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6
votes
1answer
294 views
+50

How are optional stopping rules based on e.g. sample confidence (width of confidence interval) biased?

Inspired by this: http://pss.sagepub.com/content/22/11/1359 In the context of open-ended data collection where the necessary sample size cannot be properly estimated, for the purpose of a ...
1
vote
1answer
48 views
+50

Non-logarithmic approaches to compositional data

Background Compositional data ($x_i>0, \sum_i x_i=c$) are usually analyzed using some kind of log-transformation (alr/clr/ilr), to take into account naturally the fact that, in presence of the sum ...
0
votes
1answer
40 views
+50

Multiple linear regression while using only the explanatory variables with largest correlation (by magnitude)

I'm looking at the analysis for the red wine dataset on https://datauab.github.io/red_wine_quality/. This is a Jupyter note book, and if you go down to about In [9]:...
3
votes
1answer
105 views
+50

Inference in Dirichlet process mixtures via collapsed Gibbs sampling

I need to cluster some data $\{x1, \ldots, x_n\}$ through a Dirichlet process mixture model. Consider the following Dirichlet process mixture model, in which the base measure is a $NIW(\mu_0, \...
2
votes
0answers
42 views
+50

Power simulation for Difference-in-Difference

Referring to the simulation approach suggested by Snow for ordinal logistic regression: https://stats.stackexchange.com/a/22410/231675 Here is a simple example with ordinal regression: ...
1
vote
1answer
57 views
+50

How to get residuals from an ordinal logit/probit, and which ones to get

I stumbled upon this question on Stack, where someone asked how to get the residuals from a polr regression, to which Ben Bolker answers as follows: My question ...
3
votes
0answers
79 views
+50

Information loss

Let's imagine we have some binary random variable $Y$ and some other continuous variable $X\in\mathbb{R}$ and we have some sample of size $n$. Suppose we want to determine the relationship between $Y$ ...
0
votes
1answer
40 views
+50

Correcting (or bootstrapping) the standard errrors for a two stage glm

Cross posted on StackOverflow I want to somehow correct the standard errors of my two stage residual inclusion, where in contrast to the 2SLS, the residuals are included in addition to the ...
4
votes
0answers
125 views
+50

Geometric distribution and entropy

According to wikipedia, among all discrete probability distributions supported on $\{1, 2, 3, ... \}$ with given expected value $\mu$, the geometric distribution X with parameter $p = \frac{1}{ \mu} $ ...
7
votes
1answer
72 views
+50

GAM: Do shrinkage smooth splines also address for concurvity?

I have a gam model with automatic predictor selection based on cubic splines (bs = cr) and SELECT == T or shrinkage cubic splines (bs = cs) and SELECT == F. Now I'm wondering if predictors affected ...
4
votes
0answers
69 views
+50

Plain English explanation of Ito's integral?

I'm looking for a plain English explanation of Ito's integral. I don't need an exhaustive proof, derivation, etc. Just a simple ~this is effectively what it does and why it's better than a Riemann sum ...
1
vote
0answers
29 views
+50

How to sample from different datasets such that they have similar distributions?

I have data from multiple datasets with the boxplot given below In the above figure, I have data from 7 different datasets. I am looking for a sampling strategy without replacement such that samples ...