jens

How to compare WAIC values when they are negative? Is it still the lower the better? I got two complex Gaussian models with continuous probability density and the WAIC value are -8351 and -7321, …

I wanted to calculate WAIC as I have heard it is more robust for hierarchical models. Below is a simplified version of my JAGS code, I have 3 continuous response variables, Dim.1, Dim.2 and …

Please forgive me for being a tad pedantic here at the start of this answer. But, Pearson's correlation is a defined quantity. As such, it is what it is, and the value itself does not have any assumptions. In …

I first performed an Exploratory Factor Analysis (EFA) to identify the number of factors and the pattern of loadings. Then, using the same dataset (5165 observations), I conducted a Confirmatory Fa...

I would like to do model selection using WAIC, rather than DIC. The JagsUI package does not provide a method to extract WAIC from a bayesian model so I am trying to use the rjags function jags.samples …

I need to model an ARIMA with a time-series data. But my data is the statistics of land area, and it's annual data, so I have 64 points between 1950~2014. Because it increased by a stable rate, So I

It depends on why you are looking at the five-year average. If you want to see how well it predicts this year's figure, it might be sensible to use the previous five years' average as you will not know this …

I am conducting a study with a large population-based sample. We have measurements at two time-points spaced 8 years apart. I want to see if a variable at time 1 predicts changes in the DV over tim...

I think it is more appropriate to call this discussion as "feature" selection or "covariate" selection. To me, model selection is much broader involving specification of the distribution of errors, fo

I would like to calculate some measure of volatility or noise for stationary time series data. This can be a measure for a single time series or a relative measure comparing multiple time series to...