0
votes
1answer
7 views
Support Vector Machines and Recommender Algorithms
The recommendation problem is this:
Suppose that we have a matrix whose columns are items (e.g., movies) and whose rows are users. A small part of the matrix is filled with rating values. That is ...
0
votes
0answers
9 views
Quadratic programming when the matrix is not positive definite
http://cran.r-project.org/web/packages/quadprog/quadprog.pdf
R package quadprog seems to be able to solve the quadratic programming problem only when the matrix ...
0
votes
0answers
14 views
Forward stepwise regression procedure: application to panel data
I am in the process of evaluating the importance of some factors in predicting stock returns. In this context, I would like to implement the forward stepwise regression methodology. My dataset is ...
0
votes
1answer
19 views
degrees of freedom in ARIMA model
I estimated parameters of an ARIMA model by arima function in R and I calculeted t ratios or t statistics for each parameter. Now I want to find p values for t test, what is my degree of freedom? is ...
2
votes
1answer
19 views
In which situation does the log-rank test have low power?
This question is complementary to question 1 asked by @Jesse here. It is about the case when we don't find a significant result when performing the log-rank test and when the proportional hazard ...
1
vote
0answers
30 views
Gamma and exponential distributions
Could someone please clarify for me the support of the gamma distribution?
According to Wikipedia (and other sources), the gamma distribution is only supported for $x>0$. However, according to ...
1
vote
0answers
20 views
Should percentiles of one set of samples from a distribution wrt another set be uniformly distributed?
I'd like to pose the following question which for some reason is proving to be unclear to me.
Assume we have the Normal distribution, mean 0, sd 1. Let's say we take 1000 samples from it; call them ...
2
votes
0answers
27 views
Averaging Correlations
I am working with patient experience data where patients answer questions regarding their stay at the hospital. Each question is then given a correlation value as it relates to the final "overall ...
0
votes
0answers
13 views
Algorithm for a 5 star rating system
I'm creating a reporting tool that produces a data set and calculates a metric for each item in the data set. I have two algorithms that I'm working with: an algorithm that produces the metric and an ...
3
votes
1answer
34 views
Understanding the variance of random effects in lmer() models
I'm having trouble understanding the output of my lmer() model. It is a simple model of an outcome variable (Support) with varying State intercepts / State random ...
3
votes
0answers
21 views
Contours containing a given fraction of $(x,y)$ points
I often need make $(x,y)$ scatter plots that have many ($>10^5$) points. I've experimented with different ways of representing this many points that capture the distribution while getting around ...
0
votes
0answers
21 views
Analysis of negative binomial distributions using glm.nb() in R
I have observations of four different groups of people. The dependent variable are count data (medical emergencies in the past 2 months). For each group, the dependent variable follows a negative ...
1
vote
0answers
16 views
Time series forecast by Principal Component Analysis
Suppose that I have a series of $M$ time-observations of $N$ "quantities" $z_1(t_1),...,z_1(t_M)$, ..., $z_N(t_1),...,z_N(t_M)$. I want to estimate the values of $z_1(t_{M+1}),...,z_N(t_{M+1})$. This ...
1
vote
1answer
29 views
Negative binomial - likelihood ratio and likelihood ratio chi-squared
I ran a hierarchical negative binomial regression analysis, and got information relative to the log likelihood and likelihood ratio chi-squared in the output. I have the following questions regarding ...
0
votes
0answers
6 views
Fieller's Theorem Degrees of Freedom
In a previous question I was trying to figure out how to compute the ratio of confidence intervals. Having come to the conclusion that the correct way to do this is Fieller's Theorem, I realize I'm ...
