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How to solve the ARCH effect problem in estimating linear bivariate regression model?

I estimated a linear bivariate regression model by OLS method. I did the ARCH effect test. And there is the presence of ARCH effect in residuals. How can I deal with the presence of ARCH effect while ...
1190's user avatar
  • 1,140
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0 answers
5 views

Difference in Difference with continuous treatment variable

I am very new to econometrics. I want to see the effect of conflict which causes fatalities in a region on the performance of financial institutions. I have data from 2015 to 2022 for 8 institutions ...
June Frank's user avatar
-3 votes
0 answers
11 views

Excel - Recording a VBA macro to update PDF source file [closed]

I have an issue that I can't solve. I have a workbook that pull the table from a pdf file. This importation have already the "convertion" data. (text to numbers). Now I want to import the ...
user48678's user avatar
0 votes
0 answers
7 views

Estimating Individual-Level Causal Effects Under Selection on Observables

The value of a randomized controlled trial is that the random assignment of treatment ensures that no confounding is biasing the relationship between treatment and outcome and, therefore, a simple ...
Brian Lookabaugh's user avatar
-3 votes
0 answers
7 views

Error with tmux that I uninstalled [closed]

-bash: exec: tmux: not found Is the error I'm getting. I checked .bashrc file, and I can't seem to figure out why I can't get a root terminal. No matter how I try to do it, I get this error. I ...
Derek Rickmon's user avatar
2 votes
0 answers
17 views

How to simulate interaction between categorical and continuous variables over a binary outcome?

For a power analysis, I need to simulate data to run a glmer model with an interaction between categorical (three levels) and continuous (which is going to be the moderator; high-score participants vs....
Olivia's user avatar
  • 189
2 votes
0 answers
19 views

Interpreting the roots of $R^2$

This is a common way to define $R^2$ in a regression problem. $$ R^2=1-\left(\dfrac{ \overset{N}{\underset{i=1}{\sum}}\left( y_i-\hat y_i \right)^2 }{ \overset{N}{\underset{i=1}{\sum}}\left( y_i-\bar ...
Dave's user avatar
  • 65k
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0 answers
6 views

Second Level Factor in CFA - how to interpret standardized path coefficients

I have seen such a model in publications many times, which I created on my own data. It is a model of three latent features based on observable variables (likert scales) which also has a superior ...
kwadratens's user avatar
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0 answers
7 views

Simulated Based Calibration - unexpected correlations - literature

I'm trying to apply SBC, so I have generated some fake data based on priors (using rstan) and then I fit the data by using the same model. The model looks like that, ...
Lefty's user avatar
  • 499
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0 answers
10 views

What factors affect variance in the bias-variance decomposition?

In the bias-variance decomposition: $$\text{err} = \text{bias}^2 + \text{variance} + \text{irreducible error} \tag{1}$$ what factors affect the variance (second term)? I was always thinking that there ...
ado sar's user avatar
  • 477
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17 views

Calculating p-values

My code below aggregates the estimates from individual event-study regressions, to calculate the average effect of all treatment. The average effect is conceptually equivalent to the output of a ...
Karishma D'Souza's user avatar
2 votes
1 answer
19 views

How compute a BIC for multivariate regression?

I would like to know if it is possible to compute a BIC for a multivariate regression (One predictor X and 3 responses outcomes Y). If yes, how? In R, when I run: ...
KB02's user avatar
  • 21
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0 answers
7 views

Newton-Raphson on Cox PH

I am currently working on my research, namely comparing the conventional optimization method, namely Newton-Raphson, in estimating Coxph parameters with the SGD optimization method. What if I want to ...
Dion Orlando Sitohang's user avatar
0 votes
0 answers
6 views

How to hypothesis test week-over-week metric for "significance", contrasting between test and control groups?

I have conducted an experiment to test a hypothesis that changing the layout of my website would increase overall user engagement with the website. I therefore assigned 50% of the website visitors to ...
Emman's user avatar
  • 207
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0 answers
5 views

The detailed comuptation steps of Variance-Covariance Matrix to get the variance of regression coefficient [closed]

I don't understand the mechanism of Variance-Covariance Matrix to acquire the variance of the regression coefficients of a logistic regression. I am not familiar with the matrix algebra. Much ...
Tom Hsiung's user avatar
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0 answers
11 views

Evaluating Dimensionality Reductions models that can only transform train data

To evaluate the performance of dimensionality reduction (DR) models like TSNE and TRIMAP what I do is the following: Fit a model on trained data and transform train data Fit a new model on validation ...
Stan's user avatar
  • 1
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0 answers
9 views

Level mean from natural logarithm mean [duplicate]

Suppose I have a random sample $X_i$ where the values $x_i$ are strictly positive. I calculate the mean of the transformed variable $t_i = \ln x_i$ as $\bar{t} = \frac{\sum_{i=1}^n t_i}{n} \approx 9....
Papayapap's user avatar
  • 363
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0 answers
14 views

Pls Help! AR(1) Covariance derivation query

Can someone pls explain to me why they can do this when deriving the autocovariance of AR(1) Why can they just add a $\phi$ in front of μ ? Shouldn't it be: $\phi y_{t-1} + \epsilon_t - \mu$ Much ...
Alex's user avatar
  • 1
0 votes
1 answer
24 views

Fair comparison method for a biased physics-based model and its ML-correction version

I'm working with two prediction models: A calibrated physics-based model that consistently overestimates and has a fixed bias. An XGBoost model that predicts the error of the physics model to create ...
menzerml's user avatar
0 votes
0 answers
15 views

How to increase weight of false negatives in MCC?

I am working on a multi class classification model that is able to predict pre-diabetes and diabetes. I am currently using Matthews Correlation Coefficient (MCC) as my primary metric for evaluation. ...
JayTicku's user avatar
1 vote
0 answers
10 views

Classification rule

In classification, is there any difference between MAP (maximum a posteriori) rule, minimum misclassification rule, and the Bayes decision rule. As far as I know, all of the three rules seem to ...
statslearner's user avatar
0 votes
1 answer
11 views

Will gradient boosting monotonically decrease error?

I’m still trying to wrap my head around gradient boosting for regression, specifically xgboost, and I’m trying to understand if it’s guaranteed that each step is guaranteed to produce smaller ...
rb612's user avatar
  • 704
0 votes
1 answer
17 views

Data analysis steps to take after correlation [closed]

My hypothesis is that economic inequality is substantially positively associated with crime rates. To test this, I have crime rates for various crime types and percentages of populations in various ...
Steven Morrison's user avatar
0 votes
0 answers
5 views

Time Series Cross Validation by skicit learn and Cross Validation by Prophet

I have confusion between time series cross validation by skicit learn and cross validation by Prophet. So I'm trying to compare lstm algorithm with prophet and method The split data used for LSTM is ...
Nadya's user avatar
  • 1
0 votes
1 answer
10 views

Conditions for a Random Variable to Satisfy a Probability Bound on Boundary Points

Let $X$ be a random variable supported on $\mathcal{X}\subset\mathbb{R}^{d}$, and let $\mathcal{X}$ be compact. Consider $ f $ as the probability density of $ X $. My question is: What conditions ...
Diego Fonseca's user avatar
0 votes
0 answers
10 views

How to predict using a copula approach?

I have a dataset with both continuous and discrete variables the target variable is 0-1 and I was wandering on how to predict the target var with the copula regression. I'm using python to do so and I ...
Vincent's user avatar
-1 votes
0 answers
43 views

Hypothesis testing of a prophecy [closed]

Is a single highly specific and improbable prophecy is enough to be convinced that it is not by chance? Or you need many prophecies to determine this? I understand that we have no way (maybe) of ...
LDBT's user avatar
  • 1
0 votes
0 answers
15 views

Use of multiple comparison correction and composite DV

I am investigating the effect of a single X on a composite DV, Y. I want to also investigate the effect of X on the 36 sub-components of Y. Thus, I would have to run 37 multiple regression models, ...
taylor's user avatar
  • 1
1 vote
0 answers
20 views

Can a regularizer be reverse engineered to induce precise modifications to the associated unregularized regression problem's solution?

The following is a picture of regularization in a regression problem... The blue line is unregularized or less regularized, and the green line is more regularized. Problems of this sort are often ...
user10478's user avatar
  • 133
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0 answers
11 views

Cocor in r to compare two spearman correlation coefficients? [closed]

Can I use Cocor in r to compare two spearman correlation coefficients? And to compare two intraclass correlation coefficients (ICC)?
Ana Matos's user avatar
2 votes
1 answer
184 views

Competing Risks that are not mutually exclusive in Survival Analysis

I have 5 type of events that a subject can experience. However, not all these events are competing with each other: For the events A, B, C, D, E; occurrence of A blocks B from happening. B, D and E ...
smgtkn's user avatar
  • 35
0 votes
0 answers
25 views

Dealing with a dataset with huge outliers [closed]

I am working on a dataset that has less than 100 samples and about 20 features. This dataset is related to a multi-regression problem about parameters in the field of medical physics related to organs ...
Erfan Mollai's user avatar
1 vote
0 answers
14 views

Diff-in-Diff with multiple time periods

this is my first post here and I'm very new, I hope this is somehow clear. For context: For my master thesis, I want to estimate the effect that replications have on the citations of a paper. For this,...
LauraGonzalezGa's user avatar
0 votes
0 answers
8 views

What is the preferred procedure and associated methods when using an unobserved components model?

Let me start off by saying that my statistical knowledge is quite limited. If you spot any errors in my way of thinking, or have any good beginner references for me to read more about the topic I am ...
AlisAquilae's user avatar
0 votes
0 answers
21 views

Kurtosis of b(n,p) - binomial distribution

So I have this problem that I’m trying to do. I been at this for hours. It’s to find the kurtosis of a binomial distribution. So far, I have that M’’’’(0) = $n[(n-1)(n-2)(n-3)p^4 + 6(n-1)(n-2)p^3 +7(n-...
maria guallpa's user avatar
3 votes
1 answer
43 views

What is a good introduction to errors-in-variables models?

I'm aware of this resource https://en.wikipedia.org/wiki/Errors-in-variables_models, but I don't put a lot of faith into wikipedia articles on stats, so I'm looking for some reliable references on the ...
0 votes
0 answers
13 views

Maximum likelihood estimator when the Fisher information matrix is not invertible?

It is known that maximum likelihood estimator (MLE) is asymptotically efficient, i.e., $\sqrt{n\,}\,\left( \widehat{\theta \,}_{\mathrm{mle}}-\theta _0 \right) $ converges in distribution to a ...
narip's user avatar
  • 187
0 votes
0 answers
26 views

Bias estimation (after reversing the log transformation) in parameter estimation of fractional Brownian motion

I am learning these two literature, 1 [SIMULATION AND IDENTIFICATION OF THE FRACTIONAL B ROWNIAN MOTION : A BIBLIOGRAPHICAL AND COMPARATIVE STUDY COEURJOLLY Jean-François] 2 [Estimating the Parameters ...
TJT's user avatar
  • 103
0 votes
0 answers
16 views

Constructing Asymptotic Interval for Mean

My question is as follows: $X_1, ..., X_n$ are iid. realizations of random variable $X \in (0, \infty)$ with $E(X) = \mu$ and $V(X)=\mu +\theta \mu$. I am trying to construct an asymptotic size $\...
Hidden G's user avatar
0 votes
0 answers
9 views

How to calculate k-means clustering with presence of double-zeroes? [closed]

I've tried to find species assemblages with a data set that has double-zeroes. When I run the tests, the results are inconclusive and no groups seem to be significant. I used hellinger's ...
user avatar
2 votes
1 answer
14 views

Combined reliability for statistically independent tests/measurements

I'm perplexed by this statement in Wikipedia article, 'Consilience': "Statistically, if three different tests are each 90% reliable when they give a positive result, a positive result from all ...
Jon Bragdon's user avatar
0 votes
0 answers
6 views

NMDS with Morisita-Horn Index: which data-transformation makes sense?

I have a community matrix of spiders, which I captured during winter in different forest stand-types. I now want to perform an NMDs. For that I want to use the Morisita-Horn Index from R in the ...
Jenny s.'s user avatar
1 vote
0 answers
17 views

Calculate gradient with chain rule using additions [closed]

I am taking Karpathy's course, specifically I am on the first video. There is a step in the development of micrograd that I don't fully understand. Specifically in this section, when he talks about ...
Guillermo Álvarez's user avatar
0 votes
0 answers
18 views

Repeated Measures HLM in R using lme4 [closed]

I have conducted an experiment with within-subjects Design. Each participant interacted with two systems and after each interaction the same constructs were measured with a questionnaire. The order, ...
frabrice_rnk's user avatar
0 votes
1 answer
12 views

Reducing Variance with Regularization in LOOCV for Small Datasets

I have a small dataset and I am considering using Leave-One-Out Cross-Validation (LOOCV) to evaluate my model. I understand that cross-validation, in general, is a method to assess a model's ...
oriKAN's user avatar
  • 1
0 votes
1 answer
36 views

Would it be possible to use regularization methods as a feature selection method and then use machine learning models to analyses data?

My data is RNA-seq data with more than 14000 features and the problem is binary classification. Then the total sample is 50 and p>>n. When I use Elasticnet method with train and test data, the ...
Leila ali's user avatar
0 votes
0 answers
14 views

How do i solve this problem on conditional probability [closed]

Where x~ u(0,4), what is P(X>Y|X<2Y) I know that X lies between Y at the lower bound and 2Y at the upper bound but i am having trouble trying to figure out P(X<2Y) as none of the examples i ...
user421626's user avatar
5 votes
3 answers
195 views

ANOVA with unreliable measure

I’m doing some literature review on sports science, in particular the effect of training on endurance. There is no standard endurance tests. Some consist in intermittent contractions until exhaustion ...
Experience111's user avatar
0 votes
0 answers
6 views

Bibliometric & Co-occurrence Analysis

I am very new to network analysis and bibliometrics. So excuse for my silly & basic question. I am interested to find how Journals (academic) are related to one another. Each journals have their ...
Yuven's user avatar
  • 1
0 votes
0 answers
19 views

Using the glm.nb() R package [closed]

I want to fit the negative binomial data using the glm.nb() function. For some reason, I already had the ground truth dispersion parameter of the negative binomial distribution, so I would only have ...
Nothing's user avatar
  • 287

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