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Tags
list
113
1
null
null
11
484
I have been looking into theoretical frameworks for method selection (note: not model selection) and have found very little systematic, mathematically-motivated work. By 'method selection', I mean a framework for distinguishing the appropriate (or better, optimal) method with respect to a problem, or problem type. What...
What are some good frameworks for method selection?
CC BY-SA 2.5
null
2010-07-19T20:54:23.200
2010-10-08T23:57:02.170
2010-07-21T15:44:07.450
39
39
[ "machine-learning", "methodology", "mathematical-statistics" ]
114
1
null
null
35
1667
What statistical research blogs would you recommend, and why?
What statistical blogs would you recommend?
CC BY-SA 3.0
null
2010-07-19T21:00:53.077
2016-10-13T15:18:29.730
2016-10-13T15:18:29.730
28666
8
[ "references" ]
115
2
null
103
1
null
[We Love Datavis](http://datavis.tumblr.com/), a data visualization tumblog.
null
CC BY-SA 3.0
null
2010-07-19T21:01:35.757
2012-10-24T15:02:27.243
2012-10-24T15:02:27.243
615
127
null
116
2
null
114
12
null
Cosma Shalizi's [blog](http://www.cscs.umich.edu/~crshalizi/weblog/), often talks about statistics, and is always interesting.
null
CC BY-SA 2.5
null
2010-07-19T21:04:16.080
2010-07-19T21:04:16.080
null
null
72
null
117
2
null
114
25
null
[http://www.r-bloggers.com/](http://www.r-bloggers.com/) is an aggregated blog from lots of blogs that talk about statistics using R, and the [#rstats](http://search.twitter.com/search?q=%23rstats) hashtag on twitter is also helpful. I write quite a bit about [statistics and R in genetics research](http://gettinggeneti...
null
CC BY-SA 2.5
null
2010-07-19T21:04:24.283
2010-07-20T15:13:37.983
2010-07-20T15:13:37.983
36
36
null
118
1
151
null
548
307338
In the definition of standard deviation, why do we have to square the difference from the mean to get the mean (E) and take the square root back at the end? Can't we just simply take the absolute value of the difference instead and get the expected value (mean) of those, and wouldn't that also show the variation of the...
Why square the difference instead of taking the absolute value in standard deviation?
CC BY-SA 3.0
null
2010-07-19T21:04:39.057
2022-11-23T10:16:14.803
2021-01-19T20:58:21.960
919
83
[ "standard-deviation", "definition", "absolute-value", "faq" ]
119
2
null
118
9
null
There are many reasons; probably the main is that it works well as parameter of normal distribution.
null
CC BY-SA 3.0
null
2010-07-19T21:11:44.797
2013-04-27T14:09:42.487
2013-04-27T14:09:42.487
null
null
null
120
2
null
118
98
null
One way you can think of this is that standard deviation is similar to a "distance from the mean". Compare this to distances in euclidean space - this gives you the true distance, where what you suggested (which, btw, is the [absolute deviation](http://en.wikipedia.org/wiki/Average_absolute_deviation)) is more like a...
null
CC BY-SA 2.5
null
2010-07-19T21:14:07.983
2010-07-19T21:14:07.983
null
null
41
null
121
2
null
118
155
null
The squared difference has nicer mathematical properties; it's continuously differentiable (nice when you want to minimize it), it's a sufficient statistic for the Gaussian distribution, and it's (a version of) the L2 norm which comes in handy for proving convergence and so on. The mean absolute deviation (the absolute...
null
CC BY-SA 2.5
null
2010-07-19T21:14:25.407
2010-07-19T21:14:25.407
null
null
61
null
123
2
null
118
21
null
Squaring the difference from the mean has a couple of reasons. - Variance is defined as the 2nd moment of the deviation (the R.V here is $(x-\mu)$) and thus the square as moments are simply the expectations of higher powers of the random variable. - Having a square as opposed to the absolute value function gives a ni...
null
CC BY-SA 3.0
null
2010-07-19T21:15:20.917
2017-04-20T00:53:18.180
2017-04-20T00:53:18.180
5176
130
null
124
1
null
null
33
2018
I'm a programmer without statistical background, and I'm currently looking at different classification methods for a large number of different documents that I want to classify into pre-defined categories. I've been reading about kNN, SVM and NN. However, I have some trouble getting started. What resources do you recom...
Statistical classification of text
CC BY-SA 2.5
null
2010-07-19T21:17:30.543
2018-12-30T19:39:56.940
2010-07-21T22:17:00.927
null
131
[ "classification", "information-retrieval", "text-mining" ]
125
1
null
null
245
148505
Which is the best introductory textbook for Bayesian statistics? One book per answer, please.
What is the best introductory Bayesian statistics textbook?
CC BY-SA 2.5
null
2010-07-19T21:18:12.713
2021-10-19T15:45:27.030
2012-01-22T20:18:28.350
null
5
[ "bayesian", "references" ]
126
2
null
125
65
null
My favorite is ["Bayesian Data Analysis"](http://www.stat.columbia.edu/~gelman/book/) by Gelman, et al. (The pdf version is legally free since April 2020!)
null
CC BY-SA 4.0
null
2010-07-19T21:19:43.570
2020-04-06T16:52:41.577
2020-04-06T16:52:41.577
53690
5
null
127
2
null
125
31
null
Another vote for Gelman et al., but a close second for me -- being of the learn-by-doing persuasion -- is Jim Albert's ["Bayesian Computation with R"](http://www-math.bgsu.edu/~albert/bcwr/).
null
CC BY-SA 4.0
null
2010-07-19T21:23:20.593
2019-04-02T12:06:42.873
2019-04-02T12:06:42.873
53690
61
null
128
1
191
null
14
33131
In Plain English, how does one interpret a Bland-Altman plot? What are the advantages of using a Bland-Altman plot over other methods of comparing two different measurement methods?
How does one interpret a Bland-Altman plot?
CC BY-SA 2.5
null
2010-07-19T21:23:57.973
2020-04-02T17:50:20.670
2016-07-13T08:05:10.397
1352
132
[ "data-visualization", "bland-altman-plot" ]
129
2
null
125
8
null
I quite like [Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference](http://rads.stackoverflow.com/amzn/click/1584885874) by Gamerman and Lopes.
null
CC BY-SA 2.5
null
2010-07-19T21:24:58.567
2010-10-05T13:56:15.550
2010-10-05T13:56:15.550
8
8
null
130
1
131
null
41
13563
I had a plan of learning R in the near future. Reading [another question](https://stats.stackexchange.com/questions/3/what-are-some-valuable-statistical-analysis-open-source-projects) I found out about Clojure. Now I don't know what to do. I think a big advantage of R for me is that some people in Economics use it, inc...
Clojure versus R: advantages and disadvantages for data analysis
CC BY-SA 2.5
null
2010-07-19T21:26:27.023
2023-01-06T21:49:20.187
2017-04-13T12:44:27.570
-1
90
[ "r" ]
131
2
null
130
27
null
Let me start by saying that I love both languages: you can't go wrong with either, and they are certainly better than something like C++ or Java for doing data analysis. For basic data analysis I would suggest R (especially with plyr). IMO, R is a little easier to learn than Clojure, although this isn't completely obv...
null
CC BY-SA 4.0
null
2010-07-19T21:28:41.907
2023-01-06T21:49:20.187
2023-01-06T21:49:20.187
30155
5
null
132
2
null
125
11
null
Coming from non-statistical background I found [Introduction to Applied Bayesian Statistics and Estimation for Social Scientists](http://rads.stackoverflow.com/amzn/click/038771264X) quite informative and easy to follow.
null
CC BY-SA 3.0
null
2010-07-19T21:29:37.040
2017-02-10T17:57:46.607
2017-02-10T17:57:46.607
12080
22
null
133
2
null
4
-1
null
I don't know how to use SAS/R/Orange, but it sounds like the kind of test you need is a [chi-square test](http://en.wikipedia.org/wiki/Chi-square_test).
null
CC BY-SA 2.5
null
2010-07-19T21:31:53.813
2010-07-19T21:31:53.813
null
null
139
null
134
1
3449
null
23
22773
On smaller window sizes, `n log n` sorting might work. Are there any better algorithms to achieve this?
Algorithms to compute the running median?
CC BY-SA 2.5
null
2010-07-19T21:32:38.523
2021-08-19T04:28:21.460
2010-08-03T12:14:50.543
8
138
[ "algorithms", "median" ]
135
2
null
4
18
null
I believe that this calls for a [two-sample Kolmogorov–Smirnov test](http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/ks2samp.htm), or the like. The two-sample Kolmogorov–Smirnov test is based on comparing differences in the [empirical distribution functions](http://en.wikipedia.org/wiki/Empirical_dis...
null
CC BY-SA 2.5
null
2010-07-19T21:36:12.850
2010-07-19T21:52:08.617
2010-07-19T21:52:08.617
39
39
null
137
2
null
124
20
null
I recommend these books - they are highly rated on Amazon too: "Text Mining" by Weiss "Text Mining Application Programming", by Konchady For software, I recommend RapidMiner (with the text plugin), free and open-source. This is my "text mining process": - collect the documents (usually a web crawl) [sample if too la...
null
CC BY-SA 3.0
null
2010-07-19T21:38:09.370
2017-07-21T07:15:29.190
2017-07-21T07:15:29.190
166832
74
null
138
1
1213
null
78
48150
I'm interested in learning [R](http://en.wikipedia.org/wiki/R_%28programming_language%29) on the cheap. What's the best free resource/book/tutorial for learning R?
Free resources for learning R
CC BY-SA 3.0
null
2010-07-19T21:38:10.290
2016-02-08T17:30:40.050
2016-02-08T16:52:47.047
28666
142
[ "r", "references" ]
139
2
null
138
24
null
If I had to choose one thing, make sure that you read ["The R Inferno"](http://www.burns-stat.com/pages/Tutor/R_inferno.pdf). There are many good resources on [the R homepage](http://www.r-project.org), but in particular, read ["An Introduction to R"](http://cran.r-project.org/doc/manuals/R-intro.pdf) and ["The R Langu...
null
CC BY-SA 2.5
null
2010-07-19T21:39:17.220
2010-07-19T21:39:17.220
null
null
5
null
140
2
null
138
8
null
The official guides are pretty nice; check out [http://cran.r-project.org/manuals.html](http://cran.r-project.org/manuals.html) . There is also a lot of contributed documentation there.
null
CC BY-SA 2.5
null
2010-07-19T21:39:35.690
2010-07-19T21:39:35.690
null
null
null
null
141
2
null
103
2
null
Light-hearted: [Indexed](http://thisisindexed.com/) Also, see older visualizations from the same creator at the original [Indexed Blog](http://indexed.blogspot.com/).
null
CC BY-SA 3.0
null
2010-07-19T21:40:02.540
2012-10-24T14:58:17.090
2012-10-24T14:58:17.090
615
142
null
142
2
null
138
6
null
After you learn the basics, I find the following sites very useful: - R-bloggers. - Subscribing to the Stack overflow R tag.
null
CC BY-SA 2.5
null
2010-07-19T21:42:57.987
2010-07-19T21:42:57.987
2017-05-23T12:39:26.523
-1
8
null
143
2
null
124
5
null
Neural network may be to slow for a large number of documents (also this is now pretty much obsolete). And you may also check Random Forest among classifiers; it is quite fast, scales nice and does not need complex tuning.
null
CC BY-SA 2.5
null
2010-07-19T21:48:28.567
2010-07-19T21:48:28.567
null
null
null
null
144
2
null
138
18
null
[Quick-R](http://www.statmethods.net/index.html) can be a good place to start. A little bit data mining oriented [R and Data Mining](http://www.rdatamining.com) resources: [Examples and Case Studies](http://www.rdatamining.com/docs/r-and-data-mining-examples-and-case-studies) and [R Reference Card for Data Mining](http...
null
CC BY-SA 3.0
null
2010-07-19T21:48:52.670
2015-07-04T01:14:16.383
2015-07-04T01:14:16.383
43755
22
null
145
1
147
null
6
2607
> Possible Duplicate: Locating freely available data samples Where can I find freely accessible data sources? I'm thinking of sites like - http://www2.census.gov/census_2000/datasets/?
Free Dataset Resources?
CC BY-SA 2.5
null
2010-07-19T21:50:16.260
2010-08-30T15:02:00.623
2017-04-13T12:44:54.643
-1
138
[ "dataset" ]
146
1
149
null
15
14458
A while ago a user on R-help mailing list asked about the soundness of using PCA scores in a regression. The user is trying to use some PC scores to explain variation in another PC (see full discussion [here](http://r.789695.n4.nabble.com/PCA-and-Regression-td2280038.html)). The answer was that no, this is not sound be...
Can one use multiple regression to predict one principal component (PC) from several other PCs?
CC BY-SA 3.0
null
2010-07-19T21:52:51.707
2014-12-12T11:50:37.933
2014-12-12T11:50:37.933
28666
144
[ "regression", "pca" ]
147
2
null
145
6
null
Amazon has free Public Data sets for use with EC2. [http://aws.amazon.com/publicdatasets/](http://aws.amazon.com/publicdatasets/) Here's a list: [http://developer.amazonwebservices.com/connect/kbcategory.jspa?categoryID=243](http://developer.amazonwebservices.com/connect/kbcategory.jspa?categoryID=243)
null
CC BY-SA 2.5
null
2010-07-19T21:53:02.283
2010-07-19T21:53:02.283
null
null
142
null
148
2
null
145
3
null
[http://infochimps.org/](http://infochimps.org/) - is a good resource for free data sets.
null
CC BY-SA 2.5
null
2010-07-19T21:58:51.867
2010-07-19T21:58:51.867
null
null
130
null
149
2
null
146
12
null
A principal component is a weighted linear combination of all your factors (X's). example: PC1 = 0.1X1 + 0.3X2 There will be one component for each factor (though in general a small number are selected). The components are created such that they have zero correlation (are orthogonal), by design. Therefore, component P...
null
CC BY-SA 3.0
null
2010-07-19T22:02:10.340
2012-01-04T06:55:32.167
2012-01-04T06:55:32.167
74
74
null
150
2
null
125
7
null
For complete beginners, try William Briggs [Breaking the Law of Averages: Real-Life Probability and Statistics in Plain English](http://rads.stackoverflow.com/amzn/click/0557019907)
null
CC BY-SA 2.5
null
2010-07-19T22:13:29.830
2010-07-19T22:13:29.830
null
null
25
null
151
2
null
118
246
null
If the goal of the standard deviation is to summarise the spread of a symmetrical data set (i.e. in general how far each datum is from the mean), then we need a good method of defining how to measure that spread. The benefits of squaring include: - Squaring always gives a non-negative value, so the sum will always be ...
null
CC BY-SA 4.0
null
2010-07-19T22:31:12.830
2022-11-23T10:16:14.803
2022-11-23T10:16:14.803
362671
81
null
152
1
1087
null
18
5938
Label switching (i.e., the posterior distribution is invariant to switching component labels) is a problematic issue when using MCMC to estimate mixture models. - Is there a standard (as in widely accepted) methodology to deal with the issue? - If there is no standard approach then what are the pros and cons of the ...
Is there a standard method to deal with label switching problem in MCMC estimation of mixture models?
CC BY-SA 2.5
null
2010-07-19T22:37:38.013
2023-01-31T11:20:51.193
2011-03-27T16:03:35.180
919
null
[ "bayesian", "markov-chain-montecarlo", "mixture-distribution" ]
153
2
null
10
14
null
The simple answer is that Likert scales are always ordinal. The intervals between positions on the scale are monotonic but never so well-defined as to be numerically uniform increments. That said, the distinction between ordinal and interval is based on the specific demands of the analysis being performed. Under specia...
null
CC BY-SA 2.5
null
2010-07-19T22:39:27.230
2010-07-19T22:39:27.230
null
null
145
null
154
2
null
1
33
null
I am currently researching the trial roulette method for my masters thesis as an elicitation technique. This is a graphical method that allows an expert to represent her subjective probability distribution for an uncertain quantity. Experts are given counters (or what one can think of as casino chips) representing equa...
null
CC BY-SA 4.0
null
2010-07-19T22:40:47.947
2018-12-29T18:42:01.680
2018-12-29T18:42:01.680
79696
108
null
155
1
null
null
37
8116
I really enjoy hearing simple explanations to complex problems. What is your favorite analogy or anecdote that explains a difficult statistical concept? My favorite is [Murray's](http://www-stat.wharton.upenn.edu/~steele/Courses/434/434Context/Co-integration/Murray93DrunkAndDog.pdf) explanation of cointegration using a...
What is your favorite layman's explanation for a difficult statistical concept?
CC BY-SA 2.5
null
2010-07-19T22:43:50.967
2013-10-23T15:29:05.390
2012-04-04T16:22:03.290
8489
154
[ "teaching", "communication" ]
156
1
198
null
4
271
I know this must be standard material, but I had difficulty in finding a proof in this form. Let $e$ be a standard white Gaussian vector of size $N$. Let all the other matrices in the following be constant. Let $v = Xy + e$, where $X$ is an $N\times L$ matrix and $y$ is an $N\times 1$ vector, and let $$\left\{\begin{a...
How to get to a t variable from linear regression
CC BY-SA 3.0
null
2010-07-19T22:50:13.297
2012-05-15T04:52:05.677
2012-05-14T21:49:03.273
10515
148
[ "regression" ]
157
2
null
155
10
null
Definitely the Monty Hall Problem. [http://en.wikipedia.org/wiki/Monty_Hall_problem](http://en.wikipedia.org/wiki/Monty_Hall_problem)
null
CC BY-SA 2.5
null
2010-07-19T22:52:22.730
2010-07-19T22:52:22.730
null
null
36
null
159
2
null
103
9
null
[Junk Charts](http://junkcharts.typepad.com/) is always interesting and thought-provoking, usually providing both criticism of visualizations in the popular media and suggestions for improvements.
null
CC BY-SA 2.5
null
2010-07-19T23:00:30.737
2010-07-19T23:00:30.737
null
null
145
null
160
2
null
103
2
null
[Dataspora](https://web.archive.org/web/20120102015341/http://dataspora.com/blog/), a data science blog.
null
CC BY-SA 4.0
null
2010-07-19T23:06:43.987
2022-11-29T16:32:39.563
2022-11-29T16:32:39.563
362671
158
null
161
1
null
null
20
15068
Econometricians often talk about a time series being integrated with order k, I(k). k being the minimum number of differences required to obtain a stationary time series. What methods or statistical tests can be used to determine, given a level of confidence, the order of integration of a time series?
What methods can be used to determine the Order of Integration of a time series?
CC BY-SA 2.5
null
2010-07-19T23:11:36.240
2010-07-20T11:14:41.487
2010-07-19T23:39:49.573
159
154
[ "time-series" ]
162
2
null
155
15
null
- If you carved your distribution (histogram) out of wood, and tried to balance it on your finger, the balance point would be the mean, no matter the shape of the distribution. - If you put a stick in the middle of your scatter plot, and attached the stick to each data point with a spring, the resting point of the st...
null
CC BY-SA 3.0
null
2010-07-19T23:13:32.150
2012-04-09T08:18:37.273
2012-04-09T08:18:37.273
74
74
null
164
2
null
145
3
null
For governmental data: US: [http://www.data.gov/](http://www.data.gov/) World: [http://www.guardian.co.uk/world-government-data](http://www.guardian.co.uk/world-government-data)
null
CC BY-SA 2.5
null
2010-07-19T23:19:44.963
2010-07-19T23:19:44.963
null
null
158
null
165
1
207
null
275
183632
Maybe the concept, why it's used, and an example.
How would you explain Markov Chain Monte Carlo (MCMC) to a layperson?
CC BY-SA 3.0
null
2010-07-19T23:21:05.320
2022-12-31T01:32:21.020
2017-08-10T08:21:26.363
11887
74
[ "bayesian", "markov-chain-montecarlo", "intuition", "teaching" ]
166
1
null
null
16
56719
Australia is currently having an election and understandably the media reports new political poll results daily. In a country of 22 million what percentage of the population would need to be sampled to get a statistically valid result? Is it possible that using too large a sample could affect the results, or does stati...
How do you decide the sample size when polling a large population?
CC BY-SA 2.5
null
2010-07-19T23:21:35.430
2018-11-06T22:19:57.360
2010-09-17T13:20:58.950
442
154
[ "sample-size", "polling" ]
167
2
null
146
10
null
Principal components are orthogonal by definition, so any pair of PCs will have zero correlation. However, PCA can be used in regression if there are a large number of explanatory variables. These can be reduced to a small number of principal components and used as predictors in a regression.
null
CC BY-SA 2.5
null
2010-07-19T23:26:31.473
2010-07-19T23:26:31.473
null
null
159
null
168
1
179
null
30
6882
For univariate kernel density estimators (KDE), I use Silverman's rule for calculating $h$: \begin{equation} 0.9 \min(sd, IQR/1.34)\times n^{-0.2} \end{equation} What are the standard rules for multivariate KDE (assuming a Normal kernel).
Choosing a bandwidth for kernel density estimators
CC BY-SA 2.5
null
2010-07-19T23:26:44.747
2017-12-26T08:55:18.090
2015-04-23T05:51:56.433
9964
8
[ "smoothing", "kernel-smoothing" ]
169
2
null
145
4
null
For time series data, try the [Time Series Data Library](http://robjhyndman.com/TSDL).
null
CC BY-SA 2.5
null
2010-07-19T23:27:36.400
2010-07-19T23:27:36.400
null
null
159
null
170
1
174
null
132
44159
Are there any free statistical textbooks available?
Free statistical textbooks
CC BY-SA 2.5
null
2010-07-19T23:29:54.663
2023-06-02T12:01:00.867
2010-10-27T09:23:26.720
69
8
[ "teaching", "references" ]
171
2
null
161
16
null
There are a number of statistical tests (known as "unit root tests") for dealing with this problem. The most popular is probably the "Augmented Dickey-Fuller" (ADF) test, although the Phillips-Perron (PP) test and the KPSS test are also widely used. Both the ADF and PP tests are based on a null hypothesis of a unit ro...
null
CC BY-SA 2.5
null
2010-07-19T23:32:30.337
2010-07-19T23:32:30.337
null
null
159
null
172
2
null
166
14
null
Sample size doesn't much depend on the population size, which is counter-intuitive to many. Most polling companies use 400 or 1000 people in their samples. There is a reason for this: A sample size of 400 will give you a confidence interval of +/-5% 19 times out of 20 (95%) A sample size of 1000 will give you a confide...
null
CC BY-SA 2.5
null
2010-07-19T23:34:18.163
2010-09-11T18:48:28.197
2010-09-11T18:48:28.197
74
74
null
173
1
null
null
23
10125
I recently started working for a tuberculosis clinic. We meet periodically to discuss the number of TB cases we're currently treating, the number of tests administered, etc. I'd like to start modeling these counts so that we're not just guessing whether something is unusual or not. Unfortunately, I've had very littl...
Time series for count data, with counts < 20
CC BY-SA 3.0
null
2010-07-19T23:37:22.980
2017-02-27T14:37:11.170
2017-02-27T14:37:11.170
11887
71
[ "r", "time-series", "poisson-distribution", "count-data", "epidemiology" ]
174
2
null
170
78
null
Online books include - http://davidmlane.com/hyperstat/ - http://vassarstats.net/textbook/ - https://dwstockburger.com/Multibook/mbk.htm - https://web.archive.org/web/20180122061046/http://bookboon.com/en/statistics-ebooks - http://www.freebookcentre.net/SpecialCat/Free-Statistics-Books-Download.html Update: I c...
null
CC BY-SA 4.0
null
2010-07-19T23:37:43.807
2023-06-02T11:48:32.663
2023-06-02T11:48:32.663
362671
159
null
175
1
null
null
93
218140
Often times a statistical analyst is handed a set dataset and asked to fit a model using a technique such as linear regression. Very frequently the dataset is accompanied with a disclaimer similar to "Oh yeah, we messed up collecting some of these data points -- do what you can". This situation leads to regression fit...
How should outliers be dealt with in linear regression analysis?
CC BY-SA 2.5
null
2010-07-19T23:39:49.730
2020-09-18T08:21:19.847
2010-08-13T12:59:06.957
159
13
[ "regression", "outliers" ]
176
2
null
22
52
null
Let us say a man rolls a six sided die and it has outcomes 1, 2, 3, 4, 5, or 6. Furthermore, he says that if it lands on a 3, he'll give you a free text book. Then informally: The Frequentist would say that each outcome has an equal 1 in 6 chance of occurring. She views probability as being derived from long run freque...
null
CC BY-SA 3.0
null
2010-07-19T23:40:01.007
2011-09-18T10:09:48.690
2011-09-18T10:09:48.690
81
81
null
177
2
null
175
39
null
Rather than exclude outliers, you can use a robust method of regression. In R, for example, the [rlm() function from the MASS package](http://stat.ethz.ch/R-manual/R-patched/library/MASS/html/rlm.html) can be used instead of the `lm()` function. The method of estimation can be tuned to be more or less robust to outlier...
null
CC BY-SA 3.0
null
2010-07-19T23:45:44.677
2011-10-10T09:02:51.173
2011-10-10T09:02:51.173
159
159
null
178
2
null
3
11
null
[RapidMiner](http://rapid-i.com/) for data and text mining
null
CC BY-SA 3.0
null
2010-07-19T23:48:50.943
2013-04-20T07:21:26.257
2013-04-20T07:21:26.257
74
74
null
179
2
null
168
21
null
For a univariate KDE, you are better off using something other than Silverman's rule which is based on a normal approximation. One excellent approach is the Sheather-Jones method, easily implemented in R; for example, ``` plot(density(precip, bw="SJ")) ``` The situation for multivariate KDE is not so well studied, and...
null
CC BY-SA 2.5
null
2010-07-19T23:59:29.487
2010-07-19T23:59:29.487
null
null
159
null
180
2
null
145
5
null
I really like the [FRED](http://research.stlouisfed.org/fred2/), from the St. Louis Fed (economics data). You can chart the series or more than one series, you can do some transformations to your data and chart it, and the NBER recessions are shaded.
null
CC BY-SA 2.5
null
2010-07-20T00:06:20.580
2010-07-20T00:06:20.580
null
null
90
null
181
1
1097
null
794
1053273
Is there a standard and accepted method for selecting the number of layers, and the number of nodes in each layer, in a feed-forward neural network? I'm interested in automated ways of building neural networks.
How to choose the number of hidden layers and nodes in a feedforward neural network?
CC BY-SA 3.0
null
2010-07-20T00:15:02.920
2022-08-31T12:09:15.680
2017-03-15T17:51:15.800
153217
159
[ "model-selection", "neural-networks" ]
182
2
null
175
30
null
Sometimes outliers are bad data, and should be excluded, such as typos. Sometimes they are Wayne Gretzky or Michael Jordan, and should be kept. Outlier detection methods include: Univariate -> boxplot. outside of 1.5 times inter-quartile range is an outlier. Bivariate -> scatterplot with confidence ellipse. outside of...
null
CC BY-SA 2.5
null
2010-07-20T00:15:47.393
2010-09-09T00:10:56.520
2010-09-09T00:10:56.520
74
74
null
183
1
518
null
4
1909
I need to analyze the 100k MovieLens dataset for clustering with two algorithms of my choice, between the likes of k-means, agnes, diana, dbscan, and several others. What tools (like Rattle, or Weka) would be best suited to help me make some simple clustering analysis over this dataset?
What tools could be used for applying clustering algorithms on MovieLens?
CC BY-SA 2.5
null
2010-07-20T00:20:51.767
2013-07-15T11:25:42.467
null
null
166
[ "clustering" ]
184
2
null
33
7
null
Try using the `stl()` function for time series decomposition. It provides a very flexible method for extracting a seasonal component from a time series.
null
CC BY-SA 2.5
null
2010-07-20T00:21:58.193
2010-07-20T00:21:58.193
null
null
159
null
185
2
null
124
11
null
A great introductory text covering the topics you mentioned is [Introduction to Information Retrieval](http://www.informationretrieval.org), which is available online in full text for free. ![Introduction to Information Retrieval](https://i.stack.imgur.com/UfXtj.jpg)
null
CC BY-SA 4.0
null
2010-07-20T00:30:00.173
2018-12-30T19:39:56.940
2018-12-30T19:39:56.940
79696
80
null
187
2
null
181
16
null
As far as I know there is no way to select automatically the number of layers and neurons in each layer. But there are networks that can build automatically their topology, like EANN (Evolutionary Artificial Neural Networks, which use Genetic Algorithms to evolved the topology). There are several approaches, a more or ...
null
CC BY-SA 3.0
null
2010-07-20T00:47:45.310
2017-02-20T16:03:33.397
2017-02-20T16:03:33.397
128677
119
null
188
2
null
165
94
null
I'd probably say something like this: "Anytime we want to talk about probabilities, we're really integrating a density. In Bayesian analysis, a lot of the densities we come up with aren't analytically tractable: you can only integrate them -- if you can integrate them at all -- with a great deal of suffering. So what...
null
CC BY-SA 3.0
null
2010-07-20T00:52:13.287
2015-02-16T06:06:58.363
2015-02-16T06:06:58.363
57408
61
null
189
2
null
23
12
null
Let $F(x)$ denote the cdf; then you can always approximate the pdf of a continuous random variable by calculating $$ \frac{F(x_2) - F(x_1)}{x_2 - x_1},$$ where $x_1$ and $x_2$ are on either side of the point where you want to know the pdf and the distance $|x_2 - x_1|$ is small.
null
CC BY-SA 3.0
null
2010-07-20T00:59:34.643
2014-12-03T01:21:36.467
2014-12-03T01:21:36.467
5339
173
null
190
2
null
170
14
null
[A New View of Statistics](http://www.sportsci.org/resource/stats/) by Will G. Hopkins is great! It is designed to help you understand how to understand the results of statistical analyses, not how to prove statistical theorems.
null
CC BY-SA 3.0
null
2010-07-20T01:07:38.383
2015-03-02T00:01:35.840
2015-03-02T00:01:35.840
25
25
null
191
2
null
128
12
null
The Bland-Altman plot is more widely known as the Tukey Mean-Difference Plot (one of many charts devised by John Tukey [http://en.wikipedia.org/wiki/John_Tukey](http://en.wikipedia.org/wiki/John_Tukey)). The idea is that x-axis is the mean of your two measurements, which is your best guess as to the "correct" result an...
null
CC BY-SA 2.5
null
2010-07-20T01:17:17.377
2010-07-20T01:17:17.377
null
null
173
null
192
1
293
null
5
4107
I'm aware that this one is far from yes or no question, but I'd like to know which techniques do you prefer in categorical data analysis - i.e. cross tabulation with two categorical variables. I've come up with: - χ2 test - well, this is quite self-explanatory Fisher's exact test - when n < 40, Yates' continuity cor...
Cross tabulation of two categorical variables: recommended techniques
CC BY-SA 2.5
null
2010-07-20T01:18:11.523
2020-11-05T10:10:06.100
2020-10-30T16:05:03.157
930
1356
[ "categorical-data", "contingency-tables", "association-measure" ]
193
2
null
166
9
null
Suppose that you want to know what percentage of people would vote for a particular candidate (say, $\pi$, note that by definition $\pi$ is between 0 and 100). You sample $N$ voters at random to find out how they would vote and your survey of these $N$ voters tells you that the percentage is $p$. So, you would like to ...
null
CC BY-SA 3.0
null
2010-07-20T01:45:12.020
2016-04-08T20:00:37.107
2016-04-08T20:00:37.107
-1
null
null
194
1
200
null
9
1387
I am sure that everyone who's trying to find patterns in historical stock market data or betting history would like to know about this. Given a huge sets of data, and thousands of random variables that may or may not affect it, it makes sense to ask any patterns that you extract out from the data are indeed true patter...
Data Mining-- how to tell whether the pattern extracted is meaningful?
CC BY-SA 4.0
null
2010-07-20T01:47:36.197
2022-05-15T06:03:20.027
2022-05-15T06:03:20.027
175
175
[ "data-mining" ]
195
1
2872
null
8
1408
I am looking at fitting distributions to data (with a particular focus on the tail) and am leaning towards Anderson-Darling tests rather than Kolmogorov-Smirnov. What do you think are the relative merits of these or other tests for fit (e.g. Cramer-von Mises)?
What do you think is the best goodness of fit test?
CC BY-SA 2.5
null
2010-07-20T02:01:05.727
2010-09-20T00:29:57.047
null
null
173
[ "hypothesis-testing", "fitting" ]
196
1
197
null
31
14239
Besides [gnuplot](http://en.wikipedia.org/wiki/Gnuplot) and [ggobi](http://www.ggobi.org/), what open source tools are people using for visualizing multi-dimensional data? Gnuplot is more or less a basic plotting package. Ggobi can do a number of nifty things, such as: - animate data along a dimension or among discre...
Open source tools for visualizing multi-dimensional data?
CC BY-SA 3.0
null
2010-07-20T02:17:24.800
2016-07-29T02:59:10.510
2012-11-21T06:25:07.173
9007
87
[ "data-visualization", "open-source" ]
197
2
null
196
13
null
How about R with [ggplot2](http://had.co.nz/ggplot2/)? Other tools that I really like: - Processing - Prefuse - Protovis
null
CC BY-SA 2.5
null
2010-07-20T02:24:38.993
2010-07-20T02:42:01.603
2010-07-20T02:42:01.603
5
5
null
198
2
null
156
4
null
Start with the distribution of $\bar{y}$, show that since $v$ is normal, $\bar{y}$ is multivariate normal and that consequently $u$ must also be a multivariate normal; also show that the covariance matrix of $\bar{y}$ is of the form $\sigma^2\cdot(X^T X)^{-1}$ and thus -- if $\sigma^2$ were known -- the variance of $u$...
null
CC BY-SA 3.0
null
2010-07-20T02:32:43.653
2012-05-15T04:52:05.677
2012-05-15T04:52:05.677
183
61
null
199
2
null
194
6
null
You could try: - Bagging http://en.m.wikipedia.org/wiki/Bootstrap_aggregating - Boosting http://en.m.wikipedia.org/wiki/Boosting - Cross validation http://en.m.wikipedia.org/wiki/Cross-validation_(statistics)
null
CC BY-SA 2.5
null
2010-07-20T02:32:53.093
2010-07-20T02:32:53.093
null
null
5
null
200
2
null
194
16
null
If you want to know that a pattern is meaningful, you need to show what it actually means. Statistical tests do not do this. Unless your data can be said to be in some sense "complete", inferences draw from the data will always be provisional. You can increase your confidence in the validity of a pattern by testing aga...
null
CC BY-SA 2.5
null
2010-07-20T02:48:45.177
2012-08-20T10:05:15.320
2012-08-20T10:05:15.320
174
174
null
201
2
null
7
10
null
Start R and type `data()`. This will show all datasets in the search path. Many additional datasets are available in add-on packages. For example, there are some interesting real-world social science datasets in the `AER` package.
null
CC BY-SA 2.5
null
2010-07-20T03:11:36.027
2010-07-20T03:11:36.027
null
null
183
null
202
2
null
138
13
null
- If you like learning through videos, I collated a list of R training videos. - I also prepared a general post on learning R with suggestions on books, online manuals, blogs, videos, user interfaces, and more.
null
CC BY-SA 3.0
null
2010-07-20T03:13:22.953
2011-05-27T03:38:47.843
2011-05-27T03:38:47.843
183
183
null
203
1
null
null
23
27540
Following on from [this question](https://stats.stackexchange.com/questions/10/under-what-conditions-should-likert-scales-be-used-as-ordinal-or-interval-data): Imagine that you want to test for differences in central tendency between two groups (e.g., males and females) on a 5-point Likert item (e.g., satisfaction with...
Group differences on a five point Likert item
CC BY-SA 2.5
null
2010-07-20T03:31:45.820
2018-10-11T11:08:24.087
2017-04-13T12:44:32.747
-1
183
[ "t-test", "ordinal-data", "likert", "scales" ]
204
2
null
196
11
null
The lattice package in R. > Lattice is a powerful and elegant high-level data visualization system, with an emphasis on multivariate data,that is sufficient for typical graphics needs, and is also flexible enough to handle most nonstandard requirements. [Quick-R has a quick introduction](http://www.statmethods.n...
null
CC BY-SA 3.0
null
2010-07-20T03:35:58.693
2012-11-21T06:38:02.093
2012-11-21T06:38:02.093
183
183
null
205
1
353
null
23
2446
I'm curious about why we treat fitting GLMS as though they were some special optimization problem. Are they? It seems to me that they're just maximum likelihood, and that we write down the likelihood and then ... we maximize it! So why do we use Fisher scoring instead of any of the myriad of optimization schemes tha...
Why do we make a big fuss about using Fisher scoring when we fit a GLM?
CC BY-SA 2.5
null
2010-07-20T03:51:24.050
2021-11-18T13:19:22.933
2021-11-18T13:19:22.933
11887
187
[ "generalized-linear-model", "optimization", "history", "fisher-scoring" ]
206
1
209
null
73
1110763
What is the difference between discrete data and continuous data?
What is the difference between discrete data and continuous data?
CC BY-SA 3.0
null
2010-07-20T03:53:54.767
2020-01-30T17:24:38.353
2011-05-27T03:35:28.263
183
188
[ "continuous-data", "discrete-data" ]
207
2
null
165
256
null
First, we need to understand what is a Markov chain. Consider the following [weather](http://en.wikipedia.org/wiki/Examples_of_Markov_chains#A_very_simple_weather_model) example from Wikipedia. Suppose that weather on any given day can be classified into two states only: sunny and rainy. Based on past experience, we kn...
null
CC BY-SA 3.0
null
2010-07-20T04:00:14.387
2016-08-18T18:05:16.030
2016-08-18T18:05:16.030
67822
null
null
208
2
null
206
13
null
Temperatures are continuous. It can be 23 degrees, 23.1 degrees, 23.100004 degrees. Sex is discrete. You can only be male or female (in classical thinking anyways). Something you could represent with a whole number like 1, 2, etc The difference is important as many statistical and data mining algorithms can handle one...
null
CC BY-SA 3.0
null
2010-07-20T04:07:11.093
2017-06-28T19:16:14.737
2017-06-28T19:16:14.737
74
74
null
209
2
null
206
64
null
Discrete data can only take particular values. There may potentially be an infinite number of those values, but each is distinct and there's no grey area in between. Discrete data can be numeric -- like numbers of apples -- but it can also be categorical -- like red or blue, or male or female, or good or bad. Continuou...
null
CC BY-SA 4.0
null
2010-07-20T04:16:52.663
2020-01-30T17:24:38.353
2020-01-30T17:24:38.353
272284
174
null
210
2
null
206
27
null
Data is always discrete. Given a sample of `n` values on a variable, the maximum number of distinct values the variable can take is equal to `n`. See this quote > All actual sample spaces are discrete, and all observable random variables have discrete distributions. The continuous distribution is a mathematical ...
null
CC BY-SA 3.0
null
2010-07-20T04:19:12.023
2012-03-30T05:31:05.047
2012-03-30T05:31:05.047
183
183
null
211
2
null
138
7
null
I have written a document that is freely available at my website and on CRAN. See the linked page: [icebreakeR](http://www.ms.unimelb.edu.au/~andrewpr/r-users/) The datasets that are used in the document are also linked from that page. Feedback is welcome and appreciated! Andrew
null
CC BY-SA 2.5
null
2010-07-20T04:49:07.680
2010-07-20T04:49:07.680
null
null
187
null
212
1
5001
null
5
1609
I have 2 ASR (Automatic Speech Recognition) models, providing me with text transcriptions for my testdata. The error measure I use is Word Error Rate. What methods do I have to test for statistical significance of my new results? An example: I have an experiment with 10 speaker, all having 100 (the same) sentences, tot...
What method to use to test Statistical Significance of ASR results
CC BY-SA 2.5
null
2010-07-20T04:54:20.793
2010-11-29T18:25:11.713
2010-07-21T06:19:29.143
190
190
[ "statistical-significance" ]
213
1
532
null
103
68364
Suppose I have a large set of multivariate data with at least three variables. How can I find the outliers? Pairwise scatterplots won't work as it is possible for an outlier to exist in 3 dimensions that is not an outlier in any of the 2 dimensional subspaces. I am not thinking of a regression problem, but of true mult...
What is the best way to identify outliers in multivariate data?
CC BY-SA 2.5
null
2010-07-20T05:02:33.793
2019-05-16T14:50:42.977
2016-08-20T15:26:22.127
28666
159
[ "multivariate-analysis", "outliers" ]
214
2
null
170
8
null
Some free Stats textbooks are also available [here](http://www.e-booksdirectory.com/mathematics.php).
null
CC BY-SA 2.5
null
2010-07-20T05:02:42.573
2010-07-20T05:02:42.573
null
null
40
null
215
2
null
195
2
null
I'm not sure about these tests, so this answer may be off-topic. Apologies if so. But, are you sure that you want a test? It really depends on what the purpose of the exercise is. Why are you fitting the distributions to the data, and what will you do with the fitted distributions afterward? If you want to know ...
null
CC BY-SA 2.5
null
2010-07-20T05:03:12.730
2010-07-20T05:03:12.730
null
null
187
null
216
1
217
null
10
719
What are some good visualization libraries for online use? Are they easy to use and is there good documentation?
Web visualization libraries
CC BY-SA 3.0
null
2010-07-20T05:04:40.840
2017-11-23T14:22:40.880
2017-11-23T08:47:55.583
11887
191
[ "data-visualization", "protovis" ]
217
2
null
216
7
null
IMO, [Protovis](http://vis.stanford.edu/protovis/) is the best and is very well documented and supported. It is the basis for my [webvis](http://cran.r-project.org/web/packages/webvis/index.html) R package. These are also very good, although they have more of a learning curve: - Processing - Prefuse
null
CC BY-SA 2.5
null
2010-07-20T05:10:08.383
2010-07-20T05:15:51.977
2010-07-20T05:15:51.977
5
5
null