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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Is there a goodness of fit measure for Survival Analysis (Cox Regression) if there are late entries?

I am running a Cox Regression which includes some late entries (left censored). The subjects simply did not exist at the beginning of the analysis. Harris' C & Somer's D don't work for such data. ...
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1answer
34 views

How to interpret p values obtained with $\chi^2$-test?

I have the following observed and expected values and I am trying to determine the goodness of fit with $\chi^2$ test. On calculating the p I obtain the value 0.9999742, but how is it possible that ...
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9 views

OLS and GLM - residuals plots and lack/goodness of fit statistics in JMP

It's been years since I've taken my grad school stats courses, and it's a subject I struggle with, so bear with me. I'm attempting to fit some sort of linear model to several response variables. In ...
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16 views

Evaluate fit of classification model in large sample

I have a large data sample with around n=300,000 observations. My dependent variable is categorical (0: no, 1: yes) and I have 10 independent variables which are categorized into 2 or 3. I run ...
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18 views

Goodness-of-fit for cumulative function

I am currently trying to model the amount of people coming to a hospital with a suspicion of some particular disease within period with 0.5 year window. I plotted the data in the form of cumulative ...
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1answer
57 views

Is chi square test too strict?

Below is the histogram and the model distribution which goodness-of fit that I want to test Judging by the eye, I would say this is a pretty good fit. However, when I run the ...
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1answer
23 views

Can K-S goodness-of-fit be used on estimated models? [duplicate]

For example, for a dataset generated from lognormal distribution, I estimate a normal distribution from that data (using maximaum-likelyhood or whatever methods). Then, can I perform K-S test to ...
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38 views

Fitting distributions to data

I have a dataset of 1000 observations of a continuous quantity, and I am trying to find a distribution that fits them best. At first I tried the Cullen and Frey graph, with bootstraping, to get an ...
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1answer
38 views

How to determine when the difference between two goodness of fit values is significant?

I have a data series that I'm trying to fit to a model. I'm trying several types of models (exponential, linear, logarithmic). In order to assess which one it fits best, I use a Residual Sum of ...
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7 views

Multiple goodness of fit tests

I have 7 variables V1-V7, each categorical. For each variable I have calculated the proportions of all 3 groups (for all vars the same groups), for example, for V1, I have 60% is group A, 30% group B ...
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11 views

Can Anyone Explain the Osius-Rojek Goodness of Fit test?

I have used the Osius-Rojek Goodness of Fit Test in my thesis and need to explain what is happening. I have read the original paper 1992 paper and still don't understand it. The implementation was ...
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11 views

Alternative to Pearson's Chi Squared for Speech Synthesis Preference Listening tests

I have a simple Preference Listing test: 24 Participants, 10 preference questions each. each participant answers 10 times (once for each of my 10 stimuli pairs). This means 240 data points overall. ...
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25 views

Cochran-Mantel-Haenszel test for before after data? Or something else?

I'm trying to assess proportional vegetation area change over time. I would like to test whether the area of trees has decreased significantly within different areas between two time periods ...
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27 views

How to improve the model of a fit to a sinus modulated sinus

I am trying to determine the amplitude of a sinus modulated sinus as accurate as possible. My sampling frequency is sufficently high and I am currently using a LSQ fit. The entire model looks as ...
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1answer
94 views

How to draw fitted graph and actual graph of gamma distribution in one plot?

Load the package needed. library(ggplot2) library(MASS) Generate 10,000 numbers fitted to gamma distribution. ...
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1answer
22 views

Interpetation of highly significant but poor Goodness of Fit logistic model

I have a model with a likelihood ratio of 1e-6 and yet it spectacularly fails the Osius-Rojek GOF test. How is this possible? It has a nice sigmoidal shape and pretty narrow 95% bounds. Can I still ...
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23 views

Fit statistics for multiple penalised multinomial models using cv.gmnet

I am using the R package glmnet for a prediction problem. Specifically, I am using a penalised multinomial model to classify a bunch of texts into some predefined ...
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2answers
72 views

Comparing two (or more) discrete distributions

I would like to know what the most powerful way of comparing two (or more) discrete distributions is. I know that the Kolmogorov-Smirnov test could be used (if corrected for the discrete ecdfs), ...
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1answer
57 views

Forecasting and making sense of data

This might seem very elementary or even silly, but all comments are much appreciated. As science major I do not have deep technical knowledge in statistics, so any guidance is much appreciated. Say ...
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76 views

Goodness-of-fit for conditional (case-control) logistic regression models

What is the appropriate/best way to assess goodness-of-fit for a conditional (or case-control) logistic regression model? The Hosmer-Lemeshow test for logistic regression does not apply to conditional ...
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80 views

chi-squared goodness-of-fit: effect size and power

How can effect size and power of the chi-square goodness-of-fit test be calculated such that: Effect size is linear and standardized (given effect size $E_{x^2}$, $0 \le E_{x^2} \le 1$) so that ...
3
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0answers
27 views

Goodness of fit test for bivariate distribution?

I have a dataset which is x-y distributed, and I fitted a model for it. (see below, left and right) How can I test the goodness of fit for the model I fitted? ...
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21 views

Metric invariance: CFI difference test and Chi square difference test. What happens when contradictory results are found?

I have been examining a sample (n > 600) for metric invariance, using AMOS. Using the Comparative Fit Index (CFI) difference test, which seems to be free of sample size influence, I get evidence of ...
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23 views

Improve the goodness-of-fit of a logistical regression

I've been working on a data set with binary outcome. Logistic regression was used to fit the outcome with several covariates, all of which are categorical variables. I tried to assess the ...
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11 views

Multinomial Logistic Regression- goodness of fit and alternatives

I am trying to do future 2 year value prediction at an individual customer level. Originally I tried to use a linear regression for this prediction, but was getting really poor r-squared value. (0.31) ...
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11 views

Osuis and Rojek GOF test for logistic single regressor model

I am interested in using the Osius - Rojek(1992) test for logistic GOF testing. The model has 1 continuous regressor. The title of the paper is "Normal Goodness-of-Fit Tests for Multinomial Models ...
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1answer
36 views

Pearson and deviance GOF test for logistic regression in SAS and R

I've been trying to fit exactly the same logistic regression model (same data) in SAS and R. As far as the coefficients are concerned I didn't notice any differences. However, when I tried to perform ...
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1answer
49 views

Implementing logistic regression (R)

I am implementing a logistic regression on a 250 x 20 dataset (250 observations of 20 variables) with a dichotomous response. In this proces I have encoutered some different problems, namely: 1. ...
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1answer
92 views

Interpreting glm model output, assessing quality of fit

I have a certain knowledge in stochastic processes (specially analysis of nonstationary signals), but in addition to be a beginner in R, I have never worked with regression models before. Well, I have ...
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1answer
28 views

change in $R^2$ linear regression

I find this question about linear regression, "I have a n sample $(X,Y)_1,...,(X,Y)_n$, I do a linear regression based on those data (I've guessed that the predictor is X), and I calculate the $R^2$. ...
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9 views

Chi square goodness of fit test for a table of entries

I came across this table in an article that measures the p-value for each row. I have similar data and would like to calculate the p-value for each row. As of now, I have found this site . Here, I ...
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19 views

How many groups to use in Hosmer and Lemeshow test?

in the programs I know (i.e. R statistics) the default numbers of groups to use in Hosmer and Lemeshow test (goodness-of-fit for models, especially logistic regression) is set to 10. I wonder why or ...
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16 views

Comparing confirmatory factor analysis models with different number of observed variables

I have a 14 item scale that is hypothesized to measure self-esteem. The first model I specify uses all 14 items and predicts one latent factor (i.e., self-esteem). I would then like to specify a ...
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28 views

Check predicted Data by observed Data, how good are those predictions? (GoF)

i think I stand on a tube! Ok, the question feels really easy to answer (i hope). It addresses the following problem. The dependent variable is of type categorial, so at each trial the participants ...
3
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1answer
67 views

How to measure the goodness-of-fit of a nonlinear model?

Well… I did search for a while before asking and noticed perhaps my question itself has something basically wrong after reading this and this but still not sure so decided to cry out loud :). As ...
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2answers
47 views

Goodness of fit for long-tailed distributed data

I'm trying to fit a distribution to a set of data (the elevation of all land areas in the world). The histogram shows a long-tailed distribution, and I'd like to see which of the long-tailed models ...
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1answer
45 views

What is the minimum sample size for an exact binomial test of goodness of fit (two-tailed)?

I am doing a two tailed exact binomial goodness of fit test, see, e.g., here. I am looking for something similar as for Chi-square tests, which, as a rule of thumb, require a frequency of 5 for each ...
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57 views

non-linear regression predictions goodness of fit

I have a non-linear model that, given some parameters and the initial state of the system can predict the outcome of this system after t times. I had train my model using some data and I'm now trying ...
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2answers
322 views

Regression: Scatterplot with low R squared and high p-values

Based on three datasets, I have produced the scatterplot below in Python: I am trying to fit a line on each dataset, but when I check the metrics this is what I get: Set 1 (red): R squared=0.002, ...
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82 views

Is there any hypothesis testing involving pseudo R-squared?

Is there any hypothesis testing involving pseudo R-squared? I mean the equation of test statistic or pdf. For example, these pseudo R-squared. ...
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2answers
142 views

What does negative R-squared mean?

Let's say I have some data, and then I fit the data with a model (a non-linear regression). Then I calculate the R-squared ($R^2$). When R-squared is negative, what does that mean? Does that mean my ...
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2answers
29 views

Reading the chi-square table

For solving problems involving the chi-square distribution in my syllabus, we use this $\chi^2$ statistical table. However, I have a doubt in reading it. Suppose there is an experiment where a die is ...
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33 views

Why would the Critical Values increase as you decrease the Level of Significance for the Kolmogorov-Smirnov Goodness of Fit Test?

This same exact (similar) question is posted on this thread: Why does the critical value varies inversely with the level of significance in hypothesis testing? However, that question and its answer ...
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1answer
34 views

How could I improve upon a chi-square test to measure the similarity of two distributions?

I'm trying to come up with a measure of how "divisive" a set of values that correspond to user-ratings on a 1-5 scale are. What I mean is I want to reward distributions that have BOTH high frequencies ...
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40 views

Zero-inflated Poisson regression Vuong test: Raw, AIC- or BIC-corrected results

I'm analyzing count data for a set of ten species and found that for the five species with highest detection rate, the zero-inflated poisson (ZIP) regression fits the data significantly better than ...
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12 views

Grouping data in R for lack of fit test

Suppose we have a SLR $Y=\beta_0+\beta_1X$, to conduct F-test for lack of fit, we need to group $(X,Y)$ according to the $X$ value. The following code can group $X$ and finish the test: ...
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How to test if $I(\theta)\propto f(\theta)$?

How do I test if a finite resource is distributed across a population proportional to the density function for that population? Say $I(\theta)$ denotes resource allocation across $\theta$ (a known ...
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1answer
137 views

Expected value of $R^2$, the coefficient of determination, under the null hypothesis

I am curious about the statement made at the bottom of the first page in this text regarding the $R^2_\mathrm{adjusted}$ adjustment $$R^2_\mathrm{adjusted} ...
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33 views

Goodness-of-fit metrics for linear regression

My software reports something like ...
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1answer
79 views

Analyze count data that does not fit glm - Overdispersion

I am working with camera-trap data on mammals. My data looks like this: ...