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Christoph Hanck's user avatar
Christoph Hanck's user avatar
Christoph Hanck's user avatar
Christoph Hanck
  • Member for 9 years, 4 months
  • Last seen this week
35 votes
Accepted

A proof for the stationarity of an AR(2)

35 votes
Accepted

Prove that F-statistic follows F-distribution

34 votes

Can a meta-analysis of studies which are all "not statistically signficant" lead to a "significant" conclusion?

32 votes

What is the difference between fixed effect, random effect in mixed effect models?

29 votes
Accepted

Proof of LOOCV formula

27 votes

Bound for the correlation of three random variables

27 votes
Accepted

root-n consistent estimator, but root-n doesn't converge?

27 votes

Why is $SST=SSE + SSR$? (One variable linear regression)

26 votes

How do you see a Markov chain is irreducible?

25 votes

Can somebody offer an example of a unimodal distribution which has a skewness of zero but which is not symmetrical?

24 votes
Accepted

What is the long run variance?

23 votes

Significant predictors become non-significant in multiple logistic regression

22 votes
Accepted

How is the augmented Dickey–Fuller test (ADF) table of critical values calculated?

22 votes

Are log difference time series models better than growth rates?

21 votes

How exactly does a "random effects model" in econometrics relate to mixed models outside of econometrics?

20 votes
Accepted

Aside from the exponential family, where else can conjugate priors come from?

20 votes
Accepted

Other unbiased estimators than the BLUE (OLS solution) for linear models

20 votes
Accepted

Correlation between OLS estimators for intercept and slope

19 votes

What are the worst (commonly adopted) ideas/principles in statistics?

18 votes
Accepted

For intuition, what are some real life examples of uncorrelated but dependent random variables?

18 votes
Accepted

Justification for conjugate prior?

18 votes
Accepted

Examples of Bayesian and frequentist approach giving different answers

18 votes
Accepted

Why information criterion (not adjusted $R^2$) are used to select appropriate lag order in time series model?

17 votes
Accepted

Utility of the Frisch-Waugh theorem

17 votes

Why is controlling FDR less stringent than controlling FWER?

16 votes
Accepted

Difference between fixed effects dummies and fixed effects estimator?

16 votes
Accepted

Meaning of standard error of the coefficients in a regression model?

15 votes
Accepted

a regression through the origin

14 votes
Accepted

Why is the arithmetic mean smaller than the distribution mean in a log-normal distribution?

14 votes

Expected value of x in a normal distribution, GIVEN that it is below a certain value

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