All Questions

0
votes
0answers
13 views

Interpretation of a brier score

Suppose that multiple brier scores were computed for two models $A,B$ and the density of the scores plotted as Where the average of $A$ is less than $B$ What would the interpretation of this be? ...
0
votes
1answer
10 views

Determining Conditional Independence from Marginal Independence?

so if I have a 3 columns of binary variables X, Y and Z with their respective values and I would like to determine whether X,Y are conditionally independent given Z. How can I go about doing this? ...
0
votes
0answers
8 views

When asked to run a GLM for main effects and two-way interactions, what exactly does two-way interactions refer to? [on hold]

So just looking for clarification on a HW question, want to make sure in doing the right thing. The two-way interactions refers to adding the extra "multiplied" variables in, right? So if the two ...
0
votes
0answers
11 views

Panel model and the multivariate model

Can I apply the Panel model to a multivariate model with six dependent variables and one independent variable
0
votes
1answer
27 views

Common data processing mistakes which have huge impact on further analysis [on hold]

I recently made a mistake of not treating special values of Bureau credit scores while predicting default in an analysis. This led to counter-intuitive trends being observed. Can you share some ...
0
votes
0answers
27 views

What is a good name for a density function that does not relate to probability?

There is confusion between normalized functions whose area under the curve is one, i.e., density functions, and probability density functions that are not only density functions but that are measures ...
1
vote
1answer
31 views

Why is lasso more robust to outliers compared to ridge?

In my attempt to reason about it intuitively I am concluding that ridge might be more robust to outliers. Following is my intuitive/lose reasoning : If there is an outlier then to match my ...
0
votes
0answers
5 views

Two-way mixed ANOVA - do I need to transform pretest AND posttest

I am conducting a two-way mixed ANOVA on intervention data from a randomized controlled trial (i.e., my within-subject factor is time, and my between-subject factor is treatment condition). My ...
2
votes
0answers
9 views

Power spectral density attenuation confidence interval

I am trying to compare power spectral density (PSD) estimates of two stochastic signals. I compute the attenuation by dividing one PSD by the other (both PSDs are computed and smoothed within the same ...
-1
votes
0answers
6 views

How would I model underlying probabilities of failure with this data?

I have a dataset with measurements of a machine taken at different timepoints. I'm assuming at every timestep, the underlying state of the machine is a number between 0 and 1, where 1 indicates the ...
1
vote
0answers
10 views

Feature engineering for sheet music

I have a large dataset of digitized music scores that I'd like to use as input to a network. Initially, I'm looking to train networks to identify key signatures, tempo, dynamics, etc. from the raw ...
1
vote
1answer
25 views

Naive bayes computation of denominator

I'm wondering about the denominator in this computation : ...
0
votes
0answers
13 views

Is my data inappropriate for a zero-inflated regression model?

I am working with count data where I have an abundance of zeros for one of my categorical factors (Day). I have generated two models, p1 and m1, with zeroinfl() and ...
0
votes
0answers
4 views

Do GGMs model partial correlation or conditional independence or both?

Post that says partial correlation != conditional dependence/independence: https://www.quora.com/Does-a-partial-correlation-of-0-imply-conditional-independence Post above points to following paper: ...
0
votes
0answers
16 views

How to transform my data appropriately? [on hold]

When I did time series analysis and plot the time series plot, the plot shows non-constant variance. How can I process it if the plot like this.
2
votes
0answers
14 views

Unbiased Estimator of the Standard Deviation of the Sample Standard Deviation

I'm looking for an unbiased estimator of the standard deviation $\text{SD}(s)$ of the sample standard deviation $s = \sqrt{\frac{1}{n-1} \sum_{i=1}^{n} (x_i - \overline{x})^2}$. I have found this ...
1
vote
0answers
5 views

Combining classifiers built on different features

I have a binary classification problem and two sets of features(for the same target variable) . Due to some reason(domain knowledge), I can't combine those two feature sets into one and then do ...
0
votes
0answers
12 views

Why we need to do bootstraping and extract confidence interval for classification problems?

My question is related to bootstraping and extracting confidence interval for classification problems. Let's say I have 25 number of data points and 2 features and use Gradient Boosting Machine (GBM) ...
1
vote
0answers
11 views

Can Ordered Logistic Regression be used for tally/sum scores?

Suppose I have 6 vignettes and the possible responses to all those vignettes are 1 (YES) or 0 (NO). If participants answered (YES) to all six vignettes, they would get a tally score of 6. If they ...
1
vote
1answer
28 views

Improve precision/recall for class imbalance?

Trying to get better precision/recall for both classes ... any tips? I have heterogeneous features [a few num vars, a few cat vars, and 2 text vars] Target is a binary classification w/ class ...
1
vote
1answer
23 views

Fractional un-differencing of time-series

I have time series y that has long-memory 0 < d < 1. I have differenced y with order d, resulting into y'. I would like to now restore y' back into y. Do you guys know how to do that? P.S. ...
1
vote
1answer
34 views

Appropriateness of nonparametric bootstrap methods to assess difference between two groups

This question is motivated by the discussion of this earlier question. I have two samples $X$ and $Y$, where both samples have $n$ elements. Both samples represent optimal solutions returned from two ...
0
votes
0answers
11 views

PCA whitened data

Let $X$ be a feature matrix of size $m\times d$. I understand that the standard PCA whitening process follows three steps. (Centerization) ${X} \to \hat{X}:=({X} - \mu)$, where $\mu$ is a matrix of ...
0
votes
0answers
10 views

undersampling before or after cross-validation

I have a classification problem with highly unbalanced classes. In 4000 samples, 1% is 1s and 99% is 0s. Normally, I would use the balance technique only in the training set. However, I expect that ...
0
votes
0answers
23 views

Autocorrelation of a series of Gaussian variables

We generate $n$ observations from 1D normal distribution. The observations are denoted as $x_1, x_2, \cdots, x_n$. Given these observations, consider sequence $\mathbf{x} \in \mathbb{R}^n$: $$\...
0
votes
0answers
19 views

How to average columns having varying lengths? [on hold]

I am trying to plot the average of a set of columns. However, since the columns have unequal lengths, the shape of the plot at the end has abrupt shifts. I am thinking of re-sampling all the columns ...
0
votes
1answer
21 views

How to interpret glm output for quasi-binomial model

I am having difficulty interpreting the output for a quasibinomial model. My first issue is that I have used the function 'autoplot' to test assumptions, and the normal Q-Q plot is skewed: I am ...
0
votes
0answers
2 views

Combine Noisy predictions from an optical character recognition program

I am trying to perform optical character recognition on a field of text from different angles as the camera passes over it and beyond it. Due to the 3D skewing of the image, thee readings of the OCR ...
0
votes
0answers
12 views

Are there any distributions where higher moments are defined but lower ones are not? [duplicate]

My assumption is that there is not (unless there is some playing around with inverse distributions). But are there any examples of distributions where ,say, the second moment exists but the first ...
1
vote
0answers
21 views

How can Factor Analysis be used to remove questions from a survey?

Suppose I have a psychological questionnaire asking 30 questions about a person's mental health (on a Likert-scale 1-7). I then collect data from around 100 individuals, and would like to use that ...
0
votes
0answers
5 views

Finding most related variables independent of variable type

Problem I am analysing a dataset containing variables of different types: continuous, ordinal and categorical. To prioritise in which order to analyse the variables, I would like to evaluate the ...
0
votes
0answers
10 views

Dynamic Calculation of Variance after removing an observation

I know that there are formulas for calculating variance in dynamic fashions. I have also seen formulas for calculating rolling variances assuming you know what number is leaving and entering the ...
0
votes
0answers
15 views

Linear models and multiple comparisons on time-series data

I have conducted a study on subjects corresponding to two groups G1 and G2. Each subject in the group was tested under two conditions C1 and C2. The testing under each condition was done across a ...
0
votes
0answers
15 views

Is my objective function to optimize svm parameters right? [migrated]

I have this objective function to optimize SVM parameters using PSO. ...
1
vote
1answer
33 views

Statistics / Regression Question

So I am writing an econ paper and will be using regressions. I have written my intro / lit review / collected relevant data. I have Swiss quarterly and yearly export data by industry from 2009-2018. ...
0
votes
0answers
23 views

A question about the definition of sample

Let $(\Omega,\Sigma,\mu)$ be a measure space. The definition of a sample is that it is a sequence of iid random variables $X_1,\ldots,X_n$. Usually random variables are real valued and the ...
0
votes
0answers
6 views

Directly Comparing Regression Beta-Weights [on hold]

I have a model where my dependent variable and 3 independent variables are standardized so that they are beta-coefficients. I would like to use these coefficients to predict a new point WITHOUT the ...
0
votes
0answers
10 views

Algorithm for producing a Moving Average (as in ARIMA) model

I have a time series $X_t$ and I want to produce an ARMA forecast (without using any automated packages - the purpose of my project is to understand how those work). So far, I have the AR(p) part ...
1
vote
1answer
17 views

How to model counts of a categorical variable?

I'm interested in assessing the impact of various covariates (age, sex, Charlson comorbidity score, etc.) on the incidence rate of a pulmonary event. However, the event is not binary. Each patient ...
0
votes
1answer
7 views

Within panel estimator - how to perform standard error adjustment?

I am fitting a within panel model via glm in R and I am trying to understand standard error adjustment as in plm package (to account for loss of degrees of freedom via demeaning): Consider the ...
2
votes
3answers
441 views

2 sample t test for sample sizes - 30,000 and 150,000

I have 2 samples, one with sample size of 30,000 customers and the other with 150,000. I have to perform a 2 sample t test(on conversion rates of the 2 groups). My question is, will t test in this ...
-1
votes
0answers
11 views

Error of MLE of Gamma distribution [on hold]

Error in the MLE, I don't know how to fix that, please help me!!!!!
-1
votes
0answers
6 views

Hardy Weinberg Equilibrium And Outliers-How to deal with them?

I am carrying out a meta-analysis and meta-regression to study the association of a gene with a complex disorder. I have carrie
2
votes
1answer
16 views

How can I use polynomial distributed lag models for longitudinal categorical exposure?

I have SHS data from 13 time points and i want to describe the relationship between this cumulative exposure and health outcome after the 13th time point. It seems the ...
0
votes
1answer
25 views

What stops gradient descent from finding the largest error? [duplicate]

If a gradient points towards a max or a min what stops gradient descent from maximizing error instead of minimizing it? Is it the nature of the update step that makes this process one way?
0
votes
0answers
14 views

Does heteroskedasticity matter when estimating a regression using the entire population?

The F-statistic, t-statistics, p-values and standard errors of the estimated coefficients will all be incorrect in the presence of heteroskedasticity. However, does this even matter if I am working ...
0
votes
2answers
28 views

Posterior probability with Bins

For the following question I wanted to know how to estimate the probability that I have selected from bin A. There are 10 bins, 4 are labelled A, 6 labelled B. Each bin has balls with two colors (Red/ ...
2
votes
1answer
22 views

Theoretical dependency of moments on parameter of a Boltzmann distribution

Assume $$X\sim \frac{e^{-\beta Nf(x)}}{Z_{\beta}}$$ where $$ f(x) = -hx -x^2 + \frac{1}{\beta N}(1-x)\ln(1-x) + (1+x)\ln(1+x) $$ and $Z_{\beta}$ is the appropriate normalization factor. The support ...
0
votes
0answers
20 views

R: H is singular

For my thesis I need to estimate BEKK GARCH models. For this I have tried several packages. I keep getting the same error: "H is singular". I have found that this can be caused by highly correlated ...
0
votes
1answer
32 views

AUC of single model vs AUC of separate models on same data

I have created two separate binary classifiers that predict the same kind of label using 2 separate datasets. The data is in the same format. They both have a AUC of 0.94 and 0.95 I have then created ...

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