All Questions

0
votes
1answer
13 views

Help examining predicted probabilities from nested logistic models

I am having trouble explaining a recent finding to myself. I'm not sure if I'm asking a redundant question, but here is my situation: 1) Suppose I want to model the estimated probability of some ...
0
votes
1answer
25 views

Using GDP to predict Probability of Default [on hold]

I would appreciate if you could help me to answer on how to use the GDP (Gross Domestic Product) to predict the probability of default (Probability of corporate defaulting in their payment). By using ...
0
votes
0answers
10 views

Given a simple logit panel data model, the MLE estimators are inconsistent

Consider a binary choice model, $P \left( y _ { i t } = 1 | x _ { i t } , \alpha _ { i } \right) = F \left( x _ { i t } \beta _ { 0 } + \alpha _ { i } \right)$, $$F ( z ) = \frac { e ^ { z } } { 1 + e ...
9
votes
2answers
324 views

Are over-dispersion tests in GLMs actually *useful*?

The phenomenon of 'over-dispersion' in a GLM arises whenever we use a model that restricts the variance of the response variable, and the data exhibits greater variance than the model restriction ...
0
votes
0answers
5 views

Plotting groups of sample distributions as CDF with dispersion

Context I repeatedly run an experiment each repetition of which results in a sample of observations that I assume follow some distribution. (It is not important here what the distribution represents.)...
2
votes
1answer
30 views

Mixed model - maximum number of groups?

I am trying to fit a mixed model to determine the effect of X on Y after controlling for non-independence in my data. Non-...
0
votes
0answers
4 views

Criterion for task complexity

For deep learning, are there any theoretical or experimental criterions for task complexity? For example, we can say roughly, within a set of tasks, tasks that take more gradient updates to achieve ...
1
vote
1answer
46 views

Integrating out parameter with improper prior

I got this problem while I was reading the book "Machine Learning: A Probabilistic Perspective" by Kevin Murphy. It is in section 7.6.1 of the book. Assume the likelihood is given by $$ \begin{...
0
votes
1answer
16 views

Types of Normality Test used in Minitab

I recently performed a normality test for a set of data. I noticed that when I use the AD test, the p-value is < 0.05; whereas when I use RJ test, the p-value showed is >0.05. My question here is: ...
1
vote
1answer
33 views

Determine if data is IID

I have data usage from Android and Iphones, and I want to check if the Iphone users consume more than the Android ones. I thought about doing a t-test, but I am not sure if the ID - I think we should ...
0
votes
0answers
5 views

How to reduce false positives when novel negative images are visually similar to training images?

I am noticing that my ResNet model is showing some false positives in cases where novel negative example images are somewhat visually similar to positive examples. In these cases, it's not simply ...
0
votes
0answers
10 views

How do I determine the critical r value for Pearson correlation if I compute the result via bootstrapping?

The critical r value for a Pearson correlation analysis depends on sample size. For example, consider a test with the following parameters: n = 20 alpha = .05 I ...
3
votes
0answers
38 views

How to run linear regression with constraints in R? [duplicate]

If I have the following data n<-1000 x1<-rnorm(n,1,1) x2<-rnorm(n,2,2) x3<-rnorm(n,3,3) e<-rnorm(n) y<-3+0.5*x1+0.2*x2+0.3*x3+e I want to fit a ...
1
vote
1answer
23 views

How would heteroskedasticity look like with negative correlation?

I hope I formulated the question correctly, but I am purely interested in heteroskedasticity: cov($e_i$,$e_j$) and not in autocorrelation with the dependent variables. So positive correlation of the ...
0
votes
0answers
9 views

Checking equality of covariance matrices using Box's M test in multifactor MANOVA

With only one factor (independent variable) in multivariate analysis of variance (MANOVA), Box's M test can be used to check the equality of covariance matrices. ...
0
votes
0answers
9 views

How to evaluate the goodness of a KNN-based recommender system?

I'm building a content-based recommender system and I'm using KNN. That means, for each test instance I'm using KNN to find the most similar objects, and then come up with a recommendation. However I'...
1
vote
0answers
18 views

Running a Multilevel Linear (Mixed-Effects) Meta-Analysis Model without a variance-covariance matrix

I have a dataset that I want to run a meta-analysis on. However, the data has a hierarchical structure with several endpoints per study and where studies are further clustered together. So, I should ...
0
votes
0answers
9 views

Spatio-tempral Bayesian Poisson model convergence investigation

I am fitting a spatio-temporal Bayesian Poisson model with 22 explanatory variables, an offset variable, 2200 observations and non-informative priors. I am using the package ...
3
votes
1answer
68 views

Why do two implementations of the Anderson-Darling test produce such different p-values?

I want to check the normality assumption of my series I am trying to figure out the way is computed the p-value of the Anderson Darling in R packages, goftest and <...
0
votes
0answers
38 views

How to interpret eigenvectors in PCA analysis?

I'm trying to apply the output from PCA analysis I've run on some yield curve history and am getting a bit confused. I have followed the steps below, From a history of the yield curve ($m \times n$ ...
0
votes
1answer
24 views

Rho Spearman correlation test interpretation for sample equal to population

I have done a pair of cuestionaries to measure a pair of variables in a small population, 87 people, so I have taken the whole population as a sample, the cuestionaries have likert scales as answers (...
1
vote
4answers
38 views

Question regarding independence of events

I am reading Wasserman's book and his class notes. In the notes, I found the following statement If A, B are disjoint, both having positive probability, then A and B cannot be independent. Now, if ...
1
vote
0answers
17 views

Stepwise logistic regression: What exactly is meant by eliminating features based on contribution?

I would like to know how my program is selecting and removing features during stepwise regression. I'm using R's caret package which in turn I think is using stepAIC from the MASS package. I was ...
-1
votes
1answer
32 views

Bayesian Inference - determining probability of win [on hold]

We're running an experiment on our landing pages, showing different variants to users. We want to know which variant (page) performs best. We need 100,000 users for our experiment. That's going to ...
2
votes
1answer
73 views

7 accidents per 30 days on average, but variance is 12. Why Poisson distribution can't be used here?

Let's say a city has 7 accidents per 30 days on average. We can use Poisson distribution formula where $\lambda = 7$ $$\frac 1 {n!} (\lambda t)^n e^{-\lambda t}$$ But in Poisson distribution the ...
1
vote
0answers
26 views

at what probability will the probability we start considering the data?

For example I have this problem, Do Americans tend to vote for the taller of the two candidates in a presidential election? In 30 presidential elections since 1856, 18 of the winners were taller than ...
0
votes
2answers
22 views

No error in the training/validation dataset

Suppose I have a linearly separable dataset, divide into training and validation sets. Will a perceptron learned on the training dataset be guaranteed to have no error on the training dataset and on ...
0
votes
0answers
12 views

How to infer the bounds on the R-squared value given the relationship between individual features?

Let say you have three variables X1, X2, and Y, all normally distributed, zero mean, unit variance. When you build a simple linear regression using: ...
0
votes
0answers
10 views

hypothesis testing to check for occurrence

I am struggling to understand if I can make such a hypothesis or not and if so, which test is best to validate it. I have a data with a size of 50 (quality of wine) I see that a sensory quality ...
0
votes
0answers
13 views

How to construct envelope graphics for residuals? [on hold]

Using R we can plot the envelope graphic for regression residuals using the function qqPlot. My question is: How to construct ...
0
votes
0answers
11 views

aregImpute or mice for imputation of survival data

I would like to use multiple imputation to analyse associations between an exposure variable (exp) and different disease risks in a dataset with some missing data (...
0
votes
0answers
21 views

Independent variables and moderator variables correlate (three-way interaction)

let's assume I hypothesize: H1: A direct effect of X1 on Y H2: A direct effect of X2 on Y H3: A two-way interaction between X1 and X2 H4: A three-way interaction between X1, X2 and X3 H5: A three-...
0
votes
1answer
18 views

Competing Risks Likelihood in each State

I have a competing risks model where every observation starts in state 0 and ends up in either state 1 or state 2. I have the following cumulative hazard functions for each transition to state 1 and ...
0
votes
0answers
11 views

Bayesian Model Validation in BEST

I am trying to perform BEST using pymc3 for finding difference between 2 groups of values (values from same group before and after). After performing similar analysis as shown in the link, I see no ...
0
votes
0answers
5 views

How to use seasonal features in time series regression with models such as xgboost?

I have a hard time understanding how one can create seasonal indices such as a yearly mean or (x - yearly mean(x)) and use them as predictors for monthly n horizon forecast. For example: I want to ...
0
votes
1answer
20 views

How to use derivatives of a function to better estimate its variance over the domain?

How to use derivatives of a function to better estimate its variance over the domain? I have a scalar smooth function $f(x)$ and a multivariate random variable $x$ with known distribution (e.g. ...
0
votes
0answers
5 views

Attribute Sampling Math question for inventories

I hope this is the right forum for this, but I'm terrible at stats and got tasked to help a QA team do some math. I'm trying to figure out how to do the calculations to be able to say something to the ...
1
vote
1answer
23 views

Anomaly detection with complex seasonality

I am working on a anomaly detection for a batches of daily time series (non-hierarchical) that exhibit both yearly and weekly seasonality. I tested a few algorithms and it appears that tbats() from ...
0
votes
0answers
17 views

Visual representation of strong associations of two categorical variables

I have a dataset of one categoric variable "supermarket" for each individual person and multiple "product" categories per person and supermarket. E.g.: Person 1 went shopping in supermarket X and ...
0
votes
1answer
18 views

Effect Modification, Confounding, and Correlation

I am trying to estimate the effect of a policy intervention (X) on patient outcome(Y) from an administrative data. In the data set, around 20% of the patients have received the intervention. Even ...
0
votes
0answers
10 views

permutation test and calculate the robustness of p value

I have two datasets , I am making it as simple as I can so that people can help me. I have two data, one is that I see in a database that a number of 3 is repeated 10 times in a certain regions. so I ...
1
vote
1answer
17 views

Stan: output some (but not all) intermediate variables of interest [on hold]

I am a newcomer to Stan but quite a Stan enthusiast by now. Currently I am working on a Stan application involving a somewhat complex computation with a bunch of intermediate variables of which I ...
0
votes
0answers
13 views

Keras LSTM for timeseries forecasting help with error messages [on hold]

I am trying to understand how to use keras for supply chain forecasting and i keep getting errors that i can't find help for elsewhere. I've tried to do similar tutorials; sunspot forecasting ...
1
vote
0answers
18 views

R - nlm and Weibull Maximum Likelihood

Good day, I am working on an assignment where I have to Calculate the maximum likelihood estimates of $\alpha$ and $\lambda$ along with their standard erorrs on the basis of an independent and ...
0
votes
0answers
9 views

Assess collinearity in conditional logistic regression [on hold]

I have a cross-over design dataset (each patient has two observations - one for case interval; the other one for control interval). All the interval-level variables (exposure and other covariates) are ...
0
votes
1answer
21 views

Which statistical test should be used for several samples frequency distributions?

I have the frequency distribution of muscle fiber size from several control and several problem animals and I'd like to compare both groups, but all the statistical tests I know for frequency ...
0
votes
0answers
13 views

How are cumulants of order higher than one independent of average? [on hold]

I have background in physics. How are cumulants of order higher than one independent of average?
1
vote
1answer
18 views

How to determine earliest point of change in repeated cross sectional study?

I have an experiment where animals are exposed to a temperature change and then a continuous response variable is measured at set time points after the change. I have a baseline, 8 hours after change, ...
-2
votes
0answers
15 views

gereration of random in R [on hold]

I want to generate a random number in R using my specific generator ...
0
votes
2answers
36 views

How can one interpret a heat map plot

I am doing a stats assignment in python and during my preliminary data analysis I created a heatmap plot and would like to be able to explain the correlation among the variables. However, I don't ...

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