Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [local-statistics]

13 questions
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Difference between local regression and moving average for smoothing

Typically, local regression (loess / lowess) is used to create smooth plots. Assuming the points are equidistant along the X axis, what's the advantage of using local regression compared to a simple moving average with an appropriate window size…
max
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When do we use local alternatives?

I am trying to get a better grasp of the local asymptotic framework, i.e. for parameter sequences of the form: $$\theta_n = \theta_0 + \frac{h}{\sqrt{n}} $$ Where $n$ denotes sample size and $\theta_n$ corresponds to a sequence of probability…
Matthias Schmidtblaicher
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Combining many small regressions to answer question "what was most related?"

I have an interesting data set for which I want to answer the question: Question How do I rank consumption of a key resource from my data set. I am not interested in predicting, rather measuring relative consumption of a resource. Ideally I would…
zlooop
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Two significant covariates in coxph analysis: exploring whether the two covariates interact significantly

I am using R 2.15.2 GUI1.53 64-bit on MacOSX 10.5.8 to perform these analyses. I am a molecular biologist by training, not a statistician, so all this analysis represents my own bootstrapped learning and I may have lots of follow-up questions. I am…
user21068
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Detecting outstanding events

Possible Duplicate: Simple algorithm for online outlier detection of a generic time series Observing the time series data I noticed there are some outstanding peaks (the picture below). I would like to automatically find out which on which…
niko
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Moving window PCA vs local PCA vs kernel PCA vs rolling PCA

All all these terms mean the same thing? Are there other terms for MWPCA? Are there any decent online references to theory and applications? Which term is most popular (if they are equivalent)? I'm asking in the context of article search in Google…
Oleg Melnikov
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Implementation of time-varying coefficients model for Cox regression

I would like to implement the time-varying coefficients model (cf. Fan and Zhang, 1999) for a Cox proportional hazards model, as proposed by Cai and Sun (2003), and studied by Tian, Zucker and Wei (2005). This is a somewhat under-appreciated…
user36302
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What is the standard results from density estimation?

Below comes from "Ruppert and Wand, Multivariate Locally weighted least squares regression, 1994, p.7 or p.1352 in the Journal" This is about using Kernel function. But I don't know what 'the standard results from density estimation' is.
kurtkim
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Local linear regression: number of grid points?

Local linear regression is a popular tool. How can one choose the number of grid points for which to estimate the unknown function on?
Kian
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Validity of local auto-correlation in the presence of global auto-correlation

I'm just wondering if someone could clarify something for me regarding spatial auto-correlation. I've been reading up on Moran's I (global and local) and Gi* statistics, and saw that at the end of Anselin (1995) he writes Firstly, the LISA…
KaanKaant
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Partitioning Spatial Dependence?

So, I have a group of nations that exhibit global spatial dependence. I want to partition the nations into groups so that, at an intuitive level at least, the "sum of the spatial dependence within each group" or some similar measure is maximized.…
LJB
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fast distance metric between a new data entry and available clusters of data

Assume we divide a large data set D into m different partitions of data in a distributed learning case. We do the training in the clusters and they are local experts. Now, we have some new test points that we want to assign to the partitions and…
Ham82
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How to interpret big data models with poor local prediction

Dear big data experts, I’ve been confused with how to think about machine learning models trained through population-level big data that could not make good predictions at the individual level. I recently conducted a logistic regression on around 1…
Lily
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