All Questions
207,332
questions
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4
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Feature to detect a reverse timeseries
I have a multiclass timeseries classification problem with 11 classes. The class 0 is my negative class, and the classes 1~10 are the positives and they are generated (using some equations) based on ...
0
votes
0
answers
6
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Use neural networks to model dynamics
I would like to use a neuralODE to model the Lotka-Volterra with pyTorch.
The Lotka-Volterra are defined as:
$$
\begin{align}...
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0
answers
2
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How to perform log-rank test correctly on IPTW weighted groups?
Thank you very much for your attetion!
I am working on an observation study with time-to-event data. The data has multiple covariates say V1-V5. I want to evaluate the treatment effect, so I used IPTW ...
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0
answers
8
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pivotal quantity and confidence interval
Let $X$ be a random variable with p.d.f.: $$f(X|\theta) = \frac{e^{x-\theta}}{(1+e^{x-\theta})^2}$$
where $-\infty<x<\infty$ and $-\infty<\theta<\infty$
Use the pivotal method to verify ...
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0
answers
12
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Research for thesis. Advice needed!
I am doing a research for my thesis in which I want to analyse gender differences in negotiation. I made a questionnaire and managed to collect 60 responses. The answers to the questions are in the ...
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0
answers
3
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How to implement exact matching on some variables and nearest-neighbor or optimal matching on others?
I have a group of patients that I want to match on a number of variables: age, sex, BMI in category (5 categories), year and comorbidity score.
In order to be computationnaly efficient I'd like to do ...
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0
answers
7
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Differences-in-Differences without Control-Group
As part of my master's thesis, I am currently investigating the impact of a law in the area of tax law on municipalities. Usually, according to the literature I found, the differences-in-differences ...
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0
answers
5
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R: Plotting fitted values with lme versus lmer
I am trying to plot fitted values (fitted.sens.early) of the models below as a line over the original values (reading) as points. But I changed from using lme() to <...
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11
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How to numerically get expectation of a non-linear function of a normally distributed random variable
I'm trying to calculate the expectation of the following numerically:
$$\mathbb{E}[V(\theta)]$$ where $\theta\sim N(\mu,\sigma^2)$ and $V(\theta)$ is strictly increasing.
I'm struggling to understand ...
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0
answers
8
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Help with proof regarding first order stochastic dominance
I am struggling with (/failing at) the following proof in one of my theorems (Economics):
$$\int_a^b f(x)^2F(x)^{n-2}\bigg(1+(n-1)\ln(F(x)\bigg)dx \leq \int_a^b g(x)^2G(x)^{n-2}\bigg(1+(n-1)\ln(G(x)\...
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0
answers
6
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How many free parameters are needed in Bayesian Network?
If X is observed and unobserved, how many free parameters are needed respective?
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0
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9
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How to compute Gerber statistics
I am brand new user of Python. Would you like to help me how to compute Gerber statistics from this website here https://portfoliooptimizer.io/blog/the-gerber-statistic-a-robust-co-movement-measure-...
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answers
2
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How to best quantify energy flexibility of a building when only temperature data is available
I'm trying to best quantify energy flexibility in the described setting — The only data consistently available is HVAC system set temperature, inside temperature, outside temperature and a comfort ...
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0
answers
12
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How do I calculate demand elasticity when what I have is a function?
I have a function that takes a variable, transport costs, and returns an average commuting distance. I want to calculate what happens to the average commuting distance in % terms if we increase ...
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0
answers
6
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How can I interpret KNN clustering using FNN package in R for analyzing football passes?
I have a dataframe of 411 rows where each row represents a pass (football) and four columns. Two columns are the x and y coordinates of the location where the pass starts, and the other two columns ...
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0
answers
4
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Testing homogeniety within a bin of scores given max number of bins
I have a score (ranging from 0 to 1000) which predicts a binary event. The score is based on a regression. Scores are binned. There should be a maximum of $x$ (e.g. $10$) bins. Predicitions within a ...
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0
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8
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How many samples are required to identify the most frequent element in a power law distribution?
How many samples are required to identify the most frequent element?
I'm assuming the frequency of the elements in the distribution follow the power law.
1
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0
answers
4
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Necessity of incorporating Signal to noise ratio in data simulation for glm
I have seen in many simulation studies, Signal to noise ratio (SNR) is incorporated. Even in glm where usually we do not have error (logistic). I do not get this fact. Why it is necessary for ...
1
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0
answers
5
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add variable occurs between measurements LMM
I am interested in adding a variable to a repeated measurements model, LMM (3 measurements of QOL). But unlike gender, for example, which does not change between measurements, the variables I want to ...
1
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0
answers
13
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Custom link function needed for generalised linear model in R
I would like to use a generalised linear model to analyse data on the relationship between the size of a host and probability of parasitism in a wild population to determine the minimum host size at ...
2
votes
0
answers
13
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GAM partial response plot interpretation
I've made the gam in the code below (in R), but I'm struggling to interpret the results. Specifically, the partial response plots for all but one of the variables is linear, and the CI lines cross in ...
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votes
1
answer
23
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Probability of Event if Another Occurs
An enemy that can drop loot has a 10% probability of spawning out of all enemies. Only one model type can drop loot out of 8 models (1/8). What is the probability of a specific enemy dropping loot, if ...
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0
answers
5
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Difference-in-differences of standard deviation
I am hypothesizing that a certain event caused prices of commodity A to become more volatile. I obtained monthly price data for commodity A as well as a price index for a larger bucket of products ...
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votes
0
answers
3
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Smoothing where ends of series are important
How would I smooth a series of data without losing the ends of a series? For example, if I have $i_1, i_2, \dots, i_n$, and I apply a moving average, I lose the start and end of the series ($i_1$ and $...
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votes
1
answer
23
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How do I re-generate my bootstrap samples based on saved summary statistics from bootstrap
So I tried to estimate a particular statistic (custom made) by bootstrapping 1000 samples from the original dataset. The issue is that saving those 1000 bootstrap samples multiple times was not at all ...
1
vote
1
answer
18
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How do I present averages from different sample sizes across years?
I have 20 years' worth of observations that either say YES or NO to the question of whether breeding was observed. I want to present the averages of the YES observations across the years, ...
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0
answers
8
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Do's and don'ts when presenting data in tables
When presenting data under the form of a table, an error can be to omit mentioning the unit of measure, leading to possible misinterpretation.
What are some other possible mistakes to avoid?
...
-1
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0
answers
7
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Explaine proof formula of monotonic coheren [closed]
guys
I have a problem to proof the monotomic function of Value at Risk
Monotonicity. Value at Risk is a monotone risk measure.
Proof. If X ⩽ Y then
P(Y ⩽ x) = P(X ⩽ Y ⩽ x) ⩽ P(X ⩽ x), x ⩾ 0,
hence
P(Y ...
0
votes
0
answers
10
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Regression models after PCA
My understanding of principal components regression (PCR) is that it is a linear regression performed on all or a subset of predictors obtained via PCA. All the resources I've read only apply linear ...
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votes
0
answers
7
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Sample size for comparison tests [closed]
What is the minimum sample size appropriate for each group of t test and ANOVA? Also, is it fine to have a big difference of sample sizes between the groups?
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0
answers
12
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Generating survival and censoring times from proportional hazards model
I am reading a paper where, on the page 13, the authors state that the survival times $T_i$ are generated from a proportional hazards (PH) model with hazard function:
$$\lambda_T(t\mid X_i, W_i)=\exp(\...
0
votes
1
answer
11
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Which study design is best for the following?
I have a data set in which all patients have a particular disease. The disease has three varieties labeled as 0, 1, and 2 in the data set. I want to know the association of a particular drug with this ...
1
vote
2
answers
40
views
Calculate joint distribution from marginal distributions
I am struggling with the following problem: $X_1, X_2 \sim N(0, 1)$ are independent random variables. Let $Y_1 = \frac{1}{\sqrt{2}}(X_1 + X_2)$ and $Y_2 = \frac{1}{\sqrt{2}}(X_1 - X_2)$. Show that $...
1
vote
1
answer
37
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Why use causal inference if coefficients are same in an OLS?
I was reading this amazing article about FWL theorem and it's application to causal inference.
In the article, there are some examples showing that the coefficients of an OLS estimator is the same ...
0
votes
0
answers
12
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Gradient vs differences to remove non-stationarity in time series?
When dealing with non-stationary time series (for instance, in auto-correlation analysis), differencing (computing absolute differences between consecutive samples/observations) is often regarded as ...
0
votes
0
answers
8
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Study of an experimental regression with a percentage as the dependent variable
I am trying to estimate the effect of an experimental intervention (random assignation to treatment and control groups) with the percentage of people in each group assisting to government services as ...
0
votes
0
answers
4
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What model should I use for this weird dataset? (Survey Response attributes)
Above is a snippet of a dataset I am working with. It is a pull from a research tool presenting a set of many different and distinct attributes that have been sorted into numerous "categories&...
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votes
0
answers
13
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Tweedie distribution [closed]
I am trying to model semi-continuous data with a mass at zero and a long tail, as seen in the image below "Actual - train", using Tweedie. However, the prediction distribution "...
0
votes
1
answer
118
views
AB testing, which denominator to use for lower funnel metrics
Suppose I run AB testing for a website that does subscription business. The company offers a free trial for 7 days before automatically enrolling users to subscriptions and charging them unless they ...
0
votes
0
answers
31
views
What is the intution between point estimation of model parameters in statistics?
I am reading a topic about point estimation of model parameters. I understood it as follows:
We have "observed" a sample $X_1,...X_n$ where we know it's distribution, i.e. the sample is ...
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votes
0
answers
17
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Literature on Dependent Dirichlet Processes with Replicates
I have some data that I would like to fit using a dependent Dirichlet process (DDP) but my data contains replicates. For example, I have 12 times series (say measured at 6 time points) and I would ...
0
votes
0
answers
6
views
How do I choose one covariate out of many covariates that might have similar effects?
I plan to run a logistic regression model to understand the influence of temperature on the occupancy of a hare species. However I can't decide on which aspect of temperature should I consider as my ...
0
votes
0
answers
5
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pdfs via marrangeGrob [closed]
Here's a function to print a couple of pdf's: all necessary
data and libraries have been provided; n1 and n2 are used
to split a long data frame in two.
...
0
votes
0
answers
12
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Test and Train AUC are almost exactly the same
I am trying to build a logistic regression model. My test and training sets are generating almost the same AUC. Ideally- this means that the model is performing very well. But since, I got this result ...
1
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0
answers
7
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Independent Subscales
What properties should there of a subscale to be used independently of the whole scale?
I am looking for a scale that measures a specific perceived parenting style, but there is no scale for it. ...
1
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0
answers
13
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Need to come up with an equation or method to calculate a ratio between two arrays of numbers
I have two arrays of data:
# of Files
Time to Process in seconds
1
8
2
20
3
31
4
76
What I'm wanting to do is come up with an estimate of how long it will take to process n number of files. I ...
1
vote
1
answer
19
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How to Interpret scatter plot for binary response?
I have come to know about scatterplot matrices, where pairwise scatterplots for covariates are built and then binary responses are jittered. This plot is helpful to give an idea about how each ...
3
votes
0
answers
15
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Why are the variables in a VAR model considered endogenous?
Does it have to do with the interdependence of one equation on the lagged values of its own as well as the other equations?
If I remember correctly, in simultaneous equations, cross-causality is also ...
1
vote
0
answers
14
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Convergence of a subsequence of arrays of random variables
Consider $X(ij)$ for $i = 1, ..., n$ and $j = 1, ...,n$ be random variables.
I proved that for each i, the sequences $X($i$j)$ converge in distribution to random variable Y as $n$ tends to $\infty$. ...
0
votes
0
answers
25
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Can we aggregate traffic data? [closed]
let's say we have a car park, and each 5 minutes we record the number of existing cars and the number of free stands, can we actually aggregate this data per hour for example, if yes how can we do ...