All Questions

My question is, whether there is any way to (somewhat) compare the marginal effect of a GLM estimate to an OLS estimate. As in, "since the OLS and GLM results are very similar, I will favour OLS ...

I'm working with demand forecasting and we are using Statsmodels SARIMAX on a regular basis. One thing we have noted is that the model doesn't seem to listen much at all to the EXOG argument to which ...

This is probably very basic question. Given the following ANN architecture with the output layer width $k = 2$: And the loss function: $$MSE={1 \over n} \sum_{i=1}^n (Y_{i} - \hat{Y_{i}})^2$$ Does ...

I worked on to predict the future values of my model but as they had a seasonal trend I had to do a lag differencing of lag=7. But now how do I add back that trend to get original values.

I have a dependent variable that is technically ordinal, so I ran a ordered probit model (polr). However, an ordered probit model does not produce any residuals ...

I have two datasets, $X$ and $Y$. I calculate the PCA components of $X$ and also perform CCA on $X$ and $Y$. If I create a model with all the PCA components of $X$, and another model with all the CCA ...

I found this post titled: "Positive coefficient but negative marginal effect in mlogit". However I recently had the same "issue" with an ordinal probit model. Maarten Buis explains ...

I am trying to predict whether client would take up a promotion or not using the random forest model. From the variable importance plot output, it is shown that the number of days pass the day of ...

An inverse problem in science is the process of calculating direct and indirect observations from the phenomenon through the mathematical model. Inverse problem consists of data (observation), ...

I use logistic regression with a set of predictors X and a binary dependent variable y. I use LOOCV to produce "out-of-sample" model predictions y^_i for each x_i, where the model is ...

I am planning to perform cluster analysis on a patient database with several different variables such as prescriptions, conditions, labs, etc. Reading similar works I conclude that not all authors ...

I have a dataset named covid and after creating an acf graph of it , it looks something like this Why is it that it is only showing lag significance on lags which are multiples of 7 only , dose it ...

I was reading about stability selection applied to LASSO. My understanding is that stability selection (Meinshausen & Buhlman, 2010) helps in finding stable variables, with error control provided ...

I have a function $f: \mathbb{R} \to \mathbb{R}_+$ and I would like to estimate it. The data pairs $\{(x_i, f(x_i))\}$ arrive at different times $t$. I have two questions: In this case, since the ...

Is there any meaningful difference between these two statements? X is highly correlated with Y X explains a lot of the variation of Y

I have the following setup: Dichotomous DV: Purchase referral (yes vs. no) Dichotomous IV1: Purchase type (good vs. service) Dichotomous IV2: Customization (standard vs. customized) My hypothesis is ...

I'm interested in evaluating $p(x)$ using a variational autoencoder. I would expect the straightforward way to estimate the marginal likelihood to be based on importance sampling: \begin{align} p(x) &...

Let $Y\geq 0$ count dependent variable following a $Poisson$ distribution with parameter $\lambda$. Also, let $X_{1}\geq 0,...,X_{q}\geq 0$ counts treated as independent variables. I want to fit the ...

I am trying to model the difference between the pixel values of two regions in a set of images. Each image is different and contains the pair of regions. My question is about how to take into account ...

I have to forecast demand for company based on the past four years. I have data starting from 2017 to 2020 but in the data of 2020 the demand for the months april and may is 0 due to lockdown imposed ...

I'm trying to setup xreg variables to my model but I do not have clear idea about how using cross validation: library(tsibble) library(lubridate) library(dplyr) library(fable) iniciativa <- tibble( ...

Can someone explain to me whether an efficient estimator can be biased? What I've read so far seems to be always about efficiency being a property being alluded to unbiased estimators but I was ...

I have a dataset that has data collected at 8 different timepoints and in 5 different treatment groups, and want to do multiple pairwise comparisons. However, I want to run comparisons only between ...

I am reading the vignette for the R package randomForestExplainer. This package allows us the compute the importance of variables in a random forest model. The result of the function ...

I was going through the An Introduction to Statistical Learning: With Applications in R book and I am facing a bit of difficulty in understanding the below paragraph.I am including the paragraph ...

I am trying to figure out how to add a concomitant variable in the mix model in DepmixS4 package in R. My model looks like below ...

I asked this question at stackoverflow, but at this point I'm not exactly sure where it belongs because it is a question related to the standardization process of ...

In the case of mlogit, the command margins, over(race father_occ) expression(exp(xb())) post How can we specify outcome(1) and calculate for each of the outcome categories; Or any other way to ...

I am working on iterative weighting methods. There are many and I am wondering what method to use (I am curve fitting).

I am currently building a Neural network( + genetic algorithms) that learns to fly a 2D drone to a target. My goal is that it archives all tasks as fast a possible but I want the drone to also fly ...

I have a dataset with categorical columns and one text column. As it is a Classification problem. I wanted to perform NLP based modelling on the text column and another ML model on the categorical ...

I am trying to solve a question which says: Use ggplot() to plot the graphs to see the relationship between variables GS with COA. I am writing it as: ...

Im trying to do a GLM on my data about bats to see how different variables affect bat activity on 8 species. Orignally my data was count data, but because of hardware difficulties I had to divide the ...

I have the following longitudinal data with time-varying variables: "exposure" is a categorical variable with three levels "event" is a binary variable with 0 means no event occurs,...

When i read the book 《Statistical Inference》. I could not solve a proof showed that $\frac{\sum_{i=1}^{k}n_i{(\overline{Y_i} - \overline{\overline{Y}})^2}}{k-1}$ is unbiased estimate of $σ{^2}$. I ...

I want to plot the ellipse $$ 4 x_{1}^{2}+3 x_{2}^{2}-2 \sqrt{2} x_{1} x_{2} =x^{\prime} A x = c^2 $$ where $c^{2}=1$, $x=(x_1,x_2)^\prime$ and $$A=\left[\begin{array}{rr}4 & -\sqrt{2} \\ -\sqrt{2}...

Hello these are both Residuals vs Fitted plots I have created for my models. The top is the plot for an old model, and the bottom is the plot for an improved new model. What is the difference between ...

I am working with 10 multiple imputed datasets in SAS. I used the command PROC SURVEYLOGISTIC to fit a multivariate model with 6 predictors (3 dichotomous and 3 categorical) and their interaction ...

I have a data set that has a large number of features (~8k features) and I want to limit the number of features so my model does not overfit but performs relatively well. I have mix of categorical and ...

In the vanilla Transformer architecture, can we have an encoder with hidden size of 768, and a decoder with hidden size of 792?

I am trying to predict time series through decomposition, my time series is as follows, As islamic calendars lag the gregorian calendar by 10 days after each year, so my seasonality is also changing, ...

I'm learning generalized Pareto distribution for fitting extreme value data. I came across an R package evir that is able to plot residuals. Residuals from a GPD ...

I have two questions while I am doing a weighted non-linear least-squares fit. I vaguely remember from some class that the weights should be 1/abs(residuals), or 1/(residuals^2). I am not sure what I ...

I have two datasets: The relationship between Bitcoin prices and other cryptocurrencies The relationship between EUR prices and other currencies What would be the most appropriate way to prove ...

I was trying to test for multicollinearity using VIF. Here is my codes: ...

Frequentist linear regression makes no assumptions about the joint distribution beyond finite second moments. How can I perform similar agnostic Bayesian linear regression, without imposing additional ...

So we represent the Dirichlet distribution as the projection of the $d$ independent gammas (on $R_+^d$ onto the unit simplex, and we arrive at that through the $L_1$ norm. That is, divide ${\bf x} \...

I'm running comparisons of different counterfactual modeling methodologies (exact matching, propensity score matching, regression, etc.) on simulated data in order to see which methods produce the ...

Suppose that $X_1, X_2, \ldots, X_n$ are i.i.d. random variables, with failure rate $r(t)$. Suppose $r(t)$ is increasing. Is it true that the sum $X_1 + X_2 + \ldots + X_n$ also has an increasing ...

I'm trying to visualize my website's traffic organized by city size. I have: Locations < 50k population: 24% Locations > 200k population: 58% Locations > 50k population: 69% (Since 200k > ...