All Questions

Filter by
Sorted by
Tagged with
0 votes
0 answers
11 views

Dealing with a dataset with huge outliers [closed]

I am working on a dataset that has less than 100 samples and about 20 features. This dataset is related to a multi-regression problem about parameters in the field of medical physics related to organs ...
Erfan Mollai's user avatar
1 vote
0 answers
5 views

Diff-in-Diff with multiple time periods

this is my first post here and I'm very new, I hope this is somehow clear. For context: For my master thesis, I want to estimate the effect that replications have on the citations of a paper. For this,...
LauraGonzalezGa's user avatar
0 votes
0 answers
5 views

What is the preferred procedure and associated methods when using an unobserved components model?

Let me start off by saying that my statistical knowledge is quite limited. If you spot any errors in my way of thinking, or have any good beginner references for me to read more about the topic I am ...
AlisAquilae's user avatar
0 votes
0 answers
11 views

Kurtosis of b(n,p) - binomial distribution

So I have this problem that I’m trying to do. I been at this for hours. It’s to find the kurtosis of a binomial distribution. So far, I have that M’’’’(0) = $n[(n-1)(n-2)(n-3)p^4 + 6(n-1)(n-2)p^3 +7(n-...
maria guallpa's user avatar
3 votes
0 answers
17 views

What is a good, recent (>2015) academic introduction to errors-in-variables models?

I'm aware of this resource https://en.wikipedia.org/wiki/Errors-in-variables_models, but I don't put a lot of faith into wikipedia articles on stats, so I'm looking for some academic references on the ...
0 votes
0 answers
7 views

Maximum likelihood estimator when the Fisher information matrix is not invertible?

It is known that maximum likelihood estimator (MLE) is asymptotically efficient, i.e., $\sqrt{n\,}\,\left( \widehat{\theta \,}_{\mathrm{mle}}-\theta _0 \right) $ converges in distribution to a ...
narip's user avatar
  • 187
0 votes
0 answers
12 views

Bias estimation (after reversing the log transformation) in parameter estimation of fractional Brownian motion

I am learning these two literature, 1 [SIMULATION AND IDENTIFICATION OF THE FRACTIONAL B ROWNIAN MOTION : A BIBLIOGRAPHICAL AND COMPARATIVE STUDY COEURJOLLY Jean-François] 2 [Estimating the Parameters ...
TJT's user avatar
  • 103
0 votes
0 answers
6 views

Instrumental variables with measurement error in simultaneous equations model

I have a question related to measurement error bias and the use of instrumental variables in the context of simultaneous equations. Suppose I have the following system of structural equations \begin{...
Link's user avatar
  • 1
0 votes
0 answers
13 views

Constructing Asymptotic Interval for Mean

My question is as follows: $X_1, ..., X_n$ are iid. realizations of random variable $X \in (0, \infty)$ with $E(X) = \mu$ and $V(X)=\mu +\theta \mu$. I am trying to construct an asymptotic size $\...
Hidden G's user avatar
0 votes
0 answers
7 views

How to calculate k-means clustering with presence of double-zeroes? [closed]

I've tried to find species assemblages with a data set that has double-zeroes. When I run the tests, the results are inconclusive and no groups seem to be significant. I used hellinger's ...
user avatar
2 votes
0 answers
5 views

Combined reliability for statistically independent tests/measurements

I'm perplexed by this statement in Wikipedia article, 'Consilience': "Statistically, if three different tests are each 90% reliable when they give a positive result, a positive result from all ...
Jon Bragdon's user avatar
0 votes
0 answers
6 views

NMDS with Morisita-Horn Index: which data-transformation makes sense?

I have a community matrix of spiders, which I captured during winter in different forest stand-types. I now want to perform an NMDs. For that I want to use the Morisita-Horn Index from R in the ...
Jenny s.'s user avatar
1 vote
0 answers
16 views

Calculate gradient with chain rule using additions [closed]

I am taking Karpathy's course, specifically I am on the first video. There is a step in the development of micrograd that I don't fully understand. Specifically in this section, when he talks about ...
Guillermo Álvarez's user avatar
0 votes
0 answers
16 views

Repeated Measures HLM in R using lme4 [closed]

I have conducted an experiment with within-subjects Design. Each participant interacted with two systems and after each interaction the same constructs were measured with a questionnaire. The order, ...
frabrice_rnk's user avatar
0 votes
0 answers
9 views

Reducing Variance with Regularization in LOOCV for Small Datasets

I have a small dataset and I am considering using Leave-One-Out Cross-Validation (LOOCV) to evaluate my model. I understand that cross-validation, in general, is a method to assess a model's ...
oriKAN's user avatar
  • 1
0 votes
1 answer
27 views

Would it be possible to use regularization methods as a feature selection method and then use machine learning models to analyses data?

My data is RNA-seq data with more than 14000 features and the problem is binary classification. Then the total sample is 50 and p>>n. When I use Elasticnet method with train and test data, the ...
Leila ali's user avatar
0 votes
0 answers
14 views

How do i solve this problem on conditional probability [closed]

Where x~ u(0,4), what is P(X>Y|X<2Y) I know that X lies between Y at the lower bound and 2Y at the upper bound but i am having trouble trying to figure out P(X<2Y) as none of the examples i ...
user421626's user avatar
3 votes
2 answers
91 views

ANOVA with unreliable measure

I’m doing some literature review on sports science, in particular the effect of training on endurance. There is no standard endurance tests. Some consist in intermittent contractions until exhaustion ...
Experience111's user avatar
0 votes
0 answers
6 views

Bibliometric & Co-occurrence Analysis

I am very new to network analysis and bibliometrics. So excuse for my silly & basic question. I am interested to find how Journals (academic) are related to one another. Each journals have their ...
Yuven's user avatar
  • 1
0 votes
0 answers
17 views

Using the glm.nb() R package [closed]

I want to fit the negative binomial data using the glm.nb() function. For some reason, I already had the ground truth dispersion parameter of the negative binomial distribution, so I would only have ...
Nothing's user avatar
  • 287
0 votes
0 answers
21 views

Hypothesis tests for averages - derivation of distribution of z test and t test statistics

When testing for averages the z-test and t-test both have the same form of test statistic $T$: $$T = \frac{\bar{X} - \mu_0}{\text{se}(\bar{X})}$$ In the former the known population standard deviation $...
tquinn's user avatar
  • 1
0 votes
0 answers
19 views

Relationship between pairwise regression vs. individual regression

I want to make a connection between pairwise regression and linear regression. I'll explain what I mean by pairwise regression and linear regression with an example below, but the example is only ...
Hosea's user avatar
  • 201
-1 votes
0 answers
7 views

categorical independent variables [closed]

I am conducting a retrospective study and have some categorical independent variables, and my outcome variable is also categorical. I am wondering if the chi-square test with multiple categorical ...
Rafael Biondo's user avatar
0 votes
0 answers
20 views

How to calculate required sample size for desired false negative rate

I'm trying to design a system that does some binary classification. The cost of a false negative is high, so I want to ensure that I've tested thoroughly enough to minimize this chance. I would like ...
Alex Cavanaugh's user avatar
0 votes
1 answer
9 views

Filter one-sided tests before FDR

In this blog post, the author shows one example of "weird" p-value histogram ("Scenario C"): One provided explanation is that a one-sided test was run, and the tests where the ...
Alexlok's user avatar
  • 145
2 votes
1 answer
46 views

Prove that $T$ is a complete statistic and find a UMVUE for $p$

While preparing for my prelims, I came across this problem: Let $X_1, X_2,\cdots, X_n$ be a sequence of Bernoulli trials, $n \geq 4.$ It is given that, $X_1,X_2,X_3 \stackrel{\text{i.i.d.}}{\sim} Ber(\...
Wrik's user avatar
  • 21
0 votes
0 answers
21 views

Can someone give me an example of what a probability distribution looks like and its notation? [duplicate]

What is a probability distribution of a random variable X and what is the typical notation for a probability distribution? Can someone show me an example of what a probability distribution looks like ...
William Zhao's user avatar
0 votes
0 answers
14 views

Difference between xtreg and reghdfe [closed]

When I try to set my panel data with the following command in Stata xtset familyid MatricYear I get the following error ...
user1343318's user avatar
  • 1,351
1 vote
1 answer
28 views

Pearson chi square and correlation

My data are ordinal Pearson chi squared test value is 4.664 And asymp sig is 0.97 so the data are independent However pearson's R =-0.309 And the approx sig=0.037 Can they be independent and ...
Simona ysf's user avatar
0 votes
0 answers
26 views

How can you forecast transformed time series data?

I have time series data with both a trend and seasonal component. I removed this from the data using the following: ...
AlexMackayGU's user avatar
0 votes
0 answers
7 views

How to find the marginal distribution of $p_k$ in multinominal regression

Given a multinominal regression the probability of a certain class $k$ is a function of predictors. How would we find analytically the marginal probability of $p_k$ given we know the distribution of ${...
Vefeagins's user avatar
  • 548
2 votes
0 answers
28 views

Model has higher (and closer to 1) $\beta$, but similar $R^2$ and correlation

I have model one which produces prediction $\hat{y_1}$, later I came up with a new model which produces prediction $\hat{y_2}$. I have ground truth $y$. The models are not regression based but they ...
zvi's user avatar
  • 21
7 votes
2 answers
200 views

Examples of distributions with easily solvable quantile functions but hard to solve CDFs

I'm interested in examples of probability distributions where the quantile function $F^{-1}(p)$ exists in closed form or is easy to calculate but where the cumulative distribution function (CDF) $F(x)$...
spencergw's user avatar
  • 339
0 votes
0 answers
11 views

Help for a probability test comparing presence/absence of expected number between two entities

I have a probability problem I don't know how to solve. In that problem I have a genome of a VirusA with 100 genes for which I know 20/100 are unique to this virus. In the other end, I have another ...
Grendel's user avatar
  • 113
0 votes
0 answers
13 views

Confused on Bayesian Decision Theory

I am trying to understand what is the right way to pick up an "action", as it is called in Murphy, Machine Learning a Probabilistic Perspective, in the 'chatper 'Bayesian decision theory'. ...
acini's user avatar
  • 1
2 votes
1 answer
33 views

lmer - How to interpret correlation between Random Factors?

My model: DV ~ 1 + Time * IV + (1 + Time | Subject_ID) Where IV is the between-subjects independent variable, and ...
CAA's user avatar
  • 23
1 vote
0 answers
24 views

Identify density function from Laplace transform

I'm dealing with the following representation of a random variable in Laplace space. Can't guess the distribution that yields the formula. For $\lambda>0$ \begin{equation} F(s)=\frac{\lambda}{B_\...
Aner's user avatar
  • 111
0 votes
0 answers
14 views

Checking model after convergence issues with glmer logistic regression

I'm running a logistic regression model where subject ID is nested within litter ID, using glmer. The equation is as follows: glmer(outcome ~ group * time + previousStatus + (1|litter/pup), data, ...
Picapica's user avatar
  • 493
0 votes
0 answers
10 views

Averaging classification metrics vs Direct infer

Suppose I have tensor X_test with this shape: (10,2,512) Where: 10 is num of ID 2 is num of Channel of every ID, let's say ...
Muhammad Ikhwan Perwira's user avatar
0 votes
0 answers
13 views

In X-learner uplift modeling, predictions from the 1st-stage models help train the 2nd-stage models. What data splits should these predictions be on?

In uplift modeling with an X-learner metalearner (Künzel et al. 2019), predictions from the two first-stage models are used in training the two second-stage models. Question: What datasets/splits ...
naive_bayesian's user avatar
0 votes
1 answer
26 views

Is a logistic regression appropriate for my question and correctly interpreted?

I need help knowing if my statistical approach is correct for what I want to achieve. I want to know whether a trial that follows an error (i.e., has a post.error value of 1) makes it more likely that ...
jbrimm2004's user avatar
1 vote
1 answer
65 views

Does my observational study present as being a nested or crossed design?

I need some help deciding whether my sample collection design qualifies as nested or crossed. The design is: I collect data once per site (at the same 47 sites), once per season (wet and dry; May-Nov ...
Nate's user avatar
  • 1,653
0 votes
0 answers
13 views

Simulate Gaussian copula with negative pair-wise correlations

I am now trying to simulate a multidimensional (let's say 4 dimensions) Gaussian copula. Given software restrictions, I can only use Excel for this simulation. That is why I am trying to implement the ...
S. Z.'s user avatar
  • 1
0 votes
1 answer
75 views

Expected value of iid squared conditioned on sum

I would be interested in finding the value of the following expression: $$\mathbb{E}[X_k^2\mid S_N]$$ where $X_k$ are iid random variables with $\mathbb{E}[X_k]=\mu$ and $\operatorname{Var}[X_k]=\...
user3141592's user avatar
1 vote
0 answers
35 views

One step ahead forecasts: Why is LSTM so much worse than XGBoost? [closed]

I am working on generating recursive one-step-ahead predictions for a time series y using a minimal set of regressors. I have found that linear models all perform similarly and fail to outperform ...
george1994's user avatar
2 votes
1 answer
32 views

Use "Year" as a Factor or a Continuous Variable in a GAMM with Autocorrelation for Modeling Beetle Counts?

I am working on modeling the number of beetles caught in traps over several years using a generalized additive mixed model (GAMM) with an explicitly stated autocorrelation structure. I have one record ...
maycca's user avatar
  • 345
0 votes
0 answers
17 views

Question regarding Poisson process [closed]

The following question came in my previous year exam. Any help will be appreciated. Q. Let customers arrive at a departmental store according to a Poisson process with rate 10. Further, suppose that ...
TuHere's user avatar
  • 9
0 votes
0 answers
6 views

On assumptions of local projection method

It is well known that Jorda(2005) proposed the following model called local projection: $$y_{t+h} - y_{t-1} = \beta_h shock_{t} + \gamma_h ctr_{t-1} + \epsilon_{t,h}, h = 0,1,2,\dots,H.$$ I am trying ...
zyy's user avatar
  • 125
0 votes
0 answers
28 views

Are the marginals of these two joint distributions the same? [closed]

Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space and let $X:(\Omega, \mathcal{A})\rightarrow (\mathcal{X}, \mathcal{F})$ and $Y:(\Omega, \mathcal{A})\rightarrow (\mathcal{Y}, \mathcal{G})...
guest1's user avatar
  • 931
0 votes
0 answers
13 views

Ascertaining sub-probabilities using re-sampling of the data. Multivariate convergence?

I am trying to compute a payout for an online game that has the following information: 40% chance of a loss with value -2 10% chance of a loss with value -1 remaining 50% chance with four potential ...
mshaffer's user avatar
  • 101

15 30 50 per page
1
2 3 4 5
4317