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Possible Duplicate:
What, precisely, is a confidence interval?
Yes, similar questions have been asked before, but many of the answers seem contradictory and don't address my issue. (Or my perception of the issue.)
As mentioned many places, what most people will likely find intuitive when presented with an interval a... |
I have a line and I have detrended it but it seems to still have a trend. Visually it has one (see jpg) and it has a unit root (Dickey-Fuller) and fails the Durbin-Watson test, so it is not stationary.
The line that I am calling 'detrended' is a plot of the residuals (errors) of a regression of the data on time.
My que... |
New to R, and am trying to do text classification. I am using R package tm to convert raw txt data into matrix. Here's the relevant code snippet.
col <- Corpus(DirSource(path),
readerControl = list(reader = readPlain,
language = "en",
load = TRUE)))
tdm <- TermDocumen... |
In multiple regression, if a global F test is significant, then are t tests (or Wald tests) for the coefficients considered to be multiple comparisons and post hoc tests and should they be adjusted?
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Could anybody help me with detrending data that is nonstationary? I have already made the mistake of trying to detrend it by plotting the residuals of a linear regression in excel but it was pointed out to me by 'Zach' and 'cardinal' that it is not a valid method. Unfortunately, I had used that method after many hours ... |
I have a data set of 100,000. If I want to pick a subset (sample), how can I ensure that it's a "good" sample? I know that I can make it unbiased by picking at random, but how do I know how many to pick to account for all the variance in the dataset?
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I'm testing the ratio on the chart below with ADF.
Ratio chart
The function I'm using is:
adfTest(ratio, type='nc')
on fUnitRoots library.
The result (p-value) is: 0.01301 It is very low so the serie should be mean-reverting.
(@Statistical Please do not hate me for this brutal explanation)
Seeing the chart the ratio d... |
I don't know enough math to formulate an intelligent question on this so I'll give an example. I'd like an answer to my example but also I'd like to know the jargon I need to be able to research it further.
Suppose you have a large set of data of information about people: their height, weight, age, and number of pushu... |
I currently use the following process for bootstrapping a multivariate time series in R:
Determine block sizes -- run the function b.star in the np package which produces a block size for each series
Select maximum block size
Run tsboot on any series using the selected block size
Use index from bootstrap output to rec... |
I have a question on reading t-test p-value. If I understand correctly, the t-statistic is computed as:
$t = \frac{\bar{X} - \mu}{\sigma / \sqrt{n}}$
where $\bar{X}$ is sample mean, $\mu$ is population mean, $\sigma$ is sample standard deviation and $n$ is size of sample. Degrees of freedom is $n-1$.
Now, we can see th... |
I found a useful method named "Theil–Sen estimator" on wikipedia: here
This method seems to be covered with mblm function on the mblm library.
I just downloaded it to do some tests.
I have one doub about it, if I do:
x <- c(1,2,3)
y <- c(2,6,7)
mod <- mblm(x~y)
It work perfectly, but I don't understand how to remove ... |
I have a dataset with around 30 independent variables and would like to construct a generalized linear model (GLM) to explore the relationship between them and the dependent variable.
I am aware that the method I was taught for this situation, stepwise regression, is now considered a statistical sin.
What modern method... |
This question addressed the normal distribution, but I am wondering what is known about the distribution of the standard deviation of a sample of size n drawn from an arbitrary distribution. In particular, what is the standard deviation of the standard deviation?
For a normal distribution, the s.d. of the s.d. is $\sig... |
Software packages for network motif detection can return enormously high Z-scores (the highest I've seen is 600,000+, but Z-scores of more than 100 are quite common). I plan to show that these Z-scores are bogus.
Huge Z-scores correspond to extremely low associated probabilities. The values of the associated probabil... |
When comparing a regression estimation method (Y vs X) I currently use a weighted squared loss function:
$$
\int_{-\infty}^{\infty}(\hat{f}(x)-f(x))^2 \, \hat{p}(x) \, dx
$$
Where $\hat{f}(x)$ is the estimated function, $f(x)$ is an estimation method I'm comparing against, and $\hat{p}(x)$ is the estimated X dens... |
I would like to perform a PCA and use the covariance matrix obtained by the random matrix theory.
Is there an implementation of this in R?
I am currently using the standard prcomp function from stats.
|
I am trying to model a linear regression to predict the number of interested students in a class based on a couple of properties of that class-
whether that class has an undergraduate curriculum (assigned 0 or 1)
whether that class has mandatory homework (assigned 0 or 1)
whether that class is held for multiple weeks... |
I just found "Robust Fitting of Linear Models" rlm() function in the MASS library.
I would like to know the difference between this function and the standard linear regression function, lm().
Could someone give me a short explanation?
|
I'm planning to combine several observational studies, some of which have produced odds ratios and some hazard ratios. How do I get the standard error from the odds ratio $1.57$ ($95\%$ CI: $1.08-2.27$) and the standard error from the hazard ratio $1.56$ ($95\%$ CI: $0.96-2.52$)?
|
I have to create a questionnaire that compares the sportiness of Facebook users vs. non-Facebook users. I need to calculate the number of participants that are required so that the result is statistically relevant. Unfortunately I have no idea how I can calculate that. Could you help me?
|
The Suanshu Statistics Library supports the "Kolmogorov-Smirnov two-sample test" by rejecting the null hypothesis if $p$-value if smaller than significance level $\alpha$ (e.g., $p<0.05$).
My question is whether there is any method to check if the "test statistic" exceeds the critical value (for $\alpha = 0.05$) to re... |
Let us say we have an RxC table, when R and C are not necessarily equal, when is the maximum value of the Chi Square statistic achieved? and how can this be proven?
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I have conducted an analysis in which I start with a set of informed prior parameter distributions, and then conduct sequential analyses that constrain the distributions with data.
I am currently using density plots to visualize these results, but I am wondering how I can most effectively convey the process of paramet... |
I have three independent variables , and one moderating variable.
I'm studying the affect of these
variables on the decision to adopt electronic commerce.
I have a questionnaire, based on this questionnaire which is on a
7-point likert scale (from totally disagree which is coded 1 to
totally agree which is coded 7).
... |
I have two groups of data (with and without stimulus) from the same subject. For each experimental session, I measure a score (let say reaction times, n_with_stim=50, n_without_stim=50). For each day, the subject participates in four sessions (hence, n_with_stim_total=200, n_without_stim_total=200). My ultimate goal is... |
I have data with the following empirical distribution. What would be a good model for it?
Edit: here is a closer view:
|
I am using the following equation form for presenting a linear model and also for explaining how well the inputs are affecting the response variable $ua$.
$$ua = (80) + (-13 \cdot ma) + (-0.4 \cdot ka) + (-1 \cdot lb) + (8 \cdot tb) + (-9 \cdot sa)$$
However, I am not happy with this representation on my pdf file (from... |
I'm not familiar with statistics terminology, so I can't google it unless I know what it's called.
My problem is this: I have a "test" (for lack of a better term) where I ask people to choose an answer. At the end of the test I'm asking if the person is a programmer or a designer, I assign a score from zero to ten and ... |
I am trying to get myself more savvy with literature on False Discovery Rates (FDR). At its original incarnation, FDR assumes that the tests being compared are independent. Several authors have published cases where the tests can have "clumpy dependencies" (tests are related to each other in "families", but not acros... |
I have three time-series $m_i$, $k_i$, $s_i$, for $i \in [1,N]$.
The problem is to find constants $A_m$, $A_k$, $A_s$,
such that
for $p_i = ( A_m \cdot m_i ) + ( A_k \cdot k_i ) + ( A_s \cdot s_i )$ ,
and a given integer constant $t$
\[ \sum_{i=1}^{N-t} { (m_i - p_i) (p_{t+i} - p_i) } = 0 \]
\[\sum_{i=1}^{N-t} { ... |
Suppose $N$ experiments can be made in varying conditions. Each of them yields an estimate $f_i$ of a continuous (and, if necessary, positive) function of x over some interval. Experiment $i$ is repeated a number of times $n_i$, and each time it yields a function $f_i^j$. I am given the following data
$$\forall x \quad... |
I am trying to implement the K-mean analysis with the Standard algorithm.
My implementation seems to work, but I noticed some strange behavior. If the k is close to half of the length of the list to be analyzed, I will get a set that is empty. I am not sure if it is the correct behavior.
I think the worst case is k equ... |
Spuriously high R-squared is one of the pitfalls of regression through the origin (i.e. zero-intercept models). If the predictors do not contain zeroes, then is it an extrapolation? What are the uses and other pitfalls of regression through the origin? Are there any peer-reviewed articles?
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I have a set of time series data that I've found granger-causality (i.e. regressed Y vs. X, X-1, Y-1), and am wondering how I can create a predictor from this linear model? Is it simply the coefficients I get back from my model? (I'm trying to code this programmatically, and am still a stats rookie, so if this is obvi... |
Context
I am trying to find the correlation between two latent variables. Let's call them A and B.
A has two dimensions. Let's call them Dimension 1 and 2.
B also has two dimensions. Let's call them Dimension 3 and 4.
The four dimensions (1, 2, 3 and 4) have several indicators each. Let's call them (a) and (b) for ... |
I have conducted a survey in which the questionnaires were sent out to 450 individuals, but only 30% of them answered the questionnaires.
Is it still valid to interpret the usual inference analysis (i.e., the inference analysis developed under the assumption of random sampling)?
Is it correct to do logistic regressi... |
Context
I am accumulating a data set that is starting to look like this:
I have about fifty individual animals (n=50) that I am studying over, say, a year
Every three months or so, I would measure each one and assign a score about their health. So at the end of the year I would theoretically have made four measurement... |
I have a bunch of users. Each user has a number of personality attributes, such as "fitness level" or "eco-consciousness", rated on a scale from 1 to 5. I want to calculate how similar two users are, so I can show each user a sorted list of "most similar users".
This seems to be a classic IR problem, and I've seen thr... |
I am looking for a statistical technique similar to a estimating a hazard model.
Suppose a person chooses between two actions, buy or sell. Given data on trading decisions, once a person has bought, say, a stock, I can calculate the time that elapses until they sell. Using a hazard model I can model this hazard as a fu... |
I have a sample, set of outcomes of some random variable. I divide it into "clusters", using some determinate approach. One of the clusters considered to be "correct", usually it is the one that has the most number of outcomes in it, but not always. I want to mark each cluster with some "confidence level", based on the... |
for the general case : data is normal-gamma (mean normal and sd is gamma) and I want to estimate the $b$ and $a$ distribution ( they assumed to be normal) in $y=bx+a$ using Bayesian regression. I know I need assumption for my priors but I think I have to be OK with most simplistic case. not very good in reading statis... |
I was hoping for some advice. I use SAS for automatic forecasting (I have a large number of forecasts to complete in a limited timeframe).
As part of the forecast output from SAS, I get a mid-point (median or mean), and an upper and lower confidence limit for each forecast. This is determined at a pre-specified level ... |
I have a dataset, I want to create clusters on that data based on only one variable (there are no missing values). I want to create 3 clusters based on that one variable.
Which clustering algorithm to use, k-means, EM, DBSCAN etc.?
My main question is, in what circumstances should I use k-means over EM or EM over k-mea... |
I have data from a Monte Carlo experiment that I was hoping to fit to a model of the form
$$\log(x y) \approx \beta_0 + \beta_1 \log(z),$$
where I have many observations of triplets, $x, y, z$. This fit does a decent job, but when I look at the residuals of the fit versus $\log(z)$, there is a tell-tale bowl shape:
Th... |
I'm trying to use lme from the nlme package to replicate results from aov for repeated measures ANOVAs. I've done this for a single-factor repeated measures experiment and for a two-factor experiment with one between-subjects factor and one within-subjects factor, but I'm having trouble doing it for a two-factor experi... |
I am starting my thesis in Credit Risk Modelling very soon, but I realise it's really hard to get some real data. Does anyone know is this kind of data publicly available or I need to purchase it from somewhere.
Just a little bit more detail of the kind of data I am looking for: Preferably it has couple thousand compan... |
I have a data set of $n$ benchmarks and $m$ subsamples in each benchmark. I run these benchmarks and their subsamples on $p$ subject machines.
The 'individual' studied by the subsamples are the same for each subject machine, and the benchmarks are the same for each subject machine.
How do I carry out an ANOVA in R in ... |
My questions is from path analysis.
I have a model with 11 variables (DTPB: Decomposed Theory of Planned Behavior), and I publish questionnaire with likert-scale (1 to 5). Each of this 11 variables have 2, 3 or 4 questions in my questionnaire.
I draw my model in AMOS, but i don`t know how to connect these questions to... |
I am having difficulties understanding the underlying logic in setting the null hypothesis. In this answer the obviously generally accepted proposition is stated that the null hypothesis is the hypothesis that there will be no effect, everything stays the same, i.e. nothing new under the sun, so to speak.
The alternati... |
I am trying to compute the entropy for different sets of data and then compare the obtained values.
The idea is that the sets of data may change their size, I might have sets sizes ranging from 10 to 200 values.
In order to compare the entropy level obtained for them should I first normalize it with respect to the set ... |
I want to combine three unbound variables. Each variable is the score provided by three different algorithms. Each algorithm predicts the likelihood (score) that a specific interaction between two molecules takes place. I have a gold standard with which I can rate the performance of each algorithm (that is, how many pr... |
Following on from my previous question on forming scale scores, my sample has 100 people who have answered 10 likert scale questions each on two academic subjects: Maths and English.
The likert scale is a 5 point scale, going from not important to absolute importance.
I have aggregated the scores:
The maximum score ... |
I have computed a correlation matrix of a data set which contains 455 data points, each data point containing 14 characteristics. So the dimension of the correlation matrix is 14 x 14.
I was wondering whether there is a threshold for the value of the correlation coefficient which points out that there is a significant ... |
We know from measure theory that there are events
that cannot be measured, ie they are not Lebesgue
measureable. What do we call an event with a probability
that the probability measure is not defined on? What
types of statements would we make about such an event?
|
A system has an incoming request rate of N requests per second. The system hosts a pool of x workers where x >= N. Each worker can complete a single request in approximately t seconds. The maximum parallel requests which can be processed by the system is x.
But sometimes a worker can get delayed indefinitely and when i... |
A simple example:
plot(hclust(dist(c(1:3)),method = "ward"))
I would like to know which calculations (in R) can reproduce the distance of 3 from {1,2} to be
1.67
Thanks.
|
I'm trying to make sense of these two statements about UMP (uniformly most powerful) tests:
If $g(t\mid\theta)~$ is a UMP then $~g(t\mid\theta_1)>k g(t\mid\theta_0)~\forall~t\in C$ and $g(t\mid\theta_1)<k g(t\mid\theta_0)~\forall~t\in C^c$
For $\mathbf X~i.i.d.~f(x\mid\theta): \theta\in\Omega\subset\mathcal R$ if... |
I am creating a small webapp and a part of it is generating a number (I like to call it diversity coefficient) that would represent how "diverse" someone's listening habits are. The problem is I am not sure how to create a valid formula for what I want. I will try my best to explain what information I have, and what I ... |
My data is as follows. I have two groups of patients. Patients in each group had a different type of eye surgery. 5 variables were measured on patients in each group. I want to compare those variables between the two groups using a permutation test or MANOVA. The eye on which the surgery was done does not really matter... |
In many financial models we are interested in measuring the correlation between variables, returns etc. However, research shows that during crises times we observe "Correlation Breaks" where previously un-correlated variables become correlated.
What is the best way to quantify "stability of correlation" by examining th... |
Following on from my related questions on weighting scales at multiple levels and differences between indexes and composites, I have two composite scores, X and Y.
Both have been constructed through subjective weighting. For each, I code each of my 10 likert items on a 0 to 5 scale (0 = not important to 5 = absolute im... |
I have 50 values set as "true" in a simulation and attempts to recover these "true" parameters using 2 different models. Here's 3 (instead of 50) runs just to show the data layout (these are made up for illustration).
Run , "true" parameter , estimate model 1 , estimate model 2
1 , 10 , 9.5 ... |
Some research has shown that in linear regression applications the Mahalanobis distance approach can be used to perform regressions that lower the influence of outliers. The idea is that in the regression every observation is given a weight as an inverse of the Mahalanobis distance.
I see that there is a package RLMM ... |
I'm looking for a CDF (either exact or approximation) of the first passage time, $T$, of a storage process $\{X(t); 0 \leq t < \infty \},$ with constant (unit) input jumps occurring in a Poisson process with mean rate of $\lambda$ jumps per unit time, an exponential decay rate, alpha $X(t)$, and initial value $X(0) = x... |
I’m working on a trading system and need to apply some statistics on the results. Unfortunately I forgot all about statistics after I left university over a decade ago and now I really have no clue how I must calculate what I need. Hopefully someone can help me out.
Out of the trading application (currently in test mod... |
I am trying to understand how dinterval() works in JAGS for censored data. I am modeling coarse data where I only have upper and lower bounds for each data point (not the true value). Here is a simple example of how I think it should work:
Some upper and lower bounds for each point:
> head(lim)
L U
[1,]... |
When performing a PCA analysis on a set of questions (participants have been asked to fill out a questionnaire), what measures can be taken to adjust for clearly gender biased questions? That is, how can one adjust for the fact that males and females tend to express this same trait in different ways?
For example, if o... |
I have a regression with two continuous predictors and one dichotomous predictor in Model 1 and two interactions of each of the continuous predictors with the dichotomous predictor in Model 2. The coefficient for one of the interaction terms is significant. However, the F test is not significant (neither for Model 1 n... |
I can't thank the experts enough for their clarifications. One final question following my earlier posts on forming coomposite variables here, here, and here.
If I have measured some variables as cardinal numbers (e.g. 1, 2, 3, 4, 5 times) and others on a Likert scale, can I then just add the scores together?
For examp... |
Does anyone know of an R equivalent to SAS PROC FREQ?
I am trying to generate summary descriptive statistics for multiple variables at once.
|
I have a huge matrix (individuals X features with row.names as individuals numbers) and the corresponding segment in another vector of 1D (row.names are the same as in my huge matrix and the vector represent the segments associated).
I.E. :
row.names VAR1 VAR2 VAR3 VAR4 … VAR3000
12 4 12 5 18 8
... |
Recently I had done some analysis of the effects of reputation on upvotes (see the blog-post), and subsequently I had a few questions about possibly more enlightening (or more appropriate) analysis and graphics.
So a few questions (and feel free to respond to anyone in particular and ignore the others):
In its current... |
Does anyone know how I can find/calculate an overall p-value for a GLS multiple regression model (made with nlme)?
|
Is there a way in Excel to create a pivot table with multiple column totals?
Here's column names to demonstrate what I'm trying to do:
Jan | Feb | Mar | Apr | May | Jun | 6 Month total | Jul | Aug | Sep | Nov | Dec | 6 Month total | 12 Month total
The 12 Month total column is of course the regular Grand Total. The two... |
[update] It seems I had my question's original title misfocused a bit; concerning the use of partial derivatives I found some explanation/confirmation in wikipedia's partial derivative There it is stated -and explained with a 3-d-picture of a surface-, that indeed the three partial derivatives suffice to find the/a com... |
I'm using the randomForest package in R to develop a random forest model to try to explain a continuous outcome in a "wide" dataset with more predictors than samples.
Specifically, I'm fitting one RF model allowing the procedure to select from a set of ~75 predictor variables that I think are important.
I'm testing how... |
My application has a factory class which has modular elements registered to it. A run method is called on the factory class which subsequently executes the run methods on the modules.
I am using PEAR PHP's Profiler to measure the speed of execution for each module in microseconds. So far I have been storing the module... |
Let us say that we define a distance, which is not a metric, between N items.
Based on this distance we then use an Agglomerative hierarchical clustering.
Can we use each of the known algorithm (single/maximum/avaerage linkage etc), to get meaningful results? Or put differently, what is the problem with using them if ... |
I need to draw 20 distributions in a single graph in R, and it doesn't look good (cluttered) to me with regular boxplot (20 boxes) even with boxwex=0.3. Could you suggest me how can I plot a kind of boxplot in R for the 20 distributions, with dots for median and just a line instead of box, like the one below. Please al... |
I've created a linear model in R: mod = lm(train_y ~ train_x). I want to pass it a list of X's and get its predicted/estimateed/forecasted Y. I looked at predict(), but I think that is for something else, or I just don't know how to use it.
I'm guessing by taking the coefficients of my model, I could manually plugin ... |
I've computed a regression on panel data using the xtreg command in stata.
My coefficients on some of the independent variables (which are binary-variables) are out of the range of -1 +1, even though the dependent variable is log transformed.
I find this rather odd, since a result of -2,3 would mean -230%, this doesn... |
This is my first time here, so please let me know if I can clarify my question in any way (incl. formatting, tags, etc.). (And hopefully I can edit later!) I tried to find references, and tried to solve myself using induction, but failed at both.
I'm trying to simplify a distribution that seems to reduce to an order ... |
I am using Google's visualization API for drawing charts that show files downloaded each day.
I don't know if this is the best idea, but I am thinking of showing download counts on the Y-axis, weekdays (Monday, Tuesday, etc.) on the X-axis, while the legend would show the name of the files. I am facing a problem when... |
I collected 3D velocity data in a river. the recorded timeseries of velocity components $(u,v,w)$ contains turbulent and mean part. Reynolds Shear Stress can be estimated from
$$u=u'+U$$
$$\langle u'w' \rangle=\text{cov}( u'_{t}, w'_{t} )$$
and to extract velocity fluctuation
$$\langle u' \rangle=\sqrt{\text{var}( u'_{... |
I am trying to use canopy clustering to provide initial clusters for KMeans in mahout.
Is there a way to determine / approximate the values of the distance thresholds T1 & T2 algorithmically? Right now I have T1 = 100 and T2 = 1 which doesn't seem to be doing anything good.
|
I am testing the correlation between Variable A and Variable B by gender and marital status.
So I have the coefficients for males and females and single, married and other.
I want to compare the correlation coefficient of male with female.
Similarly, I want to compare the correlation coefficient of single with marrried... |
I generated a list of 35 proven benefits on a subject and asked the public to choose five which would be most likely to influence their behaviour.
43 respondents cast 215 votes, and three of the benefits received many more votes than the others.
What would be the best statistical tool to measure the significance of thi... |
Let's say that we have longitudinal panel data. Rows are unique by date and individual. Columns consist of characteristics of the individuals on the given date as well as a dependent variable.
My ultimate objective is to perform a cross-sectional regression as well as a panel regression as there appears to be a time-s... |
I am trying to determine the fit between two curves (example shown below). Both curves are plotted here as a bunch of XY data points (not functions).
The curves represent the trajectories of two planes taxiing, and I'm trying to figure out how far apart they are on average. (axes are in x/y position in meters)
I've don... |
I am working with the "Digit1" dataset introduced by the book "Semi-Supervised Learning" by chapalle et. al, as one of the benchmark datasets in the field.
In the dataset description located at:
http://olivier.chapelle.cc/ssl-book/benchmarks.pdf comes:
The class label was set according to the
tilt angle, with the bo... |
I would like to find some solution for performing a mixed effect model of quantile regression.
From my google searching, I was not able to find an R implementation for such a procedure (only warnings that "this is not for the faint hearted").
I would like to solve a simple situation where we have one x one y, and one "... |
Question: What are the major pitfalls and assumptions for competing risk analysis?
Background
I'm trying to learn competing risks and I use the cmprsk package in R based upon Gray's algorithm. I've read Melania Pintilie's book, Competing Risks: A practical perspective, but although it's a very nice introduction to the ... |
In this question they ask how to compare Pearson r for two independent groups (such as males vs females). Reply and comments suggested two ways:
Use Fisher's well-known formula using "z-tranformation" of r;
Use comparison of slopes (regression coefficients).
The latter could be easily performed just via a saturate... |
This question is related to
Excel's CHIDIST function in MATLAB
The minimum answer larger than zero I can get in Excel is about 2.2e-308 that correspond to realmin in MATLAB. However, in MATLAB the minimum answer is 2.2e-16, or eps(1.0). I understand this is because I first calculate chi2cdf that is close to 1 for large... |
Background: Eight doctors each rated the same 54 patients on a persuasiveness measure (1-7 Likert scale). The mean score on the persuasiveness measure will eventually be the outcome measure of my experiment.
Inter-rater reliability was quantified as the intraclass correlation coefficient (ICC), using the two-way rando... |
Suppose, there is some classification/regression problem. It seems for me, that sometimes division of training sample by some feature (or maybe by some other reasonable method, say feature generation and then devision by it.) and then fitting two models is better then fitting one model. For example, you anylize life du... |
I should do Variance Ratio Test on two vectors in R.
I found the a builtin function: var.test but I don't know how to interpret its results (p-value).
What result do I have to wait if these two vectors have constant variance? I think I also could use it to understand if the ratio is mean reverting or not, right?
Thank ... |
I'm checking a timeserie with:
ADF (unitroot)
KPSS (unitroot)
Phillips-Ouliaris (cointegration)
the results are:
Phillips-Ouliaris
Phillips-Ouliaris demeaned = -2175.5676, Truncation lag parameter = 20, p-value = 0.01
ADF:
Dickey-Fuller = -3.7275, Lag order = 12, p-value = 0.02261
KPSS:
KPSS Level = 17.6846, Trun... |
As with my previous question, I'm looking at ways to impute missing data in a hierarchical time series data.
With al my other procedures, including the experimentation of imputation packages (Amelia, HoltWinters from Forecast and MICE imputation) I've only been able to use the time series data prior to the missing gap.... |
I understand the logic of standardising raw data that is based on different scales into z scores so that they can compared, for example comparing a score of 75 out of 100 in one test versus 65 out of 120 in another test.
Can I run the Spearman's correlation test on the z scores then? (i.e. forget about the raw data).... |
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