9,421 questions
Advice
0 votes
1 replies
52 views
Regression analysis
How should I handle a mass-point in the dependent variable when running OLS regression in R? I’m working with a a household expenditure dataset (Living Costs 2019) where the dependent variable is the ...
0 votes
0 answers
17 views
How to generate a simple ARIMA process with statsmodels
I am trying to generate an ARIMA process with statsmodels. I tried already different combinations but nothing works. There is also nothing in the documentation that could solve my problem. The ...
0 votes
0 answers
82 views
True slope parameter for quantile regression with heterogeneous error [migrated]
I am trying to perform a Monte-Carlo simulation on quantile regression using R. Currently I am getting stuck simulating the data from the model below. Y=beta_0+beta_1*X1*u1+u2 where, u2~N(0,1),u1~exp(...
Tooling
0 votes
5 replies
103 views
Deming Regression R - Prediction/Confidence Interval and use of total least squares
I want to use deming regression for the calculation of a linear function between two variables which both have measurement errors. In addition, I have to assume that the regression goes through the ...
0 votes
1 answer
81 views
Testing equality of multivariate coefficients with linearHypothesis()
I would like to conduct a F-test (Wilks' Lambda test, ideally) to test the equality of the slope coefficients for a single independent variable on two dependent variables. Using the mtcars dataset, ...
2 votes
1 answer
77 views
Deming Regression in R, Error Message if CV=TRUE
I would like to perform a Deming regression through the origin including a ratio of variance of 2.1 between the x and y variable, as the data I am working with includes measurement errors in the x and ...
0 votes
0 answers
37 views
How do I interpret Gaussian process parameters?
I'm performing Gaussian process regression using GPyTorch. I'm modeling two correlated tasks as follows: class MyModel(gpytorch.models.ExactGP): def __init__(self, X, Y, likelihood): super(...
2 votes
0 answers
89 views
scipy.odr.ODR fails when y_err (sy) is provided - "Problem is not full rank at solution"
I'm potentially interested in performing ODR for some laboratory data, so I have started to play around with scipy.odr using fake data, just for the sake of learning. In this fake data example, ...
1 vote
1 answer
67 views
Combining lines in a predicted probability plot without changing the regression model
I have a dataset with a binary outcome income and two continuous predictors, age, and education_num. I'm fitting a logistic regression model with a natural spline for age and an interaction with ...
0 votes
0 answers
53 views
How do I create a multitask GPyTorch model with a user-specified noise covariance matrix?
I've implemented standard homoskedastic multitask Gaussian process regression using GPyTorch as follows: class MyModel(gpytorch.models.ExactGP): def __init__(self, X, Y, likelihood): super(...
2 votes
1 answer
179 views
Fine-Gray vs Cause-Specific Cox Regression: Correct Code for sHR and csHR in R
I am analyzing competing risks data in R and want to confirm that I’m setting up both Fine-Gray and cause-specific Cox regression correctly. My dataset encodes the event status as: status = 1: ...
-2 votes
5 answers
172 views
Get dataframe of observations dropped in estimates
When you estimate a model, the estimation function will drop observations (i.e., rows) for which at least one variable (i.e., column) used either in the LHS or in the RHS of the formula is missing. ...
0 votes
0 answers
59 views
CUDA error 700: an illegal memory access was encountered
I encounter error: Application terminated with error: ??+0 (0x709D9F003D8A) ??+0 (0x709D9E884BA4) ??+0 (0x709D9E9F388C) ??+0 (0x709D9FF2FCF5) ??+0 (0x709D9FF31448) ??+0 (0x709D9EB84E21) ??+0 (...
2 votes
0 answers
49 views
"non-conformable arguments" error getting predict for polr model
I'm following this to get proportional odds regression for a likert scale but I'm getting this error when I try to use predict: Error in X %*% object$coefficients : non-conformable arguments This is ...
0 votes
1 answer
88 views
In R, how do you get the Beta coefficient and 95% CI of a dropped level of a categorical variable when using deviation coding in quantile regression?
Sample Code library(quantreg) df <- data.frame( outcome = c(10, 12, 14, 11, 13, 15, 9, 8, 10), group = factor(c("A", "A", "A", "B", "B", "...