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.

learn more… | top users | synonyms

2
votes
0answers
10 views

Strong and weak control

I have been searching for some explanations of weak and strong control for errors, but I do not really understand what it means. Could someone help me? Strong control refers to the control of Type I ...
3
votes
1answer
31 views

Prediction error in least squares with a linear model

In the classical linear model with $$Y=X\beta +\epsilon,$$ where $Y \in \mathbb{R}^n$ is the observation, $X\in \mathbb{R}^{n\times p}$ is the known covariates, $\beta \in \mathbb{R}^p$ is the ...
0
votes
1answer
17 views

ANOVA in R: How MSresiduals are estimated when using Error(interaction)?

I have checked the existing answers, but I found no answer to my question. It is about choosing the right ANOVA model in R and how the MSresiduals are estimated. I have an experiment with two ...
0
votes
1answer
15 views

Compare two measures with measurement uncertainty

I have to compare, choosing a significance level, two quantity normally distributed with respective measure uncertainty (quantified with error propagation law). How could I make the comparison between ...
0
votes
0answers
20 views

How do I determine the innovation term in an ARIMA equation?

I am not a statistics specialist : I had to take over the internship subject of another student to include it in mine. He was working with $SARIMAX$ models and I would like to import them in an ...
0
votes
0answers
8 views

R - What does “incomplete block on file” mean? [migrated]

I am using RStudio, and am trying to use packrat with my current project. I click the checkbox "Use packrat with this project" and press OK, where I get the following output from the console: ...
0
votes
0answers
9 views

Problem when including code in a macro [migrated]

I don't know if it is the right place to post this, but it seemed to me I would be more likely to get an answer there. Currrently working on SAS for an internship, I am trying to write a macro in ...
2
votes
1answer
40 views

how to calculate a summary value and statistical error in time series

I have a set of data that comes for empirical measurements over a number of days. From the beginning of the experiment to the end of it, every five minutes temperature was measured inside (Ti) and ...
0
votes
0answers
13 views

Error messages when doing regression in SPSS

I need to do a number of regressions in SPSS but keep getting error messages. For example - "There are X cells (i.e., dependent variable levels by combinations of predictor variable values) with ...
1
vote
1answer
29 views

How can we choose which model generalizes better?

I got asked this question today: How could we reasonably safely conclude that, for a given dataset, in practice, one classifier generalizes better than another? I could not give a concise ...
0
votes
0answers
4 views

Contribution of residuals to the mean error

I have data for 1000 students' performance over 10 different tests on a scale of 0 -100 (a 1000 rows X 10 col matrix). I calculated the mean score and the associated std. deviation for each student. ...
1
vote
0answers
10 views

Power to detect significant correlation given measurement uncertainty

First of all, apologies if some of the technical terminology in here is not accurate - my experience with statistics is fairly limited. To illustrate my problem, let's say I wanted to design a study ...
0
votes
1answer
18 views

Reported error rates on neural networks

It is common to depict the error rates of types of neural networks in a table, for example, see the MNIST website. However, because of the non-determinism caused by weight initialization the actual ...
0
votes
0answers
34 views

Bivariate Poisson regression: Error: “in `contrasts<-`(…): contrasts can be applied only to factors with 2 or more levels ”

I realize this error message has been posted before, but the solutions previously provided does not work for me, so here goes: I am working with a data.frame, which looks like this: ...
4
votes
1answer
28 views

How I can measure an error in a bar plot?

This is my barplot. Model(red) is my estimated frequency at each X-axis vale (0-19) and actual is the frequency at each X-axis vale. How I can measure error of this estimating work in barplot? If I ...
0
votes
1answer
11 views

Is it possible to extrapolate experimental errors from a subsample of a population?

I'm working with a dataset consisting of degradation rates for proteins in an organism, a total of approx 3750 rates in total. Obtaining these rates is difficult, so the majority of rates are reported ...
2
votes
1answer
80 views

Error on interquartile range

How can I compute the error on the interquartile range of a sample? By error I mean its std deviation (e.g. error on the mean = RMS/sqrt(N)). The sample is from a unimodal distribution, similar to ...
0
votes
0answers
4 views

How to compute the normalized misclassification error and the misclassification error?

How is usually computed the normalized misclassification error ? I would like to know the formula for a 2 class problem of size $s_1, s_2$ and for a k class problem of size $s_1,\dots, s_k$ I would ...
3
votes
1answer
49 views

Idea of errors as 'shocks' to a regression?

So I always understood the error term to be the difference between the observed value from the true, yet unobservable, function value. However, I often here, especially related to the economics ...
0
votes
0answers
58 views

Arima function doesn't consider seasonal components

Currently trying to fit several models to some data sets in order to find an accurate enough one, I ran into some difficulties with the Arima function of the ...
1
vote
1answer
21 views

Forecast error differences when using weekly vs monthly data

Why is forecast error (MAPE) much higher when using weekly periodicity vs monthly? I am using exactly the same data for both.
0
votes
0answers
20 views

R - Robust Ancova: Documentation/Examples for the ancmg function in the WRS package

Could anyone point me to a documentation or even better an example for the ancmg1 or ancmg functions of the WRS-package. There is a very short paragraph in the Wilcox' book about Robust Estimation, ...
1
vote
2answers
44 views

Obtaining error bars for a difference

I have a pair of data sets, and I want to know whether the medians of these two sets differ significantly. I've calculated the median of each set and subtracted them from each other. How can I ...
1
vote
1answer
38 views

Why do my ANOVA tables keep returning $\chi^{2}$ values of 1?

I'm using ANOVA to test for differences between different values of the same factor for a mixed effects model which I produced. My model is: ...
0
votes
1answer
53 views

Errors when fitting a SARIMAX model in R

Currently working on big data sets, I would like to fit a SARIMAX model to it in order to forecast future values. Here are my questions : Q1. As a matter of information, does anybody know how does R ...
1
vote
1answer
49 views

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 ...
1
vote
1answer
49 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 ...
1
vote
0answers
27 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 ...
2
votes
0answers
50 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 ...
2
votes
0answers
30 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 ...
1
vote
0answers
33 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 ...
1
vote
1answer
49 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 ...
0
votes
0answers
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 ...
3
votes
1answer
47 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 ...
2
votes
1answer
67 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: ...
1
vote
1answer
57 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 ...
1
vote
1answer
47 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 ...
1
vote
0answers
40 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 ...
1
vote
0answers
27 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 ...
0
votes
0answers
29 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 ...
3
votes
1answer
126 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 ...
1
vote
0answers
38 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 ...
3
votes
1answer
76 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 ...
0
votes
0answers
28 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 ...
4
votes
1answer
47 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 ...
0
votes
1answer
42 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 ...
0
votes
1answer
47 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 ...
0
votes
0answers
11 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 ...
10
votes
2answers
127 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 ...
0
votes
0answers
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 ...