# Tagged Questions

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### Number of significant linear predictors if predictors are not independent?

I would like to determine which of a set of candidate predictors $\{x_1, x_2,\ldots, x_n\}$ are significantly relevant to the linear prediction of $y$. Typically, one can compare a full model ...
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### Modeling dependency between two variables

I want to model the dependence between two variables. Now there are a few ways to do this, for example writing one variable as a function of the other or using correlation. I have also looked into ...
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### Financial mathematic with Feynman-Kac

I have a really big task in financial mathematics and a small part of it (to set up the problem), I need to write a PIDE (the Feynman-kac) where we estimate options with jumps. It is derived from the ...
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### Understanding degrees of freedom in a standard linear model

So I'm taking a class in applied regression analysis right now, and it is being taught with no theory whatsoever. I am TOTALLY lost on the concept of degrees of freedom. All I've been told / can find ...
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### Mathematical model building with dependent and independent variables

I have been working with data and building models on data. I have developed models in regression using cubic and power series. It works fine for variables with one dependent and one independent ...
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### How to Prove by definition, the given process is a Markov Process?

Define the process Xt by X0 = 1, and for t = 1, 2, . . . Xt = { uXt-1, with probability p, { vXt-1, with probability 1-p where 0 < v < 1 ...
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### Operations research - linear programming help appreciated.

George Weasley, the owner of Weasleys' Wizard Wheezes, recently found that his Skiving Snackboxes have become extremely popular amongst the students at Hogwarts School of Witchcraft and Wizardry, and ...
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### Predicting time t given time t-n

..Hi, Everyone! I'm having a bit of trouble with a statistics/forecasting problem and I could use some help. I have temperature measurements for each hour of each day for the past 10 years. Given the ...
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### Statistics on three variables/factors

I have what is probably a simple problem. I'm trying to say something about sells of candy bars. I got data of sells for a population of children. There are three parameters (factors) to this data: ...
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### Model selection with different error distributions

I have three different models for a given set of data. Each of the models has a different error distribution. These error distributions are known. How can I decide what is the best model?
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### Choosing set of best estimators for linear least squares

I have a measured experimental dataset which is well approximated by the sum of several basis functions in linear combinations. Linear least squares of course gives me the optimal weight for each ...