# All Questions

136,321 questions
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### How to measure the consistency of improvement on different conditions?

I want to measure whether the speed improvement of method 1 over method 2 is consistent on different conditions. Below are two examples of the speedup values of method 1 over method 2 on 5 conditions. ...
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### Does a log transform always bring a distribution closer to normal?

I have a highly right skewed data set with a large range of values (from 1 ~ 10^6) (can't share the actual data for work related reasons). When I plot the log of the data instead, the distribution ...
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### Why do we even need Integrated Quarticity?

I don't quite understand why we need $IQ = \int_{t-1}^{t+1} \delta_s^4 ds$, therefore the equivalent $RQ \equiv \frac{3}{M}\sum_{i=1}^Mr_{t,i}^2$ doesn't the realised volatility enough? what else ...
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### what does it mean to run a time series model in levels?

I have seen the phrases running a var in levels and running a var in difference in very high frequency, either on this site or elsewhere. I understand running a var in difference basically means to ...
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### Why am I getting an 'explosive' GARCH on this series?

I am fairly new to time series econometrics and I am working with the following series: I want to model the in-sample second moments. I am not super sure that this is stationary, but I rely on the ...
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### eviews augmented dickey fuller lag selection

Can someone tell me how does eviews calculate teh optimal Schwarz lag selection? I did a quick search this https://en.wikipedia.org/wiki/Bayesian_information_criterion is this the same method that ...
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### Formal Definition of Tree-Consistent

I am working my way through this paper on Bayesian Hierarchical Clustering. I keep seeing the phrase tree-consistent. However, it doesn't seem to be defined anywhere in the paper. There is a ...
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### Methodological question: adjusting for confounders in logistic regression

I have three attributes in a dataset (D0), representing the binary response of success or failure (R), some form of treatment or treatment group (T), and a potential confounder (C) respectively. ...
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### Is p-value also the false discovery rate?

In http://surveyanalysis.org/wiki/Multiple_Comparisons_(Post_Hoc_Testing) it states For example, if we have a p-value of 0.05 and we conclude it is significant the probability of a false discovery ...
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### Can a linear and logit model have the same shape?

While I was working on an exercise based this book, I discovered something interesting. When I fit a logit and simple linear probability model on the data (see code below), the predictions are almost ...
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### Multilevel modeling: many groups, mostly one sample each

I have a modeling problem in which customers can have multiple accounts on a website. Roughly speaking, 50% of customers have one account, 25% have two accounts, 12.5% have three accounts, etc. There ...
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### Ensemble learning for multiple hypothesis classes

Just to confirm if the following description falls in the category of ensemble learning. Suppose given a training set $D=\{(X,Y)\}$ we are asked to train a regressor. But now the way we do it is to ...
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### Writing equation of Neural Network model

I am very new to neural networks. My goal is to replace my multivariate regression model with NN and use its output to perform mathematical optimization in order to identify the values of the input ...
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### Intuition behind product distribution pdf

Say we have two distributions $X$ and $Y$. I know that the pdf of the distribution $Z = X + Y$ is given by: $f_Z(z) = \int_{-\infty}^{\infty}f_X(x)f_Y(z-x)dx$ The intuition is that you sum up the ...
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### two sample t-test for placebo adjusted values

I have a set of studies (ex: s1....s6) in which each has two arms, a treatment and a placebo. I would like to test for non-inferiority through a matrix of two-sample t-tests w/o accounting for ...
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### Proof that estimator in overfitted model is still unbiased

Assume that the true population model is given by $y=x'\beta+\epsilon$, where $x$ and $\beta$ are k-dimensional vectors, and suppose that when performing a linear regression, we accidentally overfit ...
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### Can a dummy variable be used to correct ARCH?

Is it possible to use a dummy variable to allow for a structural break, in order to correct Autoregressive Conditional Heteroscedasticity?
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### Converting log transformed and differenced time series back into original in R

I have built a Garch model in R based on taking a log transformation and a one order difference on the original time series. I would like to know how develop a forecast based on the Garch model for ...
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### Different set of predictors significant for different sample sizes - how to interpret results?

So I am trying a GARCH framework with external regressor(s) to predict returns. The external regressor, $y$, intuitively has useful lags that could predict the response. I'm slowly accumulating data ...
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### GLMM summary and multcomp differences

Thanks for taking the time to read my question. I am using R to run a GLMM because I have taken repeated measurements on 100 individuals. The explanatory variable it is a proportion so I am using ...
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### Residual Bootstrapp based on GARCH models with student-t distributed innovation

I want to generate 500 simulations of my original return time series. My original return series (n = 4000) exhibits significant serial autocorrelation at lag 1 & 2, is non-normally distributed (...
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### Specification of a difference-in-differences model in r

I am working through a difference-in-differences model. While I've learned a good deal browsing SE, I'd like to hear from someone more experienced with fixed effects if my model is correctly specified....
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### Defining fixed effect and random effect in glm model

I'm unconfident that whether my understanding on fixed effect and random effect is correct: Fixed effect= variable that make inferences about the specific levels. Random effect= variable that make ...
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### Cox's Proportional Hazard coefficients clarification

I'd like a clarification about the Cox proportional hazard coefficients reported on this page. For example, doesn't the hazard ratio (HR) for gender in that ...
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### Making a Surface plot using plotly [on hold]

I am using the sample code to make surface plots in python3 using plotly. The sample code from plotly is: ...
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### Deviance (or log likelihood) on a new dataset using glm in R

I fit a generalized linear model using glm in R. I know R outputs deviance on the training set. Is there a way to compute the deviance or log likelihood on a test dataset?
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