The error of an observed value is the deviation of the observed value from the (unobservable) true function value. Do NOT use this tag for SOFTWARE ERROR messages.

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R - Test for homogeneity of regression slopes results in singular model

I am trying to check the assumptions of a two-way ANCOVA. So in my model I have two factors (F1, F2) one dummy coded two level covariate (C) one dependent variable (D) In order to check the ...
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6 views

“Error in drop(y %*% rep(1, nc))” error for cv.glmnet in glmnet R package [migrated]

I have a function to return the auc value for a cv.glmnet model and it often, although not the majority of the time, returns the following error when executing the cv.glmnet function: Error in ...
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1answer
31 views

How to get the value of Mean squared error in a linear regression in R

Let a linear regression model obtained by the R function lm would like to know if it is possible to obtain by the Mean Squared Error command. I had the FOLLOWING output of an example ...
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14 views

error structure in Generalized linear models when y is continuous data and errors not normally distributed

Lets say I have continuous y and x variable and I run a linear regression: mdl1<-lm(y ~ x) A generalised linear model should also give me the same parameters ...
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46 views

Standard error on median for exponential distribution

I am trying to find the standard error on the median, $\sigma_\tilde{x}$, for a sample, $X_i$, of a population whose pdf could be modelled as $\lambda e^{-\lambda x} $ if normalized. To make sure we ...
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26 views

Calculate prediction errors of binary model: What's a good way?

I am totally new to statistics, so this may be obvious, but I don't get it. Basicly, I fit a special kind of tree-model to a subset of data (one half), and now I want to cross-validate my model ...
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26 views

random forest and prediction

I am building a random forest model to make predictions. Response variable is treated as continuous but not really continuous, e.g., integers from 0 to 10. I have problems in constructing ...
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1answer
44 views

Why is the true (test) error rate of any classifier 50%?

In section 7.10.2 of Elements of Statistical Learning, it says that the true (test) error rate of any classifier is 50%. I'm having trouble understanding the intuition behind this. If you have a ...
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5 views

Fast procedurally built inverse model

Suppose I have a DB into which the following key values are entered (in that "random" sequence) {16, 32, 256, 2, 8, 64, 4, 1, 128, 512} Assuming the values get ...
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43 views

Error Bars for Monte Carlo Experiment

Suppose we have a random variable $X$, where $\mathbb{E}(X)$ and $\text{Var}(X)$ are known. I have computed $N$ number of MC-type samples from the distribution of $X$. Let $\bar{x} = \frac{1}{N}\sum ...
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54 views

Standard error of mean

I am learning statistical analysis, and am now confused about calculating the standard error of the mean. My dataset looks like.. Condition A: ...
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1answer
41 views

Why is error variance important in CFA?

I am reading the book related to SEM (Byrne, 1998) and it is stated that regression of the observed variables on the factor, and the variances of both the errors of measurement and the factor, as well ...
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43 views

households survey data - determine 'valid' product categories

I'm working with household survey data where households report their expenditure for various products. The goal is to look into income elasticities for various products thus in essence I'm interested ...
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23 views

Significant digit 354 rule from Particle Data Group

The particle data group (PDG) has a particular rule to round the value of a measurement. You can find the complete description at this link (page 13). Summarizing: ... if the three highest order ...
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24 views

Adding errors in quadrature for mean values

I understand that for $ Z = \frac{X}{Y}$, the error in quadrature would be calculated as, $\Delta Z = Z \sqrt{\big( \frac{\Delta X}{X} \big)^2 + \big( \frac{\Delta Y}{Y} \big)^2}$. In my case, X and ...
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20 views

Where is the derivative for the transfer function in the delta rule?

First off: I understand derivatives and the chain rule. I'm not great with math, but I have an understanding. Numerous tutorials on backpropagation (let's use this and this) using gradient descent ...
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1answer
111 views

Is the Dunning–Kruger effect mostly caused by regression to the mean?

In Bland's discussion of regression to the mean, there are several sections which detail examples of regression to the mean, which I understand to be an unavoidable consequence of not taking the mean ...
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29 views

Mean Absolute Error and Data Distribution

I use a memory-based learning model to predict human scores in a [0, 10] range (quiz results). As a forecast error metric I use Mean Absolute Error. I was wondering what is the relation between MAE ...
2
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1answer
56 views

Error term interpretation in the Cox PH model

I am preparing a presentation on Survival Analysis models, with specific focus on the Cox model. I have been using such model (including its competing risks generalization) for some time now, but I ...
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21 views

Best estimator for small samples

I have a sample of an unknown distribution for which I would like an estimate of the true value and the expected error on that estimator. Since the underlying distribution is not necessarily Gaussian ...
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42 views

Estimating the error in the average of correlated values

tl;dr I can only generate samples of a random variable $X$ using MCMC. How can I find the error in the estimate of the expected value of $X$ based on this MCMC data? The problem I have a "black ...
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1answer
36 views

Confidence interval for measured value with error

I have the (inexact) measurement of N points. I also have access to the true value for M < N of such points. Suppose the measurement error is normally distributed. Based on this knowledge I could ...
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1answer
45 views

What is the $p$ in Cook's distance?

In the equation for Cook's distance: $$D_i = \frac{\sum_{j=1}^{n}(\hat{y}_j - \hat{y}_{j(i)})^2}{p MSE}$$ the value of $p$ is defined as "the number of fitted parameters in the model." What does ...
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10 views

How to determine error rate over time?

I would like to check whether my rats show motor recovery over time (i.e. a negative trend in errors made). Which test can i best use to see whether my results (motor errors made by the rats) show a ...
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117 views

Estimating the size of an intersection of multiple sets by using a sample of one set

I'm working on an algorithm which needs to calculate the size of a set generated by the intersections of at least 2 sets. More specifically: $$ z = \left |A_0 \cap \ldots \cap A_n \right | $$ The ...
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11 views

slowing down effect

I am looking for an algorithm or function to look at the difference in reaction times after negative feedback. The problem is that I need to consider just the times in which negative feedback came ...
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61 views

Combining confidence intervals for a particular equation

I perform a Bernoulli experiment to obtain a binomially distributed probability $p_1$ with a 95% confidence interval $\delta p_1$. I perform a second, independent Bernoulli experiment to obtain a new ...
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70 views

Percent error for linear regression model

Suppose I fit a linear regression $y = \beta x + \rm error$. In this situation, $x > 0$, $\alpha > 0$, and therefore $y > 0$. Moreover, the $\rm error$ is normally distributed with mean $0$ ...
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1answer
127 views

Do Beta weights from regression have error terms?

I am looking at standardized regression weights (i.e., Beta weights). I was thinking of reporting the errors next to the weights in a figure, but upon some thought I was debating whether such errors ...
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1answer
26 views

Unknown name of this test

I would like to know the exact name of a test for measuring the similarity of 2 noise systems. Assuming m1 being the measurement for system 1 and m2 the measurement for system 2 this test computes S1 ...
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22 views

Error Propagation Calculation

I have a few machines that are used to calibrate each other. Machine 1 has is accurate to 0.025% Machine 1 is used to calibrate Machine 2, which has an accuracy of 0.005% Machine 2 is used to ...
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40 views

Neural Network Error Plot Odd Effect

I'm using R to fit a neural network to data generated by the formula $y = x^2 + \epsilon / 2$ where $x \sim \mathcal{U}(0, 2)$ and $\epsilon \sim N(0, 1)$ (very simple, right?). The following plot ...
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10 views

Error scores analysis

The research paper examines the reaction times on a task and incorrect answers are eliminated as errors. The study does not specify the analysis however report a result of ps > 0.1 . What statistical ...
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1answer
59 views

Expected prediction error - derivation

I am struggling to understand the derivation of the expected prediction error per below (ESL), especially on the derivation of 2.11 and 2.12 (conditioning, the step towards pointwise minimum). Any ...
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23 views

What difference (if any) exists between the Response Distribution and Error Distribution in GLMs?

Ok, forgive my ignorance, but I keep getting confused about something at the core of GLMs. Some textbooks describe the two main parts of a GLM as the link function and the distribution of the error ...
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1answer
26 views

Multiplicative error in survey data

I'm working on a panel survey data where each individual's income was multiplied by a individual-specific random number (each random number is evenly distributed from 0.5 to 1.5) to avoid any ...
2
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1answer
163 views

When is a proper scoring rule a better estimate of generalization in a classification setting?

A typical approach to solving a classification problem is to identify a class of candidate models, and then perform model selection using some procedure like cross validation. Typically one selects ...
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14 views

How to determine error bars given number of flips [duplicate]

I have a biased coin; it's going to return either heads or tails at some percentage. If I run a test and get back say 28 heads out of 40 flips, how can i best add error bars to indicate i don't have ...
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55 views

How to measure Accuracy

I want to measure the accuracy of my GPS Receiver module. The real coordinates are obtained from the Google Maps, and the actual received coordinates are the ones that the GPS receiver received. I ...
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48 views

Optimism bias - estimates of prediction error

The book Elements of Statistical Learning (available in PDF online) discusses the optimisim bias (7.21, page 229). It states that the optimism bias is the difference between the training error and the ...
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48 views

Abnormally high accuracy with repeated 10-fold CV and ordinal regression

I am using repeated 10-fold CV to calculate the accuracy of my ordinal regression model. I have 6 predictors, 10 ordered response categories, and a total of 1166 data points. For the ordinal model, ...
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47 views

Single ARMA model for multiple time series

I have 365 days of hourly data (24points each) of a prediction error (realised -pred_day_before). I want to model the evolution of the prediction error as an ARMA process. Matlab System ...
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2answers
160 views

Does the slope of a regression between observed and predicted values always equal the $R^2$ of the original model?

As the title to my question says, I am confused as to when the $R^2$ of a model fit does not equal the slope of the regression between observed and predicted values. I am trying to present model ...
3
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1answer
41 views

Testing whether error variances of two regression models are equal

Is it possible to test the following? Assume you have two linear regression models, one regressing $Y_1$ on $X_1$ the other $Y_2$ on $X_2$. This gives error variance $\sigma_1^2$ and $\sigma_2^2$. ...
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37 views

What does the term “Estimation error” mean?

I was reading some notes on machine learning when I came across the following sentence: First, we may have a large estimation error. This means that, even if the true relationship between x and ...
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48 views

How to measure the period of an oscillation with least error?

I have a question about analyzing the data from a coupled pendulum. I have measured the amplitude $\psi(t)$ which is expected to be a beat and I want to measure the period. The ideal plot would be ...
2
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1answer
60 views

Chi-squared & Pearson correlation coefficient

I have just ended my math's assignment and my chi-squared test approved the null hypothesis that my data are independent; however, pearson's correlation coefficient is -0.23. Can they therefore be ...
3
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1answer
109 views

Why do we say that the variance of the error terms is constant?

I always think about the error term in a linear regression model as a random variable, with some distribution and a variance. So if the error terms come from this random variable, why do we say that ...
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35 views

Uncertainty in gradient of data

So I have a set of 9 x,y values, and I need to find the gradient/slope of the data, AND its associated error. Without the error, I would've used Excels LINEST function, but as the errors in my y ...
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1answer
164 views

How to calculate relative error when the true value is zero?

How do I calculate relative error when the true value is zero? Say I have $x_{true} = 0$ and $x_{test}$. If I define relative error as: $\text{relative error} = \frac{x_{true}-x_{test}}{x_{true}}$ ...