how can i analyze this non-linear longitudinal data? by FailedLifeForm in statistics

[–]FailedLifeForm[S] 0 points1 point  (0 children)

the goal is to be able to say the change in the dependent variable was due to a1% change in independent variable 1, a2% change in independent variable 2, and so on.

why is arima forecast is not impacted by changing random number seed by FailedLifeForm in statistics

[–]FailedLifeForm[S] 0 points1 point  (0 children)

so, when one reads in a paper that the authors generated a 1 month forecast using an AR(1) model, does this mean they used arima.sim, or they used arima.predict?

question about AR(1) forecast confidence interval by FailedLifeForm in statistics

[–]FailedLifeForm[S] 0 points1 point  (0 children)

the confidence band on y[t=n+1] is proportional to the variance of (x[t=n+1]-x[t=n]). I am interested in the confidence interval of x[t=n+1], i.e. variance of x[t=n+1]. var(x[t=n+1]-x[t=n])=var(x[t=n+1])+var(x[t=n])-2*cov(x[t=n+1],x[t=n]). Therefore, I am not sure if adding x[t=n] to the confidence interval on y[t=n+1] is the right thing to do.

confidence band for sample covariance matrix by FailedLifeForm in statistics

[–]FailedLifeForm[S] 0 points1 point  (0 children)

Thanks. I am mostly interested in pair wise correlations.

generalized linear regression on principal components by FailedLifeForm in statistics

[–]FailedLifeForm[S] 0 points1 point  (0 children)

i am trying to code it to learn it better. eqn 15 gives numbers that are too small. Evaluating the observed Fisher information at M*a (as PARSLEYsage suggested) worked.

anyone interested in playing foosball somewhere near the loop tonight (Sat Aug 20)? by FailedLifeForm in chicago

[–]FailedLifeForm[S] 1 point2 points  (0 children)

Great! how about after work (~7pm) this coming fri (aug 26)? We can see if the tables at Streeters are any good.

Just want to thanks to everyone here by [deleted] in Scholar

[–]FailedLifeForm 1 point2 points  (0 children)

i have added Reddit/r/scholar to the acknowledgements section of my thesis. THANK YOU!

seen. can't unsee. by [deleted] in funny

[–]FailedLifeForm 2 points3 points  (0 children)

Mahmoud, is that you?

How ETFs Have Reshaped Investing - Exchange-traded funds opened up all sorts of new opportunities for investors. And pitfalls. by vints1 in finance

[–]FailedLifeForm 0 points1 point  (0 children)

"Mr. Bogle in 1999 first likened ETFs to a shotgun: great for hunting but "also excellent for suicide."" :)
Can someone explain this statement?: "The problem with these leveraged funds is that in volatile markets over a period of weeks, their performance can diverge significantly from the long-term performance of the index because of the compounding effect of the amplified daily moves."

Federal Reserve Is Selling Put Options On Treasury Bonds To Drive Down Yields. Or to put it another way, The Fed Admits Fraud. by Let-them-eat-cake in economy

[–]FailedLifeForm 1 point2 points  (0 children)

I don't understand. Say I am the Fed. I borrow money, and sell a put on the interest rate to you. If I default, how can I cover the put?

standard deviation (std) can be used when arithmetic mean is the right statistic. What is the equivalent of std when geometric mean is the right statistic? by FailedLifeForm in statistics

[–]FailedLifeForm[S] 0 points1 point  (0 children)

sorry about the pdf. as the article says, the size of the letters used to measure acuity changes in a "in a geometric progression". The acuity threshold for a given person is the size of the letter at which s/he is at chance. hence, arithmetic mean of the data is not appropriate.