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Cross Validated : Recent Questions and Answers (Page 14)

Find answers to your questions about Cross Validated or help others by answering their Cross Validated questions.

How to test for multicollinearity among dummy explanatory variables?

I have a Box-Cox regression where the explanatory variables are almost all dummy variables. If I want to see if there is multicollinearity among them, what would be an appropriate...

Asked on 12/18/2021 by kellyyang

1 answer

A routine to choose eps and minPts for DBSCAN

DBSCAN is most cited clustering algorithm according to some literature and it can find arbitrary shape clusters based on density. It has two parameters eps (as neighborhood radius) and minPts...

Asked on 12/18/2021 by Mehraban

3 answer

Mixture of Gaussians on Log of Data

I am practicing Mixture of Gaussians and found the below dataset snoq, which is the precipitation amounts recorded at a US region, with NA and no precipitation...

Asked on 12/18/2021 by Zhubarb

2 answer

Profile likelihood

I am considering a normal distribution with mean $beta_1 + beta_2exp(-phi x)$ and variance $sigma^2$, i.e. $y sim N(beta_1 + beta_2exp(-phi x), sigma^2) $. My aim is to calculate the...

Asked on 12/18/2021 by denby47

1 answer

Johansen cointegration testing: rejecting at 10% vs. 1% level

I am testing for cointegration using the function ca.jo from the packeg 'urca' in R. I am struggling to understand the output. According to my knowledge, the $H_0colon r=0$...

Asked on 12/18/2021

2 answer

Retrieving time series from a smoothed periodogram

If I were to smooth a periodogram and then filter out low level frequencies, how can I derive the filtered time series? For example, in the case of a non-smoothed...

Asked on 12/18/2021 by BayesIsBaye

1 answer

Which likelihood function is used in linear regression?

When trying to derive the maximum likelihood estimation for a linear regression, We start by a likelihood function. Does it matter if we use either of these 2 forms?...

Asked on 12/18/2021 by floyd

3 answer

Distributions of Quadratic form of a normal random variable

I am looking for ways to prove that the moment generating function of $X'AX$ given that $X sim N(vec{mu}, vec{Sigma})$ and $A$ is symmetric is defined as:...

Asked on 12/18/2021 by Xorion 1997

1 answer

Euclidean distance from zero

I am trying to create my own weights for relative work task importance, or weight. For every task, I have a value of importance, frequency, and relevance. I was recommended...

Asked on 12/18/2021

0 answer

Inconsistent results from partial Mantel test on (non)distance matrices

Currently I am trying to look at the correlation between three matrices of ecological data. All three are forms of distance matrices (two matrices of pairwise community dissimilarities and...

Asked on 12/18/2021 by Ian Lane

0 answer

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