All Questions
205,121
questions
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3
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Can I scale a dataset using different methods on different columns and why?
relatively new to this and this question has been plaguing me.
Say I have a dataset with feature A, feature B, and feature C. I need to scale for my model. Based on their distributions, feature A is ...
- 1
0
votes
0
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4
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Implementing GARCH(2,2) QMLE: where does the data (squared returns) come into play?
I am trying to implement a QMLE estimation of GARCH(2,2) model as a side project.
We can represent GARCH(2,2) as follows:
$$
r_{t} = \mu_{t} + \epsilon_{t}
$$
$$
\epsilon_{t} = \sigma_{t}z_{t}, z_{t} ...
- 57
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votes
0
answers
3
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rpart anova continuous prediction
I have generated a continuous decision tree using rpart.
The plot is:
Using predict(rpart_r,newdata) I can predict the dependant variable and for one observation:
...
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votes
0
answers
6
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Bayesian update for sequential coin toss
I'm trying to calculate the posterior probability of a coin toss resulting in "heads". We assume the uniform distribution of the prior $p(\theta)=1,\theta\in[0,1]$.
Now suppose we toss a ...
- 495
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0
answers
8
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Why is my hierarchical clustering putting all of the features in just one cluster?
I am applying hierarchical clustering to an RFM dataset(obtained through a bit of pre-processing from UCI machine learning dataset "retail online".
There are three variables: Recency, ...
- 1
0
votes
0
answers
10
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Convert anomaly scores to probabilities in a one-class way
Im trying to convert anomaly scores into into probabilities. I wanted to do this with logistic regression. The problem is that I can only provide labels for non-anomalous training examples. Training ...
- 21
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8
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Determining clusters of time series
I have been given time series of N stock prices and time series of K sectoral indices. (Sectoral index is index made from all stocks belonging to that sector.) I have not been given names of any of ...
- 151
2
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18
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Estimating war casualties based on limited information
Let say we would like to estimate the number of killed or seriously wounded soldier in a war from a limited publicly available information. Suppose that in one of the countries there was a survey ...
2
votes
1
answer
27
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Equivalence of Logistic regression to Gaussian naive bayes
I was revisiting the differences between logistic regression and Naive Bayes, and had a conceptual question. A logistic regression classifier makes intuitive sense to me as a classifier that directly ...
- 41
0
votes
1
answer
5
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Dummy interaction term in an ARIMA model
How to include a dummy interaction term in an ARIMA model? Can we use the dependent variable (in this case, say the log return of an asset price at time $t$) to multiply with the dummy variable as an ...
- 17
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answers
8
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Can I include variables that vary only by time (not throughout cross-sections) in my panel data?
I am working on a problem in econometrics that I need help with. The problem proposes a panel data set on 1000 workers across 10 years that tracks earnings, education, age and gender. We regress the ...
- 1
0
votes
1
answer
16
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add the sign of the independent variable in a linear regression
I would like to include the sign of X in a linear regression to highlight the impact it has on Y (see the scatter plot below). I first thought of a dummy, taking the value of 1 if positive and 0 if ...
0
votes
0
answers
24
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How can I compute the expected value and variance of the 4th power of the sample median?
Given the following parameter estimate, how do I find $E[\hat{a}_{MED}]$ and $Var[\hat{a}_{MED}]$?
\begin{equation}
\label{eq:Estimator_a_Med}
\hat{a}_{MED} = - \left( n_0 \right)^4 \cdot \log(0.5)...
2
votes
0
answers
22
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How to prove that neural network estimates posterior distribution
Let's say that I train a neural network in a classic binary classification setting where all the training data has labels in $\{-1, +1\}$. From my understanding, if I train the network with a log-loss ...
- 41
1
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0
answers
10
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How to weigh residuals based on x-interval in the nls() function in R?
A plot of my data and fit:
...
- 11
2
votes
1
answer
18
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Question on Gibbs sampler, estimate the density function
I am reading the paper Explaining the Gibbs Sampler(Casella, George, and Edward I. George. "Explaining the Gibbs sampler." The American Statistician 46.3 (1992): 167-174). I am stuck with ...
- 4,616
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answers
3
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Time series -- peeking for truncation of outlying values displaced from mean under some structural assumptions
Per https://stats.stackexchange.com/a/204977/384097 the suggestion was made that, given a known distribution, applying a cutoff as means of dealing with outliers is not data leakage. I feel ...
- 1
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0
answers
13
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Compare hazard ratios of a meta analysis
A meta-analysis reports that the hazard ratio of a prognostic marker A for predicting mortality in heart failure is 12.5 (95% CI 6.2 - 26.1) and the hazard ratio of a prognostic marker B is 3.2 (95% ...
- 1
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0
answers
10
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How to derive unconditional and conditional mean and variance for AR(2) - ARCH(1)model? [closed]
How to derive unconditional and conditional mean and variance for AR(2) - ARCH(1)model? I'm confused in deriving unconditional variance
1
vote
0
answers
18
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How to account for NFL divisions for predicting playoff chances?
I'm trying to run logistic regression to find whether or not a team will make the playoffs based on their previous year stats, player awards, W-L record, etc. In the NFL, there are 2 conferences and 4 ...
1
vote
0
answers
7
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Modelling impact of study materials towards students giving correct answers
I am new to Bayesian statistics. I have a basic idea about priors, posteriors and likelihood. I have a problem to model using bayesian statistics, and apply using python. ( this is a side project i do ...
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0
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8
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Two way fixed effects proj r squared question
I'm currently testing out models for a research paper I'm doing as an undergraduate in political science.
One of my questions of interest was whether rural turnout was higher than urban turnout at ...
Ben Graham
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answers
8
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Causal inference—estimating change in coefficient on independent variable
I have weekly panel data over a year, measuring sales in two electronic marketplaces (the panel data is unbalanced: products may be added or deleted during this time period from each marketplace). I ...
- 111
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answers
22
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The chi square and sample variance [duplicate]
I would like to understand the connection between a sampling distribution of the sample variance and and the chi square distribution
- 11
0
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0
answers
5
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prefiltering of predictors using cforest for ctree possible?
I am attempting to create a conditional inference tree using the R-package ctree for a dataset. Unfortunately, the sample size is small and the effects are weak. As ...
- 1
0
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0
answers
14
views
Finding out optimal sale price of apples [closed]
I have 2 years of historical data of how much apples were sold at difference price points. Say at any given day, I have data that shows how much qty sold if I sold apples at $1, how much qty if I sold ...
- 207
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0
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8
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How to report simulation results on TOST procedure for multiple comparisons
I am not well versed in statistics, so please bear with me. I will try to explain things as well as I can.
I have 256 variables, and for each variable I have a before $(\mu_i, \sigma_i, N_i)$ and an ...
- 101
1
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answers
27
views
Mean of a sample drawn from distinct Poisson distributions
I have a sample $X = \{\mathbf{x}_i\}$, where each $\mathbf{x}_i$ has a set of discrete features $x_j$ and a value $y_i$. I'm interested in the distribution of the sample mean, $\bar{\mathbf{y}}$ - ...
- 111
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0
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7
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Best method to construct reference curves
I need to construct reference curves (or percentile curves) for a continuous outcome variable, let's say Y, with the covariate age on the x-axis. The curves will also be made across different ...
2
votes
1
answer
26
views
Difference HPDI and PI intervals
In Bayesian statistics, we may want to determine at what interval for example 95% of the posterior probability exists. For this we may want to use the Highest Posterior Density Interval (HPDI) which ...
- 291
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0
answers
6
views
Cumulative incidence for more than one event per patient
Looking at cumulative incidence of CMV and EBV infections at 12 months. I can compile a plot of cuminc based on first event to occur, but I have two patients who had BOTH CMV and EBV events during the ...
- 1
0
votes
0
answers
12
views
Bootstrap testing for eeg data
I have fft-transformed EEG data from a within-subjects experiment collected from multiple participants. Each participant underwent 2 conditions, and did approximately 250 trials of each condition. I ...
- 103
0
votes
0
answers
12
views
Half-normal distribution stats tests vs 'by eye'
This distribution fails all tests for the normal distribution (of course). But it looks half-normal. If I plot a normal dist. over it with the median and std deviation of the actual data, it's a poor ...
- 101
3
votes
1
answer
94
views
Is unit deviance (statistics) equivalent to the loss function (machine learning)
In this page from scikit learn, about GLM, the notion of unit deviance is introduced as loss function (from the machine learning perspective).
I want to know if there is equivalence between these two ...
- 188
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0
answers
10
views
Rationale about the difference between logarithms quocient and ratio? Fold-change?
Following this post I was wondering how to plot or even communicate gene expression using relative quantification, meaning through transformation of cycle threshold values. In my particular experiment,...
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0
answers
11
views
Significance of a single point, or population of 1
This may sound simple but I'm lost. I have a simple experiment 15 controls and 15 treatments. 13 of the 15 controls were positive, but only one of the treatment samples was positive. This makes the SD ...
- 1
2
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0
answers
12
views
What is the best way to combine individual rankings to provide an overall group ranking?
If I have 50 people randomly split into 5 groups of 10 people, I can rank the groups based on their combined weight. If I were to rank each person based on their individual weight, what would be the ...
- 21
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0
answers
6
views
Should the inputs correspond to the same subject when training a multi-input network?
I have a set of CT and MRI images that I aim to use for a classification task (disease presence: yes/no). The CT and MRIs do not correspond to the same patient but for a different set of patients (...
- 135
0
votes
0
answers
11
views
Logistic regression and chi2 with mediators
I would like to look at the relationship between 'education' (independent variable - categorial) and 'the willingness to participate in shared decision making (dependent variabele). The dependent ...
- 13
0
votes
0
answers
17
views
Closed form relationship between phi coefficient and tetrachoric correlation?
I am (1) generating bivariate normal deviates $(Y_1, Y_2)$ (2) dichotomizing one of the normal deviates according to quantiles of N(0,1) to yield the normal, binary pair $(Y_1, Y_2^*)$. I want to ...
- 605
3
votes
2
answers
115
views
Does the average eigenvalue equals 1 in PCA applied to standardised data?
From what I understood when we are doing PCA, we can work both with raw or standardised data, depending on the situation we're in. Is it true that the average of the eigenvalues is equal to 1 when we ...
- 63
2
votes
2
answers
30
views
logistic regression model with mixed effects?
I have a dataset where the primary result is the test results (a binary variable 0 or 1) from doctors. I want to see if a continuous variable X is going to affect the test result.
I think in this ...
- 31
5
votes
2
answers
202
views
Options for 3D coordinate systems?
I'm trying to solve biochemistry problems (think protein folding) with DNNs. Are there 2D / 3D coordinate systems that are particularly well suited for deep neural networks (DNNs) to process?
For ...
- 251
0
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0
answers
12
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Error in measurement from two correlated devices
I'll provide physical context just to be able to write my question clearly. In an experiment, we're trying to measure the electric field using a device called an electrofield meter $EFM$. The way it ...
- 101
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0
answers
2
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comparison of two different mediators for the models with the same DV and IVs
Based on my theoretical arguments, I have two competing mediators (M1 and M2), each of which possibly mediates the relationship between my independent (X) and dependent (Y) variable. I implemented two ...
- 1
0
votes
2
answers
12
views
Formulation of percentage difference
I have calculated true positive rate (TPR) for two tests. I want to report the % difference for test b compared to test a. This is very simple, however, I have gotten myself confused as to how to ...
- 19
1
vote
1
answer
37
views
Most appropriate statistical test for count data (2x2 contingency) [duplicate]
This is a dummy dataframe resembling my real-life data:
...
- 111
1
vote
1
answer
21
views
Can I apply Kaiser Rule without knowing the eigenvalues?
Kaiser's rule suggests the number of principal components to be included in an analysis by looking at eigenvalues. If I'm given standard deviations only, instead of eigenvalues, can I still somehow ...
- 63
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1
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33
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Nice data - ugly residuals - too many puzzle pieces
Dear statistics fans,
I am absolutely clueless in an analysis and hope you can help because I have nobody else to ask right now and got totally lost in four statistics books and a zillion tutorials ...
user_20201213
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0
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11
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Rejection Sampling on a Poincaré Disc [closed]
I want to map the pdf of the Normal distribution given in Pennec to its tangent space, given mean $\overline x$ and precision matrix $\Gamma$. The Normal law on a manifold $\mathcal M$ is given as $$...
- 9