7
votes
Accepted
How to report the between study variance through tau2 for vaccine effectiveness using R's metafor?
You cannot transform the $\tau^2$ value that way. Also, most people will struggle to understand the estimate of $\tau^2$ (or some transformed version thereof if this was possible) in the first place. ...
- 17.6k
6
votes
Can population variance from multiple studies be averaged to use for a sample size calculation?
This may seem like a sinple question, but it is actually more involved than it first appears.
Short answer; yes, that is an acceptable approach. But simple averaging may be a coarse approximation, as ...
- 3,282
4
votes
Can population variance from multiple studies be averaged to use for a sample size calculation?
You need to use formulae for the pooled variance of subgroups
Obtaining a pooled variance from multiple subgroups is a bit more complicated than what you are proposing here (see related question here)....
- 130k
4
votes
Accepted
Is this equation of the GARCH(1,1) model correct?
This is incorrect in the sense that the equations do not yield a GARCH(1,1) model. Instead of
$$\sigma_t^2 = \alpha\sigma_{t-1}^2+\beta z_{t-1}^2 + \gamma$$
it should be
$$\sigma_t^2 = \alpha\sigma_{t-...
- 68.8k
3
votes
Accepted
Deriving MSE($\hat{\beta}$) under Linear regression
This uses a decomposition of the expected value of the squared-norm
This MSE result is a particular application of a decomposition of the expected value of the squared-norm of a random vector. Start ...
- 130k
2
votes
Deriving MSE($\hat{\beta}$) under Linear regression
When the parameter $\boldsymbol \theta\in\mathbb R^p, $ one is supposed to work with the matrix-valued squared error loss function $$\mathrm L(\boldsymbol \theta,\delta(\mathbf X))=(\delta(\mathbf X)- ...
- 9,577
2
votes
Accepted
Question About Approximating the Variance of the Sample Mean for an AR(1) Process
I think the book may be using different notation from your proof (it would be strange if it were wrong about a simple fact like this in a 5th edition)
Write $\sigma^2_X$ for the marginal variance of $...
- 43.3k
2
votes
Test whether the variance in one group is higher than In another
It is misleading to test for a variance ratio equal to 1.0 with small samples. There is insufficient power of any test. In addition, dichotomous thinking is dangerous. It is far better to use a ...
- 96.4k
1
vote
Why is the variance of ACF of white noise 1/T
The result is straightforward to show, as you will see; but of greater interest are the assumptions and definitions required to make sense of and interpret this result. After all, there's something ...
- 330k
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