All Questions

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0answers
3 views

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 ...
0
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0answers
5 views

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 ...
0
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0answers
10 views

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 ...
0
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0answers
3 views

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 ...
0
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0answers
5 views

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 ...
0
votes
1answer
4 views

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 ...
0
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0answers
3 views

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....
0
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0answers
5 views

How to combine Benjamini-Hochberg with statistical power?

Suppose I am investigating a question which involves many statistical T-tests. The normal Benjamini-Hochberg procedure tells me how to control the false discovery rate. However, suppose that some or ...
1
vote
1answer
16 views

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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0answers
5 views

Is this variable suitable for a categorical regression (multinomial logistic regression)?

I have created a dataset starting from a series of multiple choice (3 choices) questions. ...
0
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0answers
4 views

Implementing Moran's I through markcorr in R package Spatstat

I am trying to analyse a set of replicated point-patterns, where a fixed number of points are distributed non-randomly in space. The package spatstat has methods to pool spatial objects, which has ...
0
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0answers
10 views

Gaussian Kernel for SVM

I have recently learnt about use of kernels in SVM. I encountered a question but I am unable to visualize how it can work. The question is to give an example of data points (like in a 2D plot) for a ...
0
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0answers
13 views

Simulating AR/MA Process and forecasting it

I'm trying to simulate an AR and a MA process separately. I found the ACF and PACF as well. If now I want to forecast for one time period ahead, can I do that with a simulated time series in R, if ...
0
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0answers
3 views

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: ...
0
votes
0answers
2 views

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?
0
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0answers
19 views

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 ...
0
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0answers
8 views

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 ...
0
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0answers
5 views

Find the number of misclassification [on hold]

I have a question in quiz what is the leave one out cross validation error for 1 knn and 3 knn on this dataset. the number of misclassifiactions.
0
votes
1answer
11 views

Two Approaches to Calculate the Variance of a Sum

I came across a problem today in which it indicated the weight of a baseball $X$ has mean 5 and variance $4\over25$. It then indicated a carton contains 144 baseballs, and we are to obtain $T$ the ...
1
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0answers
23 views

Why high dimensional data is multi-collinear?

As the number of predictors (P) approaches the number of observations (N), the data becomes increasingly collinear. Also, If <...
1
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0answers
5 views

In the summary of output of the regression analysis in R, is there a way to display categorical variable with just one coefficient

I am doing a linear regression analysis in R with logarithmic dependent variable. One of the control variables is categorical and describes an industry. There are 6 industries and thereby R ...
2
votes
0answers
16 views

Can we estimate the mean of an asymmetric distribution in an unbiased and robust manner?

Suppose I have i.i.d. samples $X_1, \cdots, X_n$ from some unknown distribution $F$ and I wish to estimate the mean $\mu=\mu(F)$ of that distribution and I insist that the estimator be unbiased - i.e.,...
2
votes
0answers
14 views

Is there an HMC algorithm that estimates a model with noncontinuous parameters?

Is there an HMC algorithm that estimates a model with noncontinuous parameters? All of the intuition I have for how HMC surfs around in the phase space is based on examples for posterior distributions ...
-1
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0answers
11 views

Normal Distribution Stata Help [on hold]

I am running the following regression in Stata ...
0
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0answers
11 views

What skills do I need to become a data scientist? And how to show them? [on hold]

I have fimiliarized myself with the recommended most important concepts (Linear Algebra, Analysis, Phython, Numpy, Pandas, a bit of Statistics, Linear regression). For the last two, I don't know how ...
-1
votes
0answers
18 views

Some Recent Mathematically Rigorous Deep Learning Papers [on hold]

I am looking for some mathematically rigorous recent deep learning papers. Can someone suggest some?
0
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0answers
12 views

Strange Tukey Output

I'm using HSD.test in package Agricolae to run a Tukey PostHoc test on heavy metals concentrations in otter livers and kidneys. I'm looking at differences between region, river basin, and age class. ...
-1
votes
1answer
46 views

What is the Maximum Likelihood Estimator of $f(x;\theta) = \frac{3\theta x^{3\theta -1}}{(1+x^{3})^{\theta +1}} $

$f(x;\theta) = \frac{3\theta x^{3\theta -1}}{(1+x^{3})^{\theta +1}}, x>0, \theta>0 $ I came up with FOC: $ \hat{\theta} = \sqrt{\frac{1}{-3\log(x)+\log(1+x^3)} } $ Is this correct? Thanks:-) ...
0
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0answers
7 views

Standardized Difference to compare prevalence between 4 groups

In this article, https://www.tandfonline.com/doi/abs/10.1080/03610910902859574 Peter Austin describes how to calculate the standardized difference between two groups, pg 1229 and pg 1230. However am ...
0
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0answers
11 views

The kernel appears to have died. It will restart automatically. (Using fastai) [on hold]

I'm following this code. And everything works fine until this part of the code: ...
2
votes
1answer
34 views

Sklearn 'Seed' Not Working Properly In a Section of Code

I have written an ensemble using Scikit Learn VotingClassifier. I have set a seed in the cross validation section. However, it does not appear to 'hold'. Meaning,...
0
votes
1answer
10 views

Comparing data sets of varying sizes

Suppose I want to compare the similarity of 2 data sample sets (a and b). Data set a has 13 data points and data set b has 1000 data points. For each data set, I compute a metric z (like the mean). ...
1
vote
1answer
13 views

Model to capture non-linear patterns in data using R

I've fitted a linear model using: m2 <- lm(GPP ~ rainfall + summer.temp + parcel.size + soil.nutrients, data=gpp) As seen from the partial relationship plots ...
0
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0answers
11 views

Interpretation of interaction term in a probit estimation

I know this question may be duplicate but I don't find any answer that I could understand. I am running panel probit estimations. Estimations include interaction terms that I am able to interpret. ...
0
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0answers
9 views

How to get precise answer from stochastic gradient descent

I have a convex optimization problem in few variables and I have an unbiased estimator of the gradient without having the ability to evaluate the function itself. I want to do gradient descent but the ...
0
votes
1answer
14 views

cannot prove simple conditional probability

Is the next true? If so, why? P(A∩B|C) = P(A|B∩C) x P(B|C) I saw as part of solution of an exercise, but I can't prove that is true, how is it possible to arrive to that?
0
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0answers
7 views

R GLMER Output - why isn't there information about the null model? [on hold]

With a glm() model there's information about the null deviance, which can be used to test whether the model significantly improves on the null. This isn't present ...
0
votes
0answers
9 views

Multivariate meta-analysis without individual patient data

Here is what I have. I have the results of 20 studies ($i=1,\dots,20$). For each study $i$, I have 6 outcomes $y_{ij}$ ($j=1,\dots,6$) and the within-variance of outcome $j$ in study $i$ $\sigma_{ij}^...
0
votes
0answers
5 views

How do I import a bunch of images to use as input to a CNN that predicts multiple continuous variables?

I am trying to develop a CNN (in Python) that predicts multiple continuous variables, and am having trouble importing the images in a format that is acceptable as input to a CNN. I can't seem to find ...
0
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0answers
10 views

How and where to start machine learning [on hold]

Hello guys I am from mechanical engineer background.But I am interested in machine learning.So I learnt python from udemy.Now I want to start ML.I started learning from udacity but that coarse has ...
1
vote
0answers
7 views

Should one track the loss or accuracy of a neural network when training it?

Should one track a model's progress using its loss or its accuracy? I ask this because sometimes the loss at a epoch is higher than that at previous epochs (which is a bad thing) but so is the ...
0
votes
0answers
14 views

Cohen's Kappa in R versus SPSS

I was working with R and SPSS trying to determine Cohen's Kappa for a dataset. I decided to test the two and see if they would end up getting the same numbers. However, they did not. I was wondering ...
1
vote
0answers
20 views

Finding the limiting expected length of a confidence interval

I have a query regarding the limiting length of a confidence interval, related to this question. Suppose I have a sample $X_1,X_2,\ldots,X_n$ from the distribution $$f_{\theta}(x)=\frac{1}{\...
0
votes
0answers
5 views

Is it valid to train the autoencoder before building the encoder/decoder models? [on hold]

I am following the tutorial https://blog.keras.io/building-autoencoders-in-keras.html to build my autoencoder. For that, I have two strategies: A) Step 1: build autoencoder; Step 2: build encoder; ...
0
votes
0answers
3 views

Problems loading functions with @importFrom [migrated]

I'm currently trying to develop my first R package and run into a following problem. I have a DESCRIPTION file where all needed packages are listed under Imports like suggested by Hadley Wickham in ...
1
vote
0answers
21 views

Prediction interval of Y given AR model for log(Y)

I have been given an AR model with seasonal variation. \begin{equation} (1-\theta_1B)(1-\theta_2B^8)(log(Y_t)-\mu)=\epsilon_t \end{equation} Setting $X_t=log(Y_t)-\mu$ one gets the following \begin{...
0
votes
0answers
21 views

How can I isolate objects from a 3D image volume using normally distributed geometric features

I have '.tif' image stacks that I am analyzing as volumes. For every object, I can get the Volume, surface area:volume, 'sphericity' and Euler number. For every one of those features, the objects I am ...
0
votes
0answers
3 views

DW critical value for more than 200 sample

does anyone know what is the dU & dL value in DW test for 252 sample? And how to calculate the DW critical value in Ms Excel? In ref., i only found for less than 200 samples. I need your help guys,...
0
votes
0answers
10 views

Why is it okay to suppress constant term in Hubble's law? [on hold]

Although constant term is insignificant in the model, why we can remove the constant term in hubble's law? Some people say it is risky to remove constant term in regression model. What other ...
1
vote
0answers
19 views

Can Expectation-Maximization algorithm estimate parameters other than mean and variance (from a model distribution)?

We know that we can use Expectation-Maximization algorithm to estimate parameters from a Gaussian mixture model, say $\mu$, $\sigma$, and $\phi$ (they are parameters of the Gaussian distributions)as ...

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