2 votes

Vector Autoregression model without using past values of predicted value

A VAR model is efficiently estimated with equation-by-equation OLS. If you restrict certain coefficients to be zero (which is what dropping lags of the dependent variable amounts to), you may gain ...
user avatar
1 vote
Accepted

PCA as Pre-Processing before Clustering through GMM

1. Would it make sense to assume that the components in my GMM have diagonal covariance matrices? No. Define a $K=2$ mixture of bi-variate Gaussian distributions with covariance matrices that are not ...
user avatar
1 vote
Accepted

Investigate significance of adonis (Permanova) coefficients

See https://mibwurrepo.github.io/Microbial-bioinformatics-introductory-course-Material-2018/multivariate-comparisons-of-microbial-community-composition.html if "group" is the name of the ...
user avatar
  • 76

Only top scored, non community-wiki answers of a minimum length are eligible