Newest Questions
219,178 questions
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Isn’t this textbook example of Bayes theorem wrong?
I think that this formulation of Bayes Theorem is wrong, even though it is in a textbook. Shouldn’t both instances of P(B) actually be ...
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26
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How should the residuals in nonlinear least squares minimization be scaled so that the estimator is unbiased?
In Deming regression we assume that pair of true values $(x_i^*,y_i^*)$ form a line:
$$
y_i^* = \alpha + \beta x_i^*
$$
Further assume that the measurement process introduces normaly distributed noise ...
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How can I find the scaling of the residuals in a nonlinear parameter estimation?
Consider a point, $(x_p,0)$, being observed at an angle $\theta_i$ from an instrument positioned at $(x_i,y_i)$ for i = 1, 2, .. n:
The angle measurement from the instrument has a bias and the ...
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3
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Local interpretation of predictions from joint models for longitudinal and survival data
I’m currently working in a survival analysis setting with the goal of risk prediction.
In earlier work, I used static (baseline) covariates together with Random Forest–based survival models, and I ...
- 31
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What formula for probaility / likelihood can be formed from proportional likelihood for two populations? [closed]
The likelihood of event X happening for someone in population A is 3 times more likely than event X for happening in population B"
Let's say we're given some data where that event happening was ...
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Approaching time series forecasting on estimated data [closed]
I’m working on a monthly forecasting problem at CCU (product–market) level and would really value expert feedback on whether my approach so far is sound, and how best to proceed with modeling.
What I’...
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2
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100
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Outlier tests for time-series data: difference among methods?
I'm working with big data time-series and am trying to detect outliers. Upon my research I've come across a variety of different simple methods (e.g. here and here) and I'm trying to understand the ...
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Can I use baseline data to create a no-treatment control period in a single-arm trial? (And would a piecewise linear mixed model be appropriate?)
THE QUESTION: I know the RCTs are the gold standard when it comes to identifying a treatment effect. In the case of observational, longitudinal data that has already been collected (and therefore ...
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28
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Counting process modelling of time to n-th event in a sequence of multiple ordered events
I am working on a data set of attendances to the hospital where I work. The unit of observation is the attendance, with some subjects having more than one attendance. For each attendance we observe ...
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151
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Understanding logistic regression modeling for Lichess's accuracy calculations
I'm trying to understand how Lichess.org has devised their model for calculating the accuracy of a particular chess move given how it changes the evaluation of the position by a chess engine (the ...
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Should Random‑Effects True Values Be Regenerated Across Replications in Simulation Studies?
I'm running a simulation study with multiple replications. The goal is to analyze the recovery of the random-effects parameters of a statistical model. The random‑effects parameters vary across ...
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Why do Random Forest feature importance, permutation importance, and SHAP produce different feature rankings, and which one should be trusted? [closed]
I am analyzing feature importance for a supervised classification problem using a Random Forest model. I evaluated feature importance using three commonly used approaches:
Built-in Random Forest ...
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21
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How to force rms::redun to treat spline interaction terms as a single chunk? [closed]
I am performing a redundancy analysis using rms::redun() in R. My model includes an interaction between a binary treatment variable and a restricted cubic spline of a continuous variable: treatment * ...
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Approximating the entropy rate
Context
I want to estimate the quality of a hardware TRNG with, say, 8-bit counter outputs. A first approximation is to assume i.i.d., but that may be too optimistic. A second approximation is to ...
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Fast Approximate Transform of T Distribution to Normal
The exact transformation via quantiles is slow
$$Z = \Phi^{-1}\!\left(F_{t_\nu}(T)\right)$$
A good approximation for fixed $\nu$ (optionally, cubic term could be added, it will be even better).
$$Z = ...
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