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Suppose we have two patient groups, healthy and ill patients, and we measure the chemical concentrations of multiple chemicals. Now we want to determine which chemical concentrations are different for the two groups.
Can we just apply a separate student T-test for each of the chemicals?
It seems that for a large enoug... |
This must be a very basic question, but I'm trying to do a 2-way repeated measures ANOVA (in Statistica and/or SPSS), and was wondering:
in what way to (re)structure my data so it is most flexible for further analyses?
what way to go in Statistica or SPSS? (univariate GLM?)
In my case:
Subjects obtain a score (1-100... |
Context. I'd like to fit a regression line to study to relation between some response variable $y$ and some continuous covariate $x$. Because of the presence of bad leverage points, I have opted for an MM-estimator instead of the usual LS-estimator.
Methodology. Basically, MM-estimation is M-estimation initialised by ... |
I was wondering if it is possible to use the caret package with non numerical data.
I know, for example, if I want to use a simple linear regression lm I could have a factor variable for classification.
However, caret blows up if I attempt this. I'm also following the step outlined here The caret Package: A Unifed Inte... |
I'm using a linear model to analyse some data,
y~N(mu, sigma) where
mu[y] <- Intercept + Beta1X + Beta2X1 + Beta3X2
and Beta2 = Beta1^2
Beta[n] ~ N(mu.b[n], sigma.b[n])
but I have had to log-transform both the predicted and all the predictor variables, because I'm using BUGS, just for efficiency. Gelman ... |
I am studying a population that consists of several sub-populations. I need models for the entire population and each of the sub-populations. Strangely, the total for the estimated variable of interest across the sub-populations differs from the estimated variable of interest for the population as a whole.
Some details... |
I am trying to classify a dataset which has 20 features and a class (target) feature. The problem is that "class-1" is found in 25% of cases while the rest 75% is "class-2" examples.
My question is : How can i under sample instances of class2 (or oversample class1 instances) in R?
I already tried to look for some answe... |
I have a regularized linear regression model with a large number of parameters (~100,000) that has been optimized using a sparse fitting algorithm (coordinate descent with early stopping). The model parameters and prediction accuracy were cross-validated using repeated random subsampling. I want to assess the statist... |
I have a class assignment to implement a couple existing ways to extract feature vectors from a given set of texts, so they can be used to classify those texts using k-nearest neighbour algorithm. The texts are newspaper articles from Reuters, and they are to be sorted based on the country related to the story, and its... |
I have several sample variance/covariance matrices, say $[C_1...C_n]$. These covariance matrices correspond to blocks of correlated multivariate normal samples (i.e. the samples used to estimate $C_1$ are not completely independent, but they are completely independent from the samples used to estimate $C_2$). In realit... |
I found it is quite inconvenient to do row operations in SAS.
Any good ideas?
|
How can I do plot a waffle chart as an alternative to using piecharts in R?
help.search("waffle")
No help files found with alias or concept or title matching ‘waffle’
using fuzzy matching.
The closest I found googling out there are mosaicplots.
|
I'm using Holt Winters to predict sales revenue from past performance. Seasonality and changing trends exist in the data.
One of the reasons chosen for Holt Winters is that it is fairly simple (implementable in excel) and explainable to non-statisticians. If other methodologies are more appropriate I’m happy to hear a... |
Not sure if this is as complicated as it's ended up in my head, here goes.
I have a series of measurements which measure how risk-prone psychiatric patients are (hereafter referred to as HCR and it's an interval, normally distributed outcome). These measurements come from five different locations within the hospital an... |
Let's say I want to implement an algorithm based on a paper or book and publish it under a non-proprietary but not necessarily non-commercial-friendly license (e.g. on a blog).
Is it legal to do this?
I know that a general all covering answer cannot be either yes or no, so I want to know additionally how to find out q... |
So you've decided to support the idea of reproducible research and want to make your data available online for people to see and use. The question is, where do you host it?
My first inclination is of course the private webspace I have on a university server, but these things aren't actually all that persistent - if I l... |
What is the R code to estimate the parameter lambda of the Poisson distribution?
I tried
# of occurrence 0 1 2 3 4 5 6 7
occ <- 0:7
# of sequence 150, 200, 220, 230, 240, 250, 180, 260
freq <- c(150,200,220,230,240,250,180,260)
mean_per_seq <- occ %*% freq
Is this correct?
What is the R code to find 95 % confidence... |
I measured 2 sediment parameters in multiple lakes. The organic matter content at the sediment/water interface surfOM and the mean organic matter content of the whole core meanOM.
surfOM <- c(34.4600, 42.1700, 48.6700, 18.4711, 19.5300, 18.4238, 20.5601, 28.2800, 19.1739)
meanOM <- c(31.23571, 37.57117, 43.47832, 18.4... |
Consider the mean estimator
$$\hat{\mu}(\lambda) = \lambda \frac{1}{n}\sum_{i = 1}^nY_i $$
(for $n$ iid Gaussian variates $Y_i$). After calculating the bias and the variance of this estimator, I found the optimal value which minimizes the prediction error
$$ \text{Err}_\lambda = E(\mu - \hat{\mu}(\lambda) )^2= (\la... |
Let's say I have three samples: control, A, and B. (I am assuming basic things about sampling like no bias, no confounding factors, and independence in selecting samples.)
I want to see if there is a significant difference between all three samples. I determine significant difference by hypothesis testing using the t-t... |
I have a regression that is of the following form:
$$\text{salespc} = \beta_1 + \beta_2 \text{realprice} + \beta_3 \text{realincpc} + e_i $$
My output from R is as follows:
Coef S.E. t Pr(>|t|)
Intercept 253.5044 9.2183 27.50 <0.0001
realprice -18.4374 2.6315 -7.01 <0.0001
realincpc -0.0035 0.00... |
I've seen a couple of descriptions of the basic statistics of a compound Poisson process, basically just simple statements about how to compute the mean and variance given the mean and variance of the underlying processes. Unfortunately I haven't found anything which I feel comfortable citing in a professional context.... |
First time posting!
I'm trying to create a logit estimator using a looping simulation, where the loop detects the number of correct prediction (my code is below). Is it possible to change the shock in the distribution (defined as the standard deviation in the rnorm distribution) after a certain number of correct predi... |
This is, unfortunately, something I was never exposed to as an undergraduate or in my PhD core (economics).
As an example, suppose I'm looking at three well-known nationally representative surveys: recent estimates from the American Communities Survey (ACS), the General Social Survey (GSS), and the NLSY79. Suppose each... |
Having read a little about exchangeability, I went back to thinking about the iid condition required for the central limit theorem. It struck me that if two random variables are drawn from an identical distribution, the occurrence of one event does not make it more or less probable for the occurrence of another event. ... |
Possible Duplicate:
What's the difference between probability and statistics?
Today I just came back from a student seminar in our department. And I heard that for the Pareto distribution, it is kind of difficult to estimate the parameter. There are hundreds of estimations of the parameter and they differ a lot, whi... |
SPSS Help provides the following help for testing group differences in a correlation, using the GLM approach. See link.
It first requires that X and Y are transformed into z scores.
Question: When is this transformation necessary?
|
I have a problem, which I think should be very common, but I mostly have been taught stochastic at university and most of my statistics knowledge is self-taught. Hence I have no clue on how to look for this on google or other search engines.
The basic question is, if I am testing a hypothesis against the null-Hypothesi... |
I am using a genetic algorithm to search a very complex hypothesis space. Now I want to estimate how much overfitting I can expect in the final resulting hypothesis. The final model will be used for predicting N output variables from M predictors.
One simple test I can do is to replace the predictors with M random vari... |
A usual test of significance when looking a two populations is the t-test, paired t-test if possible. This assumes that the distribution is normal.
Are there similar simplifying assumptions that produce a significance test for a time series? Specifically we have two fairly small populations of mice that are being treat... |
I have a ground truth list, call it A, and I have different methods for generating lists that should be somewhat similar..
I want to decide which method of these generates a list that is most similar to the ground truth.. The list consists of strings..
I am new to these stuff, I tried average precision and the results... |
I did not get the why there are N and N-1 while calculating population variance. When we use N and when we use N-1?
Click here for a larger version
It says that when population is very big there is no difference between N and N-1 but it does not tell why is there N-1 at the beginning.
Edit: Please don't confuse with ... |
While reading a SVM tutorial, the author makes the following statement on normalization technique for processing the input data:
Normalizing data to unit vectors reduces the dimensionality of the data by one since the data is projected to the unit sphere.
I am quite lost on how to understand the dimensionality was re... |
In a recent article discussing the demerits of relying on the p-value for statistical inference, called "Matrixx v. Siracusano and Student v. Fisher
Statistical significance on trial" (DOI: 10.1111/j.1740-9713.2011.00511.x), Stephen T. Ziliak opposes the use of p-values. In the concluding paragraphs he says:
The data... |
I am looking for a freely available, mathematical description of the standard analysis of variance (several factors, one dependent variable). It should be self-contained and be readable by a person without any knowledge of statistics but a good background in mathematics and probability theory.
Almost all texts I find a... |
I am trying to simulate a process as an absorbing Markov chain model, but I haven't been able to find the scenario that I am interested in looking at in the typical discussions of Markov chains online. Hoping someone out there will have some pointers.
In the chain I am building, there are certain transitions between s... |
Breiman et al recommend the 1-SE rule, and show that it is successful in screening out noise variables. At page no. 80 of their book, I get confuse about the '1 S.E. Rule'.
$$R'[T(k_l)]\leq R'[T(k_0)]+S.E\{R'[T(k_0)]\} $$
Where $T_1, T_2, ... $ are the number of sequence of trees (number of variables) and the corre... |
Two things always bugged me about hypothesis testing:
The chance that the population mean is exactly any given number (provided that the random variable in question is continuous) is always zero, is it not? Therefore, we should always reject the null hypothesis...
If the result of the test is whether to reject or acce... |
What are model selection methods are applicable in this setting?
Is it possible to calculate AIC or BIC with SAS's surveyreg output?
|
I have some over-dispersed data and am trying to decide which model would best suit the data. The data are usually counts of symptoms or number of correct items on some cognitive tasks. As an example:
set.seed(69)
g1<-rnorm(700,30,9); g2<-rnorm(100,25,7); g3<-rnorm(100,20,5)
gt<-data.frame(score=c(g1, g2, g3), fac1=fac... |
Given
$\textbf{x}=[x_1 x_2 ... x_n]^T$ where $\textbf{x} \in \{ 0, a_1, a_2, a_3 \}^n, a_i \in \mathbb{C}$ and $\textbf{z} = \left\{z_1,z_2,\dots,z_n \right\}$ where $z_i \sim N(0,\sigma^2)$ is a Complex Gaussian RV with mean $0$ and variance $\sigma^2$. Suppose we observe $\textbf{y}$
$$\textbf{y} = H\textbf{x}+\text... |
I've got a small list of companies that provide a platform for running R, python, or octave scripts on clusters built on top of amazon EC2. Are there other names I should add?
Cloudnumbers
Opani
crdata
|
In their book The Elements of Statistical Learning, Friedman and coll. talk about the in sample error $Err_{in}$ (p. 229):
$$Err_{in} = \frac{1}{n}\sum_{i=1}^n\mathbb{E}\left[\left(Y_i-\hat{f}\left( x_i\right)\right)^2\right]
$$
there exists an unbiased estimator of this error in case of linear regression which is
$$E... |
I want to represent the co-occurrence of factor groups within clusters in a heat map that reflects the colocalization frequency of each pair of factors in clusters (yellow for more frequently colocalized, red means less). After trying different things, I came up with the code below. Is this a sensible way of representi... |
I have a forecasting model for a time series and I want to calculate its out-of-sample prediction error. At the moment the strategy I'm following is the one suggested on Rob Hyndman's blog (near the bottom of the page) which goes like this (assuming a time series $y_1,\dots,y_n$ and a training set of size $k$)
Fit the... |
I have a data set of teams. Each team has a sum of points. I want to divide the teams in ranges of points (0 - 999; 1000 - 1999; etc) such as that the top range (with the most points) is smaller (has less teams) than the next and so on. Suppose the number of ranges is 7 and the angle is X degrees like in this figure:
... |
I know the formula for the likelihood of some parameters given the data. The result has to be maximised and I can avoid multiplication using the log. How can I make this a minimisation problem (i.e. rewrite the given formula). I presume it is not as easy as taking the negative log and than adding things - or is it? Tha... |
I am working on my thesis project and have come across a problem with the statistics which I am looking for a bit of guidance.
I am running ANOVA tests to determine significance between groups but
i have come across a problem with a couple of the results which do not have equal variance (p<0.05 & p<0.001). This alone w... |
Given that $X$ is random variable that takes values:
$0,\dots,H-1$
The PMF of $X$ is unknown, but I can tell what is the expected value which is $\bar{X}$
There is event $Y$ when calculated it gives the value:
$P(Y)=E[\frac{1}{X+1}]$
Is there a way to find expected value $\bar{Y}$?
|
I used the MCMC method to estimate linear models with a fully Bayesian inference previously, and had no problem from estimated coefficients. Recently I use the same way in a semiparametric Cox PH model, and get many skewed posterior distributions which make the posterior means of parameters pretty close to 2.5th-quanti... |
How can I get the data sets belonging to R companion to Experimental Design (Vikneswaran, 2006)?
The website link and e-mail that are referenced in this textbook are no longer active.
|
Suppose that N circles are dropped randomly onto a square in 2-space in such a way that the center of each circle
lands somewhere in the square – even if some of the circle extends beyond the boundary of the square. The side of the
square is of length S, where S is an integer. Each circle has a real number radius R, wh... |
I am trying to build an SVM from training data where one group is represented more than the other. However, the groups will be equally represented in the eventual test data. Therefore, I'd like to use the class.weights parameter of the e1071 R package interface to libsvm to balance the influence of the two groups in th... |
A song has a total of 1,000 plays, and on average only 50% of the song was played (say a song is 4 mins long and on average listeners only listen to half the song).
What other data can we interpret from the numbers above? I'm trying to estimate how many of the 1,000 plays actually listened to the whole song, but it do... |
I'm not sure what statistical test to use in the following situation:
I have three different algorithms producing regressions for an observation.
I now want to know, which of the algorithm yields the best prediction for the true values, i.e. which algorithms output correlates best to the observation. Specifically: is ... |
I would appreciate any suggestions of how to analyse the following dataset. It was suggested that I use ANOVA, but I wanted to check with the community.
I have a protein where I have calculated the entropy of each reading frame (blue, red and yellow). In the attached figure, the bars are a sum of the values calculated.... |
I have a model $f(x|\theta)$ ($\theta$ is a vector) for which I want to specify a prior $\pi(\theta)$. I only know that $\theta$ is in some interval. There are ways to specify an ignorance prior (Jeffery's, transformation group, reference prior etc.).
Not knowing how to choose, I have simulated $f(x|\theta=\theta_0)$ m... |
I am trying to create a predictive model from a set of categorical observations:
task user
---- ----
S Alice
M Bob
M Alice
S Charlie
L Bob
M Charlie
S Alice
... ...
I'm not interested in predicting what type of task will be next for a given user. Rather, I'm interested in pre... |
Let X and Y be two independent real random variables following two Poisson
distributions that are denoted respectively by $P(\lambda_1)$ and $P(\lambda_2)$. Let $Z = X + Y$. Now:
Determine the generating function of $Z$. Deduce the distribution of $Z$.
Find the conditional distribution of $X$ given $Z = n$.
I'm conce... |
I would like to use multiple class logistic regression to learn the decision boundaries separating the different classes (denoted by color) in the image below. Kernel logistic regression with a RBF kernel seems like a good choice, but I would like the decision boundary, when projected back to the 2-d space, to fall alo... |
One of my IV's for my ordinal logistic regression is a nominal categorical variable with 4 categories. Most examples I see for this type of logistic regression have only binary categorical variables. I have tried with and without dummies for my 4-category independent... but I am not confident of the outcome. When I ren... |
I have a collection of highly non-normal behavioral variables measured for each animal in a given test. I would like to reduce to 2 or 3 scores to characterize the individual's test using PCA. I see in the literature where others have referenced Multivariate Statistics books to justify using non-normal data for this ... |
I am doing a probit on a binary dependent variable. The binary dependent variable has observed outcomes of 227 successes and 1704 failures. If I run predict after the probit I get probabilities that make sense for each set of observations, but I want to be able to make sense of the beta coefficients that I get from a... |
I have a classification process which I test using leave-one-out.
Precisely, how do I compute the standard deviation of the result?
If I compute it normally, I get a very large deviation which makes sense because each test is either 100% or 0%.
What is the accepted convention in this case?
Thanks.
|
Should the distribution of composite scores be normal (bell curve)?
The composite scores that I have developed is from a weighting of their separate components.
The component scores are in response to a normal survey (i.e. proper sampling proceedures were used). I have then weighted the scores (according to a basic fo... |
I'm trying to work out how you do this from first principles. The Wikipedia page on linear regression gives me enough to solve it with matrix operations through the origin but I can't find much literature on implementing an algorithm for an OLS fit returning coefficients, a t-statistic and an $r^2$ value for the fit
Ca... |
I am coding a Kalman filter in R and I am trying to estimate the parameters dV and dW using the methods as provided in Vignette section2. However I get Epsilon=0 (which is dV for Kalman filter) for my ts data. I am not sure how we get a non-zero dV for the Nile data (available in R) used in the example in 1. Can somebo... |
Suppose you want to look at the risk of glaucoma in 7 groups (e.g. grouped by weight: 100-110 lbs, 111-120 lbs, etc..). Is risk measured by the proportion of people that have glaucoma? Or should you look at excess risk/relative risk? I guess it shouldn't matter what you look at because the risk pattern would be the sam... |
How do you determine the degrees of freedom for Kuiper's Test of Uniformity for circular data?
I have been using various R packages for circular data (circular, CircStats) and I can't seem to find out how to get the degrees of freedom for the Kuiper's test.
|
What are the differences between VAR (vector auto regression) and MANOVA?
|
How to convert the x below to into a vector like y?
x <- ["a", "b", "b", "c", ...]
y <- [1, 2, 2, 3, ...]
UPDATE:
I end up with:
levels(x) <- 1:length(levels(x))
|
I need to fit orthogonal contrasts to the following model. The following example data.
rep <- c(rep( 1, 15), rep(2, 15))
parent1 <- c(1, 2, 3, 4, 5, 1, 1, 1, 1, 2, 2, 2, 3, 3, 4, 1, 2, 3, 4, 5, 1, 1, 1, 1, 2, 2, 2, 3, 3, 4)
parent2 <- c(1, 2, 3, 4, 5, 2, 3, 4, 5, 3, 4, 5, 4, 5, 5,1, 2, 3, 4, 5, 2, 3, 4, 5, ... |
If you want to test whether 5 groups have the same risk or different risks for some bnary outcome variable is there any test you can perform? Something like an F-test or chi-squared test?
|
I am fairly new to R and I have been reading all related topics but still I don't manage to solve my rather simple problem.
I have a dataset with 5 cases for two variables (X,Y), for instance:
X | Y
--------
100 | 12
112 | 14
140 | 21
190 | 20
89 | 7
Now I want to replicate this dataset with all possible uniq... |
I tried to reproduce the experiments described in this paper and wanted to compare the output of my system with the one described in the article. I am looking for a statistical comparison of the systems (I'm not really confident when it comes to hypothesis testing).
To be more precise the dataset consists of images of ... |
I am curious about the practical implementation of a binary split in a decision tree - as it relates to levels of a categorical predictor $X{j}$.
Specifically, I often will utilize some sort of sampling scheme (e.g. bagging, oversampling etc) when building a predictive model using a decision tree - in order to improve ... |
I need to fit orthogonal contrasts to the following model. See the following example data:
rep <- c(rep( 1, 15), rep(2, 15))
parent1 <- c(1, 2, 3, 4, 5, 1, 1, 1, 1, 2, 2, 2, 3, 3, 4, 1, 2, 3, 4, 5, 1, 1, 1, 1, 2, 2, 2, 3, 3, 4)
parent2 <- c(1, 2, 3, 4, 5, 2, 3, 4, 5, 3, 4, 5, 4, 5, 5,1, 2, 3, 4, 5, 2, 3, 4, ... |
I have a quick question:
How do you make a $10 \times 2$ $\chi^2$ table in SAS?
|
Does it matter how many levels the independent variable has for significance? For example, suppose socioeconomic status has 10 levels and the output variable has 2 levels. Suppose this is significant in a $\chi^2$ test. If we increase the number of levels to 20 for the independent variable would this change the signifi... |
In baseball, Bill James suggested using, to predict next season's winning percentage
runs_scored^2/(runs_scored^2 + runs_allowed^2), rather than this season's winning percentage, because there is a great deal of luck involved in winning games. Similarly, I think the number of points a football (American) team may be e... |
Let's say as a business owner (or marketing or anyone who understands a scatter plot) is shown a scatter plot of two variables: number of advertisements vs number of product sales per month for the past 5 years (or another time-scale so that you have more samples. I just made this one up).
Now he/she see's the scatter ... |
I am trying to model a function of observed data in JAGS. For example
x[i,t]/phi ~ dpois(mu)
where x is observed and phi is a parameter in the model. I can't seem to get this working and am wondering if I may be missing some larger issue in JAGS. I am pretty sure you can't have any transformation of the data in th... |
I have two broken line graphs representing the evolution of some proportion over time in men and in women. I would like to compare these two curves. My idea was to compute the areas under them. I did it using the trapezoidal rule. Now, my question is how to compare these two AUC's? I'd like to test the null hypothesis ... |
When estimating the effect size for determining optimal sample size for a statistical test, the textbook approach seems to do this from pilot studies or the like. Is it also legal to define effect size as the smallest relevant effect, independent of real, systematic effects which are just too weak to be interesting?
Fo... |
When using SVM, we need to select a kernel.
I wonder how to select a kernel. Any criteria on kernel selection?
|
I have a data frame with prices/dates, is there a method that checks if the variance is homogeneous during all the series? I know there are many test like fligner.test, bartlett.test but I need to pass to those methods few groups....I don't have groups I have only one series and I need to know if the variance is consta... |
What are the top statistic conferences to follow for applications in machine learning?
I just had a discussion, regarding that some of the machine learning jargon and buzzwords are not really sound for a top level statistician. So instead of machine learning conferences I would like to follow conferences on statistics ... |
I have read the Stata manual but I am still having trouble understanding how to interpret these results. I am looking to determine how each parameter affects the outcome given a 1-unit change.
The code I am using in Stata is as follows:
probit hhaffbyinvest ///
femintmig femdommig maleintmig maledommig ///
femeduc male... |
The data simulated below has a maximum value of 4 and is interestingly skewed. The maximum of 4 is a limitation imposed by the instrument used and the data is semi-discrete, i.e., there are a reasonably large number of numbers it could be between -4 and 4. Because of the shape of the data, I thought about transforming ... |
If you have a categorical variable with $k$ levels (so $k-1$ indicator variables), is there an easy way to calculate the odds ratio? Suppose the first level is the reference level. The model would be $$ \frac{p(x_{2},\dots, x_{k-1})}{1-p(x_{2}, \dots, x_{k-1})} = \text{exp}(b_0+b_{2}x_2 + \dots + b_{k-1}x_{k-1})$$
So i... |
I'm thinking about a new project, so I don't have data yet, but I plan on collecting GIS information for houses within a state.
Usually in the U.S., these dead-end streets will have a large circle for cars to turn around in, meaning the fronts of each house on the cul-de-sac point toward the center of the circle.
In ge... |
I have $(X,Y_1)$ with joint bivariate normal distribution. Also, $Y_1$ is conditional on $X$. Therefore $\rho$ is non-zero. Suppose I have $Y_2$ that is also normally distributed and $\mu_{Y_2} = \mu_{Y_1}$ and $\sigma_{Y_2}=\sigma_{Y_1}$. What is the relationship between $\text{Var}(Y_1|X)$ and $\text{Var}(Y_2)$ ?
I'v... |
I am quite new to this, so I hope you forgive me if the question is naïve. (Context: I am learning econometrics from Davidson & MacKinnon's book "Econometric Theory and Methods", and they do not seem to explain this; I've also looked at Luenberger's optimization book that deals with projections at an a bit more advance... |
I am taking random samples from one distribution, $f(x)$, but trying to get information about another distribution, $g(x)$. I have a weighting function, $w(x)=Cg(x)/f(x)$, to correct for this. The result is that I have $N$ independent samples, with different weights, $w_i$, attached to them.
The question is then, what... |
...assuming that I'm able to augment their knowledge about variance in an intuitive fashion ( Understanding "variance" intuitively ) or by saying: It's the average distance of the data values from the 'mean' - and since variance is in square units, we take the square root to keep the units same and that is called stand... |
I had asked a general question about conditional inference trees via party a while back and gotten a great reply.
I am revisiting this procedure and trying to make sense of the linear statistic that is being used (Hothorn et al., Unbiased Recursive Partitioning: A Conditional Inference Framework, Research Report Series... |
Intervention analysis in Box-Jenkins framework crosspoinds to time-series regression with arma errors if the noise is stationary or arima errors if the noise is non-stationary.
For a seasonal time series data with increasing trend, the noise model can be express as
$$
N_t = \frac{\Theta(B)}{(1-B)(1-B^{12})\Phi(B)} \e... |
Apologies for the almost text-book like question.
I have a 2x2 design with fixed categories and a continuous response variable.
If the variances are equal between groups (Bartlett test) and residuals are normally distributed (Shapiro test), ok I can do standard ANOVA.
Otherwise:
Try transforming the data (e.g: arcs... |
Based on real data (e.g. spot and futures prices of an index) if two series are correlated in the long run (e.g. strong positive significant correlation) it does not mean that they are cointegrated.
What if two series are cointegrated: can we infer that they are also correlated in the long run? Can we find a case with ... |
I'm fitting a natural basis spline on a data set of the form:
splineModel=lm(dist~bs(speed, df=3), data=cars)
using bs function of spline package. I would like to know whether is possible to print the actual spline equations fitted (the tracing) within each knot. I would like to have the coefficients of all piecewi... |
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