# Questions tagged [variance]

The expected squared deviation of a random variable from its mean; or, the average squared deviation of data about their mean.

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### Ideal Settings for Longitudinal Models?

The way I see it, logically speaking - Longitudinal Data (e.g. medical patients being measured repeatedly over a period of time) can have one of two forms: Case 1: All observations are measured ...
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### How to derive variance of an AR(1) model?

I am trying to derive the variance of $Y_t$ and $X_t$. Please help.
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### Compare variance across time

I have an analysis question. Unfortunately my biostats collaborator is no longer involved in the project. We have a dataset of n=6 people. the study was terminated early due to covid but we are still ...
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### How could proving the result of variance of estimator in Latin Hypercube Sampling

Ok i almost freak out of this!!!! i've to doing some presented about this paper (M.D.MCKAY,J.BECKMAN, W.J.CONOVER (1979). It's about comparing methods for selecting values (Random Sampling, Stratifed ...
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### Variance of random walks in time series analysis [duplicate]

“For a random walk stochastic process, the variance is infinite.” Do you agree? Why?
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I've been doing a EFA with ML extraction and Promax rotation, whereby three factors were extracted. For reporting the results, I was wondering whether to use the 'Initial Eigenvalues' or the '...
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### variance of Y based on a simple linear regression of X in which the slope and intercept are not constants

Consider a linear regression $y = aX + b$, where mean(a) = 5, SE(a) = 0.5; and mean(b) = 3, SE(b) = 0.1. When a and b are constants, $Var(Y) = a^2 Var(X)$. Do the SE's make a and b non-constants? If ...
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### How is the difference between 2 normal distributions a normal distribution? [duplicate]

I've learned that if we sum or subtract 2 normal distributions, the result would be another normal distribution with $\mu=\mu_{1}\pm\mu_{2}$ and $\sigma=\sqrt{\sigma_{1}^2+\sigma_{2}^2}$ https://www....
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### Variance functions for Poisson, negative binomial

I'm having some trouble understanding how the variance functions of the Poisson or negative binomial tie in to the standard errors on the coefficients. I'm mentioning 2 models because I'm not sure if ...
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### How do I prove the general formulation of LRV to verify that LRV for AR(1) is in fact (σ²)/(1-α)²

I understand the equations separately but don’t know how they are connected! Please give me an explanation / hint Given the AR(1) structure, the long run variance (LRV) of Xt is known to be (σ²)/(1-α)...
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### Examining stationarity, mean and variance of time series

Hi guys, I encounter this question for a Business Forecasting module and I am very confused by it. Firstly, this looks like an autoregressive model of order 1. From the looks of it, the φ coefficient ...
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### How is the standard deviation of random effects estimated?

For example, the sd of the random intercept reported by lme4 when I use lmer or glmer is much higher than if I just calculated the sd on the list of intercepts generated from ...
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### How to correctly analyse a reduction in variance, and a trend towards a desired value over time?

I have a dataset consisting of some integer values collected over a series of five games, and was hoping someone might be able to recommend an appropriate test to determine whether: the interquartile ...
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### How do I derive the variance of OLS estimators when I have dummy explanatory variables?

I know this isn't the smartest question, however I need to derive the variance of the OLS estimators in a Simple Linear Regression Model when the explanatory variable is a dummy one and all the ...
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### Variance of the sum of multiple random number generators

Let's assume I have "n" random number generators, each one has a different variance value, but has the same mean value, zero. If I generate "n" random numbers with these generators,...
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### How to optimize transform function to make the variance and mode of the variance roughly stable?

\$ curl -s https://i.stack.imgur.com/rl1eT.gif | tail -c +43 | zcat x y x2 2030667 x2 2343967 ... I have data like the above. If you compute the mean and ...
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