All Questions
194,248
questions
0
votes
0
answers
8
views
Asymptotic distribution of t-test with two coefficients
I have the following CEF:
$$
y_{i}=\beta_{1} d_{i}+\beta_{2}\left(1-d_{i}\right)+e_{i}
$$
And the following assumptions:
$$
d_{i} \perp\left(y_{i}(0), y_{i}(1)\right)
$$
$$
\mathrm{E}\left[e_{i} \mid ...
5
votes
1
answer
59
views
+100
Finding the MVUE of the center of a circle of unknown location
Is there a known analytic solution for finding the minimum variance unbiased estimator of a disk of an unknown location given that a sample of $n$ points was drawn uniformly and randomly from the disk ...
- 91.9k
0
votes
0
answers
9
views
what is the probability of this event?
given this outcome of the dice {2, 3, 4, 6, 6}. You decide to re-roll both sixes. What is the probability that you roll either a small straight (four dice are in a row) or a large straight (all five ...
- 287k
0
votes
1
answer
12
views
How do endogenous variables relate with the error term?
Are endogenous variables stochastic or non-stochastic? If they are stochastic,can we say they are uncorrelated or correlated with the error term?
I read this in Basic Econometrics by Gujarati (5th ...
- 4,064
2
votes
2
answers
119
views
+100
Bounds on the conditional variance of a truncated binomial
I have a binomial variable $R$ drawn from $binom(N, p)$, and I'm interested in the variance of $R$, given $R \ge Q$. The pmf of this variable $R^*$ is
$$
\phi_{R^*}(l) = \frac{\phi(l, N, p)}{P}
$$
...
- 1,721
0
votes
0
answers
21
views
How can generate 95%CI for GAM model in Stata?
I am analyzing a dataset with generalised additive models(GAM) in Stata. I want to obtain 95% confidence interval(95%CI) for my result. I have read the documentation in Stata ("Help gam") ...
- 1
1
vote
1
answer
20
views
After using inverse probability weight, two groups are still significant
I used the inverse probability weight to eliminate the bias of demographics. After creating the propensity weight, I conducted series chi-square tests to compare demographic variables among treatment ...
- 1,753
3
votes
1
answer
64
views
Joint distribution of longest run and number of runs in a sequence of $n$ coin tosses?
A coin with probability of heads $p \in (0, 1) $ is tossed $n$ times. What is the joint probability distribution of the number of runs and the longest run?
Schilling (1990) discusses the distribution ...
- 26k
0
votes
1
answer
11
views
Why not perform weight decay on layernorm/embedding?
I am learning the code of minGPT. In the function, the author excluded layernorm and embedding layer from experiencing weight decay and I want to know the reasons. Besides, what about batchnorm?
- 572
0
votes
0
answers
15
views
Imputed binary response outcome
I am currently working on a group project with COVID data. The response variable is a binary outcome (positive/negative) from swab test; and let's only consider age groups (0-18, 18-60, 60+) for ...
3
votes
1
answer
301
views
Maximum Likeilhood estimate of shape parameter of GPD is negative, even though exceedances are positively skewed
I am looking at fitting a Generalized Pareto Distribution (GPD) to extreme events which exceed a certain value threshold for Bilbao waves data.
Selecting threshold at c=7.5, resulting in 154 ...
CommunityBot
- 1
0
votes
1
answer
10
views
Lightgbm, time-series and spikes repeated on a yearly basis
I have a data set (time-series) with the shape {$2190$x$63$}. There are 63 variables, 2 products ($A$ and $B$) worth of 3 years of daily data, thus I have $1095$ observations per product and total of $...
- 1,723
5
votes
2
answers
210
views
Objective criteria for assumption violations that do not utilize p-values?
Suppose we have a standard regression model and want to identify whether we have violated the assumptions of the model. Traditionally, we might utilize a significance test to determine whether (for ...
- 539
0
votes
0
answers
2
views
Degrees of freedom when comparing models applied in a secondary (test) dataset
Two models in R:
mod_a = lm(height ~ age)
mod_b = lm(height ~ age + sex)
Those models have different degrees of freedom. Once they are applied in a separate set, ...
- 359
1
vote
2
answers
10
views
How to properly explain a delta between 0.10 to 0.05 in proportions
Assuming I have proportions for clicks to impressions of 0.10 for p1 and 0.05 for p2. This is equivalent to 10% and 5% click through rate.
One way is to say that p1 is 5% higher but can we even say ...
- 137
8
votes
2
answers
357
views
Sum of sample given a priori knowledge of its maximum
Given a sample of discrete random variables $X_1, X_2, \ldots, X_n \sim F$, I am looking to calculate the distribution given by the probability mass function:
$$P\left(\sum_{i=1}^n X_i = x~\middle|~\...
- 8,538
2
votes
1
answer
78
views
+100
Optimize classification rule in multinomial logistic regression
We know that in the case of logistic regression, a classification threshold p=0.5 is generally not an optimal choice when seeking to optimise sensitivity and specificity. This is generally due to the ...
- 48.5k
0
votes
0
answers
4
views
SUR regression gets error "LU computationally singular: ratio of extreme...": can work around but still concerned about error margins
I originally posted this to stackoverflow, and was advised by I_O that the question would be appreciated more here. I am not sure how to reformat this to be appropriate here, so I am copying it over ...
- 121
0
votes
0
answers
6
views
How can the power of a clinical trial be estimated mid-recruitment?
For my PhD I started a three-arm, clinical trial which due to the pandemic I have to stop after having recruited 69 participants instead of 150 originally calculated to give a power of 80%. The trial ...
0
votes
0
answers
9
views
Adding independent variables to mixed effects model and controlling for interaction
I have formed 2 separate mixed effects models to see how these variables affect "chance" (this is risk taking behavior):
...
- 62.4k
0
votes
0
answers
4
views
Why do permutation importances for my model all zeros?
I really am at a loss here. I have several tree-based binary classification models trained on a balanced dataset of ~300 samples and ~15000 features. The models have AUROC around 0.8.
I want to ...
- 81
1
vote
0
answers
27
views
Arithmetic with normally-distributed variables
Suppose $x \sim \mathcal N(\mu_x,\sigma_x^2)$ and $y \sim \mathcal N(\mu_y,\sigma_y^2)$ are random variables, and suppose $\mu_y$ is large compared to $\sigma_y$. I want to know about
$$
z=\frac{x}{y^...
- 1,078
0
votes
1
answer
22
views
SE Interpretation
Can you help me to interpret the following standard deviation? It is a linear regression problem, I need to predict Rent which depends on the size of an Apartment. Rent=23.411+13.806. The question is ...
1
vote
1
answer
758
views
What is meant by subgroup?
I am learning about control charts but I am unable to wrap my head around the concept of subgroups. What are subgroups? I understand that they are group of homogeneous data, but why do we need to ...
CommunityBot
- 1
4
votes
2
answers
756
views
Multi-label classification with neural networks: Are correlations between class labels taken into account?
I am solving multi-label classification problem (assigning each image 1 to N labels) and want to use neural network (like in this post). Does this approach take correlations between class labels into ...
1
vote
1
answer
19
views
Permutation test for adonis under NA model?
I am having issues understanding why the permanova computed with adonis2() in vegan is returning a ...
- 273
3
votes
2
answers
21
views
Using weather forecasts as exogenous data for timeseries forecasting
I'm using Facebook Prophet as a forecasting model and I want to use weather data (temp for example) as additional regressor (exogenous data or external variable).
Additional regressors are integrated ...
- 143
0
votes
0
answers
7
views
0
votes
0
answers
7
views
ANOVA interaction effect
https://i.stack.imgur.com/wdXwB.jpg
If I'm performing ANOVA using the formula in R:
aov(Ileibacterium ~ diet*cage, data)
Context - there are 3 cages per diet with 3 ...
- 11
-1
votes
0
answers
19
views
Error while sending the email in marketo [closed]
Hope you are doing well!
These are some errors I was facing while sending the email:
1- 550 [internal] [oob] The message was blocked by the receiver.
2- 550 5.4.1 Recipient address rejected: Access ...
CommunityBot
- 1
0
votes
1
answer
8
views
Three-level Meta-Analyses: correlation comparisons and correction for publication bias?
I'm conducting a three-level meta-analysis on correlations using the {metafor} package on R.
I'm quite a newbie when it comes to three-level meta-analyses, so I have two doubts.
1) From each study, I ...
- 15.8k
2
votes
0
answers
9
views
Heavy tailed residuals in linear mixed model
I'm a new user of linear mixed models and I'm experiencing some troubles with that. I have a dataset with 680000 measures of milk production from 2017 to 2020, from a population of almost 37000 cows ...
- 21
2
votes
1
answer
76
views
Why do fixed effects in a logistic regression model differ depending on the presence of a random slope?
If I have two linear regression models, one with a random slope and one without (but otherwise identical), the fixed effects in the two models are identical. My understanding is that this stems from ...
- 46.5k
1
vote
1
answer
172
views
3-way interaction not signficant; how to interpret subsequent 2-way interactions.
I know there are similar questions on this topic but I have checked all of them and haven't found the specific answer to my (simplistic) questions.
There are 3 explanatory variables: A(3 levels, ...
CommunityBot
- 1
0
votes
0
answers
8
views
Poisson family GLM with 1 categorical independent variable error missing value where TRUE/FALSE needed
I want to test if a few test subjects show improvement over days in a test. I have 2 groups, 1 that did some training before the test and 1 that did not. My test lasted three days, with 10 trials a ...
0
votes
0
answers
2
views
Coefficient of correlation between differently spaced time series
I have a timeseries with input flow values in a water plant (measured every 5 minutes) and the meteorological data containing the precipitation in the last 1,3,6,12 and 24 hours (each displayed every ...
- 11
1
vote
1
answer
79
views
Probability that a Random Variable is Greater Than Another
Say I have two independent random variables - one is drawn from a uniform distribution on [0,
50] while the other is drawn from a uniform distribution on [0, 100]. How would I calculate the ...
- 3,021
0
votes
0
answers
9
views
The multivariate Inverse-Gamma
On wikipedia they give a multivariate form, which to my understanding is used when V is known up until the scaling factor for a Normal-InverseGamma conjugacy. I tried to find a source of the ...
0
votes
0
answers
32
views
ANOVA: significant interaction but not significant post-hoc
I am running an ANOVA (in R, using the afex package and aov_car function), with two inter-subject variable (Group, which can have two modalities and Sex, which can also have to modalities) and one ...
0
votes
0
answers
8
views
Normal distribution of ratio [closed]
Given the following variable:
Actual returns / Expected Returns
I will assume a normal distribution N(1,S^2).
Do you think is it correct?
- 1
2
votes
1
answer
1k
views
Deriving step size/learning rate in the hinge loss passive-aggressive/perceptron algorithm
Recall the perceptron algorithm:
cycle through all points until convergence
$\text{if }\, y^{(t)} \neq \theta^{T}x^{(t)} + \theta_0\,\{\\
\quad \theta^{(k+1)} = \theta^{k} + y^{(t)}x^{(t)}\\
\}$
...
0
votes
1
answer
171
views
Machine Learning Models for Classification with Categorical Variables
To start, I'd like to say I have very little experience in machine learning, or statistics/computer science in general.
What I am interested in is a list of models I can use to classify a binary ...
CommunityBot
- 1
1
vote
1
answer
19
views
Using ML model and decision tree to create a new risk classification
The idea of this project was to use a Machine Learning model to find the best variables to include in a decision tree algorithm. After evaluating with caret a number of different models I found the ...
- 5,232
0
votes
0
answers
12
views
Negative multinomial distribution
The pmf of negative multinomial distribution is
\begin{align*}
P(\boldsymbol{\rm{X}}=\boldsymbol{\rm{x}})=\frac{\Gamma\left(x_0+\sum_{i=1}^{m}x_{i}\right)}{\Gamma\left(x_0\right)}p_0^{x_0} \prod_{i=1}...
- 11
2
votes
0
answers
79
views
(Generalised) Negative Multinomial Distribution
Fix some probability vector $( p_1, \ldots, p_N)$, and let $X$ be a categorical random variable with these probabilities, i.e.
$$P ( X = x ) = p_x \quad \text{for } x \in \{ 1, \ldots, N \}.$$
...
- 11
1
vote
0
answers
9
views
Selecting a test to prove that the observed changes in the performance of two machine learning models are statistically significant
I have developed two machine learning models which I evaluated with two different datasets. My initial hypothesis was that their performance would be higher in dataset 2 as compared to dataset 1. ...
-1
votes
0
answers
12
views
Autocorrelation of residuals
I am working with R and I got the following residuals in time series. But I have problem determine if the are autocorrelated or not. Any help?
- 55.5k
2
votes
2
answers
2k
views
How to do likelihood ratio test to compare two panel models (plm) in R
I have a problem to run a likelihood ratio test to compare two panel regression models in order to find whether one model is significantly better than the another one. However, neither lrtest nor ...
- 26.3k
0
votes
0
answers
9
views
Learning Algorithm Time & Sample Complexity
Let $X=R^{2}$. Let $u=\left(\frac{\sqrt{3}}{2},-\frac{1}{2}\right),\
w=\left(-\frac{\sqrt{3}}{2},-\frac{1}{2}\right),\ v=\left(0,1\right)$
and $C=H=\left\{h\left(r\right)=\left\{\left(x_{1},x_{2\ }\...
- 101
0
votes
0
answers
19
views
Without encoding, how can we solve high cardinality issue?
I already referred the posts here but this question is different. I don't wish to use categorical encoding. details given below
I have a dataset of 3000 unique customers purchase data. The dataset ...
- 1,780