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5
votes
2answers
5k views

Significant multiple linear regression model with non-significant betas?

In multiple linear regression, let us say that the F test shows that the model is significant. But the t-tests for beta values does not say that the beta values are non-zero. What can we conclude in ...
17
votes
4answers
28k views

Interpretation of log transformed predictors in logistic regression

One of the predictors in my logistic model has been log transformed. How do you interpret the estimated coefficient of the log transformed predictor and how do you calculate the impact of that ...
4
votes
1answer
206 views

Fitted values for a log-normal model

I assume a simple model $\log(y_i) \sim \mathcal{N}(\mu_i,\sigma)$ with $\mu_i=\alpha + \beta x_i$ . Now if I have the estimates $\hat{\alpha}$ and $\hat{\beta}$, how do I calculate the fitted values $...
11
votes
2answers
6k views

How to calculate regularization parameter in ridge regression given degrees of freedom and input matrix?

Let A be $n \times p$ matrix of independent variables and B be the corresponding $n \times 1$ matrix of the dependent values. In ridge regression, we define a parameter $\lambda$ so that: $\beta=(A^\...
14
votes
1answer
7k views

Confidence interval for geometric mean

As title, is there anything like this? I know how to calculate CI for arithmetic mean, but how about geometric mean? Thanks.
49
votes
4answers
44k views

How to do logistic regression subset selection?

I am fitting a binomial family glm in R, and I have a whole troupe of explanatory variables, and I need to find the best (R-squared as a measure is fine). Short of writing a script to loop through ...
5
votes
2answers
2k views

Correlation analysis and correcting $p$-values for multiple testing

I am investigating the effect of a drug on EEG and cognition in epilepsy patients. We have done EEG and neuropsychological (NP) tests twice, before and after medical treatment. Some of parameters in ...
4
votes
2answers
115 views

Relationship between MDL and “difficulty of learning from data”

While trying to make sense of MDL and stochastic complexity, I found this previous question: Measures of model complexity, in which Yaroslav Bulatov defines model complexity as "how hard it is to ...
5
votes
3answers
1k views

Looking for stats/probability practice problems with data and solutions

I am looking for a self-study site on the web that will allow me to verify my understanding of some basic probability and stats concepts and operations. What I would like is a site with data and ...
0
votes
1answer
3k views

No lrtest() function available in lmtest

I have got a strange problem with using functions which are supposed to be in the libraries lmtest & language R (downloaded from cran.r-project recently), namely lrtest() and pvals.fnc() - however,...
8
votes
1answer
4k views

Clustered standard errors and multi-level models

Stata allows estimating clustered standard errors in models with fixed effects but not in models random effects? Why is this? By clustered standard errors, I mean clustering as done by stata's ...
3
votes
1answer
4k views

How should I measure the relationship between a variable containing text and a binomial variable?

I have data in this format: Words,Source,Result pestology Gomel, cheap, 0 cocreating, cheap, 1 munitioner impersonating nonextinct, cheap, 1 Kolomna, expensive, 1 Enyo's snakemouth, expensive, 0 ...
4
votes
1answer
109 views

Indicators of disease

I have this dataset with size (rows) and shape (columns) and in each cell #disease/#in cell . How would I answer the following questions? Is size an indicator of disease? Is shape an indicator of ...
2
votes
0answers
6k views

Normalizing data between 0 and 1

I am a novice when it comes to stats, so I apologize beforehand for the simplicity of my question. I trying to figure out the best way to normalize (this may be the wrong term) my data in so that the ...
7
votes
1answer
311 views

What is the right name for the variant of the Kolmogorov-Smirnov statistic that retains the sign of the difference?

The two-sample Kolmogorov-Smirnov statistic is normally defined as $D = \max_x |A(x) - B(x)|.$ I would like to compute a variant that retains the sign of the difference between the distribution ...
2
votes
1answer
158 views

How to assess drug effects using annual death rate data?

I am planning a study to collect data of patients dying after brain infection versus number of cases for the next 5 years in 2 cities where they manage the disease with different drugs. Will a year ...
2
votes
1answer
672 views

Fitting 4-moment distribution with mixture gaussian

I know that Mclust does the fit on its own but I am trying to implement an optimization with the aim to generate a mixture of 2 gaussians with the combine moments as closed as possible to the moment ...
3
votes
1answer
488 views

Help with deploying a model

The two main packages I use at work are Palisade Risk and SPSS Clementine - they are both quite old versions and I've been supplementing the ability to analyze properly at work with more modern ...
13
votes
3answers
8k views

What is the probability that a normal distribution with infinite variance has a value greater than its mean?

I got asked something similar to this in interview today. The interviewer wanted to know what is the probability that an at-the-money option will end up in-the-money when volatility tends to infinity....
2
votes
2answers
9k views

How to set up a two-way mixed ANOVA with a covariate in SPSS?

I wanted to carry out a two-way ANCOVA for my data. However, SPSS isn't liking that I have only one IV. I have One IV: Group (3 levels, i.e. 2 experimental groups and a control group), One DV: ...
3
votes
3answers
40k views

Help on subsetting data frames using multiple logical operators in R

In R, I am trying to write a function to subset and exclude observations in a data frame based on three variables. My data looks something like this: ...
4
votes
2answers
6k views

Advice on classifier input correlation

I have a lot of data on previous race history and I'm trying to predict a percentage chance of winning the next race using Regression, kNN, and SVM learning algorithms. Say a race has 5 runners, and ...
7
votes
3answers
2k views

Is the matrix dimension important for performing a valid PCA?

If $X$ is a $m × n$ matrix, where $m$ is the number of measurement types (variables) and $n$ is the number of samples, would it be correct to perform a PCA on a matrix that has $m \geq n$ ? If ...
3
votes
1answer
385 views

Detecting reflection in non-orthogonal rotation

I've known that, in orthogonal rotation, if the rotation matrix has determinant of -1 then reflection is present. Otherwise the determinant is +1 and we have pure rotation. May I extend this "sign-of-...
10
votes
1answer
9k views

Choose factor level as dummy base in lm() in R

Lets say I am regressing Y on X1 and X2, where X1 is a numeric variable and X2 is a factor with four levels (A:D). Is there any way to write the linear regression function ...
9
votes
3answers
5k views

The use of median polish for feature selection

In a paper I was reading recently I came across the following bit in their data analysis section: The data table was then split into tissues and cell lines, and the two subtables were separately ...
4
votes
0answers
525 views

Using QDA for Non-Gaussian distributions

I am evaluating a Quadratic Discriminant Analysis (QDA) classifier on a high-dimensionality feature set. The features come from highly non-Gaussian distributions. However, when I transform the ...
1
vote
3answers
3k views

Program to compute partial derivatives

I need to find partial derivatives for: $L=\frac{1}{2}\sum_{i=1}^{n} w_{i}^{2}\sigma_{i}^{2} -\lambda \left( \sum_{i=1}^{n} w_{i} \bar{r_{i}} - \bar{r} \right) -\mu \left( \sum_{i=1}^{n} w_{i}-1 \...
18
votes
1answer
8k views

Plotting sparklines in R

I would like to use R to plot out something like this: It would seem possible but highly complex to keep track of the coordinates, width, height, etc. Intuitively it would seem best to treat each ...
7
votes
1answer
183 views

Estimate the nearest of N random points in a box in E^d?

I have N uniform-random points $p_j$ in a box in $E^d$, $a_i \le x_i \le b_i$, and want to estimate the expected distance of the point nearest the origin in $L_q$: $\quad$ nearest( points $p_j$, box $...
7
votes
2answers
481 views

Introductory statistics video courses for social scientists

I have just discovered, through this answer, a nice video resource to share with students in introductory statistics courses. The lectures, produced by the Khan Academy, are fairly didactic and well ...
17
votes
1answer
11k views

Logic behind the ANOVA F-test in simple linear regression

I'm trying to understand the logic behind the ANOVA F-test in Simple Linear Regression Analysis. The question I have is like follows. When the F value, i.e. MSR/MSE...
10
votes
2answers
733 views

How to find relationships between different types of events (defined by their 2D location)?

I have a dataset of events that happened during the same period of time. Each event has a type (there are few different types, less then ten) and a location, represented as a 2D point. I would like ...
2
votes
1answer
886 views

What is an example of a chi-squared distribution?

I'm trying to figure out the usage of the $\chi^2$ distribution. In other words, in what kind of situations it occurs and how is it useful in that situations. I read the wikipedia definition of $\chi^...
185
votes
9answers
679k views

How to summarize data by group in R? [closed]

I have R data frame like this: ...
8
votes
2answers
5k views

Computer game datasets

I have been looking for computer game datasets, but so far I've only been able to find the 'Avatar History' dataset for WoW. Are there any other interesting datasets out there, possibly for other ...
3
votes
0answers
318 views

References on semi-supervised LDA

I'd like to perform semi-supervised LDA (Latent Dirichlet Allocation) in the following sense: I have several topics that I'd like to use, and have seed documents that relate to these topics. I'd like ...
10
votes
2answers
2k views

Detect circular patterns in point cloud data

For some volume reconstruction algorithm I'm working on, I need to detect an arbitrary number of circular patterns in 3d point data (coming from a LIDAR device). The patterns can be arbitrarily ...
11
votes
4answers
47k views

Labeling boxplots in R

I need to build a boxplot without any axes and add it to the current plot (ROC curve), but I need to add more text information to the boxplot: the labels for min and max. Current line of code is below ...
2
votes
0answers
429 views

Factor analysis: regression equation and residuals

I have used factor analysis with regression method. I was trying to develop an index using this regression equation by using the output of the component score coefficient matrix (SPSS) generated for ...
7
votes
3answers
249 views

Learning from unordered tuples?

EDIT: I reduced my problem to a more specific question: https://math.stackexchange.com/questions/26573/ But I am still interested in other ideas. Let's say our data is generated by $$Y_i = f(X_i) + \...
22
votes
2answers
4k views

Why is the null hypothesis always a point value rather than a range in hypothesis testing?

This is somewhat related to another question that I asked. The question I have is, when doing hypothesis testing, when the alternative hypothesis is a range, the null hypothesis is still a point value....
2
votes
2answers
1k views

Hypothesis test for whether correlation coefficient is greater than specified value?

I want to test whether a correlation coefficient is greater than 0.5. What should the null and alternative hypothesis be? Should I do a two tailed test or one tailed test? Thanks
3
votes
3answers
443 views

How to assess effect of intervention in one state versus another using annual death rate data?

I am a beginner in statistics. I have these unpublished data (cases and deaths) of a disease for 7 years (2004-2010) from 2 neighbouring states. The study was started in 2004. State 1 and State 2 ...
7
votes
3answers
5k views

“Correlation” terminology in time series analysis

From basic statistics and hearing "correlation is not causation" all the time, I tend to think it's fine to say that "X and Y are correlated" even if X and Y aren't in a causal relationship. For ...
7
votes
2answers
952 views

Most powerful GoF test for normality

It's well established that both Anderson-Darling and Shapiro-Wilk have a much higher power to detect departures from normality than a KS-Test. I have been told that Shapiro-Wilk is usually the best ...
9
votes
2answers
6k views

Is it possible to use kernel PCA for feature selection?

Is it possible to use kernel principal component analysis (kPCA) for Latent Semantic Indexing (LSI) in the same way as PCA is used? I perform LSI in R using the ...
3
votes
1answer
3k views

Post hoc comparison in two way ANOVA with covariate using R

Does any body know how to run a post hoc comparison in a 2X2 ANOVA with covariate in R. multcomp package seems very nice but I could not find clear answer or example to my question with this package. ...
20
votes
3answers
3k views

Is Bayesian statistics genuinely an improvement over traditional (frequentist) statistics for behavioral research?

While attending conferences, there has been a bit of a push by advocates of Bayesian statistics for assessing the results of experiments. It is vaunted as both more sensitive, appropriate, and ...
1
vote
1answer
647 views

Bayes classifier

Given the prior probability of 2 distributions, $N(x,y)$ and $N(a,b)$, where $N(\mu,\sigma^2)$: How do you make a decision rule to minimize the probability of error, if the prior probabilities are ...

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