Statistical Analysis Stack Exchange
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1500 questions
34
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3 answers

Why could centering independent variables change the main effects with moderation?

I have a question related to multiple regression and interaction, inspired by this CV thread: Interaction term using centered variables hierarchical regression analysis? What variables should we center? When checking for a moderation effect I do…
Marc Schubert
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2 answers

lme and lmer comparison

I was wondering if anyone could enlighten me on the current differences between these two functions. I found the following question: How to choose nlme or lme4 R library for mixed effects models?, but that dates from a couple of years ago. That's a…
Hong Ooi
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4 answers

When to log transform a time series before fitting an ARIMA model

I have previously used forecast pro to forecast univariate time series, but am switching my workflow over to R. The forecast package for R contains a lot of useful functions, but one thing it doesn't do is any kind of data transformation before…
Zach
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34
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3 answers

PCA on correlation or covariance: does PCA on correlation ever make sense?

In principal component analysis (PCA), one can choose either the covariance matrix or the correlation matrix to find the components (from their respective eigenvectors). These give different results (PC loadings and scores), because the eigenvectors…
Lucozade
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2 answers

What are the assumptions of negative binomial regression?

I'm working with a large data set (confidential, so I can't share too much), and came to the conclusion a negative binomial regression would be necessary. I've never done a glm regression before, and I can't find any clear information about what the…
Carly
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34
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4 answers

Difference between binomial, negative binomial and Poisson regression

I am looking for some information about the difference between binomial, negative binomial and Poisson regression and for which situations are these regression best fitted. Are there any tests I can perform in SPSS that can tell me which of these…
IvLi
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34
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3 answers

Why is a sample covariance matrix singular when sample size is less than number of variables?

Let's say I have a $p$-dimensional multivariate Gaussian distribution. And I take $n$ observations (each of them a $p$-vector) from this distribution and calculate the sample covariance matrix $S$. In this paper, the authors state that the sample…
user34790
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2 answers

What's the difference between "deep learning" and multilevel/hierarchical modeling?

Is "deep learning" just another term for multilevel/hierarchical modeling? I'm much more familiar with the latter than the former, but from what I can tell, the primary difference is not in their definition, but how they are used and evaluated…
user4733
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34
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7 answers

Good sources for learning Markov chain Monte Carlo (MCMC)

Any suggestions for a good source to learn MCMC methods?
dram
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34
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3 answers

What distribution does my data follow?

Let us say that I have 1000 components and I have been collecting data on how many times these log a failure and each time they logged a failure, I am also keeping track of how long it took my team to fix the problem. In short, I have been recording…
Legend
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34
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3 answers

What does the logit value actually mean?

I have a logit model that comes up with a number between 0 and 1 for many cases, but how can we interprete this? Lets take a case with a logit of 0.20 Can we assert that there is 20% probability that a case belongs to group B vs group A? is that…
Dez
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34
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9 answers

What is the difference between an estimator and a statistic?

I learned that a statistic is an attribute you can obtain from samples.Taking many samples of same size, calculating this attribute for all of them and plotting the pdf, we get the distribution of the corresponding attribute or the distribution of…
gutto
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34
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8 answers

Intuitive explanation of "Statistical Inference"

What is the cleanest, easiest way to explain someone the concept of Inference? What does it intuitively mean? How would you go to explain it to the layperson, or to a person who has studied a very basic probability and statistics course? something…
Pluviophile
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34
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2 answers

How to statistically compare the performance of machine learning classifiers?

Based on estimated classification accuracy, I want to test whether one classifier is statistically better on a base set than another classifier . For each classifier, I select a training and testing sample randomly from the base set, train the…
entropy
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8 answers

Variance of a bounded random variable

Suppose that a random variable has a lower and an upper bound [0,1]. How to compute the variance of such a variable?
Piotr
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