Newest Questions
218,409 questions
4
votes
2
answers
243
views
Why covariance instead of correlation in the definition of degrees of freedom (effective number of parameters)
The definition of degrees of freedom (effective number of parameters), sourced from here, is:
Suppose that we observe:
$$ y_i = r(x_i) + \varepsilon_i, \quad i = 1, \ldots, n, $$
where the errors $\...
- 781
0
votes
0
answers
36
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Combined variable in multiple logistics regression?
Good morning,
I would like to run a multiple logistic regression using a combined variable.
I have two categorical variables, A (Yes/No) and B (Yes/No).
Can I create a new variable, C, to use in the ...
- 1
3
votes
0
answers
55
views
Delta method application
consider
$$C = (\Sigma B) \circ B$$
where $B$ is a $K\times 1$ vector of parameters
$\Sigma$ is a $K\times K$ covariance matrix and
$\circ$ denoted the element-wise multiplication.
$\Sigma$ is to be ...
- 220
0
votes
1
answer
31
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Show that for a $2^n$ experiment with $r$ replicates, S.S. due to any effect${}=[\text{Effect Total}]^2/ (2^nr)$
Show that for a $2^n$ experiment with $r$ replicates, S.S. due to any effect${}=[\text{Effect Total}]^2/(2^nr)$.
This is a very standard result for factorial experiment but I'm not able find a full ...
- 321
0
votes
0
answers
26
views
Can I do statistical tests on the Index of Relative Importance (%IRI) in dietary studies?
I am trying to determine the importance of each prey taxa (79 total) in a species' diet, according to the sampling session (17 total) in the overall diet, and for each of my 17 sampling sessions. When ...
- 1
1
vote
0
answers
13
views
How do you calculate manually the ATT for a model with multiple treatments? [duplicate]
For 2 treatment, it is easy to calculate the ATT.
But for more than two treatment, how can the ATT be calculated manually?
- 31
0
votes
0
answers
19
views
Mean and variance of partitioned sample multiplied by a scalar
Suppose I have a sample ${x_1,x_2,...,x_n}$ with mean $\mu$ and SD $\sigma$. The sample is normally distributed. If I take a fraction of the sample (say, the first $m$ values) and multiply them by a ...
- 53
0
votes
0
answers
26
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Convexity of loss function in model fitting without known data
I am a bit confused about the concept of convexity analysis when doing model fitting. Say I have developed some model of two parameters $f(x;\theta_1,\theta_2)$, that I will plan to fit to some data I ...
0
votes
0
answers
20
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Meta-analysis on incidence - how to manage missing follow-up duration in some studies
I'm interested in performing a meta-analysis estimating the incidence (event/person-year) of a certain adverse event of interest in those who have undergone a procedure. I have identified a list of ...
- 85
0
votes
0
answers
49
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Need Help with ARIMA Analysis – Stationarity and Differencing Confusion
I’m currently working on another ARIMA analysis using a different yearly dataset I obtained online. The dataset contains 42 observations with two variables: Year and Number of Deaths. I've already ...
- 31
2
votes
1
answer
82
views
How common (or advisable) is it to constrain factor loadings to be non-negative in CFA
I've been thinking about the practice of imposing lower bounds (e.g., setting a minimum of 0) on factor loadings $\lambda$ in confirmatory factor analysis and structural equation modeling. It seems ...
- 3,501
1
vote
0
answers
32
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Why is the residual standard error a measure of the standard deviation of $\epsilon$? [duplicate]
I have been working through the book "Introduction to Statistical Learning". Here is how I have come to understand a regression problem is set up:
We choose to do a simple linear regression....
- 111
0
votes
0
answers
40
views
Minimum number of observations quantile regression
My goal is to estimate the market beta (so exposure of an asset returns to market shocks) in quantiles :
$Q_{r_i|r_M} = a_0(\tau) + \beta_i(\tau)r_M+\varepsilon_i(\tau)$
where $r_i$ are asset returns (...
- 130
1
vote
0
answers
17
views
Could coefficient of variation be used on a ratio of two measurements?
I have length and width measurements for teeth (in cm), and have calculated a ratio of width to length as a means of comparing differences in tooth shape. Would it be viable to use coefficient of ...
- 11
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0
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15
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Methods for dimension reduction and modelling of sparse, corelated, hierarchical health data with an outcome
I’m working with a health dataset where the outcome is binary (presence or absence of cardiovascular disease) and fairly rare (~300 people, ~5% of the sample). I have a large number of potential ...
