basic statistical method?
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### Interview question: If correlation doesn't imply causation, how do you detect causation?

I got this question: If correlation doesn't imply causation, how do you detect causation? in an interview. My answer was: You do some form of A/B testing. The interviewer kept prodding me for ...
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### Visually interesting statistics concepts that are easy to explain

I noticed on Math Stack Exchange a terrific thread which highlighted a number of very visually interesting math concepts. I would be curious to see graphics/gifs which anyone has that very clearly ...
118k views

### What is the derivative of the ReLU activation function?

What is the derivative of the ReLU activation function defined as: $$\mathrm{ReLU}(x) = \mathrm{max}(0, x)$$ What about the special case where there is a discontinuity in the function at $x=0$?
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### Taking the expectation of Taylor series (especially the remainder)

My question concerns trying to justify a widely-used method, namely taking the expected value of Taylor Series. Assume we have a random variable $X$ with positive mean $\mu$ and variance $\sigma^2$. ...
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### McFadden's Pseudo-$R^2$ Interpretation

I have a binary logistic regression model with a McFadden's pseudo R-squared of 0.192 with a dependent variable called payment (1 = payment and 0 = no payment). What is the interpretation of this ...
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Consider a mean-centred AR(2) process $$X_t=\phi_1X_{t-1}+\phi_2X_{t-2}+\epsilon_t$$ where $\epsilon_t$ is the standard white noise process. Just for sake of simplicity let me call $\phi_1=b$ and $\... • 453 25 votes 2 answers 220k views ### How do I calculate the variance of the OLS estimator$\beta_0$, conditional on$x_1, \ldots , x_n\$?

I know that $$\hat{\beta_0}=\bar{y}-\hat{\beta_1}\bar{x}$$ and this is how far I got when I calculated the variance: \begin{align*} Var(\hat{\beta_0}) &= Var(\bar{y} - \hat{\beta_1}\bar{x}) \\ &...
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### How do you "control" for a factor/variable?

To my understanding, "Control" can have two meanings in statistics. Control group: In an experiment, no treatment is given to the member of the control group. Ex: Placebo vs Drug: You give drugs to ...
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### What is a distribution over functions?

I am reading a textbook Gaussian Process for Machine Learning by C.E. Rasmussen and C.K.I. Williams and I am having some trouble understanding what does distribution over functions mean. In the ...
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### Simulating draws from a Uniform Distribution using draws from a Normal Distribution

I recently purchased a data science interview resource in which one of the probability questions was as follows: Given draws from a normal distribution with known parameters, how can you simulate ...
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