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Estimating the alpha-support of a distribution [duplicate]

I want to estimate the $\alpha$-support ($S_{α}$) of a distribution, which is the minimum volume subset of the support $S$ of a probability distribution $P$ ($S= supp(P)$), that supports a probability ...
SpaakC's user avatar
  • 1
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19 views

Conditional likelihood, conditional independence and joint independence

Consider a sequence of data samples generated from $n$ independent random vectors $(X_1, Y_1), (X_2,Y_2), (X_3,Y_3) ...$ $$D = (x_1,y_1), (x_2,y_2), (x_3,y_3) ...$$ Where $(X_i, Y_i)$ - is a random ...
spie227's user avatar
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0 answers
7 views

Modeling non-negative time series with square root decay?

Q: How should I model a non-negative time series $y_t$ which exhibits square-root decay? More specifically, a time series $y_t$ whose square-root differences $\sqrt{y_t}-\sqrt{y_{t-1}}$ are linear and ...
lowndrul's user avatar
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16 views

Mathematical formula for interaction term in multiple regression with two predictors

I am trying to understand the math behind the coefficients in a multiple regression with two predictors and their interaction. I know that this can be done in matrix notation OR directly in any ...
alice123456's user avatar
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3 views

Rolling forecasts where horizon is larger than step-size

Is it bad practice to perform rolling time-series forecasting where the forecast horizon is greater than the step-size? For example, if I have a model which produces weekly forecasts on a rolling day-...
ron burgundy's user avatar
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0 answers
6 views

Sparse PCA component weights / coefficients of linear combination to describe PC

From my (limited) understanding of a sparse PCA, by allowing certain loadings to be zero, you are better able to approximate which linear combinations of loadings correlate with each principal ...
Rover Eye's user avatar
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1 vote
1 answer
7 views

Environmental variables explain hare weight - 80 traps in 4 zones where each trap caught unequal number of hares - Linear mixed effects model best?

Study design So I have put out 80 hare traps in a forest area of 50 km^2. There forest area is split into 4 zones. Each zone is expected to be different because of different pollution input levels. In ...
Cordex's user avatar
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0 answers
7 views

Effect size calculation (with CI) for proportions with a 2-arm pre-post design (i.e. experimental and control group)

I've been trying to find how to work out the effect size of an intervention that has only provided information on the proportion of participants who reported they had increased 'knowledge' after the ...
CML's user avatar
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12 views

How do I calculate the power and effect size for the Wald-type statistic of the RM-function from the MANOVA.RM package in R?

I have calculated the RM-function from the MANOVA.RM package in R and now need to calculate the statistical power of the test and the effect size for its Wald-type-statistic, including the ...
Luise's user avatar
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9 views

Difference in difference regression with multiple treatments & a binary outcome

I’m trying to assess the impact on a “Business A” when its customers interact with a competitor business for the first time. I’m using difference in difference regression to gauge this, and the ...
mesathink's user avatar
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BN node probabilities calculation

In the paper The use of Bayes and causal modelling in decision making, uncertainty and risk by Norman Fenton and Martin Neil following BN is presented: Quote from ...
Farseer's user avatar
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0 answers
14 views

Plot linear mixed-effects model results

Background: I am looking at how clinical factors affect disease progression in a longitudinal dataset with a mixed effects linear model where A is the response variable (here, a measure of disease) ...
biostudent's user avatar
1 vote
0 answers
16 views

Expectation & Covariance matrix of indicator vector

Suppose we have the $p$-dimensional random vector $\boldsymbol{X} \sim \mathcal{N}(\boldsymbol{\mu}, \Sigma)$. Take the set $A$ to be (without loss of generality) the negative real line, thus $A = (- \...
HeyCool08's user avatar
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0 answers
15 views

What is the difference between a one sample t test of the difference between two groups versus a two sample t test comparing the two groups?

Let us say that we currently have two independent groups $G_1, G_2$ with equal sample numbers $n_{G_1} = n_{G_2}$ and may not have equal variances $ {\sigma_1}^2 \neq {\sigma_2}^2$. If the statistical ...
Syuma's user avatar
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2 votes
0 answers
28 views

SUR estimated by OLS: restricted model has higher likelihood

I have three versions of a system of linear regression models: M, M0 and M00. I think each ...
Richard Hardy's user avatar
-1 votes
0 answers
27 views

Calculate CDF of Weibull distribution in R

I want to calculate the probability that a Weibull random variable X is greater than 1000, where X ~ Weibull(lambda, g). Using the CDF I calculate it as: ...
nilsinelabore's user avatar
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0 answers
13 views

Comparing methodologies for analysing trajectories over time

I have a longitudinal dataset with measurement of weekly analgesic use in athletes and non-athletes for over 20 weeks. I have prevalence and frequency of analgesic use as my separate outcomes to ...
user358238's user avatar
1 vote
0 answers
16 views

Return period of climate extreme events (Extreme Value Analysis) + interpretation

My understanding of Extreme Value Analysis is limited. I am using the fevd function from the extRemes package in R to compute predicted return levels and return periods for a climate index annual ...
herakles_1950's user avatar
1 vote
0 answers
33 views

Non-Parametric Regression with an Omitted Variable

Suppose we use the Kernel Regression Estimator $$\hat{m}(c)=\frac{\sum_{i=1}^n K\left(\frac{x_i-c}{h}\right)y_i}{\sum_{i=1}^n K\left(\frac{x_i-c}{h}\right)}$$ where $h\to 0$ and $nh\to \infty$ as $n\...
Joseph Basford's user avatar
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0 answers
12 views

Avoid singular fits in mixed models in R with blme - checking layman's priors

While fitting linear mixed models, I would like to avoid zero random-effects (ranef(model)) and cluster-level SD estimates (...
Imsa's user avatar
  • 43
0 votes
1 answer
13 views

How does the Metropolis-Hastings algorithm sample from the target distribution when it only uses a proportional distribution?

I've recently started researching the M-H algorithm, and to my understanding, it's used to generates samples from a complex target distribution P(x) by using a proportional distribution f(x). The idea ...
BlackSnowy's user avatar
0 votes
0 answers
11 views

What is the best method to determine the significant features for an outcome variable

The dataset I am working with is located at https://archive.ics.uci.edu/dataset/45/heart+disease. There are 14 attributes and the dataset contains numeric and categorical variables. There is an ...
EngineerP's user avatar
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0 answers
10 views

Worst case for propensity adjustment

I am studying various methods for CATE estimation that fall under causal ML (x/t/s/r-learners, and causal forests). I am wondering if there is a scenario which is known to be hard in terms of ...
Kozolovska's user avatar
  • 1,355
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0 answers
21 views

Weighing Data Issue

I am looking at e-cig prevalence within a city. I used surveys to collect data from residents, and I have a query around weighing data. I have made the assumption, due to over and underrepresentation ...
Aidan's user avatar
  • 1
2 votes
0 answers
21 views

least square regression of complex random variable

I have looked at some answers of how to calculate least square regression with a complex random variable. But I wonder following: As a multivariate least square regression, do we have to regard a ...
stranger's user avatar
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0 answers
36 views

Value at Risk / Tail Value at Risk

Question: Let X be a random variable with the following loss distribution k Pk 0 0.50 1000 0.30 2000 0.10 5000 0.06 10000 0.04 – Calculate 95% ...
Pure Sneakz's user avatar
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0 answers
14 views

Compatibility of two atom spectra

I've measured in laboratory the wavelength of the emission lines of an unknown element. I now have these values in a set (called x) along with their relative errors. Now I need to compare my ...
yZemp's user avatar
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1 vote
0 answers
11 views

What are the convincing examples of copulas uncovering not obvious statistical dependences (or the lack of them)?

What may be a good, strong and convincing example demonstrating the power of copulas by uncovering some not obvious statistical dependencies? I am especially interested in the example contrasting ...
AL1117's user avatar
  • 31
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0 answers
7 views

What is the Pseudo dimension for Lipschitz function class?

I am trying to get a bound on covering numbers with $L_2(P_n)$ norm using pseudo-dimension or fat-shattering numbers for Lipschitz classes.
fun yaaar's user avatar
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0 answers
20 views

How to make the profile likelihood model for estimation?

I tried to make the age estimation model using the chemical compound results from The soil. Initially, I used the multivariable regression model. However, the reviewer highly recommend using the ...
user21268575's user avatar
0 votes
1 answer
152 views

regression paradox

I have to do a binary logistic regression with two dichotomous independent variables. I found myself faced with a paradox that I don't know how to handle. In the complete database I have 21 (5.6%) ...
ArTu's user avatar
  • 193
0 votes
1 answer
30 views

$\mathbb{E}[X^2]\leq k \mathbb{E}[X]^2$, upper bound second moment from first moment

Let $X$ be a non-negative random variable bounded on $[0,1]$. Is it true that $\mathbb{E}[X^2]\leq k \mathbb{E}[X]^2$ for some constant $k$? If not, are there any minimal assumptions on $X$ where this ...
ryanriess's user avatar
  • 101
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0 answers
12 views

A closed form solution for ML Logit model with a binary regressor [duplicate]

Consider a logit model where $$ P(Y = 1 \mid X) = \frac{\exp(\alpha + X\beta)}{1 + \exp(\alpha + X\beta)} $$ In general, we know that there is no closed form expression for the MLE of $\alpha$ and $\...
Mondayisgood's user avatar
1 vote
0 answers
23 views

When assessing significance of identification variables (e.g., race) after applying a regression model, is it correct to use a Bonferroni adjustment?

I am building a regression model to assess whether being a member of any particular race (compared to the control group, which is White) is associated with a statistically significant loan application ...
mai's user avatar
  • 807
1 vote
2 answers
25 views

Determine p-value for sensitivity between two algorithms using R

In R, I have a dataframe that looks like this (2000+ rows): Sample AlgoA AlgoB A FP TP B TN TN C TP TP D FN TP E FP FP F TN TN G TP TP The ...
Blaze9's user avatar
  • 21
1 vote
0 answers
15 views

Determine p-value for specificity between two algorithms using R [duplicate]

In R, I have a dataframe that has looks like this (2000+ rows): Sample AlgoA AlgoB A FP TP B TN TN C TP TP D FN TP E FP FP F TN TN G TP TP ...
Blaze9's user avatar
  • 21
0 votes
0 answers
19 views

Extreme Value Analysis on climate data + interpretation [closed]

My knowledge is limited on Extreme Value Analysis. I would like to understand the key differences between these two functions and what they are doing exactly. My first guess is just an aggregation ...
herakles_1950's user avatar
0 votes
0 answers
10 views

How to compare frequencies of type of stress events with repeated measurements over time in a weekly diary study?

We hope you can help clarify whether a Chi-square test of equal frequencies (in SPSS) would be the correct choice. Study participants have reported experienced stress events (text variable) in a ...
Andi04's user avatar
  • 1
0 votes
0 answers
8 views

Should you compute the FID for the reconstructed images or for the image obtained from text?

I am trying to train a text to image model based on Muse. I am planning on how to evaluate the result and I realized there's something about the Frechet Inception Distance that I don't understand. ...
Wolfuryo's user avatar
  • 133
0 votes
0 answers
16 views

How to tell if an offset term is used from GLM model summary in Statsmodels?

I am currently working on Poisson regressions with offset terms via the GLM function in Statsmodels, but I think the same issue exists for the GLM function in R as the model summary is quite similar. ...
29703461's user avatar
0 votes
0 answers
17 views

Symmetric distributions [closed]

I'm interested in the symmetry of distributions. I'm very interested in how the level of symmetry of a distribution can vary, and I've been researching whether it's possible or if there exists any ...
user410895's user avatar
0 votes
0 answers
14 views

Reinforcement learning, pre-trained on historical data

I have a problem whereby I want to optimise sharing patterns on social media for numerous independent pages. There are several degrees of freedom, such as the number of article shares, the number of ...
Tom111989's user avatar
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0 answers
10 views

What is the spectral density matrix, in the context of vector stochastic processes

I cannot seem to find any good/easy to read resources on the spectral theory, and in particular for multivariate stochastic processes. I want to know: Any resources explaining spectral theory ...
Dylan Dijk's user avatar
1 vote
0 answers
23 views

Is comparing the AIC of a Bayesian and a frequentist model right?

I’m trying to fit a general linear model where the dependant variable is a probability. It is zero-inflated and continuous, then following the advice here blog of Ben Bolker, I separated my data pool ...
Auvray alexandre's user avatar
0 votes
1 answer
30 views

Within subject experiments done by (some) Psychologists

Thanks in advance for any responses or resources you can link me to. I've had more of an Econ/Stats training and recently I've been working with some people who have a Psych background at work. They ...
DirichletC's user avatar
0 votes
0 answers
6 views

Which statistical tests to use for aggregated data?

I am writing my finance bachelor’s thesis on the impact of Covid-19 on household’s portfolio choices across different wealth groups in the BeNeLux area (Belgium, Netherlands, Luxembourg). The data ...
Lukas Peric's user avatar
0 votes
0 answers
49 views

How to calculate pregnant rate

I have two inputs, the ovulation probability for one month, such as A=[0,0,0,0,1,1,6,9,22,25,17,8,4,4,2,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0 ]/100 the pregnancy rate ...
user7768436's user avatar
1 vote
0 answers
21 views

Determining significant predictors for a dataset with the outcome variable [closed]

I am working on a dataset and trying to get the significant predictors? The dataset contains numeric and categorical variables and there is an outcome variable. What would be the best approach? I am ...
EngineerP's user avatar
0 votes
0 answers
33 views

Is this bootstrap/permutation test setup flawed in the same way univariate regression would be?

I'm working with a dataset where there is a count dependent variable and many (around 80 after converting categorical variables to dummies) regressors. This is observational data and the idea is to ...
MikeKatz45's user avatar
1 vote
1 answer
14 views

Count Data Dependent Variable

Just a quick one - I am planning on running a negative binomial distribution to test the time spent at the gym in a week, against a series of controls. I just wanted to double check - would the number ...
Vito's user avatar
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