All Questions
27,322
questions
2
votes
1
answer
370
views
Defintion for model diversity?
Two models are diverse if they make prediction errors on different instances. I know there are different measures to quantify diversity, however, I'm looking for formal conceptual definition of what ...
- 1,242
2
votes
1
answer
2k
views
How to perform exponential regression with more than one predictors using R
Fitting exponential regression of form $y=ab^{x_1}c^{x_2}$
Here $x_1$ and $x_2$ are predictors and $y$ is dependent variable
how to calculate $a,b,c$ using R tool
- 61
2
votes
1
answer
2k
views
Stationarity of AR(p) process
I'm looking for a proof for the stationarity of an AR(p) process, I know a stationary process $Yt$ must fulfill the following conditions:
$(1)$-$E(Y_t)=m$ for all values of $t$.
$(2)$-$Var(Y_t)=\...
- 245
2
votes
2
answers
2k
views
Using continuity correction for normal approximation or not?
Below is a question on a recent actuarial exam, Exam 3L of the CAS. I didn't know whether or not to use the continuity correction when using the normal approximation to do hypothesis testing ...
- 912
2
votes
0
answers
125
views
Lack of equivalence between a confidence set and and a statistical test
When we're testing simple null hypothesis, there is an equivalence between confidence sets and statistical sets.
However, when we're dealing with unilateral hypothesis, we do not have that ...
- 5,692
2
votes
1
answer
236
views
How are copulas used in the real world?
I have been reading about copula models. Essentially, copula models seem to be a creative method for creating a joint probability distribution from several variables, in which each individual variable ...
2
votes
3
answers
1k
views
Removing seasonality from a dataset where each 24 hour period of a day is normally or bimodally distributed
I'm trying to understand how best to approach the hypothetical example below.
If have a data series which represents the load time of an web application and the load time increases as more people use ...
- 21
2
votes
1
answer
3k
views
How to regress a time series of proportions?
Every month, an organization surveys some of its customers (the total number of customers is also known).
The sampled customers answer a survey with a dozen or so questions; sometimes, customers don'...
2
votes
1
answer
173
views
Bivariate analysis as a basis for a subsequent analysis?
I have run across many research articles which used bivariate analysis, whose results become the basis for a subsequent analysis. For example, a Chi-squared test was used as a preliminary analysis to ...
- 23
2
votes
2
answers
7k
views
How to compare regression models for two different data sets?
looking for some further help and to further my understanding of regression topic area.
So I am trying to compare regression models with two different data sets A and B.
Using dataset A, I fitted ...
- 33
2
votes
2
answers
2k
views
Using a Random number Generator to draw samples from a Cumulative Distribution function
I am given a Rayleigh, distribution function:$$f(x)=\frac{1}{5}x\exp\left(\frac{-x^2}{10}\right)$$ with $x>0$ and asked to:
Use an appropriate random number generator algorithm to draw 500 samples ...
- 171
2
votes
0
answers
49
views
Are standard errors from a second stage with OLS always underestimated? [duplicate]
I use Stata. I build on Standard errors of a two stage least squares regression, Stata to compute manually the standard errors for my model:
I cannot use standard packages (ivreg2 etc.) as the second ...
- 21
2
votes
1
answer
322
views
Is there a general rule about max nr of variables to use in (generalized) linear model?
I am running a generalized linear model on a dataset with 19 individuals and have 4 variables of interest. There are furthermore a number of interactions that might be interesting to look at. I was ...
- 838
2
votes
1
answer
247
views
Almost sure convergence of the difference of two quantiles
Let $X_1, ..., X_n$ be i.i.d. random variables with the same distribution as the random variable $X$. Let $F$ be the distribution function of $X$. We assume that $F$ and its quantile function $F^{-1}$ ...
- 373
2
votes
1
answer
62
views
Will quadratic-based estimation (not necessarily MSE) always generate a symmetric residuals after training it?
These are error's empirical distribution for XGB, RF and kNN, the last one have taken on another dataset.
Neither of them is normally distribuited but they all are symmetric. None of used algorithms ...
- 1,162
2
votes
0
answers
169
views
Some help to get started with Spatio-temporal data analysis on different engines
I will soon receive experimental data from $n$ engines ($n$ is small, say, 10) for sensor data at the locations in figure:
As you can see, each engine is equipped with $5\times8=40$ sensors, ...
- 18k
2
votes
2
answers
234
views
variance unexplained for binary classifier
I found in Wikipedia the definition of fraction of variance unexplained in the case of a regressor. Is there a meaningful definition of variance unexplained for a classifier?
- 21
2
votes
1
answer
93
views
Is there any theory governing factors vs flags
I'm doing some work in R using the gbm package. I'm curious about the repercussions of treating categorical variables as ...
- 2,007
2
votes
2
answers
199
views
Random variables independence
I need to check if $Z$ and $W$ are dependent or not.
$X,Y \sim \mathrm{Exp}(2)$
Then I define: $Z=X-Y \ \text{,}\ \ W=X+Y$.
Now How I can check that $Z$ and $W$ are dependent or not ?
I know ...
- 123
2
votes
1
answer
1k
views
Graphical dependence in the DAG X->Z<-Y
In Barber's book pp. 40-41 he says that the belief network X->Z<-Y:
is "graphically dependent" since:
$$p(x,y|z) \propto p(z|x,y)p(x)p(y)$$
I don't understand why graphical dependence follows ...
- 147
2
votes
0
answers
184
views
Beta distribution with a priors as Uniform and Pareto Distribution
I am working on a bayesian programming problem which involves a Beta Posterior, which has mean (location) parameter coming from Uniform Distribution [U(0,1)] and concentration (kappa) coming from ...
- 85
2
votes
1
answer
226
views
Are these the correct residuals to test for normality for a within-subjects 2-way anova?
I have data of an experiment where subjects performed a task under 4 conditions (A1B1, A1B2, A2B1, A2B2, where A1/A2 are the levels of factor IV1 and B1/B2 those of ...
- 323
2
votes
1
answer
591
views
Confidence interval overlap - judging the similarity of estimates
I have been tinkering with an idea today, but I have only taken one semester of statistics, so please bear that in mind. Thanks. First up, the question:
How do you judge multiple estimates (with ...
- 567
2
votes
1
answer
806
views
Survival Analysis R difference between Robust Variance and Greenwood's formula?
Hello I am learning about survival analysis. I am curious about the robust option in the survfit function in the ...
- 379
2
votes
1
answer
190
views
single time series per participant and using random effects in mixed effect modelling
My mixed effect model design involves assessing 42 different time series via a polynomial function. that is, fixed effects of time and time^2. I've incorporated a random slope of the individual time ...
- 207
2
votes
2
answers
7k
views
Interpret eydx, eyex in margins, Stata
Suppose the regression is y=beta_0+beta_1*x + epsilon. I obtain the eydx=.295 by magins eydx(x) command.
What does Stata really do? Does Stata actually regress <...
- 453
2
votes
3
answers
118
views
How can I handle data where the sampling distribution exceeds the range of the data?
I am collecting averages of scores between 1 and 5 on a customer satisfaction survey. Sample sizes are routinely less than 20 for shorter periods. (Over longer periods, this is not a problem, as the ...
- 191
2
votes
2
answers
122
views
A method of comparing two samples probabilistically
I'm stuck when looking at the following problem say I have two samples of different sizes drawn from a continuous distribution.
$(x_1,x_2,...,x_k)$ and $(y_1, y_2,..., y_m)$
What would be the best ...
- 121
2
votes
1
answer
228
views
$R^2$ (OOB) worse than $R^2$ (test)
I have fitted a regression random forest model using a data set split (80/20) for training and testing. The resulting model gives me an $R^2$ (OOB) of 0.21, and the $R^2$ computed on the testing is 0....
- 21
2
votes
1
answer
141
views
Probability of selecting from a bin
if there are 4 bins labelled A and 6 bins labelled B each with two balls: distribution of balls in A (0.1, 0.3, 0.2, 0.4) Red, Blue, White Black distribution of balls in B (0.4, 0.2, 0.3, 0.1) Red, ...
- 21
2
votes
1
answer
870
views
Sample weighting
How do I work out an adequate/representative sample in the following scenario?
My intention is to use correlation and regression models to test the relationship between income level and money spent ...
- 3,255
2
votes
3
answers
4k
views
Modelling count data with time-series structure and predictors
I am doing an analysis of sales-data over a period of time (i.e. over a few years). Those sales-data are also dependent on some predictive variables (i.e. holiday, weekend, weather,...). The daily ...
- 21
2
votes
1
answer
246
views
Specify conditional probability of a continuous node given a continuous node as its parent
This question is essentially same as this one. The question is: How do you calculate conditional probability of a node in Bayesian network when it has a continuous node as a parent? However, I cannot ...
- 427
2
votes
1
answer
1k
views
Overdispersion tests from DHARMa and sjstats: conflicting results?
I ran some models for my count data, and did some diagnostics to check for overdispersion.
Here is a dharma graph, which as I understand, indicates no overdispersion.
And this is the result I get ...
- 21
2
votes
1
answer
2k
views
How to choose the test statistic in a hypothesis test?
I've read somewhere that we often choose an estimator for the parameter in H0, H1 as the test statistic.
I've also noticed that we use the sampling distribution as the chosen distribution very often.
...
- 1,047
2
votes
1
answer
128
views
Which distribution do I get?
Be $X\sim N(\mu,1)$ and $Y\sim Inverse-Gamma(\alpha,\beta)$.
For the Inverse-Gamma, I usually use the parameterization which leads to the following probability distribution function for Y:
$f(y;\...
- 2,137
2
votes
2
answers
217
views
Why are the additional set of parameters in discriminative models necessary(in Minka's 2005 paper)?
In a short paper titled Discriminative models, not discriminative training by Tom Minka, it says that the discriminative training might work better because it has two sets of independent parameters ...
- 6,646
2
votes
0
answers
869
views
Median-computation ("grouped median"). Problem with gmedian-computation in SPSS
In my basic-statistics course I wanted to delve deeper into the problem of the (grouped) median-computation and did some computations using SPSS. The protocol seems to indicate either a different ...
- 1,594
2
votes
1
answer
1k
views
Reconstruction error in PCA?
I'm using PCA for a while, but recently I read about reconstruction error which I cannot understand...
For example let's consider dataset consisting 5 variables: $X_1, X_2, X_3, X_4, X_5$. ...
- 532
2
votes
1
answer
577
views
How confident is my model? Is there a way to know? [duplicate]
I am interested in finding out how confident my model (say Logistic Regression) is in predicting the label of a new data point. For example, if it is not confident, I better abstain from making a ...
- 21
2
votes
2
answers
164
views
Understanding simplification of constants in derivation of variance of regression coefficient
In looking over TooTone's answer in Derive Variance of regression coefficient in simple linear regression, there's a step in line 3 below where $(\beta_0 + \beta_1x_i + u_i )$ is simplified to $u_i$ ...
- 311
2
votes
1
answer
2k
views
Strange behavior of R function ecdf
I have a very long vector, x, of integer values in the range [0, 1000]. I then use stats::ecdf to create
empirical cummulative ...
- 2,707
2
votes
1
answer
178
views
Conditional fixed effects Poisson *with population exposure*
Reading a paper, the authors use a "Conditional fixed effects Poisson with population exposure." I wasn't sure what "population exposure" meant, so I looked it up. It seems like the term comes from ...
- 1,302
2
votes
1
answer
4k
views
Interpretation of p-values in ARIMA model
I am starting my journey in time series analysis and forecasting and I'm currently facing some doubts.
If I fit an ARIMA model to my data and I get for example an ARIMA(2,1,2) in which the p-value ...
- 75
2
votes
1
answer
1k
views
Setting up dataset for Cox regression with time-dependent variables
I posed a question about how to set up the code for this question here (Psychometrics: Survival analysis of help seeking behaviors) and @Fomite suggested that I pose a separate question about whether ...
- 638
2
votes
1
answer
168
views
Partitioning effects from a Poisson GLM
I'm using a Poisson GLM to model the effects of advertising (number of ads bought) on the number of sales (numConvs). If possible I'd like to use the model to get ...
- 1,205
2
votes
2
answers
4k
views
A question about the sum of ESS and RSS
Does RSS + ESS = TSS all the time?
I am thinking - does it hold if there is no intercept?
Does this apply for all regressions, or are there certain conditions that need to be met?
2
votes
0
answers
730
views
Suspicious Amount of Zeros in Confusion Matrix
I have a data set with about 45000 observations and three features. When I apply machine learning classification algorithms like naive Bayes, kNN and SVM I receive a lot of zeros in the resulting ...
- 155
2
votes
0
answers
255
views
How to explain certain patterns appearing after kernel averaging?
Having a 2D map filled uniformly by random values (Figure:top-left), the next maps are kernel averaged with a kernel of sizes ...
- 1,444
2
votes
1
answer
1k
views
Left truncated survival data?
I am attempting Attrition Analysis in R using the Survival & KMsurv Package. My question is more related to how to use the R package / functionality for my situation.
Let us say the analysis is ...
- 121