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1500 questions
78
votes
6 answers

Does no correlation imply no causality?

I know that correlation does not imply causality but does an absence of correlation imply absence of causality?
user2088176
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78
votes
4 answers

What is the difference between R functions prcomp and princomp?

I compared ?prcomp and ?princomp and found something about Q-mode and R-mode principal component analysis (PCA). But honestly – I don't understand it. Can anybody explain the difference and maybe even explain when to apply which?
hans0l0
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78
votes
3 answers

When to use generalized estimating equations vs. mixed effects models?

I have been quite happily using mixed effects models for a while now with longitudinal data. I wish I could fit AR relationships in lmer (I think I'm right that I can't do this?) but I don't think it's desperately important so I don't worry too…
Chris Beeley
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78
votes
21 answers

Free resources for learning R

I'm interested in learning R on the cheap. What's the best free resource/book/tutorial for learning R?
Yahel
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77
votes
10 answers

What are the major philosophical, methodological, and terminological differences between econometrics and other statistical fields?

Econometrics has substantial overlap with traditional statistics, but often uses its own jargon about a variety of topics ("identification," "exogenous," etc.). I once heard an applied statistics professor in another field comment that frequently…
Ari B. Friedman
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77
votes
3 answers

Why do neural network researchers care about epochs?

An epoch in stochastic gradient descent is defined as a single pass through the data. For each SGD minibatch, $k$ samples are drawn, the gradient computed and parameters are updated. In the epoch setting, the samples are drawn without…
Sycorax
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77
votes
5 answers

Understanding the role of the discount factor in reinforcement learning

I'm teaching myself about reinforcement learning, and trying to understand the concept of discounted reward. So the reward is necessary to tell the system which state-action pairs are good, and which are bad. But what I don't understand is why the…
Karnivaurus
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77
votes
10 answers

What is wrong with extrapolation?

I remember sitting in stats courses as an undergrad hearing about why extrapolation was a bad idea. Furthermore, there are a variety of sources online which comment on this. There's also a mention of it here. Can anyone help me understand why…
AGUY
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77
votes
6 answers

Variable selection for predictive modeling really needed in 2016?

This question has been asked on CV some yrs ago, it seems worth a repost in light of 1) order of magnitude better computing technology (e.g. parallel computing, HPC etc) and 2) newer techniques, e.g. [3]. First, some context. Let's assume the goal…
77
votes
2 answers

How to normalize data between -1 and 1?

I have seen the min-max normalization formula but that normalizes values between 0 and 1. How would I normalize my data between -1 and 1? I have both negative and positive values in my data matrix.
covfefe
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77
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4 answers

What's so 'moment' about 'moments' of a probability distribution?

I KNOW what moments are and how to calculate them and how to use the moment generating function for getting higher order moments. Yes, I know the math. Now that I need to get my statistics knowledge lubricated for work, I thought I might as well ask…
PhD
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77
votes
2 answers

ImageNet: what is top-1 and top-5 error rate?

In ImageNet classification papers top-1 and top-5 error rates are important units for measuring the success of some solutions, but what are those error rates? In ImageNet Classification with Deep Convolutional Neural Networks by Krizhevsky et al.…
76
votes
1 answer

Impractical question: is it possible to find the regression line using a ruler and compass?

The ancient greeks famously sought to construct geometrical relationships using only a ruler and a compass. Given a set of points in a two dimensional plane, is it possible to find the OLS line using only such instruments? This question has…
Pablo Derbez
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76
votes
7 answers

Do not vote, one vote will not reverse election results. What is wrong with this reasoning?

Do not vote, one vote will not reverse the election result. What's more, the probability of injury in a traffic collision on the way to the ballot box is much higher than your vote reversing the election result. What is even more, the…
Przemyslaw Remin
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76
votes
5 answers

Central limit theorem for sample medians

If I calculate the median of a sufficiently large number of observations drawn from the same distribution, does the central limit theorem state that the distribution of medians will approximate a normal distribution? My understanding is that this is…