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6 views

Test Statistic for Linear Regression through the Origin

For the model $Z_i=\beta w_i + \epsilon_i$ where $\epsilon_i \stackrel{iid}{\sim} N(0, \sigma^2)$ and $j=1,2,...,m$, I'm trying to show that for $$ \begin{align*} H_0:\beta &= k \\ H_a:\beta &...
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0answers
5 views

How to model dependency between input features when building a classifier

I have dataset with the shape of (1000,20) (1000 rows, 20 features) and I want to build a classifier for it. However, most sk-learn algorithms assume the these 20 features are independent. In my ...
1
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1answer
11 views

Interpreting frequency statistics to find fair dice

I was just in a lecture where my (bayesian evangelist) professor claimed that for questions like 'Is this a fair die?', frequency statistics gives an answer of {0, 1}, meaning that the probability is ...
1
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0answers
5 views

Time Fixed Effects for Cross-Sectional Data

Hi StackExchange Community, I have been browsing around but couldnt find an answer to my problem. I have a dataset with funds that were launched in the last 40 years and the final performance that ...
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0answers
8 views

Additional variable reduction after LASSO?

I have done some variable reduction before my LASSO regression. I end up with 13 variables (from 100). Some of them are kind of similar. Like for example, if I wanted to predict if it were going to ...
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0answers
8 views

Subgroups with intra-group disjointness and inter-group jointness [on hold]

Let's say I have 5 groups that are 100% joint in that they refer to the same population Group A: 6 disjoint subgroups Group B: 6 disjoint subgroups Group C: 5 disjoint subgroups Group D: 3 ...
1
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1answer
13 views

Simple Linear Regression: Hat-Value $h_i$

I'm trying to finish proving that in simple-regression analysis, $h_i = \frac{1}{n} + \frac{(X_i - \bar{X})^2}{\sum_{j=1}^{n}(X_j - \bar{X})^2}$, where $h_i := h_{ii} = \sum_{j=1}^nh_{ij}^2$, the ...
1
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0answers
8 views

Central limit theorem for a Metropolis-Hastings estimator

Let $\kappa$ denote the transition kernel of the Markov chain $(X_n)_{n\in\mathbb N_0}$ generated by the Metropolis-Hastings algorithm with proposal kernel $Q$ and target distribution $\mu$$^1$ and $(...
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0answers
7 views

Random Forest Classification [on hold]

I am trying to make random forest classification but anyway it is doing regression, I can not change it ...
0
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1answer
10 views

the metrics that can be used to characterize and further compare different histogram [on hold]

There is a set of different data set, each of which corresponds to a histogram. Are there any metrics that can be used to characterize the shape of each histogram, and further compare different ...
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0answers
8 views

Are same the power of ADF and Hosmer Lemeshow Test? [on hold]

I couldnt understand power of test on statistic exactly.I need examples. If you comment ADF unit root test and Hosmer Lemeshow Test, I will understand.ADF test H0:there is unit root H1:no hosmer ...
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0answers
11 views

Time Series assumptions for iid $\epsilon$

thanks for reading my post. I know its fundamental and rather easy qns but I'm seriously struggling. Please help me, thank you very much! Let $\boldsymbol{X}$ have a distribution with mean $\mu$ and ...
2
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1answer
17 views

R: Simulate linear mixed model with matrix algebra

I am trying to learn how to simulate LMM data with matrix linear algebra. So far I've managed to simulate a simple model with a random intercept: ...
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0answers
10 views

Time Series Analysis: Determine Which Value Will Be Hit First?

I am analyzing a time series of sales data, and calculating probabilities of certain targets being reached with the assumption that the distribution is normal (Essentially use a ...
1
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0answers
22 views

In linear regression, are the predictors correlated with coefficient estimates?

Consider a gaussian linear model with random regressors $X_i \sim N(\mu_X,\sigma_X^2), 1 \leq i \leq n$, i.i.d. $Y_i | X_i \sim N(\beta_0+\beta_1 X_i,\sigma_\varepsilon^2)$ Are either of the ...
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0answers
4 views

difference between RBF kernel ridge and gaussian kernel regression

This may seem a very naif question: theory frameworks behind kernel ridge regression and classic, non-parametric, kernel regression are very different, but still, from a practical point of view, I can'...
0
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0answers
7 views

Odds of pulling same word in card game? [on hold]

A friend and I were playing a card game where you have a hand of letters, trying to make word(s) out of those letters. On the first round we both spelled the same word within only one turn each of ...
0
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0answers
10 views

R: Accuracy Sensitivity/Specificity [on hold]

I want to use Accuracy in a Multiple-Choice Test as my Dependent Variable. I have questions with 6 possible answers, 1 answer is always correct. I have 3 columns: Response, Right Response, Accuracy <...
1
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0answers
11 views

Regression with skewed/half-normal distribution - should I transform, undersample, or something else?

I'm trying to create a regression model using data that are heavily skewed, almost like a half-normal distribution with a mode at zero. The lower scores are over-represented due to sampling technique -...
0
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0answers
14 views

Subjective Prior [on hold]

Let $\theta$ denote the unemployment rate next year. what should be my subjective probability density for $\theta$. Attempt: I know I need to start with a continuous case and then I am kind of ...
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4answers
43 views

Can least-squares linear regression ever produce no solution at all?

Is it ever possible for least-squares linear regression (linear in both features and weights) NOT to produce a solution? That is, after we set each partial derivative to zero, can the resulting system ...
0
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1answer
11 views

R-Caret : Not-meaningful class probabilities and AUC value

I am very new to ML therefore my question might be primitive. I am working on a binary-class problem. The response (target) variable is occurrence : a factor ...
0
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1answer
33 views

An easy way to find the PDF of $XY/Z$

Suppose that we know the joint distribution $f_{X,Y,Z}$. I want to find the PDF of $W = XY/Z$ in a way that does not involve too much calculation. I have thought about first finding the Marginalized ...
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0answers
4 views

Save frames with detected objects as a video after an object detection model [on hold]

I have a video file (a CCTV footage) which will be fed into a object detection model (YOLO v2 or something faster). I want an output video file that trimmed the portions in which no object was ...
0
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1answer
21 views

Help understanding Vanishing and Exploding Gradients

I am following deeplearning.ai's videos on Coursera. I have a couple of questions regarding vanishing and exploding gradients. The following is Prof Andrew Ngs lecture slides: From what Prof Ng says ...
1
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0answers
18 views

How to apply bootstrap to knn model in r [on hold]

I have test data and train data in test.csv and train.csv respectively. train$X represents volt to current ratio and ...
0
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1answer
11 views

Causal inference for additive multiple treatments

I encountered a causal inference problem in practice and want to find if there is a previously established statistical toolset that can be applied to my problem. My problem is characterized as ...
0
votes
1answer
8 views

brglmFit and odds ratio computing

To handle a complete separate case, I fitted a glm using brglmFit like follows: mod1kisBW_mean<-glm(respkisBW~treatment,family=binomial(link="logit"),method="brglmFit",data=mydata) my question is: ...
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0answers
5 views

Help with understanding tau1, tau2 and tau3 from ADF test?

I'm new to Time Series and could need some help! I'm trying to do a ARIMA forecast for (differentiated) consumption expenditures ("dkonsumtionsutgifter" is the variable called in my data. I'm running ...
0
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0answers
10 views

Is there a R package that does Principal component regression for repeated measures? [on hold]

PCR and PCA - the currently popular R package works for only IID case.How can I do this in the case of repeated measures mixed linear model?
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0answers
15 views

Plotting a PDF of Exponential random Variable in python [on hold]

I want to plot a pdf of an Exponential random variable that i have generated using: ExponentionalRV = np.random.exponential(scale=1.0, size=1000) How do i go ...
0
votes
1answer
14 views

How to pool variables that rarely occur, particularly with respect to survey data

From the text : Multiple Correspondents Analysis by Brigette LeRoux very infrequent categories of active variables need to be pooled with others when feasible The text doesn't explain how this ...
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0answers
4 views

How many observations need to be in place for multiple correspondence analysis with a particular number of questions/categories

I'm wondering about how many observations need to be in place for a particular set of questions. If I have data as follows: ...
3
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0answers
35 views

Does Bias-Variance Tradeoff always exist?

I'm following deeplearning.ai's videos on Coursera. In one of the videos, Prof Ng mentions: So a couple of points to notice. First is that, depending on whether you have high bias or high variance, ...
0
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0answers
15 views

Find posterior distribution given prior distribution

Problem Be $X_1,...,X_n$ a random sample of $X$ ~ $Geometric(\theta)$, i.e., $f(x|\theta)=\theta(1-\theta)^x \forall x = 0,1,2,...$ Assuming a prior distribution for $\theta$ find the posterior ...
1
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0answers
10 views

Uncorrelated random slopes in lme4?

I am trying to fit a linear mixed effects model with a response variable (y) and two categorical predictors (x1 and x2). Part of the reproducible example for this is below, ...
0
votes
1answer
12 views

How to compare the performance of different SVMs and CNNs?

I'm a beginner in machine learning und I have a problem to find the best way to compare the performance (accuracy) of different SVMs and CNNs (Jupyter Notebook)? The CNNs I train in Google Colab with ...
0
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0answers
10 views

asymptotic distribution

Suppose $X \sim Bin(n, \theta)$, $\theta \in [0,1]$. Considering a prior distribution for $\theta$ from $Beta(a,b)$, we get a posterior distribution $\theta|X \sim Beta(a+X, b+n-X)$ and so we get the ...
2
votes
2answers
53 views

When to use complement when finding probability

In a scientific study there are 8 guinea pigs, 5 if which are pregnant. If 3 are selected at random without replacement, find the probability that are all pregnant? And the answer is 5/28. But when ...
0
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2answers
27 views

What are the best strategies to deal with multicollinear variables? [on hold]

I have a time-series dataset that has 63 features. The predictions are coming out to be extensively wrong; specifically because of the high collinearity among some of the variables. There are also ...
0
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2answers
24 views

How can I create a new variable from answers that come from two different variables? [on hold]

I have two variables: RACE & HISPANIC RACE has 5 responses 1-White 2-Black/AA 3-Asian etc. I am interested in those that answered 'White' HISPANIC has 13 responses 0-11=Hispanic countries 12-Not ...
1
vote
1answer
20 views

Poisson distribution - adapting for different intervals

Over a long period of time ,a plumber finds that on average he receives 2 emergency calls per week .Work out the probability of one emergency call on one day assuming the plumber is available for ...
5
votes
2answers
107 views

Hypothesis testing- with normal approximation

In Europe the diameters of women's rings have mean 18.5 mm .Researchers claim that women in Jakarta have smaller fingers than women in Europe .The researchers took a random sample of 20 women in ...
0
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0answers
20 views

Creating a single scale using multiple variables

Hello everyone I am new to the forum. I have a question about how to operationalize variables in survey data. So, The survey asks respondents to give their opinion on a number of issues. There are 6 ...
0
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0answers
40 views

Calculating annual returns of Bid using R [on hold]

I want to solve the following problem using R. A chit fund has 25 members. Each month they contribute Rs 2000 each. End of the month, the person who bids the lowest for the corpus, gets his bid. The ...
0
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0answers
7 views

What is Importance Value?

I am reading this paper that talks about Principle Components analysis and Importance Values(IV) here Is this Importance Value a statistical concept? I could not find any information about it in ...
0
votes
1answer
24 views

How would I calculate the standard deviation of a sample given the sample size, mean, and sum of the data's squares?

For example, given: $\sum_{i=1}^n x_i^2 = 10$, $n=10$, and $mean = 10$, how would I go about calculating the standard deviation? The formula for standard deviation requires me knowing what $\sum_{i=1}^...
0
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0answers
10 views

How low should an ICC be to justify disaggregating (i.e. ignore clustering) a multilevel/mixed model?

It is conventional wisdom that ICCs can be used to estimate how much clustering/non-independence is occurring in data consisting of two or more levels. ICCs can inform whether a multilevel/mixed model ...
1
vote
1answer
13 views

Is it appropriate to use 3 linear regressions to assess the impact of one common independent variable?

I need to assess the impact of cultures on urban economies. The hypothesis is that more entrepreneurship oriented culture will better facilitate the local economy, controlling for other factors (that ...
0
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0answers
8 views

Why is the stochastic gradient of a layer almost orthogonal to its weight?

In the paper Fixup Initialization: Residual Learning Without Normalization. In Page 5 when talking about effects of multipliers, the authors mentioned that Specifically, as the stochastic gradient ...

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