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    Step by step regression

    I am doing some analysis on relationship between bond spread and the factors (like bond rating, originator information, duration etc.). I can do a regular linear regression like spread ~ rating + originator + duration, but my friend using the “multiply way”, and I am not sure if there is any...
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    Hypothesis for logistic regression

    I get a group of data and would like to use the regression to analysis the relationship. The dependent variable Y is a kind of loss rate, so it is strictly belong to [0, 1], e.g. I have $100, and I will loss 5% at day 1, 3% on day 2, 4% day 3, ...then Y is (5%, 3%, 4%, ....); I also have some...
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    Model with discrete variables like step function

    I have some data and I want to use a model such as linear regression to describe the relationship between y and x. 2001 2002 2003 2004 2005 2006 2007 y: 0.1 0.4 0.2 0.5 0.8 0.9 0.2 x1: 0.4 0.4 0.4 0.4 0.5 0.5 0.5 x2: 0 0 0 0 0...
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    How to select the training dataset

    I have a dataset which contains dependent variance Y and several independent variances X1, ... , X10. Y has 5 possible values: A, B, C, D, E, a proportion of each value is: A: 80%, B:10%, C:5%, D:3%, E:2%. I want to build a model to predict the value of Y, I decide to pick up 70% of the...
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    number of variables for a model

    I am now trying to build a cox model: h(t, beta) = h0(t)exp(X*beta) I have selected some variables from the data, and for a category variable, if it contains N categories, I will set up N-1 dummy variables for it, if so, there are 26 variables in my model, is it too many for a model? But...
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    cox model with time dependent covariate

    I am trying to fit a cox model: h(t, beta) = h0(t)exp(X*beta), while X = (x1, x2, ..., xN) but, for instance, x1 is binary with value of 0 or 1, but the hazard ratio of 1 and 0 is not proportional: t: 1 2 3 4 5 6 7 .... hazard ratio: 0.2 0.3...
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    distribution of sum of dependent binomial variables

    I have N bernoulli dependent variables, X1, X2, ..., XN, and Xi ~ B(1, pi), pi is already konwn. And Y=X1+X2+...+XN, I need to get the distribution of Y. If Xi, Xj is independent, then I can use the simulation, generate X1,...,XN using the bernoulli distribution, and get the Y; repeat 10000...
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    Correlation coefficient of X Y,Z

    the correlation coefficient of X Y is 0.6, and the correlation coefficient of Y Z is 0.7, what is the range of the correlation coefficient of X and Z?
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    How to design the sampling plan?!

    I need to conduct an investigate in my province, we need to investigate the Scientific literacy of people in our province. The sampling plan I design is: 1. sampling the cities in our province. 2. sampling the countries in the cities. 3. sampling the families in the countries. 4. sampling...
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    the third statistics independent with sample mean and variance

    As we know, if X1, X2 ... XN are IID normal distribution, then the mean of the samples and the variance of the samples are independent. My question is, could we use X1, X2 ... XN to construct the third statistics, which independent with the sample mean and variance.