user avatar
user avatar
user avatar
andrewH
  • Member for 10 years
  • Last seen more than a month ago
26 votes
3 answers
2k views

Having a conjugate prior: Deep property or mathematical accident?

15 votes
2 answers
1k views

What if there is no true data-generating process?

12 votes
1 answer
2k views

Constructing a continuous distribution to match $m$ moments

10 votes
1 answer
1k views

Penalized methods for categorical data: combining levels in a factor

10 votes
4 answers
8k views

Does independence imply conditional independence?

8 votes
1 answer
2k views

Does every log-linear model have a perfectly equivalent logistic regression?

8 votes
1 answer
5k views

Can I get the parameters of a lognormal distribution from the sample mean & median?

6 votes
1 answer
330 views

What is the maximum entropy distribution given values for several quantiles of one sample?

6 votes
2 answers
365 views

Getting the units right for the Pareto distribution of wealth: x = people, dollars, dollars per person?

6 votes
1 answer
484 views

Are sample means for quantiles of sorted data unbiased estimators of the true means?

5 votes
1 answer
1k views

When does the law of large numbers hold for RVs from a distribution with infinite variance?

5 votes
2 answers
77 views

Squeezing the juice from a large data set

5 votes
2 answers
747 views

Replicate weights and the Current Population Survey

4 votes
0 answers
242 views

How to estimate a continuous analog of the (discrete) vector autoregression (VAR) model

4 votes
0 answers
97 views

What do we know about the rate of convergence of the mean of RVs with infinite variance?

4 votes
1 answer
675 views

Can an estimator of the mean of a distribution with no variance have a variance?

3 votes
0 answers
60 views

Compendium or catalog of compound distributions?

3 votes
0 answers
2k views

How do I calculate confidence intervals for a linear combination of coefficients of a logistic regression?

3 votes
0 answers
835 views

What is a good technique for grouping objects based on binary or dichotomous traits?

3 votes
1 answer
73 views

Good parameter estimates vs good computed moment estimates

3 votes
2 answers
145 views

Is there a closed-form solution for the tail index of a GB2 distribution?

3 votes
3 answers
149 views

If the best-fitting distribution has infinite variance, should low observed variance be troubling?

3 votes
0 answers
33 views

An urn problem: few red balls, many draws (with replacement)

3 votes
0 answers
66 views

Measures of central tendency for right-skewed size distributions

3 votes
1 answer
1k views

Structural equation models in econometrics vs psychology, political science, etc

3 votes
1 answer
46 views

R: How can I represent partially-ordered time series in R?

3 votes
0 answers
82 views

Resources for learning the time series stuff they don’t (or didn’t) teach you

2 votes
1 answer
23 views

Visualizing time series regression results in a causal framework

2 votes
1 answer
162 views

LASSO vs AIC for submodel selection via nonzero coefficient variable selection

2 votes
0 answers
22 views

Forecasting by autoregressions of invertible linear transform of variables