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  1. M

    Bootstrapping 0.632+ AUC with fixed test sets

    Hi, I want to compare different binary classifiers in terms of their AUC values on test sets. I have data over one year with about 2000 observations each month. Now I would like to use the data in each of the last three months as separate test sets while using the months prior to a...
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    Can data be classified as count data?

    Hi, I have a dataset spanning two years which consists of individuals entering some process. Once they have entered this process I want to predict the number of days they will remain in this process based on some set of covariates. There are some charateristics of the data which lead me to...
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    Recurrent Event Survival Analysis

    Hi there, I'm working on a research on individuals who enter financial distress using the Cox proportional hazards model. In this case the individuals can get in financial distress multiple times within a time-window such that independency assumption is probably not satisfied. I stumbled upon...
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    Can probability limit be used as mean for asymptotic distribution?

    Hi there, I was wondering the following. If I have found that a variable X converges to some probability limit p and subsequently I wish to find the asymptotic distribution of that variable, can I say that sqrt(N)(X - p) has an asymptotic normal distribution with mean zero and some...
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    Interpretation lagged probit model

    Hi there, First of all I''m not sure if this should be posted here or under the statistical software topics but anyway... I have two time-series, one of them is binary and the other is not. Now I'm estimating a probit model with i lags varying from zero to 24. That is, I shorten my...