# All Questions

140,566 questions
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### Interpreting LM Model Ouput

I know interpretation of model output and selection has been discussed a bunch, but I wanted to ask / better understand the question below more directly. Below is the output of a model selected using ...
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### Dealing with superexponentially raising losses when training a neural network

Sometimes losses contain functions which raise very fast - exponentially or even superexponentially. This can cause overflows to +∞. What is the best method of dealing with such bad-behaving losses?
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### why does random forest trees need to be deeper than gradient boosting trees

in Elements of Statistical Learning chapter 15. Random Forest, we see authors' note on RF v.s. GBT. One of them is that at 1000 terms, GBM depth 4 has smaller error than RF depth 6. Also we notice RF ...
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### If T is a sufficient statistic for theta, is H(theta|x) = H(theta|T(x))?

I was trying to prove that sufficient statistics attain equality in the data processing inequality by a slightly different route than I usually see, and came across an odd expression. (I care more ...
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### Train, validate and test on different folds

To elaborate on the title. Does it make sense to do the following: Split the data into train and test set. Cross-validate on the training set. Remove redundant variables, tune parameters of the model ...
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### How can i fit the following model in R ? What am i missing?

Picture shows the regression from Daniel and Moskowitz (Momentum Crashes) Rwml is the monthly log return So the first column is clear, i got nearly the same values, at least the same magnitude. But:...
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### What does “density” really mean in probability density function in statistics? [duplicate]

I am familiar with the concept, but I simply can’t get my head over the intuition behind it. While being a derivative, it describes the rate of change for one unit. Simply put, we can say that it ...
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### Which function can approximated with Neural Networks using only linear activation functions?

I want to find out which functions can be approximated up to arbitrary accuracy using Neural Networks with only linear activations. On this page I found out that with linear activation functions, the ...
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### Difference-in-differences analysis with multiple time periods

I am at the effects of a law on listed companies. I have a control group and a treatment group, but instead of having a pre treatment period and a treatment period I have 3 time periods. I have ...
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### Should I check structural breaks when forecasting, given limited time window

I attached the graph of a time series below, which is a series of the probability of defaults. This is a quarterly time series. When I am using a regression model to forecast this time series, should ...
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### Logit model with all significant coefficients, but low prediction capabilities

I'm facing this issue with a logit model with R. I got my coefficients significant (already removed the Linear dependent variabiles and the not significant variables), as: ...
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### Too many categorical variables

I have been working a data set that contains some features of used cars and their prices. Features like number of cylinders, millage, model, brand and type. Brand and type have a strong impact on the ...
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### Is there some mathematical logic behind any differences between stock and delta? [on hold]

I am working on a project where I am validating carbon stocks at two different points in time. I am using allometric equations/growth and yield model to predict carbon stocks in forests. The model is ...
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### The relative size of the SE for ratios compared to the SE for means

Pardon a relative novice's question. I'm seeking a reference that describes, compares, and gives formulas for the standard error for ratios and the standard error for differences between means when ...
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### factor analysis of mixed data - difference between quality and contribution

I started to use the R package FactoMineR to perform factor analysis of mixed data (function FAMD). Could someone please be so kind and explain the difference between quality (cos2) and contribution (...
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### Do probabilities exist in reality? [on hold]

I came across the seemingly interesting work of William Briggs in relation to probability and statistics. He make some bold claims, like the following: Probability does not exist as a thing, as a ...
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### Using mutual information for feature selection between feature maps (python)

I want to do feature selection between 512 3X3 feature maps from convolutional layers. I want to calculate a 512X512 MI matrix and choose 256 feature maps with the lowest MI values between themselves (...
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### determining confidence interval for point estimate from regression

Given a regression equation and confidence intervals for the coefficients, how do you compute a confidence interval around a point estimate derived from the regression equation? I'm specifically ...
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### where to specify covariates in a linear mixed effect model

I am using lme4 to create a mixed model for my data. I am looking at the effect of land cover on soil properties at three depths, for example, carbon concentration. I have identified my fixed ...
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### Interaction not significant in Cox regression model?

I ran a cox model with an interaction between two categorical variables (sex and treatment group) included like: Coxph(Surv(time, status) ~ sex*treat+age+edu, data=data) And there is no significant ...
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### How to interpret quadratic effects?

I have built a LMM (using LME4) for understanding how investment fund's structural characteristics (things like how much debt they have, their size etc) impacts upon performance. In the analysis, I ...
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### Normal versus student-t distribution

I estimated two GARCH models, one with the Normal distribution and one with the Student-t distribution. The conditional volatility shows less noise for the model based on the Student-t distribution. ...
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### What are the ways to generate multivariate data? [on hold]

I am trying to teach myself statistics and I was curious how to generate multivariate data. Say, given 1000 multivariate observations I want to generate 10,000 observations. If I randomly sample these ...
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### How to get a threshold value?

I have a dataset of genes and their frequency in the dataset as: Target_Gene:A,B,C,D,E,F,G,H....,Z Count:260,150,120,90,50,40,36,27,.....,1 Now I take a Sample from this: Target_Gene:A,C,F,J,K.......
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### (plm in R) Regression Model Using Column Numbers or Generally Avoiding Manually Entering Variables? [on hold]

I'm learning R as I work through a project and I believe that there is a simpler method to do what I want than to enter every single value in the model. I am using the plm function for fixed effects ...
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### TF-IDF versus TF for Cosine Similarity

My task is to examine emails and determine the cosine similarity between pairs of emails to see which ones are the same or almost the same. I was thinking of using the TF-IDF technique, but am not ...
8 views

### Generating y label in an sklearn pipeline?

I have a simple use case - I want to, as part of an sklearn pipeline, generate y labels based on X features (e.g. for predicting some signal in X, n timesteps in the future). I want it to be a ...
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### Clarify Partial Correlation and GLM

This has been plaguing me for a while. Let's say I am exploring the association with fasting glucose and BMI and am returned with a significant positive correlation. Now, I want to adjust for age and ...
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### General forms of conditional heteroskedasticity

I am currently reading a paper published in the Journal of Finance: Rapach et al. (2013), 'International Stock Return Predictability. What is the role of the United States'. The authors quote they ...
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### Do we have to make cycles and trend covariates/predictors stationary in order to use them as valid predictors in a Dynamic Regression Model?

I want to extract patterns from macroeconomic indicators for use in predictor a target variable. In particular, I plan to decompose the macroeconomic variables into trend, cycle, maybe seasonality and ...
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### Which distance metric to use to cluster categorical sequences (clickstreams or clickpaths)?

For my research, I want to cluster website visitors based on their clickstreams to understand different information behavior patterns (i.e., customer/visitor journeys). The data can be characterized ...
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### Is this an example of a T-statistic?

Excerpt from a study https://www.researchgate.net/publication/328838624_No_More_FOMO_Limiting_Social_Media_Decreases_Loneliness_and_Depression: Although not every subject complied perfectly with ...
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### What is the most appropriate model to detects fault for UAV's sensor data with Autoencoders?

I want to use autoencoders to detect faults in UAV sensor data. So far, I found out that LSTM can be the most appropriate autoencoder model for this purpose. Is it so? Or, what can be the other ...
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### SVD versus RSVD

In the so-called incremental SVD used for collaborative filtering: http://www.machinelearning.org/proceedings/icml2007/papers/407.pdf http://www2.research.att.com/~volinsky/papers/ieeecomputer.pdf ...
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### Applicability of Markov Models for predicting user input

I am trying to predict user action based on the shown content of different modules. Lets assume the user sees a page where several content may be shown or not. The next action of the user depends on ...
4 views

### Questions about calculate the first k-th principal components of VR-PCA?

Variance-reduced PCA VR-PCA, focus on the first component calculation, what about the k-th PCs? Any idea? Thank you!
Below is an example about the calculation of Laplace's law of succession: Suppose we observe $y$ responses out of $n$ binomial trials. Assuming the trials are indenpendent, with unknown response ...