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I have a very large number of observations. Observations arrive sequentially. Each observation is an $n$-dimensional vector (with $n \ge 100$), is independent from the others and is drawn from the same unknown distribution. Is there an optimal policy to estimate the unknown distribution, given some space bounds on the ...
I have two variables, and I can calculate e.g. the Pearson correlation between them, but I would like to know something analogous to what a t-test would give me (i.e. some notion of how significant the correlation is). Does such a thing exist?
I have two treatments A & B. Here are my groups, where X represents the appropriate control for that particular treatment: Group 1: XX Group 2: AX Group 3: XB Group 4: AB The hypothesis is that the treatment B will have an effect, but that that effect will no longer be apparent when combined with treatment A. So, if ru...
I've been using the ets() and auto.arima() functions from the forecast package to forecast a large number of univariate time series. I've been using the following function to choose between the 2 methods, but I was wondering if CrossValidated had any better (or less naive) ideas for automatic forecasting. auto.ts <- f...
I have previously used forecast pro to forecast univariate time series, but am switching my workflow over to R. The forecast package for R contains a lot of useful functions, but one thing it doesn't do is any kind of data transformation before running auto.arima(). In some cases forecast pro decides to log transform...
I have various clinical data on participants in a study. I'm looking at a continuous variable ("A") and a (binary) categorical variable (group) ("O"). I used a Wilcoxon test in R (the data are not normally distributed) to see if "A" is significantly different between the two groups. I got a borderline p-value of 0.054....
I have continuous data "A", binary categorical data "O", gender/sex and age for several participants in a study. A linear model in R shows no correlation between A and age. I would now like to group A into groups by age and see if there is a difference between the groups. I know about 'hist' and 'split' in R, but the...
PCA based filtering is used to identify and eliminate noise in data. This would basically involve computing the PCs and using the top k PCs to denoise the data. What if I know for sure that only the extremely small values in my matrix are noise? Now, a value may be small w.r.t the entire matrix but not small w.r.t a pa...
The Wikipedia page on ANOVA lists three assumptions, namely: Independence of cases – this is an assumption of the model that simplifies the statistical analysis. Normality – the distributions of the residuals are normal. Equality (or "homogeneity") of variances, called homoscedasticity... Point of interest here is th...
It looks like you can use coding for one categorical variable, but I have two categorical and one continuous predictor variable. Can i use multiple regression for this in SPSS and if so how? thanks!
Most methods for symbolic data analyis are currently implemented in the SODAS software. Are there any R packages for symbolic data except clamix and clusterSim?
I understand the premise of kNN algorithm for spatial data. And I know I can extend that algorithm to be used on any continuous data variable (or nominal data with Hamming Distance). However, what strategies are used when dealing with higher dimensional data? For example, say I have a table of data (x[1], x[2], x[3],...
Thanks in advance for bearing with me, I am not a statistician of any kind and don't know how to describe what I'm imagining, so Google isn't helping me here... I'm including a rating system in a web application I'm working on. Each user can rate each item exactly once. I was imagining a scale with 4 values: "strongly ...
Motivation: I'm writing a state estimator in MATLAB (the unscented Kalman filter), which calls for the update of the (upper-triangular) square-root of a covariance matrix $S$ at every iteration (that is, for a covariance matrix $P$, it is true that $P=SS^{T}$). In order for me to perform the requisite calculations, I n...
I have a question about the AR(1) model. Expressed mathematically as: $$ Z_{t} = \rho Z_{t-1} + \epsilon_{t}, t=1,..,T$$ $$ \epsilon_{t} \sim iid \ N(0,1) $$ My question is about the "transformation group" method of creating non-informative priors, which I believe initially was suggested by Edwin Jaynes (and is discus...
Please reference this question (stats.stackexchange.com) http://bit.ly/got8Bs for study design and initial reply from caracal. My question now is: How can I test for an interaction contrast between two groups as (s)he suggested? I'm on the science side of things (minimal stats expertise) and use Graphpad Prism for basi...
I have a finite-state, time-independent Markov chain with two absorbing states which models educational outcomes (the absorbing states are completing and not completing). The transition probabilities are estimated by taking the proportions of people who move from one state to another at successive time points (based on...
I would like to learn a bit more on interactive data visualization (zooming, pointing, brushing, point-mapping and so on). I would welcome any: Tutorial/guide/book(?)/video on how to use such methods for statistical exploration. Pointers for good/interesting interactive data-viz packages (in R, and outside of it) Ju...
I have hourly data for a variable for several years. I want to analyse each month separately. How do I arrange the data for the same month of different years? For example, suppose I have Jan 1997, Jan 1998m and Jan 1999. Do I have to find a mean for say 18 Jan 1997, 18 Jan 1998 and 18 Jan1999. Update Hours Jan 96 Jan9...
I have a set of players. They play against each other (pairwise). Pairs of players are chosen randomly. In any game, one player wins and another one loses. The players play with each other a limited number of games (some players play more games, some less). So, I have data (who wins against whom and how many times). No...
I am using GNU R at a Ubuntu-Lucid PC which has 4 CPUs. In order to use all 4 CPUs, I installed the "r-cran-multicore" package. As the package's manual lacks of practical examples that I understand, I need advice in how to optimize my script in order to make use of all 4 CPUs. My dataset is a data.frame (called P1) tha...
I would be very glad if someone can point me out to statistics and econometrics distance learning courses like http://www2.statistics.com. Thanks in advance
I wonder how to reason when selecting samples. I am doing a panel data regression analysis about how the euro membership correlates with the budget deficit in the member countriues. Using R that is: BUDGETDEFICIT ~ EURODUMMY + some_controll_variables EURODUMMY is the variable of interest. Using panel data I have anual...
I am in the process of modeling the random variable X as the days from issuing an invoice until its payment. This variable is dependent on the days of credit for the invoice, so there are distinct X's depending on the days of credit, let's call them X_c. I'm starting with the most common, X_30, which should be center...
I am conducting a mulitple first order regression analysis of genetic data. The vectors of y-values do not all follow a normal distribution, therefore I need to implement a non-parametric regression using ranks. Is the lm() function in R suitable for this, i.e., lin.reg <- lm(Y~X*Z) where Y, X and Z are vectors of ord...
I am currently estimating a bunch of ARMA models, and using them to predict subsets of my data. In order to evaluate their predictive accuracy I would like to make some ROC plots, however since all of my variables are continuous, I wonder how this could be done in R. Best, Thomas P.S: I have looked at the ROCR package,...
Anyone that follows baseball has likely heard about the out-of-nowhere MVP-type performance of Toronto's Jose Bautista. In the four years previous, he hit roughly 15 home runs per season. Last year he hit 54, a number surpassed by only 12 players in baseball history. In 2010 he was paid 2.4 million and he's asking the...
I've a question which probably is going to show my ignorance about statistics :). I have a large set of machines that produce iron bars of certain lengths. For each machine, I have ran experiments and have a list of lengths. From those I can calculate a mean and sample standard deviation. I don't really care about thei...
What is your favorite free tool on Linux for multivariate logistic regression? Possibilities I've seen: R (see paper). This question says use design. Can you use SciPy? Other choices? Do people have experience with large data?
I need an idea for a new rating system.. the problem in the ordinary one (just average votes) is that it does not count how many votes... For example consider these 2 cases: 3 people voted 5/5 500 people voted 4/5 The ordinary voting systems just take the average, leading to the first one to be better.. However, I wan...
I still remember the Annals of Statistics paper on Boosting by Friedman-Hastie-Tibshirani, and the comments on that same issues by other authors (including Freund and Schapire). At that time, clearly Boosting was viewed as a breakthrough in many respects: computationally feasible, an ensemble method, with excellent yet...
I have samples of Bernoulli distributed variable that are neither the first nor the second i in iid. My goal is to model their sum. I got from Wikipedia that I can use the poisson binomial distribution to make up for one of the i's, but then I have to keep all the inidividual probabilities. It would probably also be p...
Suppose you wanted to estimate the $q$ quantile of a distribution by observing $n$ independent draws from that distribution, but with $q < \frac{1}{n}$. What methods are available, and for what ranges of the 'undersampling coefficient' $q n$ are they expected to work? I can imagine some parametric approaches: a fully p...
I have a question regarding regression analysis on a dataset were the input values generate different results over time: e.g. 1 2 2 2 3 5 4 1 2 5 3 8 How would I go about doing the regression on such a dataset, since the values change?
AIC(lm(Fertility ~ ., data=swiss)) [1] 326.0716 ok, since AIC is calculated as -2*logLik(lm(Fertility ~ ., data=swiss)) + 2*7 Why does stepAIC return a smaller AIC? stepAIC(lm(Fertility ~ ., data=swiss)) Start: AIC=190.69
Thus can we have random variables $X_1 , ... , X_n$ , each with zero mean and unit variance, such that for a sizeable representative sample: (1) in the least-squares regression equation for $X_1$ against $X_2 ,..., X_n$ , the variable $X_n$ has a large coefficient, and its contribution is rated highly significant, whil...
I think this is a rather basic question, but I just realize that I don't quite understand the term continuity correction. I use R and found the same syntax correct=TRUE for both chisq.test and mcnemar.test. Are they referring to different continuity correction method? I have heard of the yate's continuity for pearson ...
I have run experiments on a group of users under two conditions, measuring the time it took users to finish their experiments. I used a cross-over design where half of the users started in the first conditions to end with the second, and the other half of the users did the other way around. I analyze the data provided...
Is it possible to do meta analysis of only two studies. What will be limitation of such analysis.
After an ARMA model is fit to a time series, it is common to check the residuals via the Ljung-Box portmanteau test (among other tests). The Ljung-Box test returns a p value. It has a parameter, h, which is the number of lags to be tested. Some texts recommend using h=20; others recommend using h=ln(n); most do not ...
I have tested the fuzzy C-means (FCM) algorithm using the R function fanny from the cluster package and I have wrote my own FCM algorithm to have more control on the distance function. The problem is that my final membership function converges many times to the 1/K, I mean almost all the values in the membership matrix...
What software does one use to create a map that describes conditions over an arbitrary area ? The example I am thinking of would be a map of the US where states that voted one way or another would be red or blue. Obviously I can get a map of the US and use a graphics program to manually paint in the states, but I am fi...
This is a question that landed on my desk, and I don't have the requisite experience to reply. A researcher has been asked to perform (by a journal reviewer) a two-way factorial ANCOVA on some microrarray data (a single array will be a single measurement of ~30,000 entities from a single sample in this case). The sugge...
How do I fit a linear model with autocorrelated errors in R? In stata I would use the prais command, but I can't find an R equivalent...
I was wondering if anyone has ported the examples from Durbin & Koopman "Time Series Analysis by State Space Methods" to R? You can find RATS code for the examples online and obviosly SsfPack/Ox but no signs of an R companion for this book...
I have used a three-way ANOVA to analyze the the effect of genes, transcription factors, and different conditions on the gene expression. Now I have 9 elements, SSa, SSb, SSc, SSab, SSbc, SSac, SSabc, SSe. How can I interpret these values? I appreciate if you introduce me some resources, or share your own experience wi...
I have run Levene's and Bartlett's test on groups of data from one of my experiments to validate that I am not violating ANOVA's assumption of homogeneity of variances. I'd like to check with you guys that I'm not making any wrong assumptions, if you don't mind :D The p-value returned by both of those tests is the prob...
When building a CART model (specifically classification tree) using rpart (in R), it is often interesting to know what is the importance of the various variables introduced to the model. Thus, my question is: What common measures exists for ranking/measuring variable importance of participating variables in a CART mod...
I have run 10,000 random samples (910 data points each) on a data set of about 75,000 data points. I would like to make a continuous distribution out of this so that I can test the probability of getting the results of a particular non-random sample which I made based on theoretical concerns. For each random sample (a...
As the title suggests, I am hesitating on whether to use ordinal logistic regression or not. I don't think I have the time to understand that and to figure out how to work it out in R, so can I just ignore it? Will the consequences be serious (i.e. seriously under/over-estimate the effect size)? Thanks.
I've items that have a geo-spatial position and a temporal origin. For both dimensions, I build clusters so far. I'm now in search of a way to merge this different clusters forming spatio-temporal clusters. Of course, I want to prevent calculating completely new clusters from the scratch and rather use the existing inf...
I am using binary logistic regression to test this model: $\text{logit}(\rho_1) = \alpha + \beta_1(\text{INDDIR}) + \beta_2(\text{INDCHAIR}) + \beta_3(\text{BOARDSIZE}) +\\ \beta_4(\text{DIRSHIP}) + \beta_5(\text{MEETING}) + \beta_6(\text{EXPERT}) + \beta_7(\text{INSTI}) +\\ \beta_8(\text{DEBT}) + \beta_9(\text{LnSIZE...
Looking to estimate a VARX(p,q) type VECM in R if possible. I'd like to estimate a VECM with p lags (lags relative to the level, not diff of the vars) on the endogenous variables and q lags on the exogenous components. Any ideas? At the moment I'm using the ca.jo() function and adding the contemporaneous and lagged ...
I want to use a t distribution to model short interval asset returns in a bayesian model. I'd like to estimate both the degrees of freedom (along with other parameters in my model) for the distribution. I know that asset returns are quite non-normal, but I don't know too much beyond that. What is an appropriate, mildl...
I have been using log normal distributions as prior distributions for scale parameters (for normal distributions, t distributions etc.) when I have a rough idea about what the scale should be, but want to err on the side of saying I don't know much about it. I use it because the that use makes intuitive sense to me, bu...
This may be hard to find, but I'd like to read a well-explained ARIMA example that uses minimal math extends the discussion beyond building a model into using that model to forecast specific cases uses graphics as well as numerical results to characterize the fit between forecasted and actual values.
Assume I have a random vector $X = \{x_1, x_2, ..., x_N\}$, composed of i.i.d. binomially distributed values. If it would simplify the problem substantially, we can approximate them as normally distributed. Given that all other parameters are fixed, I want to know how $E[min(X)]$ (the expected value of the smallest n...
In a LASSO regression scenario where $y= X \beta + \epsilon$, and the LASSO estimates are given by the following optimization problem $ \min_\beta ||y - X \beta|| + \tau||\beta||_1$ Are there any distributional assumptions regarding the $\epsilon$? In an OLS scenario, one would expect that the $\epsilon$ are independe...
Suppose I am going to do a univariate logistic regression on several independent variables, like this: mod.a <- glm(x ~ a, data=z, family=binominal("logistic")) mod.b <- glm(x ~ b, data=z, family=binominal("logistic")) I did a model comparison (likelihood ratio test) to see if the model is better than the null model b...
I want to predict inter-day electricity load. My data are electricity loads for 11 months, sampled in 30 minute intervals. I also got the weather-specific data from a meteorological station (temperature, relative humidity, wind direction, wind speed, sunlight). From this, I want to predict the electricity load until th...
I'm currently working on audio data trying to perform a recognition for given classes (for example grinding coffee etc.). However, I have some trouble distinguishing the null class from interesting sound segments. Currently, I simply look at the audio intensity. As I have a limited, known number of classes I want to de...
Has anyone written a brief survey of the various approaches to statistics? To a first approximation you have frequentist and Bayesian statistics. But when you look closer you also have other approaches like likelihoodist and empirical Bayes. And then you have subdivisions within groups such as subjective Bayes objectiv...
We are measuring data with a high sample rate (20 kHz) and calculated a big standard error due to our system setup. Currently we are only interested in slow signals (in the order of Hz's) is it valid to use averaging (once per 20.000 samples) and thus lower our standard error with an order 20.000?
I have 100 geographical regions in a country. For each region the total number of houses and the number of vacant houses have been collected yearly over 20 years. I have also some other economic indicators at the country level (GDP, interest rate etc.). Now, given the forecasts for these indicators for next year, I wan...
fT(t;B,C) = exp(-t/C)-exp(-t/B) / C-B where our mean is C+B and t>0. so far i have found my log likelihood functions and differentiated them as follows: dl/dB = sum[t*exp(t/C) / (B^2(exp(t/c)-exp(t/B)))] +n/(C-B) = 0 i have also found a similar dl/dC. I have now been asked to comment what you can find in the way of suf...
I'm very new to R Programming. So please excuse for such a simple doubt. I want to plot the above graph. The x & y values are sequence from 0 to 2560. I want plot a a curve on the points where x*y=10^6. What are the line required in R Programming Language.
So, I have a data set of percentages like so: 100 / 10000 = 1% (0.01) 2 / 5 = 40% (0.4) 4 / 3 = 133% (1.3) 1000 / 2000 = 50% (0.5) I want to find the standard deviation of the percentages, but weighted for their data volume. ie, the first and last data points should dominate the ca...
Is there any downside to using a repeated-measure ANOVA when you have a within-subjects 2-level factor where 1 level is represented by more trials than the other. I know in ANOVA we are comparing means, but does the the tighter standard error on the one level throw off the ANOVA? For example, if my IV is stimulus cong...
I know people love to close duplicates so I am not asking for a reference to start learning statistics (as here). I have a doctorate in mathematics but never learned statistics. What is the shortest route to the equivalent knowledge to a top notch BS statistics degree and how do I measure when I have achieved that. I...
Let say I have this kind of data: 1 01/1/1980 2 01/2/1999 3 03/12/2000 -1 03/6/2005 -5 07/07/2007 how can I calculate the Present Value (PV) to them in respect to current date, let say with 5% interest rate, in spreadsheet? Current date means today. [Update] I am probably misunderstanding terms PV and FV. I am trying ...
I have a dataset that I want to fit a simple linear model to, but I want to include the lag of the dependent variable as one of the regressors. Then I want to predict future values of this time series using forecasts I already have for the independent variables. The catch is: how do I incorporate the lag into my foreca...
Given a univariate sample $\vec X = X_1, ..., X_n$ with standard deviation 1 and a strictly monotone transformation $t: R \to R$ with the property that the standard deviation of $t(\vec X)$ is also 1 (where $t(\vec X)$ is $t$ applied to each $X_i$). If one know fits a normal distribution to $\vec X$ and $t(\vec X)$, on...
I have about 500 text documents stored in a directory. I want to randomly select one to read in the contents (this process will be repeated several times). The names of the files are not sequential. By this I mean they are not named something like 1.txt, 2.txt, 3.txt,... The names are basically random characters. ...
If I have a parameter with a prior $X\sim N(\mu,\sigma)$ and three data points, $x_1,x_2,x_3$, how can I calculate the posterior in R or BUGS? Here is an attempt at doing this in BUGS, that I have gotten stuck on: data: list(x=1.4, 2.1, 1.1, mu = 10, tau=1/10) model { for (i in 1:3) { x[i] ~ dnorm(mu, tau) ...
Let's say I have data: x1 <- rnorm(100,2,10) x2 <- rnorm(100,2,10) y <- x1+x2+x1*x2+rnorm(100,1,2) dat <- data.frame(y=y,x1=x1,x2=x2) res <- lm(y~x1*x2,data=dat) summary(res) I want to plot the continuous by continuous interaction such that x1 is on the X axis and x2 is represented by 3 lines, one which represents x2 ...
I'm looking for some help devising a hypothesis test for the following situation. I have a radioactive source that spits out a particle every so often. Also, I have two particle detectors: a red particle detector, and a green particle detector. Whenever the red particle detector detects a particle, it flashes a red l...
I have read an article from Christopher Manning, and saw an interesting code for collapsing categorical variable in an logistic regression model: glm(ced.del ~ cat + follows + I(class == 1), family=binomial("logit")) Does the I(class == 1) means that the class variable has been recoded into either it is 1 or it is not...
There is one variable in my data have 80% of missing data. The data is missing because of non-existence (i.e. how much bank loan the company owes). I came across an article saying that dummy variable adjustment method is the solution for this problem. Meaning that I need to transform this continuous variable to categor...
I want to conduct a poll on the quality of a product containing several questions with five possible answers: Very poor Poor OK / No opinion Good Very good A colleague has advised me to ditch option 3 (OK / No opinion) to force people to choose. Which will produce the most reliable / useful data? Is there a preferred...
Let us say we have some demographic time series data which tells us how many hours people spend in front of a computer screen each day, grouped by age and gender: set.seed(42) dates = seq(as.Date("2011/1/1"), by="day", length.out = 100) male.age1 = round(runif(100, min = 1, max = 10)) female.age1 = round(runif(100, min...
Consider the following picture representing the experimental data sequence obtained by two 1D-sensors (each point of the sequence is plotted on XY plane according to the respective sensor reading): It's visually obvious that two modes have been registered. Let's assume that generally those two modes interfere, so ther...
I've got some data that has this basic shape (using R): df <- data.frame(group=sample(LETTERS, 500, T, log(2:27)), type=sample(c("x","y"), 500, T, c(.4,.6)), value=sample(0:20, 500, T)) I want to investigate the ratios between x and y within each group. One way would be to first comp...
I am doing an experiment whereby I have 4 different conditions. Within each condition, I do 4-7 technical replicates (cell counts in 4-7 high powered fields). I have also repeated the experiment 3 times (3 biological replicate (rats)). What test will compare the 4 different conditions, but will also take into accoun...
Question Is there such concept in econometrics/statistics as a derivative of parameter $\hat{b_{p}}$ in a linear model with respect to some observation $X_{ij}$? By derivative I mean $\frac{\partial \hat{b_{p}}}{\partial X_{ij}}$ - how would change parameter $\hat{b_{p}}$ if we changed $X_{ij}$? Motivation I was thin...
What is "Deviance," how is it calculated, and what are its uses in different fields in statistics? In particular, I'm personally interested in its uses in CART (and its implementation in rpart in R). I'm asking this since the wiki-article seems somewhat lacking and your insights will be most welcomed.
When deconstructing my mixed effects model, I found a three-way significant interaction. I calculated my p-value by using maximum likelihood ratio tests allowing for a comparison of the fit of the two models (the model with all predictors minus the model with all predictors but the predictor of interest - in this case,...
I have a data set with lots of zeros that looks like this: set.seed(1) x <- c(rlnorm(100),rep(0,50)) hist(x,probability=TRUE,breaks = 25) I would like to draw a line for its density, but the density() function uses a moving window that calculates negative values of x. lines(density(x), col = 'grey') There is a densit...
I'm not sure that I've titled this question correctly, but here is my query. Suppose you are given a set of measurements and the uncertainty (variance) associated with each. The task is to statistically figure out how many different objects were likely measured and finally, to combine measurements into a single estima...
I have read Alexandru Niculescu-Mizil and Rich Caruana's paper "Obtaining Calibrated Probabilities from Boosting" and the discussion in this thread. However, I am still having trouble understanding and implementing logistic or Platt's scaling to calibrate the output of my multi-class boosting classifier (gentle-boost w...
This is a similar question to the one here, but different enough I think to be worthwhile asking. I thought I'd put as a starter, what I think one of the hardest to grasp is. Mine is the difference between probability and frequency. One is at the level of "knowledge of reality" (probability), while the other is at t...
I am running a bivariate correlation analysis in SPSS, and I am performing multiple comparisons (there are 8 variables in total). I want to correct for multiple comparisons because I am aware that any 'significant' results could simply be flukes. However, the Bonferroni correction is not appropriate in this case (it is...
Question: Can you do a repeated measures multinomial logistic regression using SPSS? Context: I need to do a regression on data at two points of time and I think this maybe the only way to go(?). To elaborate: I work for a national health service supporting individuals with psychosis. I want to investigate whether an...
x <- read.table('file_name',header=TRUE, row.names=1) y <- t(x) y <- data.frame(y) row.names(y) <- names(x) names(y) <- row.names(x) library(corrplot) corr <- cor(y) par(ask = TRUE) corrplot(corr, order = "hclust") I'm trying use corrplot on my dataset. The original dataset has 25000 rows and 100 columns. I transpose...
...2 to 5 questions answered correctly, out of 20 of them? Each question has 5 choices. Probability of getting one right is 1/5. Probability of getting exactly 1 right is ${20 \choose 1} p^1 q^{19}$, with $p=P(\mathrm{right})$ and $q=P(\mathrm{wrong})$ (which I managed to understand and calculate). However how do I c...
I've asked the same question at Math SE, but the suggestion is that probably this question belongs here. Given a list of point cloud in terms of $(x,y,z)$ how to determine abnormal points? The motivation is this. We need to reconstruct a terrain surface out from those point cloud, which the surveyors obtain when doin...
I need some guidance on the appropriate level of pooling to use for difference of means tests on time series data. I am concerned about temporal and sacrificial pseudo-replication, which seem to be in tension on this application. This is in reference to a mensural study rather than a manipulative experiment. Consider...
(redirected here from mathoverflow.net) Hello, At work I was asked the probability of a user hitting an outage on the website. I have some following metrics. Total system downtime = 500,000 seconds a year. Total amount of seconds a year = 31,556,926 seconds. Thus, p of system down = 0.159 or 1.59% We can also assume t...
Let us take two formulations of the $\ell_{2}$ SVM optimization problem, one constrained: $\min_{\alpha,b} ||w||_2^2 + C \sum_{i=1}^n {\xi_{i}^2}$ s.t $ y_i(w^T x_i +b) \geq 1 - \xi_i$ and $\xi_i \geq 0 \forall i$ and one unconstrained: $\min_{\alpha,b} ||w||_2^2 + C \sum_{i=1}^n \max(0,1 - y_i (w^T x_i + b))^2$ Wh...
I have been running a linear regression where my dependent variable is a composite. By this I mean that it is built up of components that are added and multiplied together. Specifically, for the composite variable A: A = (B*C + D*E + F*G + H*I + J*K + L*M)*(1 - N)*(1 + O*P) None of the component variables are used as ...
I have what seems like a fairly common business statistics scenario: I need to compare one group of stores to another group of stores and be able to say if their difference in sales is statistically different. For example: Group A ($n_A$ = 30 stores) participated in a promotion and saw an avg sales increase for this mo...