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How should I elicit prior distributions from experts when fitting a Bayesian model?
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In many different statistical methods there is an "assumption of normality". What is "normality" and how do I know if there is normality?
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What are some valuable Statistical Analysis open source projects available right now?
Edit: as pointed out by Sharpie, valuable could mean helping you get things done faster or more cheaply.
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I have two groups of data. Each with a different distribution of multiple variables. I'm trying to determine if these two groups' distributions are different in a statistically significant way. I have the data in both raw form and binned up in easier to deal with discrete categories with frequency counts in each.
... |
Last year, I read a blog post from Brendan O'Connor entitled "Statistics vs. Machine Learning, fight!" that discussed some of the differences between the two fields. Andrew Gelman responded favorably to this:
Simon Blomberg:
From R's fortunes
package: To paraphrase provocatively,
'machine learning is statistics ... |
I've been working on a new method for analyzing and parsing datasets to identify and isolate subgroups of a population without foreknowledge of any subgroup's characteristics. While the method works well enough with artificial data samples (i.e. datasets created specifically for the purpose of identifying and segregat... |
Many studies in the social sciences use Likert scales. When is it appropriate to use Likert data as ordinal and when is it appropriate to use it as interval data?
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Is there a good, modern treatment covering the various methods of multivariate interpolation, including which methodologies are typically best for particular types of problems? I'm interested in a solid statistical treatment including error estimates under various model assumptions.
An example:
Shepard's method
Say we'... |
I have four competing models which I use to predict a binary outcome variable (say, employment status after graduating, 1 = employed, 0 = not-employed) for n subjects. A natural metric of model performance is hit rate which is the percentage of correct predictions for each one of the models.
It seems to me that I cann... |
What are some of the ways to forecast demographic census with some validation and calibration techniques?
Some of the concerns:
Census blocks vary in sizes as rural
areas are a lot larger than condensed
urban areas. Is there a need to account for the area size difference?
if let's say I have census data
dating back to... |
How would you describe in plain English the characteristics that distinguish Bayesian from Frequentist reasoning?
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How can I find the PDF (probability density function) of a distribution given the CDF (cumulative distribution function)?
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What modern tools (Windows-based) do you suggest for modeling financial time series?
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What is a standard deviation, how is it calculated and what is its use in statistics?
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Which methods are used for testing random variate generation algorithms?
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After taking a statistics course and then trying to help fellow students, I noticed one subject that inspires much head-desk banging is interpreting the results of statistical hypothesis tests. It seems that students easily learn how to perform the calculations required by a given test but get hung up on interpreting ... |
What R packages should I install for seasonality analysis?
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I have a data set that I'd expect to follow a Poisson distribution, but it is overdispersed by about 3-fold. At the present, I'm modelling this overdispersion using something like the following code in R.
## assuming a median value of 1500
med = 1500
rawdist = rpois(1000000,med)
oDdist = rawDist + ((rawDist-med)*3)
Vi... |
There is an old saying: "Correlation does not mean causation". When I teach, I tend to use the following standard examples to illustrate this point:
number of storks and birth rate in Denmark;
number of priests in America and alcoholism;
in the start of the 20th century it was noted that there was a strong correlation... |
I'm looking for worked out solutions using Bayesian and/or logit analysis similar to a workbook or an annal.
The worked out problems could be of any field; however, I'm interested in urban planning / transportation related fields.
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What algorithms are used in modern and good-quality random number generators?
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How would you explain data visualization and why it is important to a layman?
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I have a dataset of 130k internet users characterized by 4 variables describing users' number of sessions, locations visited, avg data download and session time aggregated from four months of activity.
Dataset is very heavy-tailed. For example third of users logged only once during four months, whereas six users had mo... |
What do they mean when they say "random variable"?
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Are there any objective methods of assessment or standardized tests available to measure the effectiveness of a software that does pattern recognition?
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What are the main differences between performing principal component analysis (PCA) on the correlation matrix and on the covariance matrix? Do they give the same results?
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As I understand UK Schools teach that the Standard Deviation is found using:
whereas US Schools teach:
(at a basic level anyway).
This has caused a number of my students problems in the past as they have searched on the Internet, but found the wrong explanation.
Why the difference?
With simple datasets say 10 values,... |
What is the back-propagation algorithm and how does it work?
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With the recent FIFA world cup, I decided to have some fun and determine which months produced world cup football players. Turned out, most footballers in the 2010 world cup were born in the first half of the year.
Someone pointed out, that children born in the first half of the year had a physical advantage over other... |
Duplicate thread: I just installed the latest version of R. What packages should I obtain?
What are the R packages you couldn't imagine your daily work with data?
Please list both general and specific tools.
UPDATE:
As for 24.10.10 ggplot2 seems to be the winer with 7 votes.
Other packages mentioned more than one are:
... |
I'm using R and the manuals on the R site are really informative. However, I'd like to see some more examples and implementations with R which can help me develop my knowledge faster. Any suggestions?
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We're trying to use a Gaussian process to model h(t) -- the hazard function -- for a very small initial population, and then fit that using the available data. While this gives us nice plots for credible sets for h(t) and so on, it unfortunately is also just pushing the inference problem from h(t) to the covariance fu... |
I have been using various GARCH-based models to forecast volatility for various North American equities using historical daily data as inputs.
Asymmetric GARCH models are often cited as a modification of the basic GARCH model to account for the 'leverage effect' i.e. volatility tends to increase more after a negative r... |
I have some ordinal data gained from survey questions. In my case they are Likert style responses (Strongly Disagree-Disagree-Neutral-Agree-Strongly Agree). In my data they are coded as 1-5.
I don't think means would mean much here, so what basic summary statistics are considered usefull?
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I'd like to see the answer with qualitative view on the problem, not just definition. Examples and analogous from other areas of applied math also would be good.
I understand, my question is silly, but I can't find good and intuitive introduction textbook on signal processing — if someone would suggest one, I will be h... |
What is the best blog on data visualization?
I'm making this question a community wiki since it is highly subjective. Please limit each answer to one link.
Please note the following criteria for proposed answers:
[A]cceptable answers to questions like this ...need to supply adequate descriptions and reasoned justif... |
Following one-way ANOVA, there are many possible follow-up multiple comparison tests. Holm's test (or better, the Holm-Sidak) test has lots of power, but because it works in a stepwise manner, it cannot compute confidence intervals. Its advantage over the tests than can compute confidence intervals (Tukey, Dunnett) is ... |
I have been looking into theoretical frameworks for method selection (note: not model selection) and have found very little systematic, mathematically-motivated work. By 'method selection', I mean a framework for distinguishing the appropriate (or better, optimal) method with respect to a problem, or problem type.
What... |
What statistical research blogs would you recommend, and why?
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In the definition of standard deviation, why do we have to square the difference from the mean to get the mean (E) and take the square root back at the end? Can't we just simply take the absolute value of the difference instead and get the expected value (mean) of those, and wouldn't that also show the variation of the... |
I'm a programmer without statistical background, and I'm currently looking at different classification methods for a large number of different documents that I want to classify into pre-defined categories. I've been reading about kNN, SVM and NN. However, I have some trouble getting started. What resources do you recom... |
Which is the best introductory textbook for Bayesian statistics?
One book per answer, please.
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In Plain English, how does one interpret a Bland-Altman plot?
What are the advantages of using a Bland-Altman plot over other methods of comparing two different measurement methods?
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I had a plan of learning R in the near future. Reading another question I found out about Clojure. Now I don't know what to do.
I think a big advantage of R for me is that some people in Economics use it, including one of my supervisors (though the other said: stay away from R!). One advantage of Clojure is that it is ... |
On smaller window sizes, n log n sorting might work. Are there any better algorithms to achieve this?
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I'm interested in learning R on the cheap. What's the best free resource/book/tutorial for learning R?
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Possible Duplicate:
Locating freely available data samples
Where can I find freely accessible data sources?
I'm thinking of sites like
http://www2.census.gov/census_2000/datasets/?
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A while ago a user on R-help mailing list asked about the soundness of using PCA scores in a regression. The user is trying to use some PC scores to explain variation in another PC (see full discussion here). The answer was that no, this is not sound because PCs are orthogonal to each other.
Can someone explain in a bi... |
Label switching (i.e., the posterior distribution is invariant to switching component labels) is a problematic issue when using MCMC to estimate mixture models.
Is there a standard (as in widely accepted) methodology to deal with the issue?
If there is no standard approach then what are the pros and cons of the leadi... |
I really enjoy hearing simple explanations to complex problems. What is your favorite analogy or anecdote that explains a difficult statistical concept?
My favorite is Murray's explanation of cointegration using a drunkard and her dog. Murray explains how two random processes (a wandering drunk and her dog, Oliver) can... |
I know this must be standard material, but I had difficulty in finding a proof in this form.
Let $e$ be a standard white Gaussian vector of size $N$. Let all the other matrices in the following be constant.
Let $v = Xy + e$, where $X$ is an $N\times L$ matrix and $y$ is an $N\times 1$ vector, and let
$$\left\{\begin{a... |
Econometricians often talk about a time series being integrated with order k, I(k). k being the minimum number of differences required to obtain a stationary time series.
What methods or statistical tests can be used to determine, given a level of confidence, the order of integration of a time series?
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Maybe the concept, why it's used, and an example.
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Australia is currently having an election and understandably the media reports new political poll results daily. In a country of 22 million what percentage of the population would need to be sampled to get a statistically valid result?
Is it possible that using too large a sample could affect the results, or does stati... |
For univariate kernel density estimators (KDE), I use Silverman's rule for calculating $h$:
\begin{equation}
0.9 \min(sd, IQR/1.34)\times n^{-0.2}
\end{equation}
What are the standard rules for multivariate KDE (assuming a Normal kernel).
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Are there any free statistical textbooks available?
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I recently started working for a tuberculosis clinic. We meet periodically to discuss the number of TB cases we're currently treating, the number of tests administered, etc. I'd like to start modeling these counts so that we're not just guessing whether something is unusual or not. Unfortunately, I've had very littl... |
Often times a statistical analyst is handed a set dataset and asked to fit a model using a technique such as linear regression. Very frequently the dataset is accompanied with a disclaimer similar to "Oh yeah, we messed up collecting some of these data points -- do what you can".
This situation leads to regression fit... |
Is there a standard and accepted method for selecting the number of layers, and the number of nodes in each layer, in a feed-forward neural network? I'm interested in automated ways of building neural networks.
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I need to analyze the 100k MovieLens dataset for clustering with two algorithms of my choice, between the likes of k-means, agnes, diana, dbscan, and several others. What tools (like Rattle, or Weka) would be best suited to help me make some simple clustering analysis over this dataset?
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I'm aware that this one is far from yes or no question, but I'd like to know which techniques do you prefer in categorical data analysis - i.e. cross tabulation with two categorical variables.
I've come up with:
χ2 test - well, this is quite self-explanatory
Fisher's exact test - when n < 40,
Yates' continuity corre... |
I am sure that everyone who's trying to find patterns in historical stock market data or betting history would like to know about this. Given a huge sets of data, and thousands of random variables that may or may not affect it, it makes sense to ask any patterns that you extract out from the data are indeed true patter... |
I am looking at fitting distributions to data (with a particular focus on the tail) and am leaning towards Anderson-Darling tests rather than Kolmogorov-Smirnov. What do you think are the relative merits of these or other tests for fit (e.g. Cramer-von Mises)?
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Besides gnuplot and ggobi, what open source tools are people using for visualizing multi-dimensional data?
Gnuplot is more or less a basic plotting package.
Ggobi can do a number of nifty things, such as:
animate data along a dimension or among discrete collections
animate linear combinations varying the coefficients... |
Following on from this question:
Imagine that you want to test for differences in central tendency between two groups (e.g., males and females)
on a 5-point Likert item (e.g., satisfaction with life: Dissatisfied to Satisfied).
I think a t-test would be sufficiently accurate for most purposes,
but that a bootstrap tes... |
I'm curious about why we treat fitting GLMS as though they were some special optimization problem. Are they? It seems to me that they're just maximum likelihood, and that we write down the likelihood and then ... we maximize it! So why do we use Fisher scoring instead of any of the myriad of optimization schemes tha... |
What is the difference between discrete data and continuous data?
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I have 2 ASR (Automatic Speech Recognition) models, providing me with text transcriptions for my testdata. The error measure I use is Word Error Rate.
What methods do I have to test for statistical significance of my new results?
An example:
I have an experiment with 10 speaker, all having 100 (the same) sentences, tot... |
Suppose I have a large set of multivariate data with at least three variables. How can I find the outliers? Pairwise scatterplots won't work as it is possible for an outlier to exist in 3 dimensions that is not an outlier in any of the 2 dimensional subspaces.
I am not thinking of a regression problem, but of true mult... |
What are some good visualization libraries for online use? Are they easy to use and is there good documentation?
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If $X_1, ..., X_n$ are independent identically-distributed random variables, what can be said about the distribution of $\min(X_1, ..., X_n)$ in general?
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What are principal component scores (PC scores, PCA scores)?
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I have a friend who is an MD and wants to refresh his Statistics. So is there any recommended resource online (or offline) ? He did stats ~20 years ago.
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Which visualization libraries (plots, graphs, ...) would you suggest to use in a standalone application (Linux, .Net, Windows, whatever). Reasonable performance would be nice as well.
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Why is the average of the highest value from 100 draws from a normal distribution different from the 98% percentile of the normal distribution? It seems that by definition that they should be the same. But...
Code in R:
NSIM <- 10000
x <- rep(NA,NSIM)
for (i in 1:NSIM)
{
x[i] <- max(rnorm(100))
}
qnorm(.98)
qnorm... |
This is a bit of a flippant question, but I have a serious interest in the answer. I work in a psychiatric hospital and I have three years' of data, collected every day across each ward regarding the level of violence on that ward.
Clearly the model which fits these data is a time series model. I had to difference the ... |
I have a set of $N$ bodies, which is a random sample from a population whose mean and variance I want to estimate. A property of each body is being measured $m_i$ times ($m_i>1$) and different for each body index $i$ identifies which body it is; the property is expected to be distributed around zero). I would like to ... |
What is the easiest way to understand boosting?
Why doesn't it boost very weak classifiers "to infinity" (perfection)?
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We may assume that we have CSV file and we want a very basic line plot with several lines on one plot and a simple legend.
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Rules:
one classifier per answer
vote up if you agree
downvote/remove duplicates.
put your application in the comment
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If I have two lists A and B, both of which are subsets of a much larger list C, how can I determine if the degree of overlap of A and B is greater than I would expect by chance?
Should I just randomly select elements from C of the same lengths as lists A and B and determine that random overlap, and do this many times t... |
What is the difference between a population and a sample? What common variables and statistics are used for each one, and how do those relate to each other?
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Due to the factorial in a poisson distribution, it becomes unpractical to estimate poisson models (for example, using maximum likelihood) when the observations are large. So, for example, if I am trying to estimate a model to explain the number of suicides in a given year (only annual data are available), and say, ther... |
Is there a rule-of thumb or even any way at all to tell how large a sample should be in order to estimate a model with a given number of parameters?
So, for example, if I want to estimate a least-squares regression with 5 parameters, how large should the sample be?
Does it matter what estimation technique you are usi... |
When would one prefer to use a Conditional Autoregressive model over a Simultaneous Autoregressive model when modelling autocorrelated geo-referenced aerial data?
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When a non-hierarchical cluster analysis is carried out, the order of observations in the data file determine the clustering results, especially if the data set is small (i.e, 5000 observations). To deal with this problem I usually performed a random reorder of data observations. My problem is that if I replicate the a... |
What is meant when we say we have a saturated model?
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Can someone explain to me the difference between method of moments and GMM (general method of moments), their relationship, and when should one or the other be used?
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Suppose that I culture cancer cells in n different dishes g₁, g₂, … , gn and observe the number of cells ni in each dish that look different than normal. The total number of cells in dish gi is ti. There is individual differences between individual cells, but also differences between the populations in different dish... |
I know of Cameron and Trivedi's Microeconometrics Using Stata.
What are other good texts for learning Stata?
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Am I looking for a better behaved distribution for the independent variable in question, or to reduce the effect of outliers, or something else?
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It seems like when the assumption of homogeneity of variance is met that the results from a Welch adjusted t-test and a standard t-test are approximately the same. Why not simply always use the Welch adjusted t?
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I'm a physics graduate who ended up doing infosec so most of the statistics I ever learned is useful for thermodynamics. I'm currently trying to think of a model for working out how many of a population of computers are infected with viruses, though I assume the maths works out the same way for real-world diseases so r... |
There is a variant of boosting called gentleboost. How does gentle boosting differ from the better-known AdaBoost?
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I'm looking for a book or online resource that explains different kinds of entropy such as Sample Entropy and Shannon Entropy and their advantages and disadvantages.
Can someone point me in the right direction?
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I realize that the statistical analysis of financial data is a huge topic, but that is exactly why it is necessary for me to ask my question as I try to break into the world of financial analysis.
As at this point I know next to nothing about the subject, the results of my google searches are overwhelming. Many of th... |
Do you think that unbalanced classes is a big problem for k-nearest neighbor? If so, do you know any smart way to handle this?
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I'm looking for a good algorithm (meaning minimal computation, minimal storage requirements) to estimate the median of a data set that is too large to store, such that each value can only be read once (unless you explicitly store that value). There are no bounds on the data that can be assumed.
Approximations are fine,... |
Why do we seek to minimize x^2 instead of minimizing |x|^1.95 or |x|^2.05.
Are there reasons why the number should be exactly two or is it simply a convention that has the advantage of simplifying the math?
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The Wald, Likelihood Ratio and Lagrange Multiplier tests in the context of maximum likelihood estimation are asymptotically equivalent. However, for small samples, they tend to diverge quite a bit, and in some cases they result in different conclusions.
How can they be ranked according to how likely they are to reject ... |
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