# All Questions

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### 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. ...
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### 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 ...
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### 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 ...
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 ...
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### 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 $$|\hat{x} - x|$$ ...
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### 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. ...
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### 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 $x_{1}$,...
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### 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 (...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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....
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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. ...
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### 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?
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### 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{...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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, ...
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### 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 ...