Unanswered Questions
8,992 questions with no upvoted or accepted answers
20
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Implementation of CoVaR (a systemic risk measure) in R
I'm trying to estimate CoVaR using bivariate DCC GARCH in R. The concept of CoVaR is the dependence adjusted of VaR, which was first introduced by Adrian and Brunnermeier (2011). However, this ...
14
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2k
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Negative deviance explained by GAM with betareg in R
I am fitting the following model in "mgcv" package in R using option family=betar to predict a percentage cover response variable (...
11
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1
answer
6k
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Generalized additive model: choosing between cubic and thin-plate splines
I am using the gam function (from the mgcv package) to model a continuous response (a soil nutrient) in relation to a continuous ...
11
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1
answer
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How to test for the difference in skewness of two samples?
I have two samples. From looking at their densities, one appears symmetrical and the other from some right-tailed distribution. I would like to test that the two do not have the same skewness (...
11
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1
answer
745
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Hypergeometric: how do I construct a credibility interval around K (population successes) in R?
I have a problem for which I believe I should use the hypergeometric distribution, but I can't figure out how to do it in R.
Say I have a bag of marbles with known number ($N$) of marbles, but the ...
10
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0
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744
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Errors-in-Variables model for logistic regression
Simple question: I am familiar (though don't have tons of experience) with errors-in-variables regression. From what I have seen, this mostly is used with continuous outcomes in a linear model.
A) Is ...
10
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"weight" input in glm.nb function in R. How exactly does the weight affect the likelihood?
I would like to understand how the weight argument of glm.nb is affecting the likelihood function.
I understand that glm.nb find ...
10
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2
answers
2k
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Random Forest: Class specific feature importance
I'm using the bigrf R-package to analyse a dataset with ca. 50.000 observations x 120 variables, classified into two groups.
After growing a forest of 1000 trees, ...
9
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Singular fit with simplest random structure in lmer (lme4), is a Bayesian approach the only option?
I'm running a mixed model with the lmer function from the lme4 package in R and ran into some issues with singular fits. I get the warning message 'singular fit', ...
9
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0
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786
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The Regularization Path for Smoothing Splines
I've got a potentially interesting question. Does anyone know if R already has a package for calculating the entire regularization path of the smoothing spline?
That is, for:
$$\hat{f}_{\lambda}=...
9
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2k
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When and why do I have to use "trait" for multinomial multilevel models with MCMCglmm in R?
I want to estimate a multilevel multinomial logit model but I am struggling with the terminology and notation used by the R-package MCMCglmm. There is documentation ...
9
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3
answers
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Should I control for random effects of participant in an individual differences design?
I'm trying to analyse a survey study in which I'm interested in the way that individual differences between my participants influence how they respond to my stimuli. The stimuli are pieces of writing ...
9
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4k
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Appropriate negative eigenvalue correction for PCoA of genetic distances
I am trying to find the best way to represent genetic distances in a plane so that they may use them as response variables in canonical redundancy analysis (using ...
9
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0
answers
3k
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Hyper-prior for negative binomial in hierarchical model using JAGS/BUGS
Below I'm using a negative binomial because it is more flexible than a simple poisson model. The data are counts $y$ of events for 16 individuals $x$. There are 14 counts (i.e. counting periods) for ...
9
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0
answers
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Get canonical loadings (i.e. scores) from weights in r package PMA
I want to perform regularized canonical correlation between two matrices with more variables than observations (same subjects), one of which is very large (~18000 columns). The only r package that ...