Questions tagged [frequentist]
In the frequentist approach to inference, statistical procedures are assessed by their performance over a hypothetical long run of repetitions of a process deemed to have generated the data.
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Multiple comparisons with uncertain number of tests
In metagenomics one typically collects data representing gene/species counts (or their proportion) in an individual. One then performs comparisons for every gene/species in groups of individuals ...
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Ethical concerns about using Bayesian [closed]
I have a statistical model and I am trying to estimate the parameters.
If I use the Frequentist approach, I will first need to do all the matrix algebra/calculus to derive an expression for the ...
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How do I evaluate the covariance in the frequentist paradigm?
I am doing inferencing with a frequentest paradigm. I don't think it matters, but the context of this is to understand information geometry.
I would like to understand the Frequentist covariance ...
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Frequentist SVAR sign restrictions IRF error bands construction
I am currently writing a small library for sign restricted SVAR, and I ran into a problem of constructing error bands for impulse responses. At this moment, I use Lutkepohl delta-method to construct ...
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Detrending a time series with inconsistent effects of time
I am interested in exploring the relationship between two variables collected over a long time period (observational data = "day of year of bird sightings" and climate data = "average ...
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Do pre-registered hypotheses need a correction for multiple comparisons?
I recently stumbled across a claim that researchers can avoid having to use correction for multiple comparisons by just pre-registering a hypothesis for every possible test they will perform. Is this ...
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Bayesian vs frequentist A/B testing
I'm a statistics consumer and was reading an advertorial that I found direct and informative, so I hope it is also correct. It's about some common myths regarding supposed differences in practical ...
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In a Frequentist setting, how are we able to condition on the null hypothesis being True/False?
Paraphrasing Casella and Berger (2002): A hypothesis test is defined by a null hypothesis $H_0: \theta \in \Theta_0 $ and an alternative hypothesis $H_1: \theta \in \Theta_0^c = \bar{H_0}$, where $\...
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Notations regarding the Monty Hall Problem [closed]
I saw this solution someone gave to the Monty Hall Problem and was wondering if the notation was wrong:
Let $C$ be the event of making a correct pick in the first place and $W$ the event of winning a ...
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Can someone explain why ancillary statistic is needed in "orthodox statistics"?
I am reading Jaynes' Probability Theory: the Logic of Science. In Chapter 8 Jaynes discusses the issue of ancillary statistic in "orthodox" setting, where he says that ancillary statistic ...
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What's the difference between Bayesian and frequentist curve fitting?
I was reading Bishop's Pattern Recognition and Machine Learning (PRML) and I am not completely sure I understand Bayesian (polynomial) curve-fitting. This might be an elementary question, but I ...
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Is the Sufficiency Principle an axiom?
Sufficiency Principle as defined in Casella:
Where Sufficient Statistic is defined as:
Question: Is the Sufficiency Principle an axiom?
My thoughts and research so far:
I'm uncertain if the ...
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Is it incorrect terminology to say "confidence interval of a random variable"?
I have seen claims that "population paramter is not a random variable" when discussing confidence intervals.
eg here
Be sure to note that the population parameter is not a random variable.
...
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Having a second bite of the data-apple without p-hacking
My hypothesis concerns intervention versus control in a randomised controlled trial (between-subjects, n=500 per group, online survey experiment). I pre-registered that my primary test would be a ...
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Thought and doubt about Student's t-distribution and confidence interval
Let's say I have $N$ observations $X_1,X_2,\ldots,X_N$, where $X_i\sim\mathcal\mu,\sigma^2$, $\forall\,i\in\mathbb{N}$, where $\mu$ and $\sigma^2$ are unknown. I want to predict $X_{N+1}$ and ...
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Is comparing the AIC of a Bayesian and a frequentist model right?
I’m trying to fit a general linear model where the dependant variable is a probability. It is zero-inflated and continuous, then following the advice here blog of Ben Bolker, I separated my data pool ...
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Finding a specific reference on the construction of a confidence interval where by inspection we can see it does contain the parameter
I realise this is a long shot but I am trying to find a reference to a specific example of a construction of a confidence interval which I came across in the past. My memory on this is hazy and I may ...
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Establishing the Smallest Effect Size of Interest (SESOI)
In my experiment design, I will be testing subjects multiple times under two conditions: in a controlled lab setting and in real-life situations. Testing subjects repeatedly is necessary as ...
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Frequentist probability: Can we prove mathematically what we are setting probabilities equal to, or are they just assumptions/definitions?
Just as an example, let's say I am modeling the rolling of a die.
We can use the frequentist definition of probability to define a probability of an event, say rolling a 6, as the $\lim_{n\to\infty}$$\...
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R packages for multivariate (two response variables) generalized linear mixed effects models
Are there any R packages with multivariate (multiple response variable) generalized linear mixed effects model capabilities? Specifically, are there any using a frequentist framework (I am aware of ...
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An alternative to BSTS method with non bayesian method
If I have to select an alternative way for causally finding the impact of a treatment using frequentist methods for a time series data, Bayesian Structural Time Series is one of them but is there a ...
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Repeated Sampling and Confidence Interval Theory
I thought I'd ask a fairly fundamental question regarding confidence intervals at the risk of potentially furious backlash from the stats.stackexchange community.
However, I've never quite yet found a ...
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Estimating different random effects based on a between-subject factor in a mixed model?
Background
I have a between-subject factor of GROUP with 2 levels (Control and Active) and a within-subject factor of TIME with 3 levels (Time1, Time2, and Time3). Code below to generate some dummy ...
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One-sided test for the difference of medians in two independent samples
I have two independent samples 1 and 2, and want to test a null hypothesis that the median of sample 2 is lower or equal to the median of sample 1. Is there a non-parametric test for that?
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Bayesian and frequentist connections regarding the central limit theorem
I have been wondering how the central limit theorem may be useful in Bayesian statistics with potentially misspecified model distribution. Suppose $x$ is a random variable that follows an unknown (and ...
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