# All Questions

214,867 questions
Filter by
Sorted by
Tagged with
2 views

### How to deal with possibly important predictors omitted during the building of an OLS multivariate linear regression model?

I am building a descriptive model using OLS multivariate linear regression. I have a couple dozen candidate predictors, but only around 200 cases. Since I wanted at least 10 cases / variable for the ...
2 views

### Autocovariance of the product of two time series (not necessarily independent, uncorrelated or multi-variate gaussian)

I am working with time series that are the product of two other time series that may be related to one another so. In each case: $$f_t = x_ty_t$$ and I want to find the ...
• 704
3 views

### Is there a way to create a SEM from multiple datsets?

I have two datsets of information on a certain plant species, for which I would like to check if they are correlated. One datset is of visitor (pollinator) frequencies to a plant species along an ...
8 views

### How can I prove monotonicity of slope MLE in EIV regression model?

I'm trying to figure out Casella and Berger Exercise 12.4(c), regarding monotonicity of the maximum likelihood estimator of the slope of an errors-in-variables regression model. The goal is to show ...
11 views

### Questions on Basic Data Cleansing For Linear Regression

I'm following some tutorials on doing some linear regression and as I was building my notebook, I'm working on outlier detection and amongst the techniques described for doing outlier detection, one ...
• 143
11 views

### Getting statistically significant differences of observation patterns

First let me start by saying that if I knew a little more about statistics, I think I would likely be able to find a solution to my problem. However you'll have to forgive me as I'm unsure as to how ...
• 51
9 views

### How to solve this Bayesian expression question about car sensor? [closed]

At each time step t, sensors return the list of exact positions of the K cars, but the list of positions is shifted by a random number of indices (with wrap around). For example, if the true car ...
6 views

### In R, when presenting data (RCT) in a table (preferably gtsummary), how to include tests of significance both within group and between groups? [pic] [closed]

I am learning how to analyse the data and present the results of an RCT using R. I have tried reading the package documentation, and searched online but did not find a solution for this. I have 2 ...
1 vote
11 views

### Why does the sufficient statistic for the bivariate normal not imply a sufficient statistic for the correlation under bivariate normality?

This question links to a document by Jon Wellner that defines the sufficient statistic for the multivariate normal (p. 7, Example 2.7). The result follows from the factorization theorem and is proven ...
• 538
1 vote
12 views

### Sales data trend

I have my historical sales data and I want to check for the trend (increase, decrease or no change). When I do my annual line graph, the slop of my linear equation is positive (indicating increase) ...
• 21
8 views

### Model training loss always converge to 1.35

I'm trying to create a multi-class classification model using RNNs. The input data has a sequence length of 90 and consists of 5 features, normalized to the [0,1] range. Here's the network ...
1 vote
19 views

### Jackknife variance estimate for a regression model for two subpopulation

Consider a regression model for two subpopulations \begin{align} Y_i&=X_i+\epsilon_i, i=1,\ldots,n/2\\ Y_i&=-X_i+\epsilon_i, i=n/2+1,\ldots,n \quad(1) \end{align} where $\{X_i\}$ are i.i.d. ...
1 vote
21 views

### hierarchical regression in R with heterocedasticity

I performed a hierarchical regression in R using lm. I evaluated the assumptions with statistics and visually, using the performance package. Visually, I observe heteroscedasticity, although Breuch-...
3 views

### Creating a model to predict costs from multiple variables over the course of years [closed]

so I have a data set of breakdowns in any given month and the total cost of product lost as a result each month. This data set spans over years I wanted to create a model that will relate these two ...
15 views

### Normal Distribution on a Line Segment [closed]

Let $h_{old}^{1}$ and $h_{old}^{2}$ be our initial line segment. and we have points $r_{old}$ that is uniformly distributed on this line segment. We change one of the vertices of the old line ...
12 views

### Help Needed: Sales Forecasting with Exogenous Variables and Small Sample Size

I'm working on a thesis using Google Trends data to predict sales revenue in a retail context. I'm using exponential smoothing and SARIMA as univariate baseline models for the sales data only. For the ...
5 views

### Is the confusion matrix meaning the same within deep learning than within hypothesis testing?

Is the confusion matrix meaning the same within deep learning than within hypothesis testing? I've read what the matrix is, and how to get the values. But in the case of deep learning for ...
• 71
1 vote
46 views

### Bayesian Statistics vs. Frequentist Statistics for Uninformative Uniform Priors [duplicate]

I have a really basic question about Bayesian statistics. Lets say you have an uninformative prior that you know comes from a uniform distribution. Is there any benefit to using a Bayesian approach ...
64 views

### What is the interpretation of alpha and beta within the plots of a H0 and H1?

Reading about statistical power they draw this: and say: Illustration of the power and the significance level of a statistical test, given the null hypothesis (sampling distribution 1) and the ...
• 71
18 views

### Using ANOVA with proportional data

I know this has been discussed in various questions but I have not come to a conclusion. Following scenario: I have two groups: an intervention group and a control group. Both do some sort of pre test ...
• 101
9 views

### Negative Multinomial CDF implementation does not match simulation [closed]

I am trying to calculate the win probability for the following game: A player rolls a 6 sided die. If the player rolls a 1, then they get a "penalty". If they accumulate 5 total penalties, ...
• 11
74 views

### VGAMs/VGLMs vs Multiple GAMs/GLMs

I am self-studying Vector Generalized Linear/Additive Models (mostly) via Yee, T. W. (2015) "Vector Generalized Linear and Additive Models: With an Implementation in R." I think I am ...
• 143
1 vote
15 views

### why we need use covarience matrix to calculate eigenvectors and eigenvalues in pca [duplicate]

I am stuck at understanding the idea behind using covariance matrix for calculating eigenvectors and eigenvalues and select the eigenvector which has highest eigenvalue
• 11
163 views

### Does the null hypothesis need be a statement of no difference?

I'm just trying to self-learn the basics of statistics. And I don't understand completely the null vs alternative hypothesis. What I don't understand is: can the null hypothesis be a statement with ...
• 71
18 views

### One sided likelihood ratio test for a logistic regression model?

I need to run a one-sided test on one parameter of a logistic regression model: $H_0$: $\beta = 0$ $H_1$: $\beta \geq 0$ I want to avoid Wald-equivalent methods as these are known to have problems ...
• 877
1 vote
9 views

### Problems using custom dataset using Minirocket classification [closed]

I'm working on a bigger school project, trying to classify timeseries measurements with Minirocket/Rocket. My trainingdata consists of a 1D matrix containing the measurements, and a seperate 1D matrix ...
• 11
1 vote
25 views

### Can/should a scientific paper simultaneously perform one-sided hypothesis testing and a two-sided confidence interval?

Let's say you wish to perform a one-sided hypothesis test in which you want to reject $H_0: \Delta \leq 0$ in favor of $H_1: \Delta >0$. You select this hypothesis test specifically because you are ...
17 views

### Centering two level-1 variables to create interaction term before multilevel analyses? Thank you [duplicate]

I like to ask for some kind help from the readers here. I have a specific question on creating the interaction term from two level-1 variables before even running the multilevel analyses. Do you mean-...
• 21
1 vote
29 views

### Random sample and its underlying sample space [duplicate]

A random sample of size $n$ is a random vector $X=(X_1, ..., X_n)$, where all $X_i$ are i.i.d., and are measurable functions on some sample space $\Omega$. Let's say, $\Omega = \{H,T\}$, i.e., heads ...
• 11
1 vote
14 views

### Understanding ARMA model fit

I fit an ARMA(1,1) model using statsmodels in python to a univariate data series and got seemingly very significant fit. Log likelihood: 200,000 AIC/BIC/HQIC: -400,000 AR.L1 : 0.1 (z 45) MA.L1: -0....
• 613
1 vote
40 views

### How to use a multi-linear regression to forecast meaningful values

I have built a multi-linear regression model based two predictors $P_1$ and $P_2$ to predict $Q$: $$q = A + Bx_1 + Cx_2 + Dx_1^2 + Ex_2^2 + Fx_1*x_2$$ where $x_1$ and $x_2$ are the ...
160 views

### Rasmussen Equation 5.9

Can any one add the steps showing how Rasmussen (Gaussian Processes for Machine Learning, the MIT Press, 2006) got from line 1 to line 2 of equation 5.9. (pg 114)? It is calculating the gradient of ...
• 301
1 vote
10 views

### How to estimate a feasible Generalized Error-in-Variable Model (combine deming regression/TLS and f-generalized least squares)

I have observational data with spatial structure. A hypothetical dataset could be brain mass for 100 species of birds and body mass for those same species. The data has spatial structure because ...
10 views

### SVM Kernel to compare histograms as input vectors

In lecture 7 of CS229 by Andrew Ng he mentions at the very end a specific Kernel that allows an SVM to "classify" how similar two histograms are, such as the demographics of 2 countries. He ...
• 33
20 views

### time series squared forecast evaluation

I have a time series with very weak autocorrelations- mostly unforecastable. However, its squared values have stronger autocorrelations. Something like this: ...
• 613
5 views

### best way to determine relative rarity through probability of each new price value in an evolving time series data set as related to the empirical rule [closed]

I am working with stock market time series data where I am looking at segments of data in 30 minute intervals at different time spans, often 2-8 days in length. I have marked different historical ...
20 views

### Given a biased coin and two people disagreeing on the chances of heads, how can one tell which is "correct?" [closed]

Suppose we have a biased coin. Person A says the coin has 60% of landing on heads. Person B says the coin has 67% chances of landing on heads. How can a third person decide who is "correct?" ...
18 views

### Is it valid to exhaustively test all possible combinations of features to find the best combination?

I have about 1000 labelled observations from about 50 subjects responding physiologically under different situations and am trying to classify the situation (usually into three classes of roughly ...
17 views

### Can I do a meta-analysis of categorical outcomes by assigning them to ordinal values in single-arm studies?

I have a collection of case reports and single arm cohort studies (without control groups) that describe the clinical response of patients treated with a particular drug. The response is reported ...
9 views

### What is the average number of students looked at for a quantitative education study? [closed]

On average, how many students are looked at for a quantitative education study?
1 vote
22 views

### Estimate the probability that a crack length exceeds a threshold value after N cycles

The length $a$ of a crack after $N$ fatigue cycles $N$ is $$a(N;C,m) = \left(a_0^{\left(1-\frac m 2\right)}+ C\left(1-\frac m 2\right)B^mN\right)^{\frac{2}{2-m}}$$ where $a_0$ is the initial crack ...
• 18.1k
17 views

### How to measure the strength of relationship

I want to use a univariate $x$ to predict univariate $y$. Both are individually approx normal time series. When I run OLS of $y$ on lagged values of $x$, I get significant t-stat (~5) but low R2 (< ...
• 613
10 views

### Are observations of different plots of the same farmer independent for a chi-squared test?

I have a pretty basic question. I have a dataset that has surveyed say 1000 farmers and their demographic data, and also surveyed the agricultural practices they undertake on each of their plots. Only ...
18 views

### How can I have methods such as ORB, SSIM, VGG16 check the similarity rate according to the graph's regions? [closed]

I have an empty graph with only axes as shown in the figure: empty graph Mathematically, this graph consists of 4 parts (four part). Even though the plots drawn are the same in terms of angles, size, ...
16 views

### Cut-off based on an ordinal variable in unbalanced panel data

I am currently looking for an appropriate statistical analysis for my research questions. I have a continuous variable (score) and an ordinal variable (test). Score is quadratically related to Test, i....
• 385
28 views

### Reference request for the existence of minimal sufficient statistics

I'd like a recent paper or book that shows in what conditions we can guarantee the existence of a minimal sufficient statistic. I know the paper "Sufficiency and Statistical Decision Functions&...
• 121
81 views

### Estimate Standard Errors Effortlessly [closed]

I have an unobserved variable $𝑧_𝑖$, and three observed estimates of it: $𝑤_𝑖, 𝑥_𝑖, 𝑦_𝑖$. The errors $𝑤_𝑖−𝑧_𝑖,𝑥_𝑖−𝑧_𝑖,𝑦_𝑖−𝑧_𝑖$ are zero mean, independent of each other and ...
• 21
5 views

### coef/vcov not consistent with basis matrix [closed]

I am trying to run a non-linear Distributed Lag Non-Linear Model (DLNM) with data structured using the nested case-control methodology, incorporating five lags (years 1-5). Each case has exactly two ...
21 views

### About the derivative of the conditional Rényi entropy [migrated]

Preliminary considerations: In the paper unifying framework of information measures the conditional exponential entropy (see equation 29) is defined as: \mathcal{E}_{\alpha}(X|Y) = ...
• 99