The error tag has no wiki summary.
3
votes
2answers
348 views
Model errors, residuals and heteroscedasticity
I have a quick question about the correct way to describe variance functions when seeking to cope with heteroscedasticity. As I understand it the statistical error of a model represents the departure ...
5
votes
1answer
604 views
Propagation of error using 2nd-order Taylor series
I am reading a text, "Mathematical Statistics and Data Analysis" by John Rice. We are concerned with approximating the expected value and variance of the random variable $Y$. We are able to calculate ...
0
votes
0answers
49 views
Best fitness metric for long term data
I'm trying to understand monthly data going back about 100 years.
As you can imagine old data values can be very small, \$1 compared to recent values of \$100.
What would be the best fitness metric ...
22
votes
2answers
3k views
What if residuals are normally distributed, but y is not?
I've got a weird question. Assume that you have a small sample where the dependent variable that you're going to analyze with a simple linear model is highly left skewed. Thus you assume that $u$ is ...
5
votes
2answers
924 views
How do I calculate error propagation with different measures of error?
I am calculating the age of lake sediments at the base of a sediment core by dividing the total sediment mass of the core ($\mathrm{mg} \ \mathrm{cm}^{-2}$) by the sediment accumulation rate ...
10
votes
1answer
847 views
Error to report with median and graphical representations?
I've used a wide array of tests for my thesis data, from parametric ANOVAs and t-tests to non-parametric Kruskal-Wallis tests and Mann-Whitneys, as well as rank-transformed 2-way ANOVAs, and GzLMs ...
7
votes
1answer
149 views
Inverse of false discovery rate (FDR)
Suppose we have a set $S$ consisting of $p$ features, and a subset $S_+$ of the features are positive. If $Q$ is any subset of $S$, define the false positive rate as the proportion of features in $Q$ ...
5
votes
1answer
448 views
Obtaining standard error on a data point obtained from linear regression
I have data with standard error, included below for clarity,
...
3
votes
1answer
84 views
Error of a quantity computed from a time series
I start with a presumably non-stationary time series. By some criterium $k$ I extract $n_k$ pairs of times $(t_{k,i,2},t_{k,i,1})$.
Now I compute the following quantity: $\bar{\tau} = \frac{1}{K} ...
3
votes
2answers
382 views
Which type of statistical information will need Error Bar charts for presentation?
When presenting statistical information using bar charts, when will you need to use Error Bar charts?
4
votes
1answer
123 views
What is this measure of error?
I'm reading through someone else's code for plotting the results of a psychology experiment, and (according to the code comments) they calculate the accuracy error of their behavioral paradigm as ...
4
votes
1answer
307 views
How to correct uneven sampling distribution when calculating the mean?
Suppose I have a function f, and I want to sample it at 100 points in the interval [0, 100]. For some reason (that seemed smart ...
1
vote
1answer
520 views
Data Augmentation Examples
I am looking for applied references to data augmentation (preferably with some written code). Either online references are books would be great.
I found this book online:
...
4
votes
1answer
525 views
Is this the correct way to calculate $MSE$ from $SS_{\text{treatment(s)}}$, $df_{\text{treatment(s)}}$, $F$?
As described in a few of my previous questions (here and there), I am interested in deriving summary statistics from statistics reported in the literature.
I would very much appreciate any advice ...
5
votes
2answers
569 views
Repeatability and measurement error from and between observers
I have 3 observers that each take 2 measurements (length and weight) on 100 individuals; these procedures are repeated once (i.e., the same measurements are taken on the same 100 individuals by the ...
13
votes
2answers
402 views
Managing error with GPS routes (theoretical framework?)
I'm looking for the appropriate theoretical framework or speciality to help me deal with understanding how to deal with the errors that the GPS system has - especially when dealing with routes.
...
5
votes
1answer
1k views
Checking assumptions for random effects in nested mixed-effects models in R / S-Plus
I am modelling a nested mixed-effects model with just the intercept in the random part, of the form:
...
7
votes
5answers
405 views
James-Stein shrinkage 'in the wild'?
I am taken by the idea of James-Stein shrinkage (i.e. that a nonlinear function of a single observation of a vector of possibly independent normals can be a better estimator of the means of the random ...
16
votes
4answers
8k views
What do the residuals in a logistic regression mean?
In answering this question John Christie suggested that the fit of logistic regression models should be assessed by evaluating the residuals. I'm familiar with how to interpret residuals in OLS, they ...
1
vote
2answers
364 views
How do I calculate the SE for PPV, NPV, and DOR?
I am attempting to calculate the standard error (SE) for the positive predictive value (PPV), negative predictive value (NPV), and diagnostic odds ratio (DOR) that I have obtained using the rates of ...
8
votes
5answers
8k views
Always Report Robust (White) Standard Errors?
It has been suggested by Angrist and Pischke that Robust (i.e. robust to heteroskedasticity or unequal variances) Standard Errors are reported as a matter of course rather than testing for it. Two ...
9
votes
5answers
408 views
Why do US and UK Schools Teach Different methods of Calculating the Standard Deviation?
As I understand UK Schools teach that the Standard Deviation is found using:
whereas US Schools teach:
(at a basic level anyway).
This has caused a number of my students problems in the past as ...
