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9 views

Removing NAs in logistic regression model [closed]

I have a data set that contains lots of NA values. If I use the na.action = na.omit argument, will this delete everything except row #2 (based on table below) OR does it result in retention of rows ...
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0answers
16 views

How to solve this problem? [closed]

Given the two sample distributions in classes: Calculate arithmetic means and distinct (biased) sample variances and overall. Determine if there is stochastic dominance or not. I have the solution ...
1
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0answers
27 views

Where is a good place to start with (hidden) state-space models?

I'm interested in (hidden) state-space models. My language here might be poorly articulated as I'm quite new to this area of math. The topic of Kalman filters has come "across my desk" a ...
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0answers
13 views

PCA, test for eigen values

Let's say I have a matrix $X$ with $4$ variables and $n$ observations and I run PCA, so I compute the eigenvalues/eigenvectors of the sample covariance matrix, and then I test $H_0: \lambda_1=\...
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1answer
31 views

Normal approximation to negative binomial (Sheldon Ross)

I am stuck at the following question - Every day Jo practices her tennis serve by continually serving until she has had a total of 50 successful serves. If each of her serves is, independently of ...
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0answers
10 views

Proof of multivariate distribution using exponential families and Hammersley Clifford Theorem

I'm reading the following seminal paper by Besag http://www2.stat.duke.edu/~scs/Courses/Stat376/Papers/GibbsFieldEst/BesagJRSSB1974.pdf I'm unsure how they prove on page 10 equations 4.4 and 4.5 ...
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1answer
30 views

Removing instances that decrease accuracy of Machine learning algorithm Methodology

Is it bad practice to run a Machine learning algorithm on an experimental dataset, check the MAE, and remove the instances that have a value of MAE above a certain limit? If we run the algorithm ...
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0answers
15 views

Relationship between Type 1 error and Type 2 error

Given that Type I error is 0.01, what is the highest value possible for Type II error?
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0answers
21 views

Calculate confidence interval for quadratic regression model

Suppose you're given the following model: $$\ln Y_i = \beta_0 + \beta_1 X_i + \beta_2 X_i^2 + u_i$$ The expected change in output followed by a marginal change in $X_i$ is: $$\frac{\delta E(\ln Y_i|...
1
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0answers
18 views

How would one calculate the p-value from a doubly robust model

How would one calculate the p-value from a doubly robust model I could used the boot.pval r package and set the theta_null (The value of the parameter under the null hypothesis) 0, using student t-...
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0answers
11 views

Does RMSProp affect Batch Normalization correction?

RMSProp is an optimization function that divides the gradient of each parameter of a network by the square root of the moving average of squared gradients, like so: $$ E_{t} = \mu E_{t-1} + (1 - \rho) ...
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0answers
21 views

Mclust and factorial data: R [migrated]

I'm trying to do some clustering with R and I need some help: The first step was a factorial analysis of percentage data and the results are 4 factors. After that I would like to try some mixture ...
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0answers
28 views

How would you interpret this scatter plot?

The number of eggs oviposited based on plant height shows that there is a significant correlation. However, I am finding it difficult to understand whether it is the lower plant height that allows ...
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0answers
16 views

How to approximate the expression to $\sum x_i$

How to approximate the expression on the left hand side to $\sum_{i=1}^Nx_i$ as $n\to \infty$ $$ \frac{\sum\limits_{i=1}^{N}x_i^2}{n-2\frac{\sum\limits_{i=1}^{N}x_i}{N}} \left(\sqrt{1+\frac{Nn\left(...
22
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2answers
1k views

Probability of defeating a dragon in one turn rolling a 20 sided die

In math class we were asked an optional problem I can't solve on my own: You are fighting a dragon with 250 hit points and are rolling a 20 sided die to deal damage. The dragon takes damage equal to ...
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0answers
25 views

question on finding the efficient GMM estimator

Trying to solve exercise 24 (page 468) from 13th chapter in Hansen's Econometrics book. For this model how can the efficient GMM estimator be found? I am confused as the model is different from the $...
2
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1answer
29 views

Testing if single features have predictive power alone

I am working on a classification task where the target variable is binary. The feature space is huge (about 280 features) and I am almost certain that some of them are completely irrelevant for ...
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0answers
11 views

What is the resultant trend that has emerged in this graph? [closed]

The graph is comparing the number of eggs lost to the level of precipitation (in mm) to assess whether any correlation exists. In your opinion, what would the trend that is displayed on this graph be? ...
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0answers
4 views

Why does an operational domain isn't an MV-set and why is it a problem for images and computer vision?

I am working on formalizing the operational domain of an algorithm. If the operational domain is the set $D=\{x, g(x)=1\}$ where $g$ is the selector that says when the predictor $f$ can be applied. $g(...
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0answers
40 views

How to statistically compare the trend of two-time series

I have 3 time-series, shown in the plot below: The plot shows a specific time frame for the 3 time-series data. I'm aware that some questions were posted around this subject (time-series trend ...
0
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0answers
6 views

Why does the statistical nature of the coverage of an operational domain mathematical formalisation is a problem for images and computer vision?

I am working on formalizing the operational domain of an algorithm. If the operational domain is the set $D=\{x, g(x)=1\}$ where $g$ is the selector that says when the predictor $f$ can be applied. $g(...
1
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0answers
20 views

Error message lavaan /replacement has zero length [closed]

I'm trying to run the following function proposed by Lai et al., 2021, that aims to compare fit differences in non-nested models with categorical AVs. ...
1
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0answers
7 views

Is possible use bootstrapping using only the forecast error variance decomposition matrix?

I am working with the Spillovers developed by Diebold & Yilmaz (2009, 2012). They are based in the Forecast error variance decomposition (FEVD) of a VAR model and the structure is something like ...
1
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0answers
18 views

How does prediction of the fraction of counts of each outcome observed in the training set by Softmax Units work?

Currently, I am reading a book "Deep Learning" by Aaron Courville, Ian Goodfellow, and Yoshua Bengio. They provide the next formula of Softmax function $ softmax(\boldsymbol{z};\boldsymbol{x,...
1
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0answers
10 views

Large Margin Classifier (SVM) Closed Form Expression for Lambda > 0

I'm working on a Large Margin Classification problem and want to derive a closed form expression for any fixed $\lambda>0$ for estimator $\hat\theta$. Estimator: $\hat\theta=argmin_{\theta\in\...
1
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0answers
39 views

Standard error of a probability distribution

I have some random data, s measured on an experimental system. Due to experimental constraints, I can sample it 150,000 times in every shot. I am interested in the probability distribution, P(s) of ...
3
votes
1answer
31 views

Lasso Selecting Different Features Depending on Weighting

I am performing a logistic regression with an L1/Lasso penalty. To exemplify: I am attempting to predict a variable $Y$ as a function of $\vec{X} = [X_1, X_2, X_3]$. Depending on the weight of my ...
1
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0answers
20 views

What does this autocorrelation plot show?

I'm working with this dataset from Forecasting: Principles and Practice 2nd Edition. I've calculated the 12-month seasonal difference (middle) and the autocorrelation plot (right). The ...
2
votes
0answers
17 views

Optimal rate of convergence of nonparametric density estimators

Suppose that $X_1, X_2, \dots, X_n$ forms an independent and identically distributed sample from some $d$-dimensional probability distribution with unknown probability density function $f$. Let $x$ be ...
1
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0answers
26 views

Lasso regression coefficients for categorical variable

I am doing lasso regression to understand the influential variables from a lists of 65 odd variables that affect the liquor consumptions of an individual. The independent variables are combination of ...
1
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0answers
14 views

Finding the level of measurement

I am confused about this question where I am asked to determine the level of measurement for the variable/data. Also, identifying an appropriate measure of central tendency. The question is -> How ...
1
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0answers
15 views

Baum-Welch Algorithm and Viterbi Algorithm

Given a sequence of actual states which is assumed to be the sequence that has the maximum likelihood of causing an observed sequence of states, is it possible to find the parameters such that when ...
1
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0answers
12 views

Handling "Skip" in random forest and rpart

I have a dataset that contains 30 variables out of which I need to combine 10 variables into 1 variable (interparental conflict). Each of these 10 variables contains about 68% missing data. Out of ...
2
votes
0answers
21 views

How do you interpret the matrix confusion in this Naïve Bayes output?

Why are my correctly classified instances lower than incorrectly classified? This was tested using Naive Bayes with option testing Cross-Validation set at 10 folds. Here is the image of the results: ...
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0answers
26 views

pvalue lm output interpretation in R [closed]

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0answers
20 views

Algorithm for Adding two percentile distributions [closed]

I've two separate percentile distributions like below: ...
1
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0answers
37 views

Distribution on linear combination of exponential variable [closed]

Let $s$ be some r.v. defined over $\mathbb{R}$. Then given $c_i \in \mathbb{R}$ and $w_i \in \mathbb{R}_{< 0}$ for $i=1, \dotsc, n $, are there any familiar/known probability distributions that ...
2
votes
1answer
29 views

Front-door adjustment formula: difficulty in reconcile the two formula

In The Book Of Why, the author gives two formulas related to the front-door adjustment formula. On page 227 (formula 7.1), the front-door adjustment is given by $$P(Y|do(X)) = \sum_zP(Z=z|X)\sum_xP(Y|...
1
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0answers
11 views

Comparing mixed-effects models in R- stepwise regression

I am currently working with a mixed effects model, and I would like to compare model fit between many potential models. I have seen some posts on this forms (as well as some work in the literature) ...
1
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0answers
12 views

How could analyze this type of problem? [closed]

I had a problem the other day where we were asked to estimate the reduction to damage to the road and safety violations from increasing the number of inspectors? I could not think of any good ...
0
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0answers
10 views

How to interpret log-differenced dependent variable in linear regression?

I have a linear model of the following form: $log(SP500_{t}) - log(SP500_{t-1}) = \beta_0 + \beta_1*GDP_{t-1} + \epsilon$ where SP500 is an index, and GDP is a growth rate (in %). If GDP increase by 1 ...
1
vote
0answers
26 views

Which of these differenced datasets is stationary?

I'm working with this dataset from Forecasting: Principles and Practice 2nd Edition. It is clearly not stationary due to the seasonal component. I have performed 3-month, 9-month, and 12-month ...
0
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0answers
20 views

Model the correlation between random variables with events

I have a set of correlated random variables (eg. $[x_0, x_1, ..., x_N]$) and I am trying to find a way to represent the correlation between them with a set of independent events (eg. $[E_0,E_1,...,E_M]...
1
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0answers
30 views

Samples required for bounded accuracy in mean estimation error for multivariate gaussian

I'm working through some problems in a high dimensional probability textbook and don't seem to know where to start with this one. Any help would be appreciated! Assume $X_1, X_2, \ldots, X_m$ are i.i....
1
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0answers
30 views

Correctly Interpreting Regression Coefficients For Financial Returns Data

I'm running some regressions on daily return data, and I want to make sure I'm interpreting the coefficients correctly. Right now X is a single column of values ...
1
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0answers
23 views

Do Statistical Models (Automatically) Allow For "Ranking" Predictions?

I have always had the following question: Do statistical models (e.g. regression models, decision trees, random forest, etc.) automatically allow for ranking the predictions? I.e. If a random forest (...
2
votes
0answers
53 views
+50

Combining variables and PCs to find clusters

I am working on a 100 variables dataset, and I am following a recipe for calculating clusters: Select only variables that have less correlation, or are below a 10 value in VIF Then for the unselected ...
1
vote
1answer
17 views

Implication of independence and conditional independence

Prove that if A and B are independent and conditionally independent given C, then A is independent of C or B is independent of C. How do I do this?
0
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0answers
8 views

Building a simulator for continuous state, discrete action reinforcement learning

I am trying to build a simulator that optimizes the performance and temperature of a device. I want the device to perform well, but without making the device too hot. If the device becomes too hot, I ...
0
votes
1answer
51 views

Likelihood of a predicted value falling within a range of values

I have a model that produces the expected points of every football (soccer) team for the following season, given the results from the previous season (the model considers the number of goals scored/...

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