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17
votes
4answers
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 ...
8
votes
2answers
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 ...
2
votes
1answer
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 ...
5
votes
1answer
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, ...
21
votes
5answers
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 ...
15
votes
2answers
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)? ...
2
votes
1answer
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....
1
vote
4answers
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 ...
7
votes
4answers
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 ...
4
votes
3answers
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 ...
1
vote
0answers
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 ...
10
votes
2answers
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 ...
7
votes
0answers
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 ...
1
vote
0answers
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 ...
2
votes
1answer
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 ...
0
votes
0answers
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 ...
52
votes
8answers
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 ...
12
votes
2answers
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 ...
3
votes
1answer
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 ...
2
votes
0answers
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-...
4
votes
1answer
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 ...
5
votes
1answer
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 $\hat{\Sigma} = UDU^T$. ...
4
votes
1answer
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 $g(x)?$
11
votes
4answers
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 ...
5
votes
1answer
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?
2
votes
1answer
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 ...
2
votes
2answers
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, $m$ ...
4
votes
0answers
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 ...
4
votes
2answers
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 ...
9
votes
1answer
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) ...
5
votes
1answer
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 ...
17
votes
5answers
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 ...
19
votes
1answer
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 ...
11
votes
4answers
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 ...
12
votes
4answers
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.
1
vote
0answers
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: $$\mathbb{E}[\log(g(x))] = \int f(x) \log{g(x)}\,\mathrm{d}x= \int \log(a + b x) f(x) \,\mathrm{d}x?$$ ...
27
votes
4answers
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?...
15
votes
4answers
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? ...
2
votes
2answers
217 views

Finding expected minimum absolute difference $E(\min_{1 \leq i \leq m} |x - y_i|)$

I have faced a statistical problem in a computational biology question. I will explain it in statistical language. Let's say we have the results of rolling one red die, $x$, and $m$ black dice $y_1,\...
2
votes
0answers
106 views

Significance of multinomial data [duplicate]

Possible Duplicate: Sample size for a variable number of answers I have data which was generated from a (theoretical) multinomial distribution, and using the data points I estimate the ...
9
votes
4answers
13k views

Reducing the number of variables in a multiple regression

I have a large data set consisting of the values of several hundred financial variables that could be used in a multiple regression to predict the behavior of an index fund over time. I would like to ...
5
votes
1answer
4k views

Using Fractional Polynomials for Logistic Regression Modelling in R

I am learning logistic regression modeling using the book "Applied Logistic Regression" by Hosmer. In chpaters, he suggested using Fractional Polynomials for fitting continuous variable which does ...
14
votes
1answer
481 views

Why should we discuss convergence behaviors of different estimators in different topologies?

In the first chapter of the book Algebraic Geometry and Statistical Learning Theory which talks about the convergence of estimations in different functional space, it mentions that the Bayesian ...
10
votes
3answers
3k views

Repeated measures structural equation modeling

I need to analyse a dataset of clinical rehabilitation data. I am interested in hypothesis-driven relationships between quantified "input" (amount of therapy) and changes in health status. Although ...
13
votes
3answers
7k views

Why it is often assumed Gaussian distribution?

Quoting from a Wikipedia article on parameter estimation for a naive Bayes classifier: "a typical assumption is that the continuous values associated with each class are distributed according to a ...
2
votes
1answer
7k views

Interpreting a quadratic logarithmic term

Given the regression model $y=\beta_0 + 300*ln(x_1) - 15 * (ln(x_1))^2 + \beta_3*x_2 + ... + u $ $x$ ranges from 1 000 to 30 000 (6.9 to 10.3 on a logarithmic scale). How to interpret the ...
0
votes
1answer
1k views

Small Beta weight equals small structural coefficient

I have two predictors (X1 and X2) with large Beta's and large predictor-independent variable correlations (say it is like rs). In addition, I have another variable (X3; Beta=0.17; rs=0.18) which was ...
0
votes
1answer
886 views

ROC curve fit characteristic

I have a question: Is the ROC curve enough to assess goodness of fit? Or do you need other tests?
3
votes
1answer
229 views

Assessing an interaction term

Suppose we have a variable $x$ with 3 levels (e.g. $x_1, x_2$ and $x_3$). We want to see if there is an interaction between $x$ and $y$ where $y$ is a continuous variable. To test this would we ...
2
votes
2answers
2k views

Variables in factor analysis with different metrics/response categories

If my data has different response categories (i.e. a 3-category vs. 4-category ordinal data), can I use standard factor analysis procedures? Do I need to transform my data in any way before starting ...

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