# Tagged Questions

25 views

### weights go to infinity in logistic regression with linearly separable data

I have the loss function of logistic regression $L(W)$ = - $\sum_{i=1}^n {y_i}.log[\sigma(w^Tx)] + {(1-y_i)}.log[1- \sigma(w^Tx)]$ I have derived the Hessian and proven it's positive semi-definite ...
16 views

### Likelihood Functions of Nonparametric Simple Regression

I'm trying to find the likelihood function of a nonparametric simple regression model. Nonparametric statistics is new to me however, so I'm having some trouble wrapping my head around some of the ...
30 views

### More variables = better fit?

When fitting (let's say) a linear regression model, it is always true, that the more variables we include in our model, the better fit is (in R^2 sense)? I don't want to discuss here overfitting, ...
25 views

63 views

### Why Linear Regression

First i will like to say that i am not a statistician nor am i good in the field. I have been collecting data for over a period of e.g 100 days and each day has a varying amount of data that i can ...
31 views

### Strong vs weak relationship in this correlation

I produced this plot and regression line in R and I thought my results were quite odd. Is the relationship of the correlation determined by how steep the regression line is? So in this case it isn't ...
29 views

29 views

9 views

### Find sample size underlying these regression results.

I have been trying to work out the answer to this question and have been having no luck, so hopefully you can help. The questions asks you to find sample size from two regression results as below: ...
38 views

### Does more data give you a better forecast?

Say I have a large set of data. Each data point corresponds to a particular day in the year, so for 1 year I will have 365 points. Say I have collected this sort of data for 5 years. Now, I want to ...
17 views

### stats project - good model, what to do with it?

I've recently been working on a stats project for school. I have been comparing a country's 'quality of life index' with 'moral' opinions survey to see if there are relations. Here's some example ...
47 views

### Help larry water his tomato plants with math

I have a bit of a real world problem that I believe Math can help me solve. I think it might be easiest to phrase in a manor similar to that of high school textbook. Larry has a device that can ...
16 views

### Variance of Estimated Coefficients in Logistic Regression

I have a logistic regression model with a binary variable as the response and a categorical variable with 3 categories as a predictor. The fitted model is: logit(P(Y=1)) = intercept -0.19*C2 + ...
32 views

### Calculating R-squared with duplicate data

I have the following question regarding the proper usage of R-squared value. Say I have an equation, that predicts energy consumption for the month of a building. One of the input variables accounts ...
59 views

### Determine whether ARMA(p,q) is stationary and/or invertible?

Determine whether an ARMA(p,q) process is stationary and invertible such that $y_t = \sum_{i=1}^{p} \phi_i y_{t-i} + \sum_{i=1}^{p} \theta_{i} \epsilon_{t-i}$ with the restriction that ...
17 views

### multicollinearity with intervals

You have multicollinearity when you have 2 variables (X1,X2) that have a relationship, X1=a+X2 where a is constant. My question is: is there still a multicollinearity issue if a is not constant, ...
112 views

### Intuition and the math behind normalization

What exactly is the purpose of normalization. From what I read, it is to adjust two different sets of values so you can compare them, but I don't understand why, nor the math behind it. Could anyone ...
How can I prove: 1) estimating population variance $\hat\sigma^2={1 \over n-2}[S_{YY}-{S^2_{XY} \over S_{XX}}]$. 2)expected value of error mean square=$E(EMS)=\sigma^2$ To prove (2): I showed that ...
### What is ${\rm cov}(e_i, \hat y_i)$ in simple linear regression?
The model is $y_i = \beta_0 + \beta_1x_i + \epsilon_i$ What is ${\rm cov}(e_i, \hat y_i)$? What is ${\rm cov}(\epsilon_i, \hat \beta_1)$? What is ${\rm cov}(e_i, \epsilon_i)$? For 1, I am writing ...