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1 vote
0 answers
44 views
+50

Test whether a Metropolis-Hastings chain is "sufficiently near" equilibrium using the autocorrelation function

Let $(E,\mathcal E)$ be a measurable space, $(\Omega,\mathcal A,\operatorname P)$ be a probability space, $(X_n)_{n\in\mathbb N_0}$ be an $(E,\mathcal E)$-valued process on $(\Omega,\mathcal A,\...
  • 399
2 votes
0 answers
67 views
+50

Transformation of predictors for generalized additive model

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. As I know these predictors should be scaled,...
0 votes
1 answer
47 views
+50

Carrying over the standard deviation across calculations

I have conducted a measurement of sample on an instrument. I thus have the value of my samples, of a blank, and the standard deviation of said blank. I would like to execute operations on the value of ...
  • 51
1 vote
0 answers
47 views
+50

Bounds of Shapley values for variable importance

Imagine you have a very good predictive model $f$ for a response $y$. Is it possible to bound the "true" Shapley values of $y$ in terms of the Shapley values of $f$ and the prediction error? ...
  • 2,147
0 votes
0 answers
16 views
+50

Cross-lagged Pearson correlation in R

I have a dataset where I have two recordings (sessions) of two different variables. ...
  • 247
0 votes
0 answers
25 views
+50

Question on the proof of convergence of K-Means

First, the question has answers here and here, however I am still slightly confused. Let's state the problem formally below, extracted from Bishop's Pattern Recognition and Machine Learning book, ...
  • 649
0 votes
0 answers
39 views
+50

Can any Model be Modified into a "Autoregressive Model"?

In one of Data Science classes, we were given a dataset to explore that contains medical/health information on patients and whether they missed their last doctors appointment or not (e.g. most of the ...
  • 6,890
3 votes
0 answers
76 views
+50

Correct creation of the null distribution for bootstrapped $p$-values

Let's say we want to calculate the two-sided $p$-value for a linear regression coefficient using bootstrapping. The null hypothesis is $\beta_1 = 0$. For the non-parametric (case-resampling) bootstrap,...
  • 27.1k
2 votes
4 answers
153 views
+50

Why do the bootstrap calculated p-value and the confidence intervals seem to contradict each other [R code, specific example]?

Below you'll find the data and the corresponding R code used to perform the bootstrap hypothesis test to compare the ratio of the means of two samples and additionally, to estimate the 95% confidence ...
  • 102