All Questions
8
questions
0
votes
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answers
25
views
Can I use log-log OLS with no constant to measrue the relationship between two variables in a non-normal distribution?
I am trying to measure the relationship between the price of a futures-contract and the current price of the underlying asset on the day of purchasing said futures-contract. For this I have a dataset ...
1
vote
0
answers
55
views
What are the Implications of using a function of the response variable as a predictor?
Suppose we have a regression scenario with a function: $g: X\rightarrow Y$, where $X$ is the covariate space and $Y$ is the response (output) space. For instance, $g$ can be a conditional probability ...
1
vote
0
answers
43
views
Non-parametric estimation of error distribution in regression
Consider the following model: $y = 1$ if $g(X\beta) + u > 0$ and $y=0$ otherwise where $u$ is $iid$ according to some distribution function $F$. I want to recover the distribution $F$ without ...
0
votes
1
answer
106
views
Unsure what test to use for my non-parametric data
I would like some help choosing the most appropriate stats test to use for my data. I have two different types of organism, four different treatments and then the dependent variable is yes/no did they ...
4
votes
0
answers
138
views
Rank deficient bootstrap resamples
Despite years of stat courses I'm afraid I may still not completely understand bootstrapping.
My question here relates to nonparametric boostrapping of regression models. As i understand it you draw ...
0
votes
1
answer
509
views
Modeling a outcome variable heavily skewed toward 0
I am working with a data set to model student performance with numerous variables from the class/school/district/provincial level. Student performance is extremely low though -- 70% of reading ...
2
votes
1
answer
115
views
Common parameters for conditional likelihood
I am trying to understand the concept of conditional likelihood in the context of logistic regression.
One paper I am reading defines $L(\theta; y|x) = f(y|x; \theta)$, then goes on to point out ...
5
votes
1
answer
2k
views
Local polynomial (linear) regression of binary data --- logit transformation?
I got a bit confused about how to fit a local polynomial to binary outcomes if I would rather approximate the underlying index (within a link function) instead. (Basically for the same reason why ...