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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Plotting error vs weights for neural networks

What is the better estimate of how well your NN is doing? Plotting how weights change with the number of iterations or Plotting how the error changes with the number of iterations ?!
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9 views

How to calculate the estimation error of portfolio variance using propagation results?

I am trying to find a conservative approximation for the propagated estimation error of a investment portfolio's variance (comprising two assets), given we know the estimation error for the variance ...
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1answer
28 views

MSE vs area under ROC

I'm testing the performance of two binary classifiers on a simulated dataset. I'm seeing that classifier 1 has a higher MSE (mean squared error / classification error) than classifier 2, but ...
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17 views

Why do the residual sum of squares and the mean absolute percentage error conflict with each other?

I carried out regression with 7th degree and 8th degree polynomials. As expected, the residual sum of squares for 8th degree polynomial regression is less than that of 7th degree polynomial ...
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23 views

Inverse progression for training & validation data during training with H2O

I'm training on a dataset with 3600 columns. 100948 training rows & 25238 validation rows. These are the R commands I'm using: ...
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13 views

What is the set of all variables?

For instance, when we have a conditional relationship in a model (e.g. entry in the Gaussian inverse covariance) and want to claim that this parameter is the true population parameter, we have to ...
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1answer
50 views

Are the parameters of Non-linear regression independent of each other?

I'm propagating error in the parameters determined by the following growth function... $$ \hat{y} = ae^\frac{t}{b} + (1- a)e^\frac{t}{c} $$ Say I have another model that uses the parameters {a,b,c} ...
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9 views

Conditional Expectation Bivariate Normal with OLS

I am working on the effects of omitting variables in a regression for my thesis. I already found a lot about the bias that is created by omitting variables, but not so much about what this does for ...
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17 views

System exactly singular with pgmm (package plm)

this is my first post, I'll do my best to be clear and complete. I am trying to run a pgmm regression (Arellano Bond estimator) following the example online with the EmplUK dataset. My dataset is ...
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2answers
25 views

Double (nested,wrapper) CrossValidation - final trained model

I'm performing a study where I'm selecting kernel type and hyperparameters in an inner CV loop and an outer loop doing 10-fold CV (using SVR). The output is 10 trained models and performance measures. ...
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1answer
77 views

Estimating a sum with linear regression - what is the error?

I have a linear model with the following parameters: ...
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22 views

Prediction Error for a Poisson Process

So I have a fleet of cars. I've sampled their breakdown rates (per hour driven) for the last 10 years. Their breakdown rate follows the gamma distribution. I am trying to do two things. Predict ...
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14 views

Error of long-term volatility forecast

I am not a specialist statistician (although many years ago I did study maths at university). I am trying to calculate the error of a long-term volatility forecast of a time series and have got a bit ...
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16 views

extract the idosyncratic error of a factor model

I want to extract the idosyncratic error $e$ of a factor model which has the form $X = F \Lambda' + e$. I estimated the factors $F$ and the loadings $\Lambda'$ by principal components in ...
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16 views

How to consider propagated measurement errors and “statistical errors”

I come from an Engineering background, and I am familiar with some basics of error treatment. However, discussing with a friend over some data he had to analyze, we couldn't quite figure out what to ...
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11 views

Representing error when there are multiple different, linked error sources

Suppose I make some measurements of variable $X_i$ in separate experiments, and each has some error. In a separate (single) experiment I measure $b$ which is independent of $X_i$ but shared between. ...
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1answer
50 views

Kriging with individual errors

When evaluating a Kriging prediction, it is possible to include a hyperparameter $\lambda$ to account for noise in the data. $\lambda$ can be estimated as a parameter in a maximum likelihood ...
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16 views

Assessing Repeatability: Random and Systematic Error

I am analyzing a study where my goal is to assess the quality (precision) of several machines. I have just one true value (measured with the goldstandard) and made 30 runs for every single machine. ...
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1answer
21 views

Quadratic error for multi-class classification

I'm trying to train a neural network to classify handwritten inputs into 10 categories, each for one digit (1,...,9,0). I represent the output of an example using a 10-dimensional vector. Digit 5, for ...
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1answer
36 views

How do I obtain the uncertainty of a value generated from a known distribution?

I wish to semi-randomly generate values from the known distribution of a particular quantity. The distribution is represented in my data as a list of values with a probability for each value, where ...
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1answer
13 views

What metric should be used to compare models when the prediction is a probability of an event occurring?

Let's say that I am trying to predict whether or not it will rain today, and I build a model that gives me a % chance of the event occurring. Now let's say I build another model, and I want to see ...
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12 views

Residual Error Increases with Signal Amplitude

A 1-dimensional signal $z$ goes through a nonlinear system and is transformed into $y$. To build an inverse model of the nonlinear system, I constructed the Vandermonde feature matrix $Y$ from $y$, ...
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14 views

Is it possible to visualize spatial errors?

I would like to ask if anyone is familiar with a way of visualizing the spatial error (lambda) produced by models such as the Spatial Error Model (SEM) or the Spatial Durbin Error Model (SDEM). As ...
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1answer
72 views

lavaan WARNING: could not compute standard errors!

I have a problem. I use r package "lavaan" to make confirmatory analysis. I run the following code: ...
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4 views

Similarity measurement akin to SMAPE

I have two questions: A) Is there an official name for average of the smaller number over the larger number? B) Why have SMAPE range from 0 to 2? Isn't a range from 0 to 1 superior for understanding? ...
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17 views

Significance of Pattern in Out of Sample error

I am very uncertain about much of what I have done, and it is very possible I have made a significant error, due to misunderstanding, that ruins my result, so if this is the case I would greatly ...
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26 views

How to calculate an error estimate for a sum of random variables when you only know several “subsums” of the variables?

I have a sample of $N$ iid random variables and I would like to get an error estimate for the sum of the variables of my sample. However I have very limited knowledge about my sample: I only have $k$ ...
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1answer
24 views

Why is it necessary to divide by the number of samples when optimizing squared error?

In a lot of different optimization problems, and with particular regard to gradient descent, we use the mean squared error as a loss function. In the formulation of mean squared error, you divide by ...
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42 views

What is the purpose of the 'convenience' 1/2 fraction on the sum of squared errors?

I was studying the first chapter of Pattern Recognition and Machine Learning, by Christopher Bishop, and in the presentation of the sum of squared errors function $$ E(w) = \frac{1}{2}\ ...
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11 views

Anova Error term complexity unnecessary?

There is often confusion about properly using Error term in anova. However, following example show that the output remains the same whether it is a simple entry of Error(subject) or more complex ones. ...
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1answer
235 views

ImageNet: what is top-1 and top-5 error rate?

In ImageNet classification papers top-1 and top-5 error rates are important units for measuring the success of some solutions, but what are those error rates? In ImageNet Classification with Deep ...
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12 views

Estimation Error when neglecting $\mu$ while computing Covariance-Matrix

Error when neglecting $\mu$ while computing Covariance-Matrix I would like to quantify the estimation error I have to accept when estimating the Covariance matrix based on $T$ observations of ...
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22 views

Error bars for the fraction of two samples

I have two samples, lets say sampleA and sampleB. I have used jackknife resampling and obtained the error bars for each of the ...
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2answers
177 views

Error term in linear regression

I'm reading about a linear model which is fit to an equation, $Y = \beta_0 + \beta_1X + \varepsilon$, where $B_0$ is the intercept, $B_1$ the slope, and $\varepsilon$ the error term. My question is, ...
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1answer
30 views

Standard Error for Weighted Values

I want to calculate the standard error for an experimental measurement. The data is stored as a 2D image which is circularly symmetric about a center point. To reduce the data we radially integrate ...
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51 views

Factor Analysis - Rotated Component Matrix Error

I haven't got good English but i have a problem: (for my master thesis.) I did factor analysis, deleted 4 questions and the most lower points are: ,392 and ,393. So, i go on and deleted 0,392 ...
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32 views

How can we calculate the standard deviation of multiple values with different uncertainties each?

For example, if I have a set of readings, like: 13.4 +/- 0.5 14.5 +/- 0.7 12.8 +/- 0.6 13.9 +/- 0.4 14.8 +/- 0.5 How do I calculate the standard deviation of ...
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24 views

Model Error bars

I have actual observations and estimates from a model (power-law fit). I want to add error bars (+-1 Standard Deviation) to the estimated points. I tried excel and R, but I am not able to calculate ...
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22 views

Getting warnings when running VGAM package in R?

Here is part of the code I'm running in R after loading the RODBC, VGAM, and Matrix ...
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1answer
40 views

Is there any error metric like accuracy (the percentage) for regression model assessment?

Is there any error metric like accuracy (the percentage or the misclassification rate) for regression model assessment? since the percentage shows more directly how the model performance is. ...
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33 views

Error of the variance

I have a collection of $(x,y,z)$ data points. I want to compute the mean, $\mu$, and variance, $\sigma^2$, along each axis, as well as the errors on each. I know that the standard error of the mean ...
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1answer
28 views

Statistic test when bias is not random

Is there a statistical test that I can use to say that there is bias in the result of my analysis but the bias only occurs at certain region. The scatter plot below probably will make more sense: ...
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30 views

P value validity

I have done a statistical analysis in DNA methylation data, I already wrote my report, but it got rejected by my adviser as he wants me to do some changes in the paper. One question I couldn't answer ...
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36 views

Diagnosing Unusually High Prediction Accuracy in Logistic Regression Model

I have constructed a logistic regression classifier in Matlab, using all self-written code. The data set I decided to use is the Breast-Cancer data set from UCI's machine learning repository. This ...
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51 views

RMSE and Decision Trees

I'm running a series of regressions using decision trees and am getting good results, but I've got a question. In the pacakge rpart, you can run cpplot to get a graphical representation of where to ...
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7 views

Error term Moving average

How do we find theoretically the error terms for each observation and parameter values in case of Moving Average model? Eg- if we have data set like--- 500,512,508,519 then how do we find error terms ...
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30 views

Neural networks kernel for high error rate in training set.

I will be working with a huge training set (around 10^6 examples, with around 400 features). Which has labels (around 100) accurate to around 90%. It would be possible to generate a smaller subset of ...
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2answers
20 views

Finding the error terms in regression equations

In a regression equation that one has to show as e.g. y=(1.20+-0.02)+(5.61+-0.04)x for publication, how does one determine the error terms? Sometimes they are also different, as in ...
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1answer
58 views

Prediction uncertainty intervals for predictions of machine learning algorithms

Assume I have a regression problem. I fit models on a train data set and tune their hyperparameters using CV. I then run the models on the test set. What is the best way to calculate prediction ...
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58 views

How to check if a sample is representative or not biased?

We are studying the difference in behavior between genders on an online community. We are only interested on those users who participate in the site and whose gender could be easily inferred by other ...