Bound for the correlation of three random variables


Scatterplot with two different categories of data

What's a good way to use R to make a scatterplot that separates the data by treatment?


Does a lower t-stat suggest better evidence for rejection?


what is the differences between LDA and MLR?

What is the relationship between regression and linear discriminant analysis (LDA)?


In PCA, can the values in the principle component vectors which are close to zero be removed to see the important features?

Using principal component analysis (PCA) for feature selection


Can an F-Test be worse than the two single T-Tests?

Significance contradiction in linear regression: significant t-test for a coefficient vs non-significant overall F-statistic


Why is the standard deviation defined using differences^2 instead of differences^4?

Why square the difference instead of taking the absolute value in standard deviation?


How can I add interaction term or transform the variable in randomforest?

Including Interaction Terms in Random Forest


Need help determining sample size for logistic regression


PCA and proportion of variance explained


Correlating variables with eigenvalues in principal components analysis

I'm getting "jumpy" loadings in rollapply PCA in R. Can I fix it?


How to use SVD for dimensionality reduction

Relationship between SVD and PCA. How to use SVD to perform PCA?


How to normalize a dataset considering unsee samples at deep learning training/inference

How to apply standardization/normalization to train- and testset if prediction is the goal?


Scale mixture of normals; t-distribution; proving marginal distribution equality


What is the difference between Exploratory Factor Analysis and Principal Components Analysis (PCA)?

What are the differences between Factor Analysis and Principal Component Analysis?


Using the 'U' Matrix of SVD as Feature Reduction


What are Clustering techniques for this case?


Distribution of sample variance for non-normal random variable

What is the distribution of the variance of a sample from an unknown distribution?


convert lognormal Cumulative Density Function P90 and P10 values to mean and sigma

How to calculate a mean and standard deviation for a lognormal distribution using 2 percentiles


If one group has 23 participants and the second group has 117 participants in it, can we rely on the result of t-test?

How should one interpret the comparison of means from different sample sizes?


Interpreting output from anova() when using lm() as input


Software needed to scrape data from graph


Sum of independent non-normal random variables


Does not being able to overfit a single training sample mean that the neural network architecure or implementation is wrong?

What should I do when my neural network doesn't learn?


Regression with some associated ordinal dependent variables

How to analyze data with more than one associated categorical dependent variables?


Boxplot interpretation: is it correct that a boxplot is missing a whisker?


Given $n$ different univariate non-normal sample sets calculate for a new sample, $x$, which it most likely belongs to

Which Distribution Does the Data Point Belong to?


How to measure the period of an oscillation with least error?

What method can be used to detect seasonality in data?


The seasonality was observed in STL decomposition, but not in the ACF-PACF,

stl() gives seasonal component, but ets() and auto.arima() choose nonseasonal models


We said the data is normally distributed, based on the raw data or residual?

Normality of dependent variable = normality of residuals?


What is the meaning of the density of a distribution at a point?

Can a probability distribution value exceeding 1 be OK?


Dimensionality reduction (SVD or PCA) on a large, sparse matrix


How to theoretically fit and test for t-distribution

Estimating parameters of Student's t-distribution


test for comparing means of two time series

How to statistically compare two time series?


Good references on learning how to deal with missing data/imputation


Using regression equation to estimate values outside of the range of data?

Using a regression model to make prediction: When to stop?


estimate confidence interval of empirical percentile

How to obtain a confidence interval for a percentile?


what does it mean for a variable to be statistically significant?

What is the meaning of p values and t values in statistical tests?


Proof for bivariate conditional mean of Gaussian dist

What is the intuition behind conditional Gaussian distributions?


Variables correlated but not significant predictors of dependent variable in multiple regression

How can a regression be significant yet all predictors be non-significant?


Is there any book on statistical distributions?

Reference with distributions with various properties


Fitting a logistic regression using lassoglm in matlab


Simple examples of uncorrelated but not independent $X$ and $Y$

How to show operations on two random variables (each Bernoulli) are dependent but not correlated?


confidence intervals for predicted values in linear regression

Obtaining a formula for prediction limits in a linear model (i.e.: prediction intervals)


Beginner - Iteratively adding terms to regression model?

Algorithms for automatic model selection


What is the difference between Inference and Machine Learning?

The Two Cultures: statistics vs. machine learning?


Different Likert scales used in statistical anlysis

Advice/literature on combining items with different response scales into composite scales?


How can 2 variables each be strongly correlated with a 3rd variable, but uncorrelated with each other?

If A and B are correlated with C, why are A and B not necessarily correlated?


Logistic regression simulation in order to show that intercept is biased when Y=1 is rare

How to simulate artificial data for logistic regression?


Laplace Likelihood vs Gaussian Likelihood in Bayesian Regression

L1 regression estimates median whereas L2 regression estimates mean?


Does the k-th moment exists when $E[X^k]$ is infinite in ether (one) positive or negative direction?

WLLN: can expectation exist but be infinite?


Using principal component analysis (PCA) for feature selection


When conducting multiple regression, when should you center your predictor variables & when should you standardize them?


logistic regression - complete/quasi-separation

How to deal with perfect separation in logistic regression?


Interpretation of pearson residuals (logistic regression)


How to detect perfect separation of logistic regression?

Why does logistic regression become unstable when classes are well-separated?


Kullback-Leibler divergence with sample data likelihood

Intuition on the Kullback-Leibler (KL) Divergence


When to scale or standardize data in regression

What algorithms need feature scaling, beside from SVM?


Can we solve multiple linear regression using simple linear regression solver?

Question on how to normalize regression coefficient


Does an unbalanced sample matter when doing logistic regression?


Does correlation assume stationarity of data?


Produce a GLM intercept that does not include reference levels for categorical variables?

Removing intercept from GLM for multiple factorial predictors only works for first factor in model


Poisson regression - is offset term required?

When to use an offset in a Poisson regression?


What is the benefit of casting time series models to state space form? And why are they often estimated with Kalman filters?

Why is forecasting of ARMA models performed by Kalman filter


Understanding complete separation for logistic regression

How to deal with perfect separation in logistic regression?


Is it OK to prolong a non-significant A/B test?

Why does collecting data until finding a significant result increase Type I error rate?


Is it possible for $X$ and $Y$ to be marginally normally distributed and have $ E[Y|X] $ be a nonlinear function of $X$?

Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?


Struggling with non-normality in generalized linear model


Can I use k-means with a distance matrix composed of percentages?

k-means implementation with custom distance matrix in input


Can I use Clustering with mixed data type in R?

How to use both binary and continuous variables together in clustering?


Regression Analysis with String values in column of DataFrame

which predictive model should I use if column is having string values?


Repeated measures ANOVA vs. factorial ANOVA with subject factor: understanding "error strata" and Error() term in aov


Is x(t) = ax(t-1) + e stationary or not?

Conceptual questions: Variance of a process


Introductory Statistics, Hypothesis testing vs CI

Relation between confidence interval and testing statistical hypothesis for t-test


Difference between light tail and heavy tail distribution

Which has the heavier tail, lognormal or gamma?


Does undersampling help to build a better model?

Does down-sampling change logistic regression coefficients?


Choosing right set of variables for Logistic regression and decision tree

How to select a subset of variables from my original long list in order to perform logistic regression analysis?


How do you generate correlated ARMA(1,1) models?

Generate two correlated ARMA(1,1) processes


Intuition for Poisson distribution's recurrence?

The Number of Exponential Summands in a Fixed Interval is Poisson


How would you test for both differences in mean AND differences in variance?

Is it possible to combine the F-test and t-test to test for differences in both the variance and the mean?


(Why) Has Kohonen-style SOM fallen out of favor?


What are the uses and pitfalls of regression through the origin?

When is it ok to remove the intercept in a linear regression model?


Are unequal groups a problem for one-way ANOVA?


How do I handle nonexistent or missing data?


General mathematics for confidence interval in multiple linear regression

Obtaining a formula for prediction limits in a linear model (i.e.: prediction intervals)


How to analyse paired data lacking pairing information?

t-test for partially paired and partially unpaired data


what is the difference between bagging and boosting in random forest?


Which statistical test to use using pretest and post test data?

Best practice when analysing pre-post treatment-control designs


Could someone help me check my answer on this probability question?


Selecting the best subset of features in binary logistic regression

How to select a subset of variables from my original long list in order to perform logistic regression analysis?


Statistical criteria for signal registration


Truncated SVD: how do I go from [Uk, Sk, Vk'] to low-dimension matrix?

Relationship between SVD and PCA. How to use SVD to perform PCA?


Is representativeness a necessary condition for generalisability?

Generalizing results - what is the population?


The way to convert error function to matrix form in linear regression?

Generalized Least Squares vs Ordinary Least Squares under a special case


calculating R square for a logistic regression

Which pseudo-$R^2$ measure is the one to report for logistic regression (Cox & Snell or Nagelkerke)?


Intuition of pdf of a continuous random variable

"The total area underneath a probability density function is 1" - relative to what?


How to calculate rank from multiple parameters to get best/trustworthy peer

Creating an index of quality from multiple variables to enable rank ordering


marginal conditional distribution from MCMC output

Marginalising over standard deviation of normal to get the posterior on mean


Clarify terminology regarding truncated and censored distributions


Statistical test to compare two ratios from two independent models


Testing significance between a linear model and a linear mixed effects model

Comparing mixed-effects and fixed-effects models (testing significance of random effects)


How to calculate likelihood of linear regression

Equivalence between least squares and MLE in Gaussian model


Within, between or overall R-square for random effects in Stata


If higher order moment is finite, then lower order moment finite?


Alternative to The Elements of Statistical Learning: Data Mining, Inference, and Prediction

Machine learning cookbook / reference card / cheatsheet?


Kernel Linear,rbf, gamma and C parameters

What does the cost (C) parameter mean in SVM?


Can a probability distribution value exceeding 1 be OK?


How to explain degrees of freedom term to a layman?


how to transform non-normal data for downstream statistical analyses

Normality of dependent variable = normality of residuals?


How to process categorical features with many values?

Principled way of collapsing categorical variables with many levels?


Multiple dependant variable in multiple linear regression

Regression with multiple dependent variables?


Feature Selection for Regression Models in R

Feature Selection Packages in R, which do both regression and classification


Large standard errors in Logistic Regression Model

Enormous coefficients in logistic regression - what does it mean and what to do?


Harmonic mean of precision, recall and specificity

Why is accuracy not the best measure for assessing classification models?


Why does adding independent variables make all independent variables insignificant?

Significant predictors become non-significant in multiple logistic regression


transforming simulated data to have the desired mean and variance

How to simulate data that satisfy specific constraints such as having specific mean and standard deviation?


When to apply logarithmic transformation to a variable?

In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values?


Logistic regression and classification: Adjusting or removing decision boundaries

Reduce Classification Probability Threshold


Estimate parameters from truncated normal sample

How to model this odd-shaped distribution (almost a reverse-J)


Why using vague (or noninformative) priors?

Why would someone use a Bayesian approach with a 'noninformative' improper prior instead of the classical approach?


Does higher value of correlation between two values indicate it is good predictor?

Is using correlation matrix to select predictors for regression correct?


Is it possible to reverse the sign of factor loadings for one factor?

Does the sign of scores or of loadings in PCA or FA have a meaning? May I reverse the sign?


How to sample from a discrete distribution?


How can a regression be significant yet all predictors be non-significant?


How do I verify whether a population distribution is a power-law?

Power law fitting of data with uncertainties


Distribution of a square of a random variable

Why are these two random variables identically distributed?


When is it ok to remove the intercept in a linear regression model?


Can anyone clarify the concept of a "sum of random variables"


Why divide the learning rate by the size of the mini batch?

Mean or sum of gradients for weight updates in SGD


Testing for multicollinearity in logistic regression


(Frequency Histogram) - Bins of equal width

How to find a suitable association of color with data value in a visualization?


Dichotomizing Continuous Variables in Regression: Good or Bad?

Justification for low/high or tertiary splits in ANOVA


How exactly does one “control for other variables”?


How to decide on the correct number of clusters?


How do I use R code to solve for probability of normal distributions?


Continuous dependent variable with ordinal independent variable


How confident is my model? Is there a way to know?


Regression shows positive linear relationship. Then why this negative equation

Why is the intersect negative and what does my regression show


Distribution for $Y = \sqrt{X_1^2 + X_2^2}$, when $X_1, X_2$ are dependent and normally distributed with different variance?

What is the distribution of the Euclidean distance between two normally distributed random variables?


How are the standard errors of coefficients calculated in a regression?


Is it always true that $E[E[X|Y]^2] = E[X|Y]^2$?


Algorithm to dynamically monitor quantiles


A generalization of the Law of Iterated Expectations


on the minimization of: $E[((Y-f(X))^2|X]$

Understanding the minimization of mean squared error function


Hierarchical or TwoStep cluster analysis for binary data?


How to obtain regression coefficients of a multiple linear regression model from simple linear regression models?

Question on how to normalize regression coefficient


Can I use independent t-test for my sample?

Does a big difference in sample sizes together with a difference in variances matter for a t-test (or permutation test)?


What are some alternatives to a boxplot?


Why is L2 regression good for handling multicollinearity?

Why is ridge regression called "ridge", why is it needed, and what happens when $\lambda$ goes to infinity?


Confused on correlation between variables and variation

Real examples of Correlation confused with Causation


About linear regression and polynomial functions

How to tell the difference between linear and non-linear regression models?


How to find the appropriate family for glm models?

Family in GLM - how to choose the right one?


What is the mathematical rigorous proof that L1 regularization will give sparse solution?

Why does the Lasso provide Variable Selection?


How would you judge this qq plot? Distributional assumptions? Outliers?


PCA iteratively finds directions of greatest variance; but how to find a whole subspace with greatest variance?

Why does PCA maximize total variance of the projection?


Doing principal component analysis or factor analysis on binary data


Can PCA work when the number of observations is smaller than the number of dimensions?

PCA when the dimensionality is greater than the number of samples


Understanding PCA - How to calculate scores

How to compute PCA scores from eigendecomposition of the covariance matrix?


Can I use a paired t-test when different subjects have different number of data points per condition?

Paired t-test when each data point was repeatedly measured different number of times?


Probit or Logit in Generalized Linear Model

Difference between logit and probit models


Transformations in Simple Linear Regression

Mboxcox, interpreting difficult regressions


Power analyses of 5 populations of infection data (binomial data)

Simulation of logistic regression power analysis - designed experiments


Kolmogorov-smirnov two-sample confidence level


Post-hoc tests after Kruskal-Wallis: Dunn's test or Bonferroni corrected Mann-Whitney tests?


Good GUI for R suitable for a beginner wanting to learn  programming in R?


When conducting multiple regression, when should you center your predictor variables & when should you standardize them?


How to calculate distribution of Y|X from distributions of X|Y and Y


Is mean centering required in regression? if so, what does it do?

How does centering the data get rid of the intercept in regression and PCA?


Data point that minimizes all four parameters


Is it acceptable to transform data for use in a GLM using Poisson?

Should quantitative predictors be transformed  to be normally distributed?


Why is permutation test wrong with variance but correct with standard deviation?

How to resample in R without repeating permutations?


How can I group numerical data into naturally forming "brackets"? (e.g. income)


How to correctly understand confidence intervals and confidence level

What, precisely, is a confidence interval?


Most Important Stat Theory Concepts -- Interview


"Accept null hypothesis" or "fail to reject the null hypothesis"?


R-squared for linear mixed effects model

How to get an "overall" p-value and effect size for a categorical factor in a mixed model (lme4)?


$\chi^2$ goodness of fit - how to compute expected counts when $\exists$ unknown parameters


regression with multiple response variable in R

How to do a generalized linear model with multiple dependent variables in R?


Confusion related to derivation of posterior of gaussian processes

Confusion related to predictive distribution of gaussian processes


How to make sure that a machine learning algorithm's implementation is correct?

Validation of machine learning algorithms implementation


How to proof that RandomSearch is better than GridSearch with mathematics?

Practical hyperparameter optimization: Random vs. grid search


How to interpret the result of Fisher's unit root test

Fisher-type unit-root test for panel data. Results interpretation in Stata


Distribution for Sum of Square Normal Variables with Arbitrary Variance

Distribution of the magnitude of samples from the multivariate gaussian distribution


Is a test with small effect size and high sensitivity meaningful or useful?

Are large data sets inappropriate for hypothesis testing?


Should a non-significant adjustment variable be kept in a regression model?

Should covariates that are not statistically significant be 'kept in' when creating a model?


Handling imbalanced data for classification

When is unbalanced data really a problem in Machine Learning?


Will it be more useful to study Sage+Python or R in statistics?


random number generation and probability problems

Random number generation and probability


R glm() with a categorical response variable

How to perform a logistic regression for more than 2 response classes in R


Estimate confidence intervals for the P value of the Pearson's Chi-squared test

How to construct a confidence interval for p-value


Statistically evaluate difference between time series

How to statistically compare two time series?


How to compare performance of probability estimating model

How can I determine accuracy of past probability calculations?


Why is R's coxph model hazard greater than 1?

Understanding Hazard Function Values Exceeding 1


Problems with SEM: Non-positive definite matrix

"matrix is not positive definite" - even when highly correlated variables are removed


Class imbalance in Supervised Machine Learning


Time taken to hit a pattern of heads and tails in a series of coin-tosses


What does PDF of normal distribution represents?

Can a probability distribution value exceeding 1 be OK?


Wilcoxon two-sample test approximated by z-statistic

How to correct for small p-value due to very large sample size


What is the difference between "likelihood" and "probability"?


R lm output - t values and Pr(>|t|) don't correspond

What is the meaning of p values and t values in statistical tests?


Standard deviation and n-1 : degrees of freedom or unbiased?

Degrees of freedom for standard deviation of sample


Explanation of "R Square" in terms of correlation?

Why is coefficient of determination used to assess fit of a least squares line?


K means minimize Sum of SSEs of clusters

K-means: Why minimizing WCSS is maximizing Distance between clusters?


Postive correlation but negative coefficient in regression

Positive correlation and negative regressor coefficient sign


OLS in R with linear inequality constraints on coefficients


How do I interpret this log linear regression coefficient?

How to interpret a negative linear regression coefficient for a logged outcome variable?


How to use SVD for dimensionality reduction

How to perform dimensionality reduction with PCA in R


There are two students born exactly in one day of year. How to prove?

What is the real answer to the Birthday question?


Does an unbalanced sample matter when doing logistic regression?


Interpreting coefficients for Poisson regression


Are two Pearson correlation coefficients different?

Significance testing of three or more correlations using Fisher's transformation


Should I use variance or standard deviation as weights to combine independent measurements?

Determining true mean from noisy observations


How is canonical correlation analysis related to multivariate regression?

Objective function of canonical correlation analysis (CCA)


Why is ROC AUC equivalent to the probability that two randomly-selected samples are correctly ranked?

How to derive the probabilistic interpretation of the AUC?


Relevance of opinion poll (500 people from 10.5 millions)

Confidence interval for Bernoulli sampling


Scaling vs Offsetting in Quasi-Poisson GLM


Why is there only one discriminant axis when doing Linear Discriminant Analysis on two classes?

Why with two classes, LDA gives only one dimension?


Can feedforward NN handle discontinuous functions?

What should I do when my neural network doesn't learn?


Clustering correlated variables based on correlation matrix

Clustering variables based on correlations between them


Why doesn't the use of a forget gate in LSTMs cause vanishing/dying gradients?

How does LSTM prevent the vanishing gradient problem?


Appropriate problems for different type of ML classifiers

Machine learning cookbook / reference card / cheatsheet?


Calculating regression weights from a covariance matrix

Is there a way to use the covariance matrix to find coefficients for multiple regression?


Hypothesis test for two groups distributed as a Poisson

Checking if two Poisson samples have the same mean


If N Bayesians estimate the probability of something, how do you aggregate their estimations?


Intuitive and Formulaic Justification for the Rao-Blackwell Theorem


Obtaining Standard Errors in Optim() in R

Residual standard error difference between optim and glm


Epsilon from Bivariate Normal Distribution

What is the intuition behind conditional Gaussian distributions?


How to estimate critical value for F-test for df=91?

How do I find values not given in (interpolate in) statistical tables?


Formula for OLS slope coefficients with K regressors?


Normal distribution probability calculation


Notation: What does the tilde below of the expectation mean?


Probability of mean of random sample being in a certain range


Reading and interpreting the scatter matrix

Is there an intuitive interpretation of $A^TA$ for a data matrix $A$?


Regression testing after dimension reduction


Dissertation Results. X and Y non-correlation, but then X significantly predictive in regression model. Why?

Why is it possible to get significant F statistic (p<.001) but non-significant regressor t-tests?


Principal Component Analysis - Why Use Eigenvectors of the covariance matrix?

Making sense of principal component analysis, eigenvectors & eigenvalues


How to generate a data sample along a annulus (between fixed radii)?

Simulate a uniform distribution on a disc


Are there algorithms for computing "running" linear or logistic regression parameters?


Why does the ks.test function give a p-value of 0 for these two samples?

Are large data sets inappropriate for hypothesis testing?


Recommended books or articles as introduction to Cluster Analysis?


How do I analyse principal component scores?


What is the difference between “factors” and “covariate” in terms of ANCOVA?

Should I treat these ordinal IVs as covariates or factors, in a regression?


Who decided that p value should be less than 0.05 and why?

Regarding p-values, why 1% and 5%? Why not 6% or 10%?


PMF of two Poisson RV subtracted from each other

How to calculate cumulative Poisson probabilities without adding each one if no. of outcomes is large and hence, adding (without excel) is difficult?


When data has a gaussian distribution, how many samples will characterise it?


Show that the cross-product term $\hat y'r$ from $ y'y$ is 0

What is the expected correlation between residual and the dependent variable?


How to treat dimensions correctly when multiplying/dividing probabilities?

Can a probability distribution value exceeding 1 be OK?


Create 3 correlated variables with pre-specified correlations

How can I generate data with a prespecified correlation matrix?


Is lasso appropriate on full binary dataset? (R)

Regression with only categorical variables


LASSO method. Intuitively how does it select variables?

Why does the Lasso provide Variable Selection?


Histogram bin size to show deviation from uniform distribution

Calculating optimal number of bins in a histogram


Should feature normalization be done for training , test set and target variables together?

Perform feature normalization before or within model validation?


Combining several Likert items from a Likert scale into one variable

What are good basic statistics to use for ordinal data?


What are the applications of different cost functions and which one to choose?

A list of cost functions used in neural networks, alongside applications


Lack of correlation between similar variables

If A and B are correlated with C, why are A and B not necessarily correlated?


Why do we need to normalize data before principal component analysis (PCA)?


Can I use F-test to compare two linear models (not nested)

Why is F-test not possible for comparing non-nested models


Alternatives to proportional odds mixed effects models

Linear mixed effect model vs. Ordered Probit vs. Ordered Logit with ordinal response


Which non parametric test is the equivalent of mixed ANOVA for repeated measures for two or more groups?

Non-parametric test equivalent to mixed ANOVA?


How does k-fold cross validation overcome overfitting in deep neural networks?

Training on the full dataset after cross-validation?


Books for learning non parametric Bayesian model


Why is P value interpreted under null hypothesis?

If we disbelieve $H_0$, why quote a p value calculated assuming $H_0$ was true?


How to correlate scale and nominal variables in SPSS?

Correlation between a nominal (IV) and a continuous (DV) variable


using a dummy to indicate zero values of a overdispersed continuous predictor variable


Are my data normal? chi-squared for goodness of fit


How is the best split point determined/predictor calculated in a regression random forest?

How does random forest generate the random forest


What is the meaning of maximum likelihood estimation?

Maximum Likelihood Estimation (MLE) in layman terms


PDF of the largest observation in a sample


Are large data sets inappropriate for hypothesis testing?


How can I create a linear regression model with some negative coefficients in R?

Is it possible in R (or in general) to force regression coefficients to be a certain sign?


How to derive quantiles of a non-standard normal distribution

Area within a given number of standard deviations from given mean


Is maximum a posteriori estimation part of Bayesian inference?

Relation Between Bayesian Estimation and Maximum a posteriori estimation


Is it valid to perform PCA if Kaiser-Meyer-Olkin (KMO) index is very low?


Generating even-sized clusters in scikit-learn

Clustering procedure where each cluster has an equal number of points?


Why ignore the denominator of bayes rule?

Why Normalizing Factor is Required in Bayes Theorem?


Partial correlation vs conditional correlation?


How to simulate a binary response variable based on two non-interacting continuous variables

How to simulate artificial data for logistic regression?


How to report a multiple linear regression equation when the interaction makes lower order items non-significant

Including the interaction but not the main effects in a model


First order statistics (min) of n non-identical but independent normal variates


If any two variables follow a normal bivariate distribution does it also have a multivariate normal distribution?

Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?


What is the error on measuring the phase of a sine wave?

How to find a good fit for semi-sinusoidal model in R?


Regression on a non-normal dependent variable?

Regression when the OLS residuals are not normally distributed


Quantitative method to determine necessary and sufficient causes

Using regression to prove that X is a necessary / condition condition for Y


Centering vs. Standarizing which one is better?

Is it ok to transform a logarithm variable to z score


Evidence of collinearity, yet significant coefficients – is this a problem?


Why likelihood is not always a density function?

What does "likelihood is only defined up to a multiplicative constant of proportionality" mean in practice?


What is the difference between a parametric test and non-parametric tests?

What exactly does a non-parametric test accomplish & What do you do with the results?


Are there concerns with doing a generalized additive model with a smoothing term of multiple variables?


Normal Probability Density Function and confusion over how it arrives at an answer

Can a probability distribution value exceeding 1 be OK?


Is it still meaningfull to watch the coeffiecent(s) of a regression equation even when it/they is/are not significant?

How can a regression be significant yet all predictors be non-significant?


How to calculate P(X=x|Y=y) using copula functions?


Statistical significance of different models

Log-transformed variable is not significant, while variable itself is


Ridge regression in Matlab produces different results than direct calculation

Confused by MATLAB's implementation of ridge


How does centering the data get rid of the intercept in regression and PCA?


Sum of Bernoulli variables with different success probabilities

Probability distribution for different probabilities


impact on hypothesis if t-stat is equal to t-critical value for one-tail two-sample t-test?

Do you reject the null hypothesis when $p < \alpha$ or $p \leq \alpha$?


usefulness of k-means clustering on high dimensional data

How to tell if data is "clustered" enough for clustering algorithms to produce meaningful results?


Homoscedastic and heteroscedastic data and regression models

Why is  the Breusch-Pagan test significant on simulated data designed not to be heteroscedastic?


In simple linear regression, why the covariance between y bar and beta1 hat is zero?

Covariance term in simple linear regression


Covariance when exponentiating a normal random variable

Sanity check question about correlation between log-normal random variables


t-test what needs to be normally distributed?

Normality of residuals vs sample data; what about t-tests?


Mann-Whitney U and KS tests in R are not producing significant results

What is the meaning of p values and t values in statistical tests?


Intuition For Overlapping Confidence Intervals and Statistical Significance

Relation between confidence interval and testing statistical hypothesis for t-test


Help with proof that the expected value of $x_i$ is $\bar{X}$


Determining the standard error of a ratio of means


Why is R2 not reported for GLMs based on last iteration of IRLS weighted least square regression with which it is fit

Is R-squared truly an invalid metric for non-linear models?


Truncated SVD: how do I go from [Uk, Sk, Vk'] to low-dimension matrix?

How to use SVD for dimensionality reduction to reduce the number of columns (features) of the data matrix?


Is there a rule of thumb for selecting Bootstrap sample sizes?

Choosing the number of bootstrap resamples


Help to interpret the ACF and PACF plots

How to interpret these acf and pacf plots


is cost function of logistic regression convex or not?

What is happening here, when I use squared loss in logistic regression setting?


How to apply VAR model for a I(1) and other I(0) variable? Objective is to forecast

VAR or VECM for a mix of stationary and nonstationary variables


Why we do not use least squares in logit model?


What are the weakest assumptions about the errors needed to derive the ordinary least squares estimator?

What is a complete list of the usual assumptions for linear regression?


Find the sampling distribution of the MLE of the uniform distribution

How do you calculate the probability density function of the maximum of a sample of IID uniform random variables?


Variable selection with principal components analysis

Using principal component analysis (PCA) for feature selection


How to perform a test using R to see if data follows normal distribution


Should I use t-test on highly skewed and discrete data?

Should I use t-test on highly skewed data ? Scientific proof, please?


Why it is good to take log on Finance data? Does it have nice properties?

When (and why) should you take the log of a distribution (of numbers)?


Limiting distribution of the first order statistic of a general distribution


Probability for completely unfair stats when rolling ability scores using 4d6 drop lowest for D&D

Repeatedly rolling a six sided die four times and summing the highest three results gives you a distribution with what mean and standard deviation?


Distribution of altered Mahalanobis distance

What is the distribution of the Euclidean distance between two normally distributed random variables?


What does this graphs mean in linear regression?


Non-significant factors after stepwise regression

Stepwise regression in R – Critical p-value


How are error terms calculated for moving average model in R


Link between moment-generating function and characteristic function


The Monty Hall Problem - where does our intuition fail us?


how a cosine similarity measure can be made a distance measure

Converting similarity matrix to (euclidean) distance matrix


What is the relationship between $p$ values and Type I errors

Comparing and contrasting, p-values, significance levels and type I error


raw data stationary but still can see trend and seaonality is stl


If number of samples is smaller than number of features, how can all the variance in PCA be explained by less than $n$ components?

Why are there only $n-1$ principal components for $n$ data if the number of dimensions is $\ge n$?


Minimum number of observations needed to perform PCA or FA

Minimum sample size for PCA or FA when the main goal is to estimate only few components?


Resources for learning R with Statistics

Sources for learning (not just running) statistics/math through R


is this a correct way of using cross validation

What is the correct way to use train, validation and test set when comparing classifiers?


why is constant important in machine learning - linear regression?

When is it ok to remove the intercept in a linear regression model?


Marginalize Gaussian Random Variable completing the square

Conditional multivariate Gaussian distribution


Resources to understand why dependence is a problem


Why are correlations acceptable in the small but considered "data dredging" in the large?


Why I get the same predict value in Arima model?


Creating a covariance matrix with specified variances and correlations

Why does correlation matrix need to be positive semi-definite and what does it mean to be or not to be positive semi-definite?


Can I have Zscore result calculated within specific range?


Reducing the number of independent variables

Regression in $p>n$ setting: how to choose regularization method (Lasso, PLS, PCR, ridge)?


Why does the conditional expectation minimize L2 loss?

Importance of optimizing the correct loss function


Correlation between a numeric and factor in R

Correlations with unordered categorical variables


How to explain change of sign on regression coefficient when another variable is added to OLS model?

Is there a difference between 'controlling for' and 'ignoring' other variables in multiple regression?


The distribution of a linear combinations of poisson random variables

The weighted sum of two independent Poisson random variables


What should I use - Multi label classification or Multi class classification?

Should I use multi-label classification?


When does it make sense, if ever, to remove the intercept from a logistic regression

The difference between with or without intercept model in logistic regression


Differentiate Ordinal and Nominal variables using python

How to statistically prove if a column has categorical data or not using Python


Query regarding a transformation of continuous random variables question

If $X$ and $Y$ are independent Normal variables each with mean zero, then $\frac{XY}{\sqrt{X^2+Y^2}}$ is also a Normal variable


Non-parametric test for difference in parameter with unequal sample size and different variance

Testing for significant differences in skewness


Reference for $\text{Var}(X)\le (b-a)^2/4$


How can the probability of each point be zero in continuous random variable?

$P[X=x]=0$ when $X$ is continuous variable


What does the Akaike Information Criterion (AIC) score of a model mean?


When plotting PCA analysis with loadings on top, loading arrows come out way too short


How to split data for stateless LSTM in Keras?


Stepwise Variable selection with Ordinal Logistic Regression

Ordinal regression with categorical covariates and predictors


How to calculate log-normal distribution parameters with partial data?

Estimate normal distribution from small sample with rankings


What's the equivalent function for mLogit() if random effects are involved?

When and why do I have to use "trait" for multinomial multilevel models with MCMCglmm in R?


What is the difference between Kernel density estimation and Parzen window estimation?

Can you explain Parzen window (kernel) density estimation in layman's terms?


Kalman Filter with non-contemporaneous sensors

How to handle incomplete data in Kalman Filter?


Unbalanced Design with a Large Data Set and Logistic Regression

Does an unbalanced sample matter when doing logistic regression?


How does AUC of ROC equal concordance probability?

Why is ROC AUC equivalent to the probability that two randomly-selected samples are correctly ranked?


In boosting, why are the learners "weak"?


Neural network model having high validation loss shows higher accuracy in test data during cross validation process

Overfitting on the loss graph, but not the accuracy graph


Linear Regression -- Regularization, shrinkage


What is the confidence of the solution to a system of linear equations with associated correlation coefficients?

Estimating the intersection of two lines


How to show that $\frac{1}{\theta}$ is a flat prior for $\log\theta$?

Why is uniform prior on log(x) equal to 1/x prior on x?


How to correct for small p-value due to very large sample size


Normal - $\chi^2$ mixture is a $t$ distribution


Is publishing work based on post hoc analysis problematic?

What is the problem with post-hoc testing?


Do posterior probability values from an MCMC analysis have any use?

When approximating a posterior using MCMC, why don't we save the posterior probabilities but use the parameter value frequencies afterwards?


What does small R squared mean in linear regression

R: linear regression: very small coefficient and R-squared but significant P values


Residual Sum of Squares degrees of freedom intuition

Why is RSS distributed chi square times n-p?


Logistic Regression: p values all '1', yet model fits perfectly

How to deal with perfect separation in logistic regression?


Regression coefficients that flip sign after including other predictors


A question in directional derivatives of a quantile regression object function


Welch t-test: Exactly when should it be used?

When conducting a t-test why would one prefer to assume (or test for) equal variances rather than always use a Welch approximation of the df?


Calculate sample statistics for estimated parameters of a model

Algorithm for minimization of sum of squares in regression packages


demostrate Jensen's inequality (i think)

Show that $\mathbb{E}(g(T-p)) < \mathbb{E}(g(S-p))$ for any convex function $g$ if $T$ and $S$ are estimators of $p$


does ANOVA have to work on groups with replicates?

Is there a statistical test to compare two samples of size 1 and 3?


What does it mean to use a normalizing factor to "sum to unity"?


Why Normality assumption in linear regression


Perfect negative correlation (-1) between intercept and slope in a mixed model

What to do with random effects correlation that equals 1 or -1?


Test for correlation between continuous and categorical variable

Correlations with unordered categorical variables


Testing if the mean of one data set is bigger than the mean of the other data set

How to compare group means for two samples with t-test using R?


Compairing quasi-Poisson and negative binomial fits in R

Comparing the fit of quasi-Poisson and negative binomial models


What does it mean that random effects are highly correlated?


Non-Parametric Density estimation with a positive variable

Good methods for density plots of non-negative variables in R?


R daisy - Gower distance, different values with different number of observations

Hierarchical clustering with mixed type data - what distance/similarity to use?


How to include survey weights into a random intercept model?

Fitting multilevel models to complex survey data in R


Covariance matrix of least squares estimator $\hat{\beta}$

Are estimates of regression coefficients uncorrelated?


Explain the fit_intercept parameter in some scikit learn classifiers

When is it ok to remove the intercept in a linear regression model?


Python Astronomy Censored Data in Lifelines


How do I choose between Kendall's tau and Spearman's rho correlations?


XGBoost Loss function Approximation With Taylor Expansion


probability of a digit repeating anywhere within a string

Extending the birthday paradox to more than 2 people


What, precisely, is a confidence interval?


Is there a notion of the product of confidence bands?

Confidence interval for the product of two parameters


Deep Learning Book - deriving sigmoid units for Bernoulli output

Motivating sigmoid output units in neural networks starting with unnormalized log probabilities linear in $z=w^Th+b$ and $\phi(z)$


Using wilcox.test() and t.test() in R yielding to different p-values

Using wilcox.test() and t.test() in R yielding different p-values


Standard Error vs. Standard Deviation of Sample Mean

Difference between standard error and standard deviation


Very large odds ratio- binary logistic regression

Enormous coefficients in logistic regression - what does it mean and what to do?


how to interpret beta in logistic regression

What is the significance of logistic regression coefficients?


can i use random forest for feature selection and then use poisson regression for model fitting?

Can a random forest be used for feature selection in multiple linear regression?


Proving that $V(\hat{y}_{x_0}) = \sigma^2\bigg[\frac{1}{n}+\frac{(x_0-\bar{x})^2}{S_{xx}}\bigg]$

Proving $\text{Var}{(\hat{y}_h)} = \sigma^2 \left(\frac{1}{n} + \frac{(x_h-\bar{x})^2}{S_{xx}}\right)$


Why does the Y axis change in population density plot when changing from raw scores to z-scores (assuming normal distribution)

Can a probability distribution value exceeding 1 be OK?


Which test to use in a single group pre- and post-treatment analysis

Best practice when analysing pre-post treatment-control designs


Why L1 regularization can "zero out the weights" and therefore leads to sparse models?


EM algorithm for a binomial distribution


comparing means for two groups with some overlap

t-test for partially paired and partially unpaired data


For linear regression, is it important for predictors and response to be normally distributed?

How does linear regression use the normal distribution?


Does the sign of scores or of loadings in PCA or FA have a meaning? May I reverse the sign?


Kullback-Leibler divergence - interpretation

Intuition on the Kullback-Leibler (KL) Divergence


Mean of floor of a division of Poisson random variable

What is the distribution of the rounded down average of Poisson random variables?


what would be the null and alternative hypotheses?

What is the meaning of p values and t values in statistical tests?


Removal of statistically significant intercept term increases $R^2$ in linear model


Is it ok to remove the intercept in a linear regression model (OLS) if the results are really good?


My loss is either 0.0 or randomly very high - Tensorflow

What should I do when my neural network doesn't learn?


Interpretation of a regression where two variables predict a third variable individually but not when entered together

Why is it possible to get significant F statistic (p<.001) but non-significant regressor t-tests?


What is the best way to present rank survey data?

Graph for relationship between two ordinal variables


Why normalize when all features are on the same scale?

Bad performance with ReLU activation function on MNIST data set


Sum of predictors in a Linear Regression of Indicator Matrix

Linear Regression of Indicator Matrix: sum of predictions is 1


Combining two multilevel models that are a sort of two stage model

How do you deal with "nested" variables in a regression model?


Clarification of Machine Learning Terminology

Valid references on origins of Machine Learning, Statistical Learning and Data Mining


Knot selection for cubic regression splines

Setting knots in natural cubic splines in R


Ambiguity of chi-squared test of association; how can the conclusion change using the ''same'' sample?


Logistic regression of both ordinal response and explanatory variables

Multinomial logit regression with ordinal independent variables


Binomial distribution in exponential form

Deriving the canonical link for a binomial distribution


Estabilishing an upper bound for the probability of an impossible event, by sampling

Using Rule of Three to obtain confidence interval for a binomial population


PCA scores in my own implementation have different sign from the ones computed in R

Is the sign of principal components meaningless?


Meaning of probability notations $P(z;d,w)$ and $P(z|d,w)$


Quadratic models with R. The use of poly(..) and I(..) functions (R-language)


interpreting R lm(..) output when a variable is used as a factor


Probability distribution and uniform distribution in a sphere

How to generate uniformly distributed points in the 3-d unit ball?


Mean centering and setting standard deviation to 1 in data

Variables are often adjusted (e.g. standardised) before making a model - when is this a good idea, and when is it a bad one?


critical look at auto .arima in forecast package in R

Performance evaluation of auto.arima in R and UCM on one dataset


What is the significance of the PDF's value at a certain point?

Can a probability distribution value exceeding 1 be OK?


How to compare two groups when one only has one data point?

Is there a statistical test to compare two samples of size 1 and 3?


Why is the Fisher Information matrix positive semidefinite?


How to deal with variables that are only relevant for some people?

How do you deal with "nested" variables in a regression model?


What if errors (residuals) follow other distribution rather than linear regression?

What to do if residuals are not normally distributed?


What is happening here, when I use squared loss in logistic regression setting?


How to get a uniformly distributed portfolio allocation vector?

Generate uniformly distributed weights that sum to unity?


Standard error all the same in lsmeans on a mixed model

Equal standard errors for all levels of a categorical factor in lmer


Using ML algorithms like decision trees, support vector machines, neural networks for panel data

machine learning techniques for longitudinal data


Unable to learn weights of a Word2Vec model

What should I do when my neural network doesn't learn?


Comparing two proportions asymptotic distribution

How to derive the asymptotic distribution of the test statistic of a large sample test for equality of two binomial populations?


What is the difference between linear regression and polynomial regression?

Why is polynomial regression considered a special case of multiple linear regression?


What does it indicate if a multiple regression model is significant but none of the individual predictors are significant?

Significance contradiction in linear regression: significant t-test for a coefficient vs non-significant overall F-statistic


Why is it possible to get significant F statistic (p<.001) but non-significant regressor t-tests?


How to interpret regression coefficients when response was transformed by the 4th root?


In testing random numbers, what other tests should I use to complement the Kolmogorov-Smirnov?

Testing random variate generation algorithms


Kolmogorov-Smirnov test for large sample

How to guess a curve distribution from count data


Converting a similarity to a dissimilarity

Will the silhouette formula change depending on the distance metric?


Relationship between correlation of x vs. x+y and y vs. x+y

Why does the correlation coefficient between X and X-Y random variables tend to be 0.7


How is the formula for the Standard error of the slope in linear regression derived?

Derive Variance of regression coefficient in simple linear regression


Can I think of the level of a hypothesis test as being the probability the null hypothesis is true?

Interpretation of p-value in hypothesis testing


exact test on proportion: confidence intervals vs p value

Meaning of 2.04 standard errors? Significantly different means when confidence intervals widely overlap?


Relation between confidence interval and testing statistical hypothesis for t-test


How to change data between wide and long formats in R?


The main effect will be non-significant if the interaction is significant?

Interpretation of main effect when interaction term is significant (ex. lme)


Find the least squares estimator of the parameter B (beta) in the following regression model: y= B + u What is the variance of the estimator?

Standard errors for multiple regression coefficients?


Why is functional form so important when specifying models?

How can adding a 2nd IV make the 1st IV significant?


Collectively evaluate a number of normal distributions

Why would all the tests for normality reject the null hypothesis?


Interpreting the output of linear regression


How do I calculate a probability to encounter a pattern of numbers in a numbers list?

Time taken to hit a pattern of heads and tails in a series of coin-tosses


How can a later principal component be significant predictor in a regression, when an earlier PC is not?

How to use principal components analysis to select variables for regression?


What are the differences between Factor Analysis and Principal Component Analysis?


How can I say if my data is a time series?

How to check if data constitute a time series with simple moving average method?


How to interpret the output for calculating concordance index (c-index)?


Book for Statistical and Probability Theory

Book recommendations for beginners about probability distributions


notebook or desktop PC for datamining projects

What is the current 'standard' for modern statistical computing hardware?


Difference time series before Arima or within Arima


How to interpret the lasso selection plot

Interpretting LASSO variable trace plots


Treating Categorical Data as nominal or ordinal?

Continuous dependent variable with ordinal independent variable


Central Limit Theorem, what does it really say?


Is backpropagation required for optimizing MLPs?

Is it possible to train a neural network without backpropagation?


How do I interpret the results of a regression which involves interaction terms?


Find linear subsets in a 2D point (xy) data


Prediction vs. Explanation and its Effect on Statistical Methods

Practical thoughts on explanatory vs. predictive modeling


Can we skip the lower order terms in interactions?

Do all interactions terms need their individual terms in regression model?


Select the best point pair in the 2D grid

Creating an index of quality from multiple variables to enable rank ordering


Feature selection before DNN classification

Feature selection before neural network classification


How to know whether a Gibbs sampler is irreducible?

Markov chain convergence, total variation and KL divergence


Vector Error Correction Models (sign of the coefficent)

Error correction term has both positive and negative loadings - is that OK?


How PDF works in continuous distribution?

Can a probability distribution value exceeding 1 be OK?


1 IV with two categories and 5 DV, which statistical test to choose?

Assessing group differences on multiple outcomes


Which fold will be chosen after applying k-fold cross validation?

How to choose a predictive model after k-fold cross-validation?


Do Bayesians believe in Fixed Effect Models?

Would a Bayesian admit that there is one fixed parameter value?


Can you combined two sources with difference variance to reduce error?

Determining true mean from noisy observations


Is there a PDF for a generalized non-central chi-squared distribution

sum of noncentral Chi-square random variables


Positive forecasts with hts and combinef in R

Combinef in R HTS package- constrain to keep forecasts positive?


Proper back-transformation of lognormal standard deviation to find confidence intervals around a mean

How do I calculate a confidence interval for the mean of a log-normal data set?


Exclude entire categorical variable? Or just some of its dummies?

Is feature selection with dummy coding of categorical variables problematic?


What is the difference between dexp and pexp

Can a probability distribution value exceeding 1 be OK?


Testing the difference in AIC of two non-nested models


Why do we use logistic regression for classification problems, rather than other continuous functions?

Is the logit function always the best for regression modeling of binary data?


How to compare mixed effect model with one random effect to one without random effect in R

Comparing mixed-effects and fixed-effects models (testing significance of random effects)


Is it possible to have too much data? When should I subsample?

Are large data sets inappropriate for hypothesis testing?


When is bayesian logistic regression (MCMC) preferable to GLM logistic regression?

When (if ever) is a frequentist approach substantively better than a Bayesian?


Convergence of a sequence of random variables

Convergence in distribution, probability, and 2nd mean


Coefficients become insignificant by adding additional variable. Explanation?

How can adding a 2nd IV make the 1st IV significant?


Find parameters $\alpha$ and $\beta$ of a beta distribution, if I have one quantile and the mean

Beta distribution from mean and quantile


Reference book for linear algebra applied to statistics?


Dropping insignificant interaction term makes insignificant main effect significant: what do?

Including the interaction but not the main effects in a model


Distributions other than the normal where mean and variance are independent


How to model wind speed with a weibull distribution when there is excessive zeros in the distribution?

How to model non-negative zero-inflated continuous data?


How to determine how reliable my logistic regression probability is?

Measuring accuracy of a logistic regression-based model


What is going on the background of Decision Trees?

Regression trees - how are splits decided


completing the square for Gaussian multivariate estimation


Why use Chi-squared distribution to estimate the variance of normal distribution?

Why is chi square used when creating a confidence interval for the variance?


Taxonomy/overview of machine learning techniques

Machine learning cookbook / reference card / cheatsheet?


Shouldn't null and alternative hypothesis always be exhaustive?

Do null and alternative hypotheses have to be exhaustive or not?


When is the determinant of a covariance matrix is 0?

What correlation makes a matrix singular and what are implications of singularity or near-singularity?


Bootstrap inference after multiple imputation

How can I pool bootstrapped p-values across multiply imputed data sets?


conjugate prior for exponential distribution

How to derive the conjugate prior of an exponential family distribution


Expectation Maximization: decrease in likelihood in iteration

EM Algorithm seems to work, but Q is not monotonic. Possible reasons?


Interpreting transformed dependent and independent variables

How to interpret regression coefficients when response was transformed by the 4th root?


test if two normally distributed random variables are equal

Testing equality of coefficients from two different regressions


Why does the type I error not depend on sample size?

Why are the number of false positives independent of sample size, if we use p-values to compare two independent datasets?


How to formulate a likelihood ratio test for an exponential distribution?

Neyman-Pearson lemma: critical region and hypothesis testing


Statistical interpretation of Maximum Entropy Distribution


Can we apply analyticity of a neural network to improve upon gradient descent?

Why is Newton's method not widely used in machine learning?


When doing ANOVA, what do we need to assume is normally distributed?

What is a complete list of the usual assumptions for linear regression?


Algorithm for rating books: Relative perception


Why doesn't my Feed-forward NN work when I try to train it with multiple inputs?

What should I do when my neural network doesn't learn?


How to solve for the parameters in a logistic function?

When is logistic regression solved in closed form?


Difference between Time series and repeated measures analysis?

What are differences between the terms "time series analysis" and "longitudinal data analysis"


Verifying representativeness of a sample, after simple random sampling


What does “density” really mean in probability density function in statistics?

Can a probability distribution value exceeding 1 be OK?


Obtaining predicted values (Y=1 or 0) from a logistic regression model fit


Is my model any good, based on the diagnostic metric ($R^2$/ AUC/ accuracy/ RMSE etc.) value?


How to interpret poor $R^2$ score but good RMSE value?


Squared Error vs Absolute Error loss functions

Why square the difference instead of taking the absolute value in standard deviation?


How to interpret F- and p-value in ANOVA?


Can more features decrease the performance

Why does increasing the number of features reduce performance?


Finding a suitable distribution for data in R?


making predictions with log-log regression model


Forecast Daily Data with Multiple Seasonality

Auto.arima with daily data: how to capture seasonality/periodicity?


To what extent does machine learning make use of tensor algebra/calculus?

Why the sudden fascination with tensors?


How to include number of not-yet-decayed radioactive atoms in MLE?

How to model this odd-shaped distribution (almost a reverse-J)


Clear explanation of dummy variable trap

What is an example of perfect multicollinearity?


What is the minimum viable cell size for 2x2 ANOVA?


Interpreting negative coordinates and origin in 2D correspondence analysis plot

Interpreting 2D correspondence analysis plots


Ridge regression is similar to Linear regression

Why is ridge regression called "ridge", why is it needed, and what happens when $\lambda$ goes to infinity?


Nonlinear fit in R only works with tightly restricting parameter bounds

Why is nls() giving me "singular gradient matrix at initial parameter estimates" errors?


Why does the p-value of a composite null hypothesis have a supremum attached it?

Why is the p-value written with a supremum?


What is the difference between "data mining" and "data analytics"?

What is the difference between data mining, statistics, machine learning and AI?


How can I statistically compare two time-series?


Best book for theory of probability and statistics

Mathematician wants the equivalent knowledge to a quality stats degree


Choosing Distance function and Linkage in hierarchical clustering

Choosing the right linkage method for hierarchical clustering


How to tackle datasets where the dependent variables has around 80% 1's?


In maximum likelihood estimation, can you maximize $p(x|\theta)$ rather than $L(\theta)$?

What is the difference between "likelihood" and "probability"?


Testing equality of two coefficients of two separate regressions in R

Testing equality of coefficients from two different regressions


Is the likelihood in Bayes theorem a probability?

What is the reason that a likelihood function is not a pdf?


Which notation and why: $\text{P}()$, $\Pr()$, $\text{Prob}()$, or $\mathbb{P}()$


ROC-AUC is higher than accuracy score - what does this mean?

Evaluating models by Loglogss, AUC, and Accuracy


Why is the sampling distribution of variance a chi-squared distribution?


Linear Regression with Non-numeric Variables

Predicting with both continuous and categorical features


Why does randomForest has higher test AUC than train AUC? Is this possible?

Better accuracy with validation set than test set


How can i find the following Poisson distribution when i have a non-integer value


Why can't I double my sample to decrease the variance of the estimator in the OLS?

What are the consequences of "copying" a data set for OLS?


Intuitive explanation of the F-statistic formula?


Should you reject $H_0$ at the 0.10 level?

What is the meaning of p values and t values in statistical tests?


Does the ratio of training data (significantly) affects the result?

When is unbalanced data really a problem in Machine Learning?


Model selection method with k-fold cross validation

How to choose a predictive model after k-fold cross-validation?


What is the meaning of the notation $\theta \sim p(\theta)$ and $y \sim p(y|\theta)$?

What exactly does $\dot\sim$ notation mean?


Random Forest Regression - Coping with extreme values

How are Random Forests not sensitive to outliers?


Is there a difference between the terms statistical learning and machine learning?

Valid references on origins of Machine Learning, Statistical Learning and Data Mining


How is the notation $X\sim N(\mu,\sigma^2)$ read?


Forecasting stock prices with ARCH Model

What is the difference between GARCH and ARMA?


Get relative risk ratio and confidence interval from logistic regression

Calculation of Relative Risk Confidence Interval


Does a correlation matrix of two variables always have the same eigenvectors?

One component in PCA is always the mean vector in two-dimensions but not three


What do poll probabilities actually mean

Probability of a single real-life future event: What does it mean when they say that "Hillary has a 75% chance of winning"?


Power analysis for logistic regression with dummy independent variables

Multiple logistic regression power analysis


How many swaps to shuffle a 52 card deck?

What is wrong with this "naive" shuffling algorithm?


How to easily determine the results distribution for multiple dice?


Difference between logit and probit models


How to retrieve an underlying mathematical model from the decision tree or random forest?


Is it ok to have "fitted probabilities numerically 0 or 1 occurred" in the case of predicting disease?

How to deal with perfect separation in logistic regression?


Comparison between Logit and Probit models


R Tukey HSD Anova: Anova significant, Tukey not?

How can I get a significant overall ANOVA but no significant pairwise differences with Tukey's procedure?


How to do a classification with only one variable?

How can I group numerical data into naturally forming "brackets"? (e.g. income)


Why continue to teach and use hypothesis testing (when confidence intervals are available)?


Interpretation of the p-value of the y-intercept coefficient in a linear regression

What is the meaning of p values and t values in statistical tests?


How to estimate the confidence interval using sample average and sample size ONLY?

Confidence interval for Bernoulli sampling


Bonferroni adjustment in SPSS - what does it do?


How to get a random function with a truncated normal distribution?

Generate random numbers following a distribution within an interval


Is there any use for the quantity $\int f(x)^2 dx$ in statistics or information theory?


Least squares - why multiply both sides by the transpose?

Understanding linear algebra in Ordinary Least Squares derivation


How do you "control" for a factor/variable?


Is it ok to here test statistical significance using permutation test?


When non-significant interaction effects make a significant main effect non-significant

Either quadratic or interaction term is significant in isolation, but neither are together


What software allows non-parametric repeated-measures multi-way Anova?

A non-parametric repeated-measures multi-way Anova in R?


Generate variables with fixed $R^2$ and coefficients

Generate a random variable with a defined correlation to an existing variable(s)


Is it possible that PCA works better without data scaling?


How to generate and correlate more than two random variables which are from different non-parametric distributions given then correlation matrix?


Probability density function for a logarithmic spinner

Intuitive explanation for density of transformed variable?


Making the mindset transition - projection in OLS regression

Geometric interpretation of multiple correlation coefficient $R$ and coefficient of determination $R^2$


Can a probability distribution value exceeding 1 be OK?


What would Xt and delta Xt equation look like?


Why Lasso or ElasticNet perform better than Ridge when the features are correlated


How to check significant change in the actual population, not sample

Statistical inference when the sample "is" the population


Long-run behavior of p-values? (simulation)

Why are p-values uniformly distributed under the null hypothesis?


When is logistic regression minimizing under squared error loss the same as maximizing binomial likelihood?

Why are the Least-Squares and Maximum-Likelihood methods of regression not equivalent when the errors are not normally distributed?


Quantiles of linear combination of independent $\chi^2_1$ random variables

The distribution of the linear combination of Gamma random variables


how to interpret the result of regression model which has some categorical predictors?

Interpreting coefficient in a linear regression model with categorical variables


New question based on an existing question on Minimum and Maximum of N(0,1)

Variance of Minimum and Maximum of 2 iid Normal


What is the intuitive explanation for the CDF of any random variable to follow uniform distribution?

Why is the CDF of a sample uniformly distributed


How to select a clustering method? How to validate a cluster solution (to warrant the method choice)?


What is the meaning of $p(y|x;\theta)$ and $p(x;\theta)$ and $p(x,y|z)$?

Meaning of probability notations $P(z;d,w)$ and $P(z|d,w)$


Why is "condensed nearest neighbour" Parametric?

Why is "consistent nearest neighbour" Non-parametric?


Parametric vs non-parametric machine learning methods


Error bars, linear regression and "standard deviation" for point


If $Y=F(X)$ is $U[0,1]$ where $F$ is cdf of continuous $X$ then shouldn't its plot be rectangular?

How does the inverse transform method work?


Best book for statistical inference (Self-study)

Standard reference for classical mathematical statistics?


5 Likert Scale and Normal Distribution prior to parametric testing


How should tiny $p$-values be reported? (and why does R put a minimum on 2.22e-16?)


Can I use z-score for data that doesn't belong to a normal distribution but passes some normality tests?


Matlab fitlm function gives a different RMSE respect the one calculated by hand


Difference between dependent and correlated variables

Does non-zero correlation imply dependence?


Acceptable Accuracy, Precision, Sensitivity, and Specificity Thresholds

How to know that your machine learning problem is hopeless?


Why is the precision matrix not positive definite?

Inverting non positive definite covariance matrix


Issue in evaluating the performance of my "clustering algorithm" using NMI, ARI when the "ground truth" is available?

Evaluation measures of goodness or validity of clustering (without having truth labels)


How to obtain covariance matrix eigenvalues from singular values?

Singular values of the data matrix and eigenvalues of the covariance matrix


Can you calculate probability with mean, SD, skewness, and kurtosis

Skewness, kurtosis and how many standard deviations values are from the mean


Binary and continuous variables in the same regression?

Can I use multiple regression when I have mixed categorical and continuous predictors?


How do I cross validate daily time series data


Neural Network - Can I use sigmoid activation function in hidden layers of regression problem?

What is the purpose of a neural network activation function?


Exercise: Should we trust our naive bayes or a human "guru"?


How can I calculate the R-squared of a regression with arima errors using R?


Why Stepwise regression lead to overfitting?

What are the advantages of stepwise regression?


Deal with negative predicted values in a linear model

Getting negative predicted values after linear regression


Understanding cross entropy in neural networks

Should I use a categorical cross-entropy or binary cross-entropy loss for binary predictions?


Sample size and margin of error in polls and surveys

Why do political polls have such large sample sizes?


Unequal study groups and non parametric tests

Mann-Whitney-Wilcoxon Test on highly unbalanced groups.


Randomly generating integers with prior probabilities

How to generate numbers based on an arbitrary discrete distribution?


Is there a fundamental difference between artificial neural networks and "other" supervised machine learning models


Distribution of sine of a continuous, non uniform random variable?


Model selection in binary logistic regression


Logistic regression - linearity and non linearity

Why is logistic regression a linear classifier?


What is the proper name for a "river plot" visualisation

What's a good tool to create Sankey diagrams?


Logistic regression estimator always outputs the same class in scikit-learn

Logistic regression is predicting all 1, and no 0


Algorithms for automatic model selection


Why is $R^2$ so difficult to calculate for mixed models (both for the model as a whole and the fixed effects)?

Why are effect size estimates (such as $R^2$) difficult in mixed-effects models?


Comparing fit of a Mixed Model to a Fixed Model

Comparing mixed-effects and fixed-effects models (testing significance of random effects)


Does ordering matter for logistic regression features (Titanic problem on Kaggle)?

How to handle ordinal categorical variable as independent variable


draw roc curve on an example of 10 probability scores

How to calculate Area Under the Curve (AUC), or the c-statistic, by hand


Formular Derivation - Expected Value Truncated Normal Distribution

Expected value of x in a normal distribution, GIVEN that it is below a certain value


Only one global minimum for univariate linear regression squared error cost function?


How many times I need to draw k items from a list of n items to get a probability P that each item is selected at least once?

How many stickers do I need to complete my FIFA Panini album?


Should Likert scale measures be treated as interval, ratio, ordinal, or nominal?

Under what conditions should Likert scales be used as ordinal or interval data?


How to calculate the signal-to-noise ratio for an image?

How to calculate the signal-to-noise ratio (SNR) in an image?


What can I do if the confidence intervals of the predicted mean are small but the predicted intervals are large

Difference between confidence intervals and prediction intervals


Best approach to correlate discrete and continuous variables using machine-learning technique

Correlation between discrete and continuous variables


Independent t-tests. One- or two-tailed?

Difference between one-tailed and two-tailed testing?


How to run time and country dummies in Panel regressions?

Is it required for panel data to use dummy variables?


When is it ok to remove the intercept in a linear regression model?


Finding an acceptable upper limit on a random generator with an unknown distribution

Multi armed bandit for general reward distribution


In GLIM, Is the link function of mean linear in explanatory variables?

Is the response linear in the predictor variable in the linear regression model?


No linear effects but a quadratic effect

Does it make sense to add a quadratic term but not the linear term to a model?


Confidence Score for a Single Proportion

Confidence interval for Bernoulli sampling


Period effects in pooled time series data in R


Testing for difference between two percentages (using confidence intervals)


Application to a real life problem: identifying outliers in univariate time series data

Simple algorithm for online outlier detection of a generic time series


How to find corelation between numeric vector and logical vector?

Correlations with unordered categorical variables


Can expectation maximization be used to optimize a quadratic function?

What is the difference between EM and Gradient Ascent?


What is an example of perfect multicollinearity?

What correlation makes a matrix singular and what are implications of singularity or near-singularity?


Upsides of reporting a lower or upper bound vs. reporting the actual value

How should tiny $p$-values be reported? (and why does R put a minimum on 2.22e-16?)


Is there difference between "spectral decomposition" and "singular value decomposition"?

The proof of shrinking coefficients using ridge regression through "spectral decomposition"


Multiple linear regression - significant ANOVA, but non-significant predictors. No multicollinearity. What's the problem?

How can a regression be significant yet all predictors be non-significant?


Is there an accepted definition for "P for trend" or "P-trend"

What is the meaning of p values and t values in statistical tests?


how do you calculate CI in R and explain the method?

Should confidence intervals for linear regression coefficients be based on the normal or $t$ distribution?


Is this data's mean significantly different from zero?

Statistical inference when the sample "is" the population


Calculate variance from mean and variance of bins

How to calculate the variance of a partition of variables


PCA vs SVD - understanding difference and preference of SVD over PCA

Why PCA of data by means of SVD of the data?


Does it make sense to only drop a specific level of a categorical variable?

Can I ignore coefficients for non-significant levels of factors in a linear model?


How to interpret regression coefficients in a log-log model

Interpretation of log transformed predictor and/or response


Comparing and visualising highly skewed distributions


Reporting results of a bootstrap regression model that has violated the assumption of homoscedasticity

Is bootstrapping standard errors and confidence intervals appropriate in regressions where homoscedasticity assumption is violated?


What is at x- and y-axis on the Normal Probability Plot and how to calculate it?

What is inverse CDF Normal Distribution Formula


In a hypothesis test with Normal data, why do people use the t-statistic instead of some other statistic?


Deriving Transition Matrix of the Embedded Markov Chain given the generator matrix?

Deriving transition matrix from infinitesimal generator, continuous time Markov chain


Appropriate post-hoc test after a mixed design anova in R

Post hoc test after ANOVA with repeated measures using R


Corrected multiple comparison: is the preceeding ANOVA necessary at all?

Do we need a global test before post hoc tests?


r, How to create two correlated variables that are distributed jointly normal (mean 0, var 1)

How to generate correlated random numbers (given means, variances and degree of correlation)?


dealing with exponentials in python - infinities and overflows

How to properly handle Infs in a statistical function?


Is adjusting p-values in a multiple regression for multiple comparisons a good idea?


p values and significance in RLM (MASS package) R


How to calculate a maximum standard deviation?

Reference for $\text{Var}(X)\le (b-a)^2/4$


How do I write the mathematical equation for ARIMA(0,0,5)(1,0,1) period 12?

How do I write a mathematical equation for ARIMA (2,1,0) x (0,2,2) period 12


Is there an intuitive explanation why multicollinearity is a problem in linear regression?


if p value is greater than 0.05 for a variable, then why it is considered in multiple regression equation?

If a variable is found with p-value greater than 0.05, why is it also taken for calculation in the regression equation Y=a+b1*X1+b2*X2?


Why does the Cauchy distribution have no mean?


How to choose the split in Random forest for categorical predictors (features)?


What does "probability distribution" mean?


sum of noncentral Chi-square random variables


why l1 norm can result in variable selection but not l2

Why does the Lasso provide Variable Selection?


Is it possible that the interaction effect is significant while the individual effect(s) is not?

The main effect will be non-significant if the interaction is significant?


Geometric Mean of Uniform random variables convergence


What to claim when we don't reject the null hypothesis?

"Accept null hypothesis" or "fail to reject the null hypothesis"?


Acceptable r-square value for multiple linear regression model

Is my model any good, based on the diagnostic metric ($R^2$/ AUC/ accuracy/ RMSE etc.) value?


Why does the standard deviation not decrease when I do more measurements?

Difference between standard error and standard deviation


Eigenvectors computed by Matlab's princomp() and eig() have different signs

Does the sign of scores or of loadings in PCA or FA have a meaning? May I reverse the sign?


linear regression: interpretation of main effect when models includes interaction

Interpreting main effect and interaction


Why 0 mean is desirable for data in neural networks?

How and why do normalization and feature scaling work?


Splitting Data With High Percentage of Repeated Values

Removing duplicates before train test split


Formula for autocorrelation in R vs. Excel


Interpreting estimates from generalized models in R

How to interpret coefficients in a Poisson regression?


How does Support vector machine predict the classes for the test points?

Help me understand Support Vector Machines


Cross-validation for mixed-effect logistic regression?


What is Bayesians' equivalence of sample size determination?

Is there a standard way to Determine Sample Size when doing Bayesian Inference?


How do you calculate the Ordinary Least Squares estimated coefficients in a Multiple Regression Model?

How to derive the least square estimator for multiple linear regression?


ANOVA terminology: "repeated measures" vs. "within/between subjects"

Differences between MANOVA and Repeated Measures ANOVA?


rescale a vector x to lie between arguments LOWER and UPPER in R


Interpretation interaction term with a dummy variable in it

Dummy coding for contrasts: 0,1 vs. 1,-1


R: Missing levels of categorical variable in summary of linear model

Non-significant intercept in regression with a two level factor in R


What do I interpret from the unit root test?


intepreting Negative coefficients of Poisson model


What is the problem with training Neural Networks with back propagation with activation functions that only output positive values?

Why are non zero-centered activation functions a problem in backpropagation?


Probability that a random variable comes from one of two normal distributions

Test to see what population an observation came from


Testing equality of variances without the data, just from the variances and the mean

Degrees of freedom in theoretical sample variance (for use in F-distribution)


Significance of Regression Intercept (R lm model)

When is it ok to remove the intercept in a linear regression model?


What if residuals are normally distributed, but y is not?


Which equal correlations of three random variables are possible?

Bound for the correlation of three random variables


What is a simple intuitive definition of Odd?


p-values for all lags in a cross-correlation calculation


Example of auto-regressive integrated moving average (ARIMA) model

Seeking certain type of ARIMA explanation


Usage of PCA - how to scale observations?


Strong pattern on residual plot (simple linear regression in R)

Diagonal straight lines in residuals vs fitted values plot for multiple regression


Is it OK to use the parameters for the lowest cost?

How to use early stopping properly for training deep neural network?


Non significant intercept in linear model

Linear regression: Intercept isn't significant


Which method to use for Initializing K means center?

Methods of initializing K-means clustering


question about p values and significance comparison

When to use Fisher and Neyman-Pearson framework?


PCA. Maximisation of explained variance for plane.

Is it possible to have a basis for a covariance matrix such that the greatest variance is greater than the variance of the first eigenvector?


how do you obtain a data set (around 10,000 data points) with a mean of 0 and standard deviation of 1.

How to simulate data that satisfy specific constraints such as having specific mean and standard deviation?


In LASSO, does it make sense to choose lambda based on the mean error associated with different lambda values, over multiple cross-validations?

LASSO: selection of penalty term: "one-standard-error" rule


Interpret the multi linear regression graph


Tree complexity in boosted regression trees


Is it wrong to standardise a variable and then centre it for use in multiple regression?

Do you ever center AND standardize variables in multiple regression?


Does it make sense to run DBSCAN on the output from t-SNE?


Can something be "very statistically significant"?

Is it wrong to refer to results as being "highly significant"?


Determine the best k when performing knn


Are many traits normally distributed or not?

Real-life examples of common distributions


Training binary classifiers with huge dataset with mostly negative examples

Class imbalance in Supervised Machine Learning


Why limiting the weights to not grow to big numbers help to avoid overfitting?

Why do smaller weights result in simpler models in regularization?


Using PCA for finding features most affecting a given label

Using principal component analysis (PCA) for feature selection


Neural networks: Why is is neccesary to shuffle the inputs in each epoque?

Neural networks: why do we randomize the training set?


Sufficient and complete statistic function for $\theta$ of geometric distribution

Unbiased estimator with minimum variance for $1/\theta$


unstandardized coefficient B value 2.314E-005 in multivariate regression analysis

What does the notation like 8.6e-28 mean? What is the 'e' for?


In boosting, why are the learners "weak"?


Why are we interested in asymptotics if the real-world data is almost always finite?

Large sample asymptotic/theory - Why to care about?


The probability of at least N positive outcomes where all experiments have different probabilities

Risk of extinction of Schrödinger's cats


Necessity of standardizing data in regularized regression

Lasso centering and standarization with R


How are the degrees of freedom in the emmeans package calculated? - R


Linear regression model vs logistic regression

What is the difference between linear regression and logistic regression?


Mean differences between a population and its subsamples

population and subsamples : mean equality?


Why is there only one critical value in the Wald confidence interval


Pairwise comparisons of regression coefficients

Post-Hoc pairwise comparison for slope (interaction term) in R?


What does the value in standard deviation means?


What should I do when my neural network doesn't learn?


Prediction interval of Y given AR model for log(Y)

Prediction interval on untransformed scale


Interpreting PCA figures in layman terms

Interpretation of biplots in principal components analysis


What are we trying to predict with ARIMA if we remove non-stationarity in data

Why is removing instationarities a good thing when trying to forecast a time series?


How to Interpret p-value for categorical variable in multiple linear regresion?

Can I ignore coefficients for non-significant levels of factors in a linear model?


step by step explanation of answer for discriminant function

Decision boundaries and Gaussian density functions


How to approximate the student-t CDF at a point without the hypergeometric function?


Check statistical significance of one observation

Iterative process for removing extreme samples


Question on how to normalize regression coefficient


Difference between general linear model and generalized linear model

General Linear Model vs. Generalized Linear Model (with an identity link function?)


How can I find the expected value and variance of the Wilcoxon Sum of Ranks test?

Variance of Wilcoxon Rank-Sum Test (no ties)


What should my goal for effective sample size be when doing Bayesian parameter estimation?

Effective Sample Size for posterior inference from MCMC sampling


In multivariate normal distribution, what does it imply if the covariance matrix does not have full rank

What is rank deficiency, and how to deal with it?


What does the notation like 8.6e-28 mean? What is the 'e' for?


What norm of the reconstruction error is minimized by the low-rank approximation matrix obtained with PCA?


Warnings during propensity-score matching: 1: glm.fit: algorithm did not converge 2: glm.fit: fitted probabilities numerically 0 or 1 occurred

Logistic regression in R resulted in perfect separation (Hauck-Donner phenomenon). Now what?


E(XY)=E(XE(Y|X) Joint Conditional Expectations

iterated expectation conditional on two variables


Kernel density estimation for a variable with lots of zeros

Good methods for density plots of non-negative variables in R?


Is there any statistical reason for diagonal lines in scatterplot on a log scale?

Diagonal straight lines in residuals vs fitted values plot for multiple regression


CDF of largest observation in normal distribution


Calculate the arithmetic average and standard deviation of a survey response

Standard deviation of binned observations


Solving for a pdf of a function of a continuous random variable. Justification and reason for the procedure

Intuitive explanation for density of transformed variable?


Find probability that a given number of events occur when each event has a different probability

How can I efficiently model the sum of Bernoulli random variables?


Why would SVD be 'unstable' if you don't standardize your data first?

Variables are often adjusted (e.g. standardised) before making a model - when is this a good idea, and when is it a bad one?


How to select a clustering method? How to validate a cluster solution (to warrant the method choice)?


What does it mean that $X$ and $Y$ have same probability distribution?

If random variables are drawn from an identical distribution, why doesn't this guarantee they are independent?


Calculating the 95th percentile: Comparing normal distribution, R Quantile, and Excel approaches


How to say more about parameter estimates

What is the meaning of p values and t values in statistical tests?


LM or GLM, and how to find which factor has the most "weight"

Is there any difference between lm and glm for the gaussian family of glm?


simulate.p.value option in chisq.test in R

Simplified Monte Carlo procedure in Chi square test


How to set up Linear mixed model in SPSS?


What should I do when my neural network doesn't generalize well?


Three-Way ANOVA interpretation with significance in all combinations of factors!

In three-way ANOVA, how to interpret the three-way interaction?


What's the difference between drift, intercept, and mean?


Confusion related to a derivation in a paper related to gaussian

Why do we say a probability integral transformed variable is uniform on the interval [0, 1]?


What is happening here, when I use squared loss in logistic regression setting?


How can I create a multivariate random normal distribution from separate normal distributions?

Tool for generating correlated data sets


Comparison of positive predictive value between two models

Statistical test for positive and negative predictive value


Power analysis for assessing performance of a binomial classification model

Determining sample size for ML algorithm validation


Ridge\Lasso -- Standardization of dummy indicators


Mathematically, what are the drawbacks of R-squared in evaluation a regression model?


Period detection of a generic time series


What does spearman being higher than tau imply?

How do the Goodman-Kruskal gamma and the Kendall tau or Spearman rho correlations compare?


Nonparametric Correlation with Dichotomous Variable

Correlations between continuous and categorical (nominal) variables


How often do you have to roll a 6-sided die to obtain every number at least once?


Formula for probability-probability plot


How to select a clustering method? How to validate a cluster solution (to warrant the method choice)?


Vector Autoregressive Models with Non Stationary Variables

Vector autoregression for mix of stationary and nonstationary variables


What does the cost (C) parameter mean in SVM?


Verification of the explanation of white noise process


Intuitive explanation of convergence in distribution and convergence in probability


Does it make sense to speak of probability of a hidden outcome? (context: confidence intervals)

Why does a 95% Confidence Interval (CI) not imply a 95% chance of containing the mean?


Explain the difference between multiple regression and multivariate regression, with minimal use of symbols/math


Why do prcomp() and eigen(cov()) in R return different signs of PCA eigenvectors?

PCA: Eigenvectors of opposite sign and not being able to compute eigenvectors with `solve` in R


Some issues about Uniform Distibution in Inverse Transform Method

Why is the CDF of a sample uniformly distributed


How get the best threshold value by ROC curve

How to determine best cutoff point and its confidence interval using ROC curve in R?


Unsupervised classification of large binary/boolean dataset


What is the justification for a Chi Squared test to assume Chi Squared distribution?

How does Pearson's Chi Squared Statistic approximate a Chi Squared Distribution


How to interpret the P-value and CI for confusionMatrix output in R caret?

Definition of p-value in carets confusion matrix method


When should I use `scipy.stats.wilcoxon` instead of `scipy.stats.ranksums`?

What is the difference between the Wilcoxon' sRank Sum Test and the Wilcoxon's Signed Rank Test?


Clustering for mixed data including string attributes


Low sample size as cause of both Type I and Type II errors

Why are the number of false positives independent of sample size, if we use p-values to compare two independent datasets?


Help with interpreting coefficients in logistic regression

Interpreting logistic regression output in R


Help Interpreting Residuals vs Fit Graph (multiple regression)

Diagonal straight lines in residuals vs fitted values plot for multiple regression


OLS estimators for a linear log function

What algorithm is used in linear regression?


What does it mean for a sample to be drawn identically distributed but not independently from a distribution?

If random variables are drawn from an identical distribution, why doesn't this guarantee they are independent?


Intuition-building examples to help choose the right linkage method in hierarchical clustering

Choosing the right linkage method for hierarchical clustering


Sample mean is always an optimal estimator of the mean?

Why is expected value of random variable equal to mean


How do I estimate probability of success with no successes?

How to tell the probability of failure if there were no failures?


Is it correct to say the Neural Networks are an alternative way of performing Maximum Likelihood Estimation? if not, why?

Can we use MLE to estimate Neural Network weights?


Can I implement ridge regression in terms of OLS regression?

How to perform non-negative ridge regression?


Why "softmax" is called "softmax"? How is it related to "max"?


Why can't I write $P(X>5|X>1) = P(X>5)$?


Where does the offset go in Poisson/negative binomial regression?

When to use an offset in a Poisson regression?


Separate time series regressions or a panel (with dummies)?

Estimate model with dummies for whole sample versus model without dummies for each subsample


Deep Neural Network weight initialization

What are good initial weights in a neural network?


Is it useful to compute R Squared for regression trees?


How to interpret / metric Lasso regression coefficients


What is the interpretation of the p-value of 2.2e-16?

How should tiny $p$-values be reported? (and why does R put a minimum on 2.22e-16?)


Is there anything wrong with a perfectly correlated random slope and intercept, assuming there is variability in both?

What to do with random effects correlation that equals 1 or -1?


Machine learning courses: maths explained


Predict a vector of values with constraints?


How to calculate the standard error of a slope in linear regression model?

How are the standard errors of coefficients calculated in a regression?


What is wrong with the variance formula for linear regression betas in high dimension?

What is wrong with the linear regression variance estimator when p+1>n?


When are correlated Normal random variables multivariate Normal?

Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?


Estimate Percentile of normal distribution from a sample

Tolerance bound for a normalized variable


Testing if variables have a non-linear relationships with the dependent variable

Testing nonlinearity in logistic regression (or other forms of regression)


Transformations for Logistic Regression Predictors

Predictor transformation in logistic regression


Calculate Confidence Intervals for Lognormal Distribution

How do I calculate a confidence interval for the mean of a log-normal data set?


Linear regression question on Idempotent matrix and leverage points


how to generate samples with the given autocorrelation function

Generating data to follow given variogram


using rmse and mape for model evaluation

Is my model any good, based on the diagnostic metric ($R^2$/ AUC/ accuracy/ RMSE etc.) value?


What are the most common techniqes for preventing overfitting?

What should I do when my neural network doesn't generalize well?