All Questions

1
vote
1answer
23 views

Expectation, variance and autocorrelation of a “complex” AR(1) function

I'm preparing the exam for "stochastic models" and I encountered this exercise which is giving me a lot of problems: Let $$X_t=\phi X_{t-1}+\epsilon_t, ~~~~~~~~~~\epsilon_t \sim WN(0, \sigma^2)$$ ...
0
votes
0answers
10 views

Two predictor variables are partially related. How do I handle them before performing logistic regression [on hold]

I have a predictor variable called poutcome variable which has three levels (success, failure, nonexistent). For all nonexistent values another variable pdays value is 0 but success and failure could ...
0
votes
1answer
29 views

Why multiply an error by itself minus one? [on hold]

I'm trying to understand how the optimisation is working in an algorithm. In support of the optimisation, errors are calculated. For one type of error, before it returns the value, it multiplies it ...
0
votes
0answers
7 views

Calculating the gradient used by the Jacobian-based Dataset Augmentation in Keras [migrated]

I am trying to understand my mistake when calculating the sign of the gradient used by the jacobian-based dataset augmentation published in https://arxiv.org/abs/1602.02697 " the sign of the ...
1
vote
0answers
15 views

Questions on Notation for PMF and Expectation

Before diving into the Stanford CS229 Machine Learning notes online, I decided to go through the course's notes on probability review and had a few questions. In section 2.2, it states A ...
0
votes
0answers
13 views

Confidence Interval for accuracy - Binomial?

Imagine we fit the same data mining model on 100 different validation datasets and accuracy is always exactly 95%. If we now use the Binomial proportion confidence interval we would have a standard ...
1
vote
1answer
23 views

Finding logged partial difference and the loglikelihood of GED PDF

I'm not so good at math, and i am trying to learn. I have a pdf function of GED (Generalized Error Distribution) as showed: I need to find the partial differential of the logged pdf with respect to ...
0
votes
0answers
9 views

Combining Results of Simulation Replications (Random-Intercept Logit Models under Confounding)

I've written some simulation code in R to learn about the behavior of a random-intercepts logit model under varying degrees of confounding. The simulated scenario is three points in time, two groups, ...
-1
votes
0answers
7 views

Find typologies within population [on hold]

I think I screwed up my master thesis with a bad questionnaire. I have a total of 21 Likert statements which are in one big pile and not really sorted. I also have various nominal questions. I would ...
0
votes
0answers
5 views

Combining Risk Scores based on Different Models

Let's say for example there are two models for different medical conditions that fall under the general category of medical conditions. For condition one, we have m features, and we built a ...
0
votes
0answers
4 views

Change color of points on a plot based on index R [migrated]

I want to plot anomalies in a dataset with a different color. For that i generated random numbers, injected anomalies based on a condition, and them plotted them. But the plot that i am getting is ...
-1
votes
0answers
12 views

Calibration vs. Estimation in RBC Models [on hold]

What are the pro(s) and con(s) of estimation and calibration in RBC models in macro. Can you compare it?
0
votes
0answers
13 views

Help with fitting a panel regression model

How can I fit a panel model in which the outcome of interest, i.e., the dependent variable is at the county level and one of the explanatory variables is at national level? (e.g. The effect of a ...
0
votes
0answers
10 views

Count probability of average and variance of random variable with normal distribution [on hold]

Please verify my calculation for four exercises placed below. Example 1. Random variable $X$ has distribution $N(100; 10)$. Count $P(90 < \overline{X}_9 < 95)$. Example 2. Random variable $X$ ...
0
votes
1answer
21 views

How to use last predicted value as feature? NLP NER mission

I'm performing NER (Named entity recognition) For example: Seq: When Donald Trump announced... Tags: O B-Person L-Person O When I'm predicting ...
0
votes
1answer
28 views

A reward becomes a penalty if

I am working to build a reinforcement agent with DQN. The agent would be able to place buy and sell orders for a day trading purpose. I am facing a little problem with that project. The question is "...
0
votes
1answer
9 views

correlation with small range of data

I have two count variables. I want to calculate a Pearson correlation between them. However one of the variables only has a rangge of 1-7. Is it inadvisable to use Pearson correlation to study a ...
0
votes
0answers
11 views

IV-estimation vs. Heckman's selection model

I am trying to grasp the difference between IV-estimation and Heckman's selection model. I do that by considering the following set-up. My outcome if interest is y ...
0
votes
0answers
9 views

Strategy & interpretation for investigating possible interaction between continuous & categorical variable

I am working with glm in R. My predictors are one continuous variable (X_conti) and one categorical variable (...
0
votes
0answers
18 views

Calculating Beliefs from Factor Function

So I'm currently trying to work my way through this homework where I have to perform belief propagation and check that the resulting beliefs are calibrated. The situation is that we have the the ...
0
votes
0answers
11 views

R: How can I make a graph showing the distribution of my model vs the actual distribution by decile? [on hold]

At my company, we currently use a program that spits out the below graph for model fit. and I'm trying to replicate it in R. The graph splits it into deciles, then shows a line of the actual ...
0
votes
0answers
20 views

Why is it so hard to find straightforward explanations for the use of GLMs and MEM? [on hold]

We all know that for tests like ANOVA, T test, Wilcoxon, Kruskal-Wallis it is easy to state the conditions unto which we would be able to apply them. Examples: ANOVA: several groups, one variable, ...
0
votes
1answer
25 views

Linear Regression For Binary Independent Variables - Interpretation

I have a dataset where I want to predict inflow (people joining a platform) but my all independent variables are binary categorical (0,1). Whereas I want to predict continuous variable (inflow -- ...
1
vote
0answers
10 views

Conditional probability of Negative Binomial R.V. given the SUM of its values

Suppose $\{z_{ij}\}$ are independent Negative Binomial random variables with means $\{\mu_{ij}\}$, with $i=1\dots I$ and $j=1\dots J$. How do you find the (expectation of) conditional probability ...
0
votes
1answer
14 views

What measure should I use as cross-validation error with logistic regression in K-fold cross-validation?

What measure should I use as cross-validation error with logistic regression in K-fold cross-validation, especially when the Type I error is more serious and what we want to avoid at all cost?
0
votes
0answers
9 views

How to apply Lagrange Multiplier to a matrix?

I am learning about the Lagrange Multiplier and I see how to apply it to a set of equations but I don't know how to apply it to matrices. Suppose I have: ...
-1
votes
0answers
28 views

Joint cumulative distribution of independent random variables [on hold]

X,Y,Z are non negative random variables which are independent and uniformly distributed in [0,1] and let $\alpha$ be a given number in [0.1]. Now how to compute $\text{Pr}(X+Y+Z>\alpha \;\;\; \&...
0
votes
0answers
8 views

RFE-RF for non-ordinal multi-class problem using integer target variable

For a classification problem with numerical predictors and a categorical multi-class response I am trying to use Recursive Feature Elimination with Random Forests to identfy relevant features out of a ...
0
votes
0answers
14 views

Example: multivariate timeseries model that is uncorrelated at each time step but has higher order interactions

What are examples of timeseries models, say $X_t = [X^{(1)}_t, X^{(2)}_t]^\top, t \in \mathbb{Z}$ (or potentially continuous time), such that they are time-wise uncorrelated, that is $\mathrm{cov}[X^{(...
0
votes
1answer
15 views

Differences in calibration plots for machine learning models

I'm using machine learning methods in R for descriptive regression modelling of a small dataset. I have fit random forest (randomForest), unbiased random forest (cforest) and boosted regression trees (...
-1
votes
0answers
18 views

hazard ratio in SPSS [on hold]

Any link on how to calculate hazard ratio (with 95% CI) of a disease occurrence, in a 30 year follow up data, from cox regression in SPSS? My first time using SPSS! plzzzz help
0
votes
0answers
13 views

Random coefficients logit estimation with Hierarchical Bayes in R

I am trying to estimate a Random Coefficients Logit model using the RSGHB R package. Thought, I came across with 2 main issues: Why the ...
0
votes
2answers
21 views

How to calculate CI for Odds ratio, Given Cohens d and ci for Cohens d( data is given as mean)

I have means(x) and Std deviations of 2(intervention and control) groups. I wanted to find Odds ratio with CI. I calculated the cohends d and CI first using,https://campbellcollaboration.org/escalc/...
0
votes
0answers
10 views

Specific data formatting techniques for discontiguous time series? [on hold]

I'm facing a predicting problem for food alerts. The goal is to predict the variables of the most probable alert in the next x days (also any information I could get about future alerts is really ...
0
votes
0answers
26 views

Is f(x) = 1/n for x = 0,1,2,…,n a valid PMF? (n>0 an integer) [on hold]

Is f(x) = 1/n for x = 0,1,2,...,n a valid PMF? (n>0 an integer) Intuitively thinking, the summation of the function over the range equals to (n+1)/n which is greater than 1 and so the function isn't ...
1
vote
0answers
8 views

How to perform single-arm meta-analysis

I'm currently intending to perform a single-arm meta-analysis which study outcomes are: Objective Response Rate (ORR%), Disease Control Rate (DCR%), Duration of Response (DOR) in months, PFS in months,...
0
votes
1answer
26 views

A priori contrast for binomial GLM

after much reading I decided to write because I cannot find a solution to my question. I already did a priori contrasts before for a continuous variable with normal distribution. Now I have another ...
1
vote
0answers
7 views

variance explained in measurement error model

I have a seemingly simple problem that I struggle to find a solid answer to. Any hints on how to solve this--or indeed of good sources containing a discussion of this issue--would be highly ...
1
vote
0answers
20 views

How to “honestly” calculate likelihood of 2D normal with small sample size? [on hold]

I estimate covariances from data and want to calculate likelihood. For 1D case I know - if the sample size is $<40$, I use Student's t-distribution to calculate likelihood of the data since my ...
0
votes
0answers
24 views

Comparing a distributions between large datasets

I have $2 < n < 10$ algorithms that I have applied to $10 < n < 500$ time series with ten different variables. The job of the algorithms is to produce a result that is as close as possible ...
0
votes
0answers
9 views

Probability of userbase recieving special page

Say I have an app. When the app is launched there is a process behind the scenes the determines which of the two outputs the user receives, default or special. The default output displays the app ...
0
votes
0answers
8 views

Covariance specification in hierarchical model

I am currently working on hierarchical models and try to get my head around the following question: What influence has the prior choice of the covariance matrix in the 2nd stage, especially when ...
0
votes
0answers
13 views

which test to use

I'm wondering which statistics should I use. I’ve conducted an acceptability judgment task using 7 point scale for 8 different conditions. My study has a 2*2*2 factorial design with two level for each ...
0
votes
0answers
17 views

Machine learning to detect wear on a machine axis

I have a machine that moves with one axis in the same direction (basic position A to end position B). While driving, the torque is measured and recorded every 10 milliseconds. This looks something ...
1
vote
1answer
24 views

Relationship between exponential families and moment generating functions

I have recently been playing around with some change of measure arguments for shifting the mean of a sub-gaussian distribution. It occurred to me however, that sub-gaussianity might not be the natural ...
0
votes
0answers
9 views

When to include covariates when I hypothesize there's a difference between groups?

If I am hypothesizing that there is gender difference in a certain domain, and that another variable would moderate the gender difference, should I include covariates in the analysis? The key of this ...
0
votes
0answers
8 views

What is the added value of a multivariate Bernoulli distribution over a multinomial distribution?

I came across the multivariate Bernoulli distribution of Dai, Ding & Wahba (2013) that has the following form (in the bivariate case): $P(X_1,X_2)=p_{11}^{x_1 x_2} p_{10}^{x_1 (1-x_2)} p_{01}^{(1-...
1
vote
2answers
24 views

How is the standard deviation in this coin tossing experiment calculated?

I'm reading Hypothesis Testing: The Basics, there is such an experiment: So, we have a coin. Our null hypothesis is that this coin is fair. We flip it 100 times and it comes up heads 51 times. Do ...
0
votes
1answer
12 views

Standard deviation of sum of samples from Bernoulli/Binomial

This should be simple I hope. In lecture notes from a physics course, the professor writes: $\text{Prob(success)}=\dfrac{k}{N}$. So query $q$ times, see some number $\mathcal{l}$ successes and ...
0
votes
0answers
19 views

Chi Square - alternative for three-way interaction

I am interested in the effect of predictability and expected value on the choice between two payment options. Basically, I have a 2(predictability of the payment option: predictable vs. unpredictable; ...

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