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42
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5 answers

What exactly is a Bayesian model?

Can I call a model wherein Bayes' Theorem is used a "Bayesian model"? I am afraid such a definition might be too broad. So what exactly is a Bayesian model?
Sibbs Gambling
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42
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3 answers

Latent Class Analysis vs. Cluster Analysis - differences in inferences?

What are the differences in inferences that can be made from a latent class analysis (LCA) versus a cluster analysis? Is it correct that a LCA assumes an underlying latent variable that gives rise to the classes, whereas the cluster analysis is an…
Brian P
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42
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1 answer

Why is the sampling distribution of variance a chi-squared distribution?

The statement The sampling distribution of the sample variance is a chi-squared distribution with degree of freedom equals to $n-1$, where $n$ is the sample size (given that the random variable of interest is normally distributed). Source My…
42
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2 answers

How trustworthy are the confidence intervals for lmer objects through effects package?

Effects package provides a very fast and convenient way for plotting linear mixed effect model results obtained through lme4 package. The effect function calculates confidence intervals (CIs) very quickly, but how trustworthy are these confidence…
Mikko
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42
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1 answer

Proof that the coefficients in an OLS model follow a t-distribution with (n-k) degrees of freedom

Background Suppose we have an Ordinary Least Squares model where we have $k$ coefficients in our regression model, $$\mathbf{y}=\mathbf{X}\mathbf{\beta} + \mathbf{\epsilon}$$ where $\mathbf{\beta}$ is an $(k\times1)$ vector of coefficients,…
Garrett
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42
votes
14 answers

References for survival analysis

I am looking for a good book/tutorial to learn about survival analysis. I am also interested in references on doing survival analysis in R.
MarkSAlen
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41
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3 answers

What is the meaning of a confidence interval taken from bootstrapped resamples?

I've been looking at numerous questions on this site regarding bootstrapping and confidence intervals, but I'm still confused. Part of the reason for my confusion is probably that I'm not advanced enough in my statistics knowledge to understand a…
iarwain
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41
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4 answers

McFadden's Pseudo-$R^2$ Interpretation

I have a binary logistic regression model with a McFadden's pseudo R-squared of 0.192 with a dependent variable called payment (1 = payment and 0 = no payment). What is the interpretation of this pseudo R-squared? Is it a relative comparison for…
Matt Reichenbach
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41
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4 answers

How can SVM 'find' an infinite feature space where linear separation is always possible?

What is the intuition behind the fact that an SVM with a Gaussian Kernel has infinite dimensional feature space?
user36162
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41
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2 answers

Mixed Effects Model with Nesting

I have data collected from an experiment organized as follows: Two sites, each with 30 trees. 15 are treated, 15 are control at each site. From each tree, we sample three pieces of the stem, and three pieces of the roots, so 6 level 1 samples per…
Erik
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41
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8 answers

Looking for a good and complete probability and statistics book

I never had the opportunity to visit a stats course from a math faculty. I am looking for a probability theory and statistics book that is complete and self-sufficient. By complete I mean that it contains all the proofs and not just states results.…
Julian Karch
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41
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1 answer

Does down-sampling change logistic regression coefficients?

If I have a dataset with a very rare positive class, and I down-sample the negative class, then perform a logistic regression, do I need to adjust the regression coefficients to reflect the fact that I changed the prevalence of the positive…
Zach
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41
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8 answers

Why is Entropy maximised when the probability distribution is uniform?

I know that entropy is the measure of randomness of a process/variable and it can be defined as follows. for a random variable $X \in$ set $A$ :- $H(X)= \sum_{x_i \in A} -p(x_i) \log (p(x_i)) $. In the book on Entropy and Information Theory by…
user76170
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41
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4 answers

Good methods for density plots of non-negative variables in R?

plot(density(rexp(100)) Obviously all density to the left of zero represents bias. I'm looking to summarize some data for non-statisticians, and I want to avoid questions about why non-negative data has density to the left of zero. The plots are…
generic_user
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41
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1 answer

Are there statistical lessons from the "Bible Code" episode

Although this question is somewhat subjective, I hope it qualifies as a good subjective question according to the faq guidelines. It is based on a question that Olle Häggström asked me a year ago and although I have some thoughts about it I do not…
Gil Kalai
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