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How to calculate required sample size for desired false negative rate

I'm trying to design a system that does some binary classification. The cost of a false negative is high, so I want to ensure that I've tested thoroughly enough to minimize this chance. I would like ...
Alex Cavanaugh's user avatar
0 votes
1 answer
16 views

Filter one-sided tests before FDR

In this blog post, the author shows one example of "weird" p-value histogram ("Scenario C"): One provided explanation is that a one-sided test was run, and the tests where the ...
Alexlok's user avatar
  • 167
1 vote
1 answer
114 views

Prove that $T$ is a complete statistic and find a UMVUE for $p$

While preparing for my prelims, I came across this problem: Let $X_1, X_2,\cdots, X_n$ be a sequence of Bernoulli trials, $n \geq 4.$ It is given that, $X_1,X_2,X_3 \stackrel{\text{i.i.d.}}{\sim} Ber(\...
Wrik's user avatar
  • 1
0 votes
0 answers
21 views

Can someone give me an example of what a probability distribution looks like and its notation? [duplicate]

What is a probability distribution of a random variable X and what is the typical notation for a probability distribution? Can someone show me an example of what a probability distribution looks like ...
William Zhao's user avatar
0 votes
0 answers
15 views

Difference between xtreg and reghdfe [closed]

When I try to set my panel data with the following command in Stata xtset familyid MatricYear I get the following error ...
user1343318's user avatar
  • 1,351
1 vote
1 answer
38 views

Pearson chi square and correlation

My data are ordinal Pearson chi squared test value is 4.664 And asymp sig is 0.97 so the data are independent However pearson's R =-0.309 And the approx sig=0.037 Can they be independent and ...
Simona ysf's user avatar
1 vote
0 answers
46 views

How to find the expected value of $p_k$ in multinomial regression

Given a multinomial regression the probability of a certain class $k$ is a function of predictors. How would we find analytically the expected value of $p_k$ given we know the distribution of ${\bf X}...
Vefeagins's user avatar
  • 558
3 votes
0 answers
75 views
+50

Model has higher (and closer to 1) $\beta$, but similar $R^2$ and correlation

I have model one which produces prediction $\hat{y_1}$, later I came up with a new model which produces prediction $\hat{y_2}$. I have ground truth $y$. The models are not regression based but they ...
zvi's user avatar
  • 31
10 votes
3 answers
474 views

Examples of distributions with easily solvable quantile functions but hard to solve CDFs

I'm interested in examples of probability distributions where the quantile function $F^{-1}(p)$ exists in closed form or is easy to calculate but where the cumulative distribution function (CDF) $F(x)$...
0 votes
0 answers
23 views

Help for a probability test comparing presence/absence of expected number between two entities

I have a probability problem I don't know how to solve. In that problem I have a genome of a VirusA with 100 genes for which I know 20/100 are unique to this virus. In the other end, I have another ...
Grendel's user avatar
  • 125
0 votes
1 answer
59 views

Confused on Bayesian Decision Theory

I am trying to understand what is the right way to pick up an "action", as it is called in Murphy, Machine Learning a Probabilistic Perspective, in the 'chatper 'Bayesian decision theory'. I'...
acini's user avatar
  • 3
3 votes
1 answer
51 views

lmer - How to interpret correlation between Random Factors?

My model: DV ~ 1 + Time * IV + (1 + Time | Subject_ID) Where IV is the between-subjects independent variable, and ...
CAA's user avatar
  • 33
0 votes
0 answers
22 views

Checking model after convergence issues with glmer logistic regression

I'm running a logistic regression model where subject ID is nested within litter ID, using glmer. The equation is as follows: glmer(outcome ~ group * time + previousStatus + (1|litter/pup), data, ...
Picapica's user avatar
  • 493
0 votes
0 answers
11 views

Averaging classification metrics vs Direct infer

Suppose I have tensor X_test with this shape: (10,2,512) Where: 10 is num of ID 2 is num of Channel of every ID, let's say ...
Muhammad Ikhwan Perwira's user avatar
0 votes
0 answers
26 views

In X-learner uplift modeling, predictions from the 1st-stage models help train the 2nd-stage models. What data splits should these predictions be on?

In uplift modeling with an X-learner metalearner (Künzel et al. 2019), predictions from the two first-stage models are used in training the two second-stage models. Question: What datasets/splits ...
naive_bayesian's user avatar
0 votes
1 answer
33 views

Is a logistic regression appropriate for my question and correctly interpreted?

I need help knowing if my statistical approach is correct for what I want to achieve. I want to know whether a trial that follows an error (i.e., has a post.error value of 1) makes it more likely that ...
jbrimm2004's user avatar
1 vote
1 answer
72 views

Does my observational study present as being a nested or crossed design?

I need some help deciding whether my sample collection design qualifies as nested or crossed. The design is: I collect data once per site (at the same 47 sites), once per season (wet and dry; May-Nov ...
Nate's user avatar
  • 1,653
0 votes
0 answers
14 views

Simulate Gaussian copula with negative pair-wise correlations

I am now trying to simulate a multidimensional (let's say 4 dimensions) Gaussian copula. Given software restrictions, I can only use Excel for this simulation. That is why I am trying to implement the ...
S. Z.'s user avatar
  • 1
0 votes
1 answer
116 views

Expected value of iid squared conditioned on sum

I would be interested in finding the value of the following expression: $$\mathbb{E}[X_k^2\mid S_N]$$ where $X_k$ are iid random variables with $\mathbb{E}[X_k]=\mu$ and $\operatorname{Var}[X_k]=\...
user3141592's user avatar
1 vote
0 answers
38 views

One step ahead forecasts: Why is LSTM so much worse than XGBoost? [closed]

I am working on generating recursive one-step-ahead predictions for a time series y using a minimal set of regressors. I have found that linear models all perform similarly and fail to outperform ...
george1994's user avatar
3 votes
1 answer
43 views

Use "Year" as a Factor or a Continuous Variable in a GAMM with Autocorrelation for Modeling Beetle Counts?

I am working on modeling the number of beetles caught in traps over several years using a generalized additive mixed model (GAMM) with an explicitly stated autocorrelation structure. I have one record ...
maycca's user avatar
  • 355
0 votes
0 answers
18 views

Question regarding Poisson process [closed]

The following question came in my previous year exam. Any help will be appreciated. Q. Let customers arrive at a departmental store according to a Poisson process with rate 10. Further, suppose that ...
TuHere's user avatar
  • 9
0 votes
0 answers
16 views

On assumptions of local projection method

It is well known that Jorda(2005) proposed the following model called local projection: $$y_{t+h} - y_{t-1} = \beta_h shock_{t} + \gamma_h ctr_{t-1} + \epsilon_{t,h}, h = 0,1,2,\dots,H.$$ I am trying ...
zyy's user avatar
  • 125
0 votes
0 answers
30 views

Are the marginals of these two joint distributions the same? [closed]

Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space and let $X:(\Omega, \mathcal{A})\rightarrow (\mathcal{X}, \mathcal{F})$ and $Y:(\Omega, \mathcal{A})\rightarrow (\mathcal{Y}, \mathcal{G})...
guest1's user avatar
  • 941
0 votes
0 answers
14 views

Ascertaining sub-probabilities using re-sampling of the data. Multivariate convergence?

I am trying to compute a payout for an online game that has the following information: 40% chance of a loss with value -2 10% chance of a loss with value -1 remaining 50% chance with four potential ...
mshaffer's user avatar
  • 101
1 vote
0 answers
22 views

Gaussian Process Literature suggestion

I'm quite new to Gaussian Process and hope to get some help regarding the materials to read up on here. Suppose I have the following 2d time series data table: $$\begin{bmatrix}s_{t_1}^{v_1} & s_{...
statslearner's user avatar
1 vote
1 answer
14 views

Hausman Test Reults Report

I've been working on a research project using a multi-level regression model, and I'm currently figuring out how to present the Hausman test results. I've seen some papers where authors mention doing ...
Sabrina's user avatar
  • 11
0 votes
0 answers
24 views

How is summation by parts technique used in this derivation?

In this answer, whuber comments that the technique used in the answer is summation by parts: The discrete case, assume that $X \ge 0$ takes non-negative integer values. Then we can write the ...
Otis's user avatar
  • 3
2 votes
2 answers
54 views

Why is my pvalue for chisquared test so high?

I am sampling from values = [0, 1] with prob = [.25, .75]. I obtain 25019 zeros and 74981 ones. Yet, by chisquared test results in the following: statistic=0.0196, pvalue=0.889 This doesn't seem to ...
user2330624's user avatar
3 votes
2 answers
42 views

Why is the amount of Eigenvalue of the first Principal component much higher than the rest of the PCs?

I have the time series of 16 water quality parameters, and after standardizing them using the zscore method, I performed principal component analysis. These are my eigenvalues [7.62675203795075 2....
farshad's user avatar
  • 33
1 vote
1 answer
54 views

Customized distribution fitting

I have a sample of continuous surgery durations and want to fit a distribution to this sample to generate random numbers accordingly. Using the scipy library in ...
mdslt's user avatar
  • 139
2 votes
1 answer
55 views

Tradeoff between Prediction Interval Accuracy & Mean Squared Error

My goal is to quantify the prediction uncertainty in a model regressing climate covariates against GDP. I start with a model with temperature as a third degree polynomial, country fixed effects ($\...
hayfreed's user avatar
2 votes
0 answers
23 views

How to prove this relation for Kendall's distribution function (or Kendall's measure)

Kendall Distribution Function (Nelsen, 2006, p. 163) Or Kendall Measure (Salvadori et al., 2007, p. 148) Or Kendall Function (Joe, 2014, pp. 419–422) is the cumulative distribution function (CDF) of ...
khoshmard's user avatar
0 votes
0 answers
16 views

Is there any value in models that have a larger out of sample RMSE than a standard deviation?

I am predicting y values from x values using various regression models, elastic net and partial least squares regression (PLSR). To quantify performance of models we utilize root mean squared error (...
Sir Veza's user avatar
0 votes
1 answer
31 views

Recreate `lm` Categorical Regression

Consider the code, which contains regression using lm of two categorical and one continuous variables without interaction using data from the correct model: ...
温泽海's user avatar
  • 456
0 votes
1 answer
22 views

Fixed weights to 1 in confirmatory factor analysis - how significance (p) value is obtained?

I have a question somewhat related to this thread. I now understand why the value of 1 should be fixed in the confirmatory analysis to one of paths, and I also understand that various tricks can be ...
kwadratens's user avatar
0 votes
1 answer
32 views

Threshold selection in chain classifier

Imagine a set of $m$ classifiers and $N$ precedents, each assigned a threshold $\theta_{i,j}$, meaning, if threshold $t_j$ on classifier $j$ for precedent $i$ is bigger than $\theta_{i,j}$, the ...
Bait Hoven's user avatar
1 vote
0 answers
11 views
+100

NER With Custom Tags, How to Approach

I am building a "field tagger" for documents. Basically, a document, in my case something like a proposal or sales quote, would have a bunch of entities scattered throughout it, and we want ...
redbull_nowings's user avatar
0 votes
1 answer
22 views

Is differential follow up periods in survival analysis a problem?

I'm looking to compare mortality post-operatively following two different surgical techniques. due to technological advances, one of these surgical techniques was only performed around five years ...
MFA's user avatar
  • 1
1 vote
0 answers
29 views

Gaussian linear model marginal likelihood under g-prior

Consider a Gaussian linear model with an $ n \times 1 $ outcome vector $ y $ and an $ n \times p $ matrix of centered predictors $ X $: $ y = \iota\alpha + X\beta + \varepsilon \quad \quad \varepsilon ...
yrx1702's user avatar
  • 710
2 votes
1 answer
32 views

I have a dataset with 18 biomarker features and a target variable. I want to find the features which are having the biggest impact on the target

I Have some disease biomarker datasets that contain 18 biomarker readings from different samples and a target variable which shows presence or absence of disease (features are both categorical and ...
Alex Keir's user avatar
0 votes
0 answers
14 views

How to determine correct correlation structure for GEE model?

I want to use Generalized Estimating Equations (GEE) to model longitudinal survey data. Participants' responses were recorded at two separate treatment sites at three timepoints, but the exact days ...
Erb's user avatar
  • 1
1 vote
0 answers
18 views

Dimensions in ICA

I'm going through Andrew Ng's notes on ICA and the blind source separation example mostly makes sense. In essence, we have $d$ microphone recordings $x \in R^d$ and also $d$ independent speakers in $s ...
James Liu's user avatar
0 votes
0 answers
10 views

Difference in Difference or HLM/Mixed Effects Model?

I am working on evaluating a high school intervention. A group of 14-16 9th grade students are recruited each year to do attend a local college part time. I would like to understand how this impacts ...
Ronak Patel's user avatar
0 votes
0 answers
10 views

How to get sphericity results with Anova() function from Car package [closed]

I have an unbalanced dataset. I want to run a mixed ANOVA (type III) with the Car package. My dataset has 3 factors: Day (10 levels, within-subject factor), Sex (2 levels, between-subject factor) and ...
Mirte's user avatar
  • 1
1 vote
0 answers
18 views

MLE for a minimum of Ornstein–Uhlenbeck process

Using MLE for parameter estimation of a one-dimensional Ornstein–Uhlenbeck process is widely known. However, has a similar work been done of a process on the form \begin{equation} X_t = \min \left( \...
Oskar's user avatar
  • 265
0 votes
1 answer
20 views

Monte Carlo method for likelihoods ratio density estimation

I recently started reading Stephen Kay's Fundamentals of Statistical Signal Processing - Detection Theory (Volume II) and there is something I do not fully understand about likelihoods and hypothesis ...
gangrene's user avatar
  • 103
4 votes
3 answers
170 views

I have count data, but it does not follow a Poisson distribution, what to do?

My data consists of 3 variables, one is a numerical variable of the number of flower visits that I have counted on certain locations and on certain shrub species. My other 2 variables are categorical ...
Geertje's user avatar
  • 41
1 vote
0 answers
59 views

Does artificially balancing outcomes in regression lead to poor calibration? If so, how to show the poor calibration?

In "classification" problems, it is common for there to be unbalanced-classes. To combat what appears to be a problem (though I would argue that it usually is not a problem), it is common ...
Dave's user avatar
  • 65.1k
0 votes
0 answers
5 views

Data preparation for multistate modelling

I need to use multi-state modelling using Stata Software for which I need to prepare the data. My data consists of disease diagnosis and dates of diagnosis. I need to understand how can I create the ...
Sobia Ambreen's user avatar

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