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19 views

Bayesian liability threshold model

Let $\bf{y}$ denote a vector of binary data, such as whether a group of individuals suffer from a particular disease, and let $\bf{X}$ denote a matrix of potential predictors, including an intercept ...
0
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0answers
9 views

Identifying anomalies multiple time series using statistical methods

I am trying to detect anomalies from a Time Series sequence, that is calculated as an aggregate count of multiple unique Time Series'. For example, in the graph below: We have aggregate counts shown ...
1
vote
0answers
33 views

Example of random process with negative variation

I study about random processes. Let us have $\{X_1, X_2, \dots X_n\}$ observations. I learned, that in stationary time series the sample autocovariance function is defined as $$ \widehat{γ}(h)= \...
0
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0answers
26 views

Why is PCA (using sklearn library) increasing the size of my dataset? [on hold]

I used PCA on the Fashion MNIST dataset, with the intention of reducing the size of the dataset. ...
0
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0answers
14 views

how to use categorical variable with continuous variables in a EM mixture model

I'm trying to use the mclust and flexmix packages in R to do unsupervised clustering of my data which has both continuous variables and categorical variables. I'm having a hard time understanding how ...
-2
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0answers
19 views

Confidence Intervals 111110 [on hold]

If a sample of 30 wheels has a mean of 60 cm, give a 95% Confidence Interval for the mean diameter of the wheels from the factory. Enter your answer as an interval [ a, b ] where a, b should be ...
1
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0answers
6 views

How to interpret the results of a loglin/loglm model?

i've been working with a dataset of the following form: ...
0
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1answer
23 views

Are Python classes in Spark notebooks beneficial or common in the data scientist community? [on hold]

Being a software developer, I am coming from an object-oriented programming background, and I think in terms of classes and objects. I am currently working on a ...
0
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0answers
11 views

Applying settlement and Regional fixed effects

I'm reading a paper by Gyöngyösi and Verner (2019), and noticed that the authors have included fixed effects at the settlement (seems to be akin to village/town) and at the region level, in a number ...
0
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0answers
13 views

Too large standard errors of parameters from the covariance matrix when fitting data using curve_fit [on hold]

I have some troubles when try to fit my data using curve_fit. I don't really know where I am wrong: in code or in math. First, I have too large variances which I get from the covariance matrix: ...
0
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0answers
13 views

Using text and images for training, but only images for inference

I am working on a problem with data like: $\{X, T, y\}$, where $X$ are images, $T$ is useful information about those images, and $y$ are image labels. I would like to build an image classifier that ...
0
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0answers
15 views

Neural Network unable to learn [on hold]

I am following trask's article to build a bare bone neural network in Python. Though he builds 1 layer Network (that maps 3 inputs to a single output) and a 2 layer network (that has 3 inputs, 4 ...
0
votes
0answers
9 views

AutoEncoder Reconstruction error for Anomaly Detection

I'm building a convolutional autoencoder as a means of Anomaly Detection for semiconductor machine sensor data - so every wafer processed is treated like an image (rows are time series values, columns ...
0
votes
1answer
69 views

How to understand carry out the “score bootstrap”? [on hold]

I want to translate the "score bootstrap" that Kline and Santos (2011) propose into R code. The algorithm is described on page 6 as follows. STEP 1: Obtain the full sample OLS estimate $\hat\beta$ ...
0
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0answers
10 views

Explaining Profitability in Banks Using Panel Data Dynamic/Fixed Effects Model

I am currently looking to study the profitability of banks. My 4 independent variables, which are taken from banks balance sheet, are just financial ratios. My time is 13 Years, and I have 21 banks. ...
0
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0answers
19 views

How to compare a model with my data [on hold]

using R I have to compare a model, that is the Fitt's law, with my data. In particular the Fitt's law states that MT = a + b × log2(2D/W), with MT is the time needed to perform a task, a and b being ...
1
vote
1answer
29 views

How to tell if difference in f-score is significant?

I have $N$ data points, each of which has an associated label that is either $0$ or $1$. For which data point I know the true label. Say I put all true labels in a vector $t$. Next I ask Alice to ...
0
votes
1answer
30 views

Uncertainty Quantification in Time Series Analysis

The stock market value of the data point connected by the red line is predicted by linear regression using market values as well as Twitter sentiment data and more in a certain period of time (red ...
0
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0answers
12 views

How to estimate conditional CDF using python StatsModels

I am using statsmodels '0.10.1' to obtain conditional CDF of a 2 variable problem. ...
0
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0answers
12 views

How to compute RSquare from GLS regression in a Fama Macbeth procedure

I am trying to compute the RSquared from the Fama Macbeth procedure using GLS regression, but for some reason I get negative values, so I was wondering what the problem might be. The Fama Macbeth ...
0
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0answers
14 views

Using garchFit to fit an ARCH(1) process

I tried using the garchFit function FinTs library. This is what I am trying to run: garchFit(formula=~arma(0,1,2)+garch(0,1), data$`1 YR`) However I get the ...
4
votes
1answer
359 views

Why is Elastic Net called Elastic Net?

What is the etymology of "Elastic Net" in Elastic Net Regularization? Does it have anything to do with the name of "lasso"?
0
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0answers
9 views

plot fuzzy_partitions in R [on hold]

I am trying to fuzzify a distance measure of a point using only fuzzy_partitions. I do not need a full fuzzy inference engine as all what I do need to aobtain is the corresponding fuzzy membership ...
0
votes
0answers
17 views

Bayes classifier and unavoidable error

Consider the following two-class classi cation problem, where $Y = 0 \text{ or } 1$. Suppose $Y$ is a random variable satisfying$ P(Y = 0) = \frac{1}{3}$ and $P(Y = 1) = \frac{2}{3}$: Moreover, we ...
0
votes
1answer
15 views

How to simulate data for ordinal cumulative probit/logit model with random effect?

I am currently working on a project to improve the knowledge score on certain disease. The outcome variable is ordinal with 8 levels. In order to estimate the sample size, I need to run a simulation. ...
2
votes
1answer
27 views

Conditional independence problem for poisson random variables

I have this problem: Let $X = V + W$ and $Y = V + Z$ where $V, W, Z$ are independent Pois($\lambda$) random variables. I found that $Cov(X, Y) = Var(V) = \lambda$ It now asks to find whether $X$ ...
1
vote
0answers
10 views

German credit dataset : interpretation of checking_status feature

I am struggling to understand the meaning of some features of the german credit dataset (https://archive.ics.uci.edu/ml/datasets/statlog+(german+credit+data)). I am particularly interested in, the ...
0
votes
1answer
27 views

How can I generate a completely balanced combination

Attaching a code that generates unique combinations of 8 letters but, it still lacks a condition wherein all letters should have equal counts per column. For my code, basically, letter a to h should ...
4
votes
0answers
58 views

How does random variable nesting in GAMs work (mgcv)?

Consider me very new to the world of GAMs, I am actually using it out of necessity rather than by choice but I thought it could be a chance to learn something new anyway. Originally I had hoped to ...
0
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0answers
15 views

Optimal grid for Nadaraya-Watson CV bandwidth selection

Is there any rule of thumb or optimization technique for number of grid points for Kernel Regression? I am doing Nadaraya-Watson on 10 years data (2500 daily observations) of Swap rate. While ...
0
votes
1answer
35 views

Neural network (or deep learning) or gradient boosting for large data with a few features?

I'm dealing with a supervised regression problem, a financial data set with 5m observations and a few features (about 5 to 10). All the features are continuous numeric values, without any missing ...
0
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0answers
7 views

Impact of increasing number of classes on object detection rate/speed

I am trying to build a Darknet (C++) model to detect custom objects. Initially, in the testing phase for 50 objects with tiny yolo, I am getting 35 FPS speed. If I increase the number of objects to ...
0
votes
0answers
8 views

error came as could not find function Vif [on hold]

even though I installed car package, getting error as could not find function "Vif" what is to be done?
-1
votes
0answers
17 views

Wumpus world using Bayes therom [on hold]

suppose the cave system contains 100 caves, of which 90 caves are without a hidden treasure and 10 caves contain a buried gold object. In 70% of the caves with a hidden treasure, the Wumpus has left ...
0
votes
1answer
36 views

Which test shall I apply?

Can you kindly help me with my scholarly article? I observed whether (and to what extent) the 52 SAME companies use their capacities across the years 2006, 2010, 2014, 2018. Here are the counts of ...
0
votes
2answers
16 views

Information about independent variables in poisson regression

Can independent variables in Poisson model, Negative binomial model and Hurdles model be categorical ?
0
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0answers
13 views

Using Binomial Distribution to Determine Overbooking

Given the situation below, what is largest number of reservations the spa should accept to ensure that the probability of having sufficient capacity (i.e. the number of customers who show up is higher ...
0
votes
1answer
24 views

Generation of synthetic categorical data [on hold]

Is there any tool or a way to generate synthetic CATEGORICAL data which follows some distribution(necessary)? Suppose, if I wanted the synthetic data to follow a Gaussian distribution, then how would ...
0
votes
0answers
10 views

One versus One and One versus All multiclass classification using logistic regression in python

This is my understanding of OvO versus OvA: One versus One is binary classification like Banana versus Orange. One versus All/Rest classification turns it into multiple different binary classification ...
0
votes
0answers
10 views

How do you address a key dummy variable if you failed the Hausman test for panel data?

I have a panel model and am primarily interested in the impact of a dummy variable. Unfortunately, my model failed the Hausman test indicating that I should use fixed effect rather than random effect. ...
0
votes
1answer
24 views

What is the difference between multiple regression WITH interaction, and WITHOUT interaction? (* vs + vs " vs : in lm)

I am attempting to set up a multiple regression model using "lm", but I am unsure whether to use :, + or * to indicate the interaction between multiple predictor variables. ?lm shows the following ...
1
vote
2answers
34 views

Conditional Expectation and Prediction

This is taken from the book "A First Course in Probability" from Sheldon Ross: Sometimes a situation arises in which the value of a random variable $X$ is observed and then, on the basis of the ...
2
votes
1answer
15 views

Find the minimum sample size to test for a normal distribution and 1-way ANOVA

I have been heuristically choosing sample sizes and would like to find a more quantitative method. For each group of my data I want to verify that they are normally distributed. Then I want to check ...
0
votes
0answers
11 views

Brier Score - Mean vs Median?

I have a probabilistic model for three distinct outcomes and I'm using the Brier Score to asses the predictive accuracy against another forecasting model. One of the models has a lower average Brier ...
0
votes
1answer
38 views

Using the law of total expectation and the definition of the MGF to find the unconditional distribution

During my research, I encountered Jarle Tufto's answer in this question on the MGF of conditioned random variables: The mgf of $Y$ conditional on $N=n$ is $$ M_{Y|N=n}(t)=M_X(t)^n, $$ since ...
2
votes
0answers
11 views

Relation between multinomial logit model and multi-class neural network

I'm wondering how much differ in these two kinds of model when comes to predict discrete choice. Consider a data-set explanatory $\boldsymbol{x}$ and response $\boldsymbol{y}$ where $\boldsymbol{y} \...
0
votes
0answers
14 views

How to check whether a given ARIMA (p, d, q) process is stationary or not?

I know that a finite MA process $X_t = \Theta(B)Z_t$ is always stationary. Also, whether an AR(p) process is stationary or not can be verified by checking the roots of $\Phi(B)=0$ where the process ...
0
votes
0answers
3 views

ROC for Logistic Regression in SPSS [on hold]

I have a data set with rare events and I want to set an optimal cutoff point for my binomial logistic regression. How can I generate an ROC curve of different cutoffs to determine the optimal one. ...
0
votes
1answer
25 views

How can I apply the Poisson ($\mu$) distribution to two series of random draws?

I have the following question: A box contains 1000 balls, of which 2 are black and the rest are white. If two series of 1000 draws are made at random from this box, what approximately, is the chance ...
1
vote
1answer
10 views

From where is initial value drawn in Multivariate Imputation by Chained Equations (_mice_)?

Based on documentation on mice from Van Buuren & Groothuis-Oudshoorn (2011)-- Starting from an initial imputation representing a value from observed data, the mice algorithm draws imputations by ...

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