Unanswered Questions
1,644 questions with no upvoted or accepted answers
15
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507
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Penalized spline confidence intervals based on cluster-sandwich VCV
This is my first post here, but I've benefited a lot from this forum's results popping up in google search results.
I've been teaching myself semi-parametric regression using penalized splines. ...
- 13.8k
14
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408
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How to construct confidence limits based on small stratified samples of finite populations?
Imagine a business wishes to audit its transactions. It has a database summarizing the transactions, which constitute a sampling frame for the population. It would be time-consuming and expensive to ...
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12
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Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method
I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error.
Setting: I have a sample S from a data population P and a learner L, ...
CommunityBot
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11
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4k
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Contours containing a given fraction of $(x,y)$ points
I often need make $(x,y)$ scatter plots that have many ($>10^5$) points. I've experimented with different ways of representing this many points that capture the distribution while getting around ...
- 6,391
10
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1
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5k
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Calculating standard deviation from log-normal distribution confidence intervals
I have the results of a meta-analysis of 10 studies that reports a combined random effects odds ratio (computed using Woolf's method) and 95% confidence interval of an event happening in one group ...
CommunityBot
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9
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982
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Why does uncertainty of the autocorrelation coefficient increase as lag increases?
The Python module statsmodels contains functions for ACF and PACF. Below is an example from the docs with a plot that shows the (zero-centered) confidence ...
- 70.5k
9
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230
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Efficient nonparametric estimation of confidence intervals and p-values for nonlinear regression
I'm estimating parameters for a complex, "implicit" nonlinear model $f(\mathbf{x}, \boldsymbol{\theta})$. It's "implicit" in the sense that I don't have an explicit formula for $f$: its value is the ...
- 18.5k
9
votes
1
answer
857
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Comparing coefficients in multilevel models
Is it meaningful to compare the coefficients of two different predictors in multilevel model when the two are at different levels?
Specifically I have two variables which measure the same construct ...
CommunityBot
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9
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1
answer
6k
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Using Fieller's theorem to calculate the confidence interval of a ratio (paired measurements)
If you have two means (with their own confidence intervals) and want to represent them as a ratio, how do calculate the confidence interval for the ratio?
An answer that was given to me, mentions ...
- 84k
8
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0
answers
291
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Confidence interval for a linear combination of $\mu$ and $\sigma$
Given $n$ independent observations $X_1,X_2,\ldots X_n\sim\mathcal{N}(\mu,\sigma^2)$, where both the variance and the mean are unknown. How can I write down a confidence interval for $\mu+c\sigma$, ...
- 138k
8
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4k
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Confidence interval for the restricted mean in survival analysis
What is the recommended way of calculating confidence intervals for the restricted mean in survival analysis? Here are some example data, taken from the paper
Chris Barker (2009), The Mean, Median, ...
- 2,662
7
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0
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758
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How to explain the difference between confidence and credible interval?
The key difference between Bayesian statistical inference and frequentist statistical methods concerns the nature of the unknown parameters that you are trying to estimate. In the frequentist ...
- 109k
7
votes
0
answers
311
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BCA bootstrap intuition
The papers below claims that BCa bootstrap improves bootstrap estimate accuracy over standard quantile bootstrapping, I think by adjusting for the underlying distribution's skew and bias. I am looking ...
- 84k
7
votes
1
answer
167
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Predictive Accuracy of a Survival Model using Concordance
Is there a preferred approach for evaluating the predictive power of a survival regression model (e.g., Weibull Accelerated Failure Time)? The metric of choice, for now, is concordance or c-index. I'm ...
- 108k
7
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2
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2k
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Standard Error of the cumulative value for time series
I have two time series, as in the picture below. The data was gathered experimentally. A practical example could be a measured mass flow rate, where I measure the mass flow rate over a certain time ...
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