# All Questions

136,321 questions
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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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### 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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### 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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### 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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### 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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### 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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### 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 ...
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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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### 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. ...
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### 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 ...
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### 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 ...
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### 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 ...
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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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### 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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### 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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### 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.
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### 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 ...
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### 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 <...
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### 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 ...
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### 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.,...
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### 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 ...
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### Normal Distribution Stata Help [on hold]

I am running the following regression in Stata ...
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### 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 ...
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### Some Recent Mathematically Rigorous Deep Learning Papers [on hold]

I am looking for some mathematically rigorous recent deep learning papers. Can someone suggest some?
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### 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. ...
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### 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:-) ...
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### 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 ...
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### 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: ...
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### 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,...
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### 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). ...
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### 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 ...
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### 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. ...
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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 ...
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### 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?