All Questions
173,736
questions
0
votes
0answers
8 views
Auto.arima application in R with sub-daily data - No seasonality given [duplicate]
I'm working on a R code and my aim is to make forecasts with a model chosen by applying auto.arima function on my data. These are recorded every 6 minutes, so we're dealing with sub-daily data.
...
4
votes
1answer
56 views
What is the expected distance to the nearest molecule?
You may assume any easy model without collisions/attractions, molecule diameters of 0 and perfect mixing.
If you have 500 copies per micro-m^3 of molecule A , then each molecule A has a box of 125 nm ...
1
vote
0answers
11 views
Bayes Factor Analysis
I am new to Bayesian statistics.
I have one group (n=10) with two measurements per subject (before/after a treatment manipulation, i.e., Phase "2" and "3" below).
I originally used ...
0
votes
0answers
9 views
What is the correct procedure for building time series models?
This is a question about the correct procedure for building time series models.
For most (non-time series) supervised machine learning problems, the advice seems to be to build models by:
using a ...
1
vote
0answers
9 views
What is this measure of error called?
I am investigating prediction errors in a context where the errors can be extremely large. Someone advised me that in addition to reporting the mean or median of the absolute errors $$|\hat{x} - x|$$ ...
-1
votes
0answers
7 views
Should I be worried about rank deficiency? [duplicate]
I am trying to do a mini project using a dataset sourced from online sources. It has 400+ observations with 8 variables.
...
0
votes
0answers
6 views
Theoretical Results Regarding the Sum of OLS Coefficients
Consider the following regression model
$$
y=\beta _{1}x_{1}+\beta _{2}x_{2}+u
$$
where $x_{1}$ and $x_{2}$ are two random variables and $u$ is a disturbance
term. I simulate the model drawing $x_{1}$,...
0
votes
0answers
5 views
Avg. treatment effect
I am a bit confused between calculating the treatment effect per category and the average treatment effect in the whole sample given the following table:
$$\begin{array}{l|cc|cc}
\hline \hline \text {...
0
votes
0answers
8 views
CART ALGORITHM : Machine Learning [closed]
I tried to solve this but couldn't understand the problem? Help
Q) Try to manually compute the first split point that the CART algorithm would do on the following dataset, use x as feature.
x: 1 2 7.0 ...
3
votes
0answers
10 views
Estimating a linear system of simultaneous equations at once
Consider the following simultaneous system
$$
y_{1} =\beta _{1}y_{2}+\alpha _{1}z+u_{1} \\
y_{2} =\beta _{2}y_{1}+\alpha _{2}z+u_{2}
$$
where $y_{1}$, $y_{2}$ and $z$ are random variables each of ...
1
vote
0answers
16 views
For binary classification learning problems, how should I label instances where I'm only 60% sure?
I've come across a few binary classification problems lately where the labelling was challenging even for an expert. I'm wondering what I should do with this. Here are some of my suggestions to get ...
0
votes
1answer
14 views
Cumulative distribution function equals almost surely
Let $F_1, F_2$ - two continuous CDF.
if $F_1 = F_2\quad F_2$ almost surely (i.e. probability of $x$ where $F_1(x)\neq F_2(x)$ is zero with respect to probability with CDF $F_2$).
Then $F_1 = F_2$ (...
0
votes
0answers
13 views
IRLS for LASSO problem
I'm trying to solve the following (here simplified) problem (here 1D, and $x>0$):
$$ \arg \min_{x} \frac{1}{2} \left\| A x - b \right\|_{2}^{2} + \frac{1}{2} \left\| x \right\|_{1}$$
I need to ...
0
votes
0answers
5 views
Contingency table - can I build this contingency table directly in R? [closed]
I am really getting started with R, so I suspect that this is actually an easy problem, and I am just a Newby that couldn't solve it.
I need to build a contingency table where I can see how ...
0
votes
0answers
4 views
interpreting lavaan output and model
My question is similar to a prior post, but differs in that I am trying to do path analysis through lavaan and my output is different. See :How do I interpret lavaan output?
Essentially, my model is ...
0
votes
0answers
4 views
Goodness of fit for heavyLme
I was analyzing repeated measures data with linear mixed models with the lmer function, but due to heavy tailed residuals (image below) I am now using the heavyLme function. I wanted to compare the ...
0
votes
0answers
8 views
Meaning of an odds ratio in mixed effects logistic regression
Pardon my ignorance but I am looking for some statistics help. I ran a mixed effects logistic regression and produced a summary table in R. Because of the nature of the regression type I don't have ...
0
votes
0answers
15 views
How can I take out all the values lying near the QQ-line? [closed]
QUESTION:
Objective: I want to find out the distribution function F of Facebook's return
Method: I estimate the empirical CDF with Gaussian kernel method for the interior of the distribution and POT ...
0
votes
0answers
7 views
Ljung Box Test Interpretation Strange Results
Sorry for my mistakes or the combination of my phrases, I am French.
So, I am currently working on daily time series, and I had to build a SARIMAX model.
After testing different combinations for the ...
0
votes
0answers
12 views
How can I include variables as predictors but not variables to be imputed in multiple imputation with Amelia?
I am using Amelia for multiple imputation, and have a very large list of variables to predict missingness in my exposure and outcome. However, I don't want to impute values in these predictors, I only ...
0
votes
0answers
18 views
How to compute the covariance matrix of a multivariate bernoulli distribution?
Considering this toy example:
Let $x$ be a random variable $x \sim \mathcal{N}(\mu_x, \Sigma_x)$
Where $\mu_x \in \mathbb{R}^2$ is the mean vector and $\Sigma_x \in \mathbb{R}^{2 \times 2}$ is the ...
0
votes
0answers
9 views
Summarize attention weights from different Transformer blocks
I am dealing with a full seq2seq Transformer. Both the encoder and decoder are composed of different stacked blocks. In each of them, different kinds of attention mechanisms are employed (self-...
0
votes
0answers
12 views
How to implement LSTM backpropagation through time?
I'm building a custom LSTM net based on this article. I got questions on how to implement the backpropagation, based on these formulas of the derivatives in an LSTM layer:
Question 1: The weights (w.....
-1
votes
0answers
7 views
Comparing results obtained from a within-subject with those from a between-subject design [closed]
We have data from two similar studies. One was conducted as a one-way between-subject study. The other was a within-subject study on the same independent variable. Aside from the design, the between ...
1
vote
1answer
22 views
Correlation between two constant variables using the different approaches [duplicate]
Let's say we have a vector X = (1, 1, 1) and Y = c(2, 2, 2). I want to calculate correlation between those. Taking Pearson ...
0
votes
0answers
16 views
Squaring random variable, with accurate definition [closed]
If I need to calculate $\mathrm{E}(X^2)$ and I have discrete finite pdf, can I represent $X^2$ by creating another random variable $Y = X^2 $,and here is my question;
Do I just multiply every element ...
1
vote
1answer
15 views
Can we use the binomial distribution instead of Bonferroni correction for large number of independent significant tests?
Supposing we are doing e.g 1000 one-sample t-tests with the null hypothesis that all population means are 0, with significance level 0.01. One common method for dealing with the number of tests is to ...
0
votes
0answers
11 views
Correlations comparison between trialgroup and controlgroup using SPSS
I am new this community site and I need your help. The data below needs to find out how to get correlations pairs between trial group_store_NBR (store1 as 5) and control group_store_NBR.
...
0
votes
0answers
9 views
Comparing the interaction coefficient of a poisson regression to both of the individual variables?
I have a Poisson regression of the form $$\log(y) = \beta_0 + \beta_1x_1 + \beta_2x_2 + \beta_3x_1x_2 + \cdots,$$ where $x_1$ is a binary variable indicating the presence of exposure 1, and $x_2$ ...
1
vote
0answers
21 views
Statistical test to tell whether multiple samples come from the same distribution type
I have many samples $S_1,S_2,\dots ,S_n$. Each sample consists from different number of observations $O_1,O_2,\dots,O_n$. Now I want to conclude that all samples come from the same distribution type (...
0
votes
0answers
8 views
What is the most efficient way of adding values from different scales to create a metric? Normalization v/s Scaling v/s?
I'm working on creating a metric to evaluate medical protocols with different factors. The proportion of weightage of each factor is determined by a survey which we have calculated as below :
Factor a ...
0
votes
1answer
19 views
What are the assumptions that need to be checked for multilevel logistic regression and for multilevel ordinal logistic regression
I am running multilevel models for panel data on a binary outcome (mixed logistics regression) and on a ordinal outcome (mixed ordinal logistic regression).
I am aware that for example with a mixed ...
1
vote
0answers
21 views
What metrics can be used to evaluate each cluster in clustering
I am clustering a dataset, where the binary ground truth (positive/negative samples) is known.
I am looking for specific clusters that show high homogeneity/purity. I know that there are many metrics ...
0
votes
1answer
17 views
Wilcoxon rank sum test or wilcoxon signed rank test?
I have recorded the the rate at which water exits a tank on-site and through a video recording and it looks something like this:
Water Level
Flow Rate (On-site)
Flow Rate (Video)
0.60
1.70
1.62
0....
0
votes
0answers
4 views
how to test auto-selected sample and modify it to represent population
Suppose you have responses from a survey on an entire population, i.e. an organization of 5000 people. All has been invited to respond. Only 65% of them did. Assume also you have the ground truth of ...
0
votes
0answers
19 views
How to tell if performance gain for a model is statistically significant?
I am trying different tree models (different number of features) and getting the following result:
I can identify the best model (red circle, Approach 1), but I would like to get the most ...
0
votes
0answers
7 views
Will the number of contrasts in orthogonal contrasts always be number of levels of the factors minus 1?
(I'm working in R)
If I want to run a linear model on a dependent variable as a function of a categorical variable with 3 levels (l=3), and I want to use orthogonal contrasts, will I always have to ...
1
vote
0answers
15 views
Meta-Analysis (paired t-test)
I would like to combine within-study designs and between study designs in a meta-analysis.
My research question is if movement interventions increase cognitive ability.
So far, I have analyzed studies ...
0
votes
0answers
9 views
Present country differences in a variable [closed]
Suppose I measure some continious variable in three countries based on large quota-representative samples (+ using some post-stratification). What is the best way to present country differences ...
1
vote
0answers
15 views
Comparing non-parametric correlations
I have two correlation (Spearman's rho) matrices from a single sample (before/ after intervention) and I would like to compare them to see whether intervention changed each or some of these ...
0
votes
0answers
10 views
How is covariance matrix affected if each data points is multipled by some constant?
I have a 2D multivariate Normal distribution with some mean and a covariance matrix.
While fitting the function I had normalized the data.so the mean and covariance I have are for the normalized data.
...
0
votes
1answer
23 views
If time reverses the Wide Sense Stationary(WSS) preserves or not?
If $X(t)$ is WSS with autocorrelation $R_{X}(\tau)$ then is $Y(t)=X(-t)$ WSS? How to find Cross Correaltion of $X(t)$ and $Y(t)$ too? And, can we say they are jointly WSS?
2
votes
1answer
35 views
If $y_t$ and $x_t$ are cointegrated, then are $y_t$ and $x_{t-d}$ also cointegrated?
Assume that $x_t, y_t$ are $I(1)$ series which have a common stochastic trend $u_t = u_{t-1}+e_t$. Particularly, consider the following DGP
\begin{align}
y_t&=\alpha_y+u_t+a_t \tag{1} \\
\end{...
0
votes
0answers
10 views
Multivariate Time series forecasting- Statistical methods
I was trying to forecast the truck numbers required at each distribution location...for that I was forecasting the shipments(number of units) at each location and dividing it by a factor to get the ...
0
votes
0answers
6 views
2SLS IV Estimation but second stage on a subsample
I have a simple but peculiar question.
Let's say I have 100 observation.
Am I allowed to estimate my endogenous variable by using 1-100 observations but only use 1-50 in my second stage? As the ...
1
vote
1answer
29 views
Hypothesis Testing Probability Density Estimates [closed]
Is there a good way to test an probability density estimate against observed data? I know there exist various approaches to probability density estimation and testing individual parameters of density ...
0
votes
0answers
9 views
Hotelling T squared seemingly useless at detecting a mean shift
I am trying to develop a single-sample hotelling $T^2$ test in order to implement a multivariate control chart, as described in Montgomery, D. C. (2009) Introduction To Statistical Quality Control, ...
0
votes
0answers
10 views
Vikneswaran R companion to experimental design datasets and similar books or companions [closed]
I am looking for something as comprehensive as Vikneswaran R companion to experimental design. It can include different tests with some theory and practicals with R. Do you know of any new similar ...
1
vote
1answer
14 views
Can the Fisher exact test be used to get a confidence interval for the efficiency of a vaccine (risk ratio or relative risk)?
Consider the Pfizer vaccine for COVID-19. The data from the phase 3 trials shows that they had 21720 people in the vaccinated group and 21728 people in the control group:
...
0
votes
0answers
6 views
In the case of the same SD, the difference between One sample t-test and Two sample t-test [duplicate]
In the case of the following program, I can think simply it has two times probability between One sample t-test(0.002111) and Two sample t-test(0.001053) to the p-value?
...