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6 votes
2 answers
12k views

Should I reverse score items before running reliability analyses (item-total correlation) and factor analysis?

I want to assess item-total correlations on a 19-item questionnaire (some of the questions are meant to be reverse-scored). My question is: Do I reverse score the items PRIOR to calculating the ...
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5 votes
4 answers
3k views

PCA on out-of-sample data

We know that the projection matrix learned by PCA can be applied to out-of-sample data points to get their low-dimensional embedding. However, how reliable are these embeddings expected to be, as ...
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  • 2,143
4 votes
1 answer
1k views

Calculating probability for bivariate normal distributions based on bootstrapped regression coefficients

Dear all, I was encouraged to ask this question here as well as on stackoverflow and would be very appreciative of any answers... Due to hetereoscedasticity I'm doing bootstrapped linear regression (...
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  • 1,173
1 vote
3 answers
5k views

How to analyze these data?

The biological data is listed as following: ...
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3 votes
1 answer
708 views

How to test for causation in a static panel data model with small t?

I have a static panel data model with small T (T=5) that makes it impossible for me to use granger causality as it requires a long time span. So my question: Is there any alternative solution to ...
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  • 115
13 votes
3 answers
10k views

An easy explanation for the parallel coordinates plot

I have read and seen a lot of Parallel coordinates plots. Can someone answer the following set of questions: What are parallel coordinates plots (PCP) in simple words, so that a layman can understand?...
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  • 6,212
11 votes
1 answer
8k views

What is the difference between summary() and loadings() for princomp() object in R?

Example code: (pc.cr <- princomp(USArrests)) summary(pc.cr) loadings(pc.cr) ## note that blank entries are small but not zero I am getting different ...
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  • 20.1k
22 votes
7 answers
14k views

Measures of model complexity

How can we compare complexity of two models with the same number of parameters? Edit 09/19: To clarify, model complexity is a measure of how hard it is to learn from limited data. When two models fit ...
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16 votes
5 answers
4k views

Checking ANOVA assumptions

A few months ago I posted a question about homoscedasticity tests in R on SO, and Ian Fellows answered that (I'll paraphrase his answer very loosely): Homoscedasticity tests are not a good tool ...
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  • 2,123
4 votes
2 answers
290 views

What are good resources/criteria for judging human bias in data collection?

I've just been given a stack of polling data to analyse. Some of the questions are obviously leading or present subtle incentives (for the poller or polled) for specific answers. Of other questions I'...
29 votes
4 answers
13k views

Correcting p values for multiple tests where tests are correlated (genetics)

I have p values from a lot of tests and would like to know whether there is actually something significant after correcting for multiple testing. The complication: my tests are not independent. The ...
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55 votes
7 answers
31k views

Best PCA algorithm for huge number of features (>10K)?

I previously asked this on StackOverflow, but it seems like it might be more appropriate here, given that it didn't get any answers on SO. It's kind of at the intersection between statistics and ...
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  • 7,445
6 votes
4 answers
5k views

Significance of the slope of a straight line fit

I know the significance of the slope of a LMS linear regression can be calculated using the r2 coefficient of determination and looking up the appropriate value in an F table. However, I was thinking ...
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7 votes
2 answers
2k views

Combining repeated experiments into one dataset

I hope you all won't mind a basic question. We are examining the effects of a compound at various concentration on the behaviour of an organism. The compound is administered once at the beginning of ...
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  • 397
1 vote
2 answers
159 views

What's recommended for the number of users to use in qualitative and quantitative usability studies?

It was recommended to me on the User Interface Stack Exchange that I also ask this question here. So.... I'm currently rebuilding our entire intranet from scratch, mostly because the tech behind is ...
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  • 113
34 votes
5 answers
9k views

Modelling longitudinal data where the effect of time varies in functional form between individuals

Context: Imagine you had a longitudinal study which measured a dependent variable (DV) once a week for 20 weeks on 200 participants. Although I'm interested in general, typical DVs that I'm thinking ...
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23 votes
2 answers
5k views

What is the difference between PCA and asymptotic PCA?

In two papers in 1986 and 1988, Connor and Korajczyk proposed an approach to modeling asset returns. Since these time series have usually more assets than time period observations, they proposed to ...
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  • 5,400
12 votes
4 answers
3k views

Good text on Clinical Trials?

I'm an undergraduate statistics student looking for a good treatment of clinical trials analysis. The text should cover the fundamentals of experimental design, blocking, power analysis, latin squares ...
11 votes
3 answers
15k views

What is a consistency check?

I was asked such a question as "Did you do any consistency check in your daily work?" during a phone interview for a Biostatistician position. I don't know what to answer. Any information is ...
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  • 111
2 votes
2 answers
2k views

Calculating Orwin's (1983) modified Fail-safe N in a meta-analysis with Odds Ratio as summary statistic?

I am attempting to calculate Orwin's (1983) modification of Rosenthal's (1979) Fail-safe N for my meta-analysis of Odds Ratios. However, all the equations I am finding are using Cohen's d, which I ...
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4 votes
2 answers
16k views

How to conduct conditional Cox regression for matched case-control study?

I am attempting to find a program that will let me conduct Cox regression on my matched case-control dataset. Please assist. p.s. I have STATA, SPSS, and MedCalc
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43 votes
10 answers
15k views

How to efficiently generate random positive-semidefinite correlation matrices?

I would like to be able to efficiently generate positive-semidefinite (PSD) correlation matrices. My method slows down dramatically as I increase the size of matrices to be generated. Could you ...
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  • 2,259
3 votes
2 answers
3k views

How to use Stata to pool Cohen's d? [closed]

I am attempting to calculate Cohen's d and then pool those estimates into a summary effect size. Can anyone help? (Stata or SPSS software owned).
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10 votes
3 answers
13k views

On the use of oblique rotation after PCA

Several statistical packages, such as SAS, SPSS, and R, allow you to perform some kind of factor rotation following a PCA. Why is a rotation necessary after a PCA? Why would you apply an oblique ...
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  • 1,161
4 votes
3 answers
1k views

What is an "If-Then" rule?

Can someone give a concise, layman's explanation of an "If-Then" rule (as in rule-based systems). I am finding this term used frequently without anyone really defining it properly.
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  • 265
24 votes
6 answers
9k views

Good resource to understand ANOVA and ANCOVA?

I am running experiments for a paper and I am looking for an interesting book / website to understand properly how ANOVA and ANCOVA work. I have a good math background so I don't necessarily need a ...
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  • 844
6 votes
3 answers
3k views

Algorithm for choosing the number of clusters when using pam in R?

I am clustering a dataset using the pam command (from {cluster} package), and I wish to decide on the number of clusters to use. I was able to implement The_Elbow_Method in R (see wiki) for doing ...
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  • 20.1k
5 votes
1 answer
179 views

R plots to a connection?

Is there a way to have R plot to an in-memory object or connection, rather than a named file? I would like to have a plotting server create many graphs without ever going to a file. The Cairo ...
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  • 1,121
66 votes
9 answers
86k views

Clustering with a distance matrix

I have a (symmetric) matrix M that represents the distance between each pair of nodes. For example, A B C D E F G H I J K L A 0 20 20 ...
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  • 763
88 votes
24 answers
10k views

Rules of thumb for "modern" statistics

I like G van Belle's book on Statistical Rules of Thumb, and to a lesser extent Common Errors in Statistics (and How to Avoid Them) from Phillip I Good and James W. Hardin. They address common ...
4 votes
2 answers
143 views

How good is my error? [closed]

I'm trying to calculate how good are my measurements in machine learning! Let's say that I have five choices, and that error is 4, 2, 0.002, 3, 6. Naturally, I will pick third one for the hit, but I ...
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  • 181
2 votes
2 answers
237 views

How best to reduce dimensionality of a dataset composed of events and trials?

I'm trying to reduce dataset dimensionality. PCA is a good metric but that gives me new dataset. My goal is to determine from number of events (e.g. 60) and number of trials (e.g. 6) which events are ...
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  • 181
1243 votes
27 answers
824k views

Making sense of principal component analysis, eigenvectors & eigenvalues

In today's pattern recognition class my professor talked about PCA, eigenvectors and eigenvalues. I understood the mathematics of it. If I'm asked to find eigenvalues etc. I'll do it correctly like ...
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  • 12.7k
7 votes
3 answers
3k views

How would YOU compute IMDB movie rating?

I'm doing this only for learning purposes. I've no intentions of reversing the methods of IMDB. I asked myself I owned IMDB or similar website. How would I compute the movie rating? All I can think ...
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  • 12.7k
9 votes
2 answers
2k views

Whether to use robust linear regression or bootstrapping when there is heteroscedasticity?

I have a dataset where I need to do linear regression. Unfortunately there is a problem with heteroscedasticity. I´ve rerun the analysis using robust regression with the HC3 estimator for the variance ...
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  • 1,173
9 votes
4 answers
331 views

Understanding productivity or expenses over time without falling victim to stochastic interruptions

Help me here, please. Perhaps before even giving me an answer you may need to help me ask the question. I have never learned about time series analysis and do not know if that is indeed what I need. I ...
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  • 710
4 votes
4 answers
17k views

How does "correlation among repeated measures" work for repeated measures power analysis in g*power?

I am using g*power to calculate the a priori power for a 2 group repeated measures anova with a continuous dependent variable with 3 time points. I think that higher values for the "correlation among ...
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4 votes
4 answers
3k views

Is a random sample of a Poisson distribution also Poisson distributed?

Car analogy: Assume the traffic (number of cars per hour) on a road has a Poisson distribution, and the time between cars has the matching exponential distribution. If the chance of each car being ...
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  • 261
3 votes
2 answers
2k views

How to calculate average time in service

We want to work out a value for "Average time in service" for our users. However, as we have many subscribers still active, how can we do that? If we just look at average time of deactivated ...
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  • 141
3 votes
3 answers
5k views

Odds at least 1 person is born in January?

There are 100 people in a room. What are the odds at least 1 person is born in January? What is the best way to calculate this? I used Binomial Distribution. $E(x) = np = 100 \frac{1}{12} = 8.3$ $...
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7 votes
1 answer
766 views

All-Purpose Sample Entropy

When given samples of a discrete random variable, the entropy of the distribution may be estimated by $- \sum \hat{P_i} \log{\hat{P_i}}$, where $\hat{P_i}$ is the sample estimate of the frequency of ...
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  • 10.4k
6 votes
1 answer
17k views

Difference between Norm of Residuals and what is a "good" Norm of Residual

I am doing some basic fitting of data and exploring different fits. I understand that the residual is the difference between the sample and the estimated function value. The norm of the residuals is a ...
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  • 1,125
2 votes
1 answer
2k views

Panel data and selection models issue [closed]

I'm working with a panel dataset, I've used many models, homogeneous (fixed effect, pooled ols and Driscoll and Kraay) heterogeneous (swamy random coefficients) and would like to do a post-...
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  • 115
7 votes
3 answers
417 views

Predicting proportions from time with a discontinuity

Imagine having a dependent variable $Y$ that is a proportion (i.e., the proportion of observations made at the given time point that satisfy a condition, where each time point involves 50 to 250 ...
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614 votes
12 answers
440k views

What is the difference between "likelihood" and "probability"?

The wikipedia page claims that likelihood and probability are distinct concepts. In non-technical parlance, "likelihood" is usually a synonym for "probability," but in statistical usage there is a ...
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2 votes
2 answers
1k views

How to compare different distributions with reference truth value in Matlab?

I have values from 4 different methods stored in the 4 matrices. Each of the 4 matrices contains values from a different method as: ...
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11 votes
2 answers
25k views

Conjugate prior for a Gamma distribution

I need to update the failure rate (given as deterministic) based on new rate of failure about the same system (it is a deterministic one too). I read about conjugate priors and Gamma distribution as a ...
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  • 121
8 votes
1 answer
4k views

Can someone explain the C-Index in the context of hierarchical clustering?

This is a followup to this question. I am currently trying to implement the C-Index in order to find a near-optimal number of clusters from a hierarchy of clusters. I do this by calculating the C-...
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55 votes
5 answers
29k views

Statistical inference when the sample "is" the population

Imagine you have to do reporting on the numbers of candidates who yearly take a given test. It seems rather difficult to infer the observed % of success, for instance, on a wider population due to the ...
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  • 1,161
13 votes
3 answers
12k views

Autocorrelation in the presence of non-stationarity?

Does the autocorrelation function have any meaning with a non-stationary time series? The time series is generally assumed to be stationary before autocorrelation is used for Box and Jenkins modeling ...
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  • 815

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