Goodness of fit tests indicate whether or not it is reasonable to assume that a random sample comes from a specific distribution.

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How to evaluate fit of a logistic regression

I have a set of data points, which exhibit a solid linear correlation $r\approx 0.9$. I am basically plotting population in certain areas against the number of occurrences of a certain phenomenon (so ...
4
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3answers
121 views

Determination of regression model

I would like to regress total energy expenditure on age, gender, height and weight.But how do I check whether this relationship is linear?
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2answers
24 views

Evaluate mixture model

I have a question concerning the evaluation of mixture models. Is there a gold standard to compute the goodness of a fit for a mixture model? What I am concerned about is how one would evaluate if ...
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0answers
23 views

Overly-sensitive goodness of fit measure: where did I go wrong?

I'm using the chi-squared goodness-of-fit measure to evaluate instances of a fairly complicated model, but the evaluation is unbelievably sensitive to small variations in the model parameter values. ...
2
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1answer
63 views

Testing for the significance of the difference-in-differences of adj. R²

Is there a way to test for the significance of the difference-in-differences in adj. R²s in Stata? Let's say I have four subgroups: pre-treatment, pre-control, post-treatment, post-control and I want ...
3
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2answers
55 views

Hypothesis testing if two random variables come from a related underlying function

I have observations of two random variables $S_1(t)$ and $S_2(t)$ and I'm trying to build a test to see if they are related. In other words I'm trying to test if unknown functions $F_1(t)$ and ...
2
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1answer
61 views

R square test in matlab

I did the code for my $R^{2}$ (R square) test in MATLAB but it is not working accordingly. I want to test the Weibull distribution against my raw data, hence I want to do an $R^{2}$ (R square) test. ...
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0answers
12 views

gsem goodness of fit

does anyone have any advise how to obtain goodness of fit information after a gsem command (for a logit path model) in Stata verion 13? Or would you advise to use BIC and AIC instead? Thank you for ...
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1answer
31 views

Measuring goodness of fit for mixed logistic regression model - inconsistent results from R squared and AUC

I am trying to assess the goodness-of-fit or accuracy of 6 generalised linear models. I first assessed this using AUC (calculated from function auc1 described here), and got results ranging from 0.65 ...
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0answers
53 views

Why will a random forest not outperform a regression tree?

I have a training dataset with a binary response variable, 6 independent variables, and 21,000 observations. I've fit both an ordinary regression tree and a random forest (mtry = 2, ntree = 2000) and ...
0
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1answer
39 views

Unknown null-distribution, known alternative distribution

I'm rather new to statistics, so please bear with me. I would like to be able to say "to within 95% confidence, this data is exponentially-distributed." In this case, I know how the data should be ...
0
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2answers
63 views

Testing goodness of fit

I am using MATLAB 2012a to run 3 tests. With my data, I obtain very small values, and for the Anderson–Darling (A–D) tests, the results are not even normalized. Please verify my code. I am also using ...
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19 views

Goodness of fit for orthogonal least square regression

We have a set of XY coordinates which we have fitted with an orthogonal least square regression model. We have a vector of residuals for each point and the fitted line. How do we assess goodness of ...
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1answer
30 views

huge sample sizes and null hypothesis testing

I'm kinda brand new to statistics and I'm developing classification algorythm. My method is based on simple chi-square goodness of fit. I am counting the effect size of known cases to predict the ...
0
votes
1answer
38 views

What are appropriate tests for goodness of fit on glm with a small sample size?

I've thought quite a lot on large sample size inference where the strong law of large numbers is easily validated. In my case however, I'm trying to infer the sign and magnitude of an outcome where ...
1
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1answer
44 views

$R^2$ correspondence for nonlinear time series

Is there a statistical measure for nonlinear time series data that is comparable to $R^2$ value in linear regression (giving an idea of how well the fit is)? The data is not monotonic, so I cannot ...
0
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0answers
21 views

Perform analysis of deviance on R/RPy aov() models

I am using stats.aov() in R to perform an ANOVA on my 2x2 within subject exeriment design. I am unsure how best to model the data so I have formulated 3 models, ...
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0answers
13 views

Goodness of fit of an approximation of a PDF

I'd like to evaluate the performance of an algorithm which learns to approximate a discrete PDF for a latent variable given some noisy input. Now, is there a standard test to evaluate the goodness of ...
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0answers
26 views

Goodness of fit of linear model for Segmentation of GPS positions time series

I have some GPS coordinates series taken in regular time steps and I need to verify whether some chunks of the trajectories fit well as a straight line or not. The aim is to perform segmentation on ...
3
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1answer
66 views

Compare negative binomial models

I have a question concerning the comparison of negative binomial regression models in SPSS. I need to compare two models to check whether the second model significantly increases the fit of the ...
1
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1answer
51 views

Comparing proportions in two samples

(x-posted to Statalist) I have two (probably) independent samples taken from the same population under two different surveys conducted a few years apart. I'd like to check whether the frequencies for ...
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0answers
75 views

How to interpret canonical correlation analysis

I have done a canonical correlation analysis using the American Community Survey Dataset. The analysis is done between Ancestry and ...
0
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0answers
25 views

having probllem with fit indices in SEM

I ve developed CFA to validate my model. fit indices show good fit. since every variable contain multiple questions. I impute to make composite variable for regression and checked the final ...
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0answers
18 views

How do I obtain the goodness of fit for quasi-binomial model?

I was taught that I can do a goodness of fit test for binomial model by comparing it to the saturated mode with drop in deviance test. What should I do when my binomial model has over-dispersion? Can ...
0
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1answer
39 views

Why is the R2 or adjusted R2 not used without a constant?

The title basically says everthing of importance. I read several times that a R2 is not used/interpreted if one is not using a constant. My question is: why? And if this statement is valid, I would be ...
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52 views

P value for chi-squared goodness of fit of geometric distribution doesn't make sense from R fitdist

Trying to teach myself R and found the following conundrum. I wrote a script to simulate rolling a die and adding the value until a "1" is rolled. This worked well (eventually). The mean and ...
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33 views

Covariance between factors in CFA (Amos)

I ran a Confirmatory Factor Analysis (CFA) in Amos and obtained a model with high covariance between the factors. James described this covariance in his video as alarming. What can I do to tackle ...
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2answers
43 views

Interraction in Poisson regression

I'm trying to understand what is happening in my Poisson regression. I have the following variables: Dependent variable: transactions(number of transactions(continuous)). Independent variables: ...
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0answers
46 views

Goodness of fit of a model

My question might not be making much sense but I have been stuck for few days already so really do hope to achieve a solution on here. So basically I have simulated a data set from a power-law ...
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0answers
24 views

p-value depends of the size of the sample? [duplicate]

I'm trying to find the best distribution that fit my data (sample size of 7210). Some of the distributions that have a low Anderson–Darling value look very similar to my data. But all the p-values ...
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1answer
102 views

Understanding R output in Logistic Regression

I am following an example here on using Logistic Regression in R. However, I need some help interpreting the results. They do go over some of the interpretations in the above link, but I need more ...
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30 views

Goodness-of-fit value from orthogonal distance regression

I have two sets of data, $x$ and $y$, with poissonian distributions. I want to check if the relation between $x$ and $y$ is a proportionality $y = ax + b$, so I used some algorithms to do Bivariate ...
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37 views

Model validation for multilevel logistic regrssion?

I have designed a multilevel logistic model using PROC GLIMMIX in SAS 9.3 for hierachical data based on pupil attainment where level-two is the school the pupil attends. I'm quite sure that my model ...
2
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1answer
53 views

How to check goodness of fit for a graded response model in R

I am using the grm function in the ltm package in R. There is no function to check the goodness of fit of the output. How can I ...
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21 views

I'm in over my head, need help on specification

I am carrying out an exploratory regression looking at the determinants of corporate governance. The final model is: Board independence= Country Dummies+ Democracy level+ Sector dummy+ log GDP+ ...
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2answers
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
17 views

How to integrate observational errors in goodness of fit tests?

I have an astrophysical non-linear curve, specifically a power spectrum. I need to fit this curve with a model and obtain the goodness-of-fit (GOF). This gives me expected and observed values. The ...
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0answers
44 views

Can Pearson correlation be used as a measure of fit?

In the context of multiple linear regression, is it acceptable to use Pearson correlation to discriminate how well a model fits a data set? Let's say that I have some experimental values that come ...
0
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1answer
35 views

Goodness of fit of a SUR model

I know that McElroy R^2 is a measure of goodness of fit for Seemingly Unrelated Regressions (SUR models), but how can one judge that the estimated equations are well fit by using the McElroy R^2?
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0answers
45 views

Generalization of one-sample Kolmogorov-Smirnov test for non identically distributed data?

Is there a standard approach for testing goodness-of-fit to a probability distribution when the samples are independent but not identically distributed? In other words, given the data $\{\{x_1, y_1\}, ...
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0answers
12 views

R: Shapiro-Wilk test with relation of W and P-Value? [duplicate]

I'm currently learning about the Shapiro-Wilk test for normality and using R for conducting simple experiments. One thing which is confusing me is that I found some results would produce a high W ...
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9 views

Chi goodness and Fishers: some theoretical issues post-experiment

I have run a simple experiment under four conditions: the Control, Technique A, Technique B, and Technique C (which is a+b) The dependent variable is compliance (e.g. Yes/No) These are my results ...
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88 views

How to interpret log-likelihood outputs from MASS::fitdistr (R)

AIM: Fit the best distribution to columns in a dataset (30k records) so that I can to go on to produce test data that is in a similar distribution. WHAT I'VE DONE SO FAR: Using R, I have found and ...
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1answer
49 views

PIT on a sample with m bins, and KS test used to estimate a good value for m

I know about PIT, but this works only when you know the distribution, or at least have a strong hint. What I am trying to achieve is to transform a given sample into an equivalent sample with ...
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2answers
262 views

PP-plots vs. QQ-plots

What is the difference between probability plots, PP-plots and QQ-plots when trying to analyse a fitted distribution to data?
2
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0answers
56 views

Kolmogorov-Smirnov test for large sample [duplicate]

I am investigating if an exponential distribution is a good fit for a large sample of data (200) I have. I have already looked at a histogram but was wanting to investigate further. I was going to use ...
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0answers
46 views

Is the Pearson goodness-of-fit test parametric or non-parametric?

In this question there was an interesting discussion concerning the Pearson goodness-of-fit test going on which was far from conclusive: Is there any statistical test that is parametric and ...
3
votes
1answer
376 views

Chi-square test: difference between goodness-of-fit test and test of independence

Concerning the Pearson chi-square test there seems to be a subtle difference between the goodness-of-fit test and the test of independence. What is confusing is that both tests seem to be calculated ...
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16 views

Goodness of Fit tests in a linear model (lin-log)

I am using a lin-log model and am currently doing tests for goodness of fit of the regression. I already used the R-squared test, Q-Q plot and Shapiro test. Are there any other tests i could use in R ...
2
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0answers
55 views

goodness of fit for censored data

How to estimate the goodness of fit of a sample containing censored values? There is some older work on the matter (here), but i'd like to know if there is anything more modern. I think a reasonable ...