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1500 questions
42
votes
4 answers
When to use fixed effects vs using cluster SEs?
Suppose you have a single cross-section of data where individuals are located within groups (e.g. students within schools) and you wish to estimate a model of the form Y_i = a + B*X_i where X is a vector of individual level characteristics and a a…
QuestionAnswer
- 553
42
votes
3 answers
Regression coefficients that flip sign after including other predictors
Imagine
You run a linear regression with four numeric predictors (IV1, ..., IV4)
When only IV1 is included as a predictor the standardised beta is +.20
When you also include IV2 to IV4 the sign of the standardised regression coefficient of IV1…
Jeromy Anglim
- 44,984
42
votes
1 answer
What is the standard error of the sample standard deviation?
I read from there that the standard error of the sample variance is
$$SE_{s^2} = \sqrt{\frac{2 \sigma^4}{N-1}}$$
What is the standard error of the sample standard deviation?
I'd be tempted to guess and say that $SE_{s} = \sqrt{SE_{s^2}}$ but I am…
Remi.b
- 5,112
42
votes
3 answers
What is compound symmetry in plain english?
I recently realized that a mixed-model with only subject as a random factor and the other factors as fixed factors is equivalent to an ANOVA when setting the correlational structure of the mixed model to compound symmetry.
Therefore I would like to…
Henrik
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42
votes
10 answers
Are your chances of dying in a plane crash reduced if you fly direct?
I recently had a disagreement with a friend about minimizing the chance of dying in a plane due to a crash. This is a rudimentary statistics question.
He stated that he prefers to fly direct to a destination, as it decreases the probability that he…
Kyle
- 531
42
votes
4 answers
When is the bootstrap estimate of bias valid?
It is often claimed that bootstrapping can provide an estimate of the bias in an estimator.
If $\hat t$ is the estimate for some statistic, and $\tilde t_i$ are the bootstrap replicas (with $i\in\{1,\cdots,N\}$), then the bootstrap estimate of bias…
Bootstrapped
- 421
42
votes
3 answers
Creating a "certainty score" from the votes in random forests?
I am looking to train a classifier that will discriminate between Type A and Type B objects with a reasonably large training set of approximately 10,000 objects, about half of which are Type A and half of which are Type B. The dataset consists of…
ialm
- 1,827
42
votes
3 answers
MSE decomposition to Variance and Bias Squared
In showing that MSE can be decomposed into variance plus the square of Bias, the proof in Wikipedia has a step, highlighted in the picture. How does this work? How is the expectation pushed in to the product from the 3rd step to the 4th step? If the…
statBeginner
- 1,581
42
votes
1 answer
Detecting Outliers in Time Series (LS/AO/TC) using tsoutliers package in R. How to represent outliers in equation format?
Comments:
Firstly I would like to say a big thank you to the author of the new tsoutliers package which implements Chen and Liu's time series outlier detection which was published in the Journal of the American Statistical Association in 1993 in…
forecaster
- 8,145
42
votes
3 answers
Is Kolmogorov-Smirnov test valid with discrete distributions?
I'm comparing a sample and checking whether it distributes as some, discrete, distribution. However, I'm not enterily sure that Kolmogorov-Smirnov applies. Wikipedia seems to imply it does not. If it does not, how can I test the sample's…
Wilhelm
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41
votes
2 answers
How does Factor Analysis explain the covariance while PCA explains the variance?
Here is a quote from Bishop's "Pattern Recognition and Machine Learning" book, section 12.2.4 "Factor analysis":
According to the highlighted part, factor analysis captures the covariance between variables in the matrix $W$. I wonder HOW?
Here is…
avocado
- 3,581
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- 49
41
votes
2 answers
Am I creating bias by using the same random seed over and over?
In almost all of the analysis work that I've ever done I use:
set.seed(42)
It's an homage to Hitchhiker's Guide to the Galaxy. But I'm wondering if I'm creating bias by using the same seed over and over.
Brandon Bertelsen
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41
votes
2 answers
When do Poisson and negative binomial regressions fit the same coefficients?
I’ve noticed that in R, Poisson and negative binomial (NB) regressions always seem to fit the same coefficients for categorical, but not continuous, predictors.
For example, here's a regression with a categorical…
half-pass
- 3,740
41
votes
4 answers
Difference between longitudinal design and time series
What is/are the difference(s) between a longitudinal design and a time series?
DrWho
- 939
41
votes
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
- 291