# All Questions

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14k views

### Confirming the distribution of residuals in linear regression

Suppose we ran a simple linear regression $y=\beta_0+\beta_1x+u$, saved the residuals $\hat{u_i}$ and draw a histogram of distribution of residuals. If we get something which looks like a familiar ...
630 views

### Understanding factor analysis

Can I understand factor analysis in the following way? Assume I have 5 independent variables (A,B,C,D,E) Factor analysis allows me to make (D,E) to be dependent variables and allow me to make them ...
1k views

### How to test hypothesis for group differences?

I'm analyzing an experiment results. The experiment (unfortunately) was very bad designed .. anyhow this is what I have .... In this experiment two group of patients: healthy control and with X ...
748 views

### Including day of week in a logit model

Let's say that I am putting together a logistic regression model where I am predicting something (y) based on the day of the week. However, the model needs to account for each single day. Therefore, ...
8k views

### What's the correct way to test the significance of classification results

There are many situations where you may train several different classifiers, or use several different feature extraction methods. In the literature authors often give the mean classification error ...
761 views

### LASSO/LARS vs general to specific (GETS) method

I have been wondering, why are LASSO and LARS model selection methods so popular even though they are basically just variations of step-wise forward selection (and thus suffer from path dependency)? ...
101 views

### Three-parts correlation or equivalent?

I'm wondering what's the usual way for detecting "three-parts" association between variables. I'm not even sure about the name, so I apologize for any misunderstandings beforehand. Here is what I want....
303 views

### What fields use modelling for analysis of a single time-series?

What fields of science (social or physical) use modelling for time-series analysis? In particular, time-series that cannot be replicated? Two examples that I can think of are climate modelling, and ...
501 views

### Odds of drawing at least k identical values among m after n draws?

We draw $n$ values, each equiprobably among $m$ distinct values. What are the odds $p(n,m,k)$ that at least one of the values is drawn at least $k$ times? e.g. for $n=3000$, $m=300$, $k=20$. Note: I ...
418 views

### Options for comparing logistic regression models

I want to choose variables for building a logistic regression model by comparing the GOF of different types. The problem is that some of the candidates have some missing values so I can´t use the ...
111 views

### Compound risk lottery

We wish to know if a gambler will enter a lottery and what he expects to win if he does enter, based upon our uncertain knowledge about his beliefs regarding the lottery. The gambler believes that ...
15k views

### Confidence interval for chi-square

I am trying to find a solution to compare two "goodness-of-fit chi-square" tests. More precisely, I want to compare results from two independent experiments. In these experiments the authors used the ...
349 views

### Probabilistic (Bayesian) vs Optimisation (Frequentist) methods in Machine Learning [duplicate]

Possible Duplicate: Bayesian and frequentist reasoning in plain English A very similar question was posed on stats.SE: Bayesian and frequentist reasoning in plain English, which provoked some ...
60 views

### Incremental or Online or Single pass or Data Stream Clustering refers to the same thing? [duplicate]

Possible Duplicate: Incremental or Online or Single pass or Data Stream Clustering refers to the same thing? Incremental clustering algorithms Online clustering algorithms Data stream clustering ...
1k views

### Incremental or online or single pass or data stream clustering refers to the same thing?

Incremental clustering algorithms Online clustering algorithms Data stream clustering algorithms Single pass clustering algorithms Are the following expressions related? Does some of them include ...
81 views

### Unsure about correlation calculation for a particular setup

Given an experiment where a number of entities are measured/evaluated using two different methods in two different runs, how would one go about calculating the correlation between the runs? In other ...
8k views

### Modern successor to Exploratory Data Analysis by Tukey?

I've been reading Tukey's book "Exploratory Data Analysis". Being written in 1977, the book emphasizes paper/pencil methods. Is there a more 'modern' successor which takes into account that we can ...
721 views

### Domain-agnostic feature engineering that retains semantic meaning?

Feature engineering is often an important component to machine learning (it was used heavily to win the KDD Cup in 2010). However, I find that most feature engineering techniques either destroy any ...
958 views

### Stratified Cox model

I am working on fitting a Cox model to predict. But several predictors violated the proportional hazards assumption. I am gonna to do stratified Cox model to adjust them. But the results of stratified ...
223 views

### Cox model with Lasso for PH test and P value

I am using the penalized package in r for fitting a Cox model with a lasso penalty. Does the Cox model + lasso need to test proportionality? How do you get the p-...
3k views

### Discrimination and calibration of Cox model

I have been working on fitting Cox model for prediction by using the rms package. I want to measure model calibration and discrimination. Discrimination was measured by using ...
3k views

### Sphering data with SVD components of covariance matrix

The Elements of Statistical Learning says on page 113: Sphere the data with respect to the common covariance estimates $\hat{\Sigma}$: $X^* \leftarrow D^{-1/2}U^TX$ where $\hat{\Sigma} = UDU^T$. ...
2k views

### How to generate random variates from random variables with known density?

Given a random number generator to produce random variables with a probability density function $f(x)$, how to generate random variables with probability density function $g(x)?$
2k views

### How to conceptualize error in a regression model?

I am attending a data analysis class and some of my well-rooted ideas are being shaken. Namely, the idea that the error (epsilon), as well as any other sort of variance, applies only (so I thought) to ...
62 views

### What is a good method for designing an HTM network in terms of depth and breadth?

Regarding Hawkins' HTM algorithm. Has anyone found a fruitful method to define the number of nodes in a layer and number of layers in a network?
1k views

### Testing for difference between incidence rates in R, spatial rdd

I am an economics student just starting out with R, and while I'm beginning to be somewhat comfortable with it, I also realize I need to strongly brush up my basic statistics. I have individual ...
739 views

### Identifying instrumental variables for structural model

This question is about finding valid instrumental variables. Variables are: the response variable for the structural equation, $y$ the jointly endogenous RHS variable in the structural equation, $m$ ...
276 views

### Methodology for validation of stochastic simulations with Kolmogorov-Smirnov test

I'm a phd student in Geography, i need some help (or good ressources) to understand why and when i need to use PIT (Probability integral transform) in my validation program for simulation. I explain ...
3k views

### SVM parameter selection and cross validation

Have a quick question about parameter selection for an SVM. I'm using a rbf kernel, so trying to optimize C and gamma. I have an example set of around 4500, about 700 features, and using 700 examples ...
641 views

### Creating a maximum entropy Markov model from an existing multi-input maximum entropy classifier

I am intrigued by the concept of a Maximum Entropy Markov Model (MEMM), and I am thinking of using it for a Part of Speech (POS) tagger. At the moment, I am using a conventional Maximum Entropy (ME) ...
618 views

### What kind of cut-offs are used for publication bias tests in meta-analysis?

I have performed meta-analysis and included four different tests for publication bias in the analysis - classic fail-safe N, Orwin's fail-safe N, Duval and Tweedie's trim and fill as well as funnel ...
4k views

### Fast method for finding best metaparameters of SVM (that is faster than grid search)

I am using SVM models to do short term forecasting of air pollutants. To train a new model I need to find appropriate metaparameters for an SVM model (I mean C, gamma and so on). Libsvm ...
3k views

### Predictive Modeling - Should we care about mixed modeling?

For predictive modeling, do we need to concern ourselves with statistical concepts such as random effects and non independence of observations (repeated measures)? For example.... I have data from 5 ...
138 views

### Possible to get a better ANN by removing some connections?

I was wondering if there under some circumstances is possible for ANN's to perform better if you prune away some connections on them as for example: Constructing one ANN by taking two multi-layered ...
7k views

### Power analysis for ordinal logistic regression

I am looking for a program (in R or SAS or standalone, if free or low cost) that will do power analysis for ordinal logistic regression.
158 views

### Calculating E[log(g(x))]

Let $g(x)=a+bx$ and let $x$ have known distribution $f(x)$, say. Is it possible to calculate: $$\mathbb{E}[\log(g(x))] = \int f(x) \log{g(x)}\,\mathrm{d}x= \int \log(a + b x) f(x) \,\mathrm{d}x?$$ ...
2k views

### Why is there an asymmetry between the training step and evaluation step?

It is well-known, especially in natural language processing, that machine learning should proceed in two steps, a training step and an evaluation step, and they should use different data. Why is this?...
169 views

### Classification with tall fat data

I need to train a linear classifier on my laptop with hundreds of thousands of data points and about ten thousand features. What are my options? What is the state of the art for this type of problem? ...