Unanswered Questions
3,953 questions with no upvoted or accepted answers
14
votes
1
answer
952
views
Bound the difference between Spearman's Correlation and Kendall's Correlation
I am trying to prove or disprove that the difference between Spearman's Correlation and Kendall's Correlation is no more than 1 (or less, the tighter the merrier).
I am assuming there are no ties.
...
CommunityBot
- 1
9
votes
0
answers
1k
views
Correlation coefficient on binary variables
I have two binary variables and want to test their association. From what I've read I need to use the chi-squared ($χ^2$) test. The measure of their association is then described through the Phi ...
- 111
9
votes
0
answers
318
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Theory of correlation and weighing when ensembling models
I'm ensembling models together to improve the overall performance. At the moment, I'm weighing each model by its performance under cross-validation, and this works reasonably well.
Clearly the best ...
- 12.9k
9
votes
0
answers
426
views
Copulas for generating uniform random variables with correlations
I want to generate uniform random variables which have a correlation structure defined by a graph i.e. a variable is only correlated with its neighbors in the graph and is uncorrelated with the rest ...
- 545
9
votes
1
answer
7k
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Polychoric PCA and component loadings in Stata
I’m using Stata 12.0, and I’ve downloaded the polychoricpca command written by Stas Kolenikov, which I wanted to use with data that includes a mix of categorical ...
CommunityBot
- 1
8
votes
0
answers
612
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Dealing with dependent data in a Bayesian model
Background: Consider a series of dependent data points,
$$ y_1,y_2,y_3,\cdots,y_N.
$$
In cases where the dependence is well described by an exponentially decaying
auto-correlation function, it is ...
- 6,609
8
votes
0
answers
4k
views
Assumptions of correlation test vs regression slope test (significance testing)
If my understanding is correct, then
the test on a regression slope in a simple bivariate regression - i.e. the test of $\mathcal{H}_0$: $b = 0$ in $Y' = a + bX$
and
the test of a correlation, i.e. $\...
- 70.4k
8
votes
0
answers
652
views
Calculate goodness-of-fit (with deviance) to compare averaged models?
I need to compare the goodness of fit of several averaged logistic regression models by calculating the deviance explained. I'm using the MuMIn package in R to ...
CommunityBot
- 1
8
votes
0
answers
439
views
Conditional probability update for correlated Poisson variables
Some background:
I am trying to estimate the number of failures in two related machine populations. I model machine failures in a year as a correlated Poisson process as such:
$Y_0,\ Y_1$ and $Y_2$ ...
- 32.1k
7
votes
1
answer
2k
views
Overfitting a neural network to a single batch as a sanity check - how small a loss value is small enough and long to run for?
I'm currently developing a neural network for a regression task. Following on from the advice given in places like here, here, and here I'm attempting to overfit my model to a single batch of 5 ...
CommunityBot
- 1
7
votes
0
answers
209
views
When is this effect size for chi-squared appropriate?
A paper I am reviewing contains the following measure of effect size for chi-squared
$r = \sqrt{\frac{\chi^2_{obs}}{df+2}}$
where $\chi^2_{obs}$ is observed chi-squared and $df$ is its associated ...
7
votes
0
answers
182
views
Identifying non-linearities in relationship between variables
Logistic regression is often used to identify the effect of $x$ on a binary variable $y$ after adjusting for potential confounders $x_1,...,x_n$. In the medical literature, I will sometimes encounter ...
- 532
7
votes
0
answers
2k
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What are the differences between HC estimators and their small sample properties?
I am currently using R to run regression with the following code:
...
- 468
6
votes
0
answers
78
views
Before using CV-selected Regression model for Inference, shouldn't model performance be evaluated on unused test set?
I just came across a biokinesiology paper that used some Machine Learning methods, but I think there is a flaw in their methodology.
The authors had data on stroke patients and used Lasso regression ...
- 557
6
votes
0
answers
150
views
using `lmer` to fit the linear mixed effects models
Edit: I know some people vote this question is off-topic since it is more like a Cross Validated question. However, I am not here to ask about the coding thing (but I might word in the wrong way). I ...
- 135k