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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Goodness of fit for multi dimensional scaling

What is considered to be an acceptable value for goodness-of-fit in multi-dimensional scaling (MDS). I tried to run an MDS analysis on my data with four dimensions in R. The goodness of fit comes ...
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15 views

Outliers and chi-squared goodness of fit

Do outliers lead chi-squared tests of goodness of fit to fail?
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29 views

Chi squared goodness of fit test

I have a dataset and I want to show that it has lognormal distribution by using estimated logmu and logsd of it by MLE. I have read about making dat into bins by using predetermined intervals, but I ...
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8 views

Goodness-of-fit test by Pearson's chi-squared test for bimodal normal distribution

Consider I have estimated the following parameters for two modes inside a vector of numbers: m1,s1 m2,s2 m is mean s is standard deviation I want to use ...
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Goodness of fit to poisson with unspecified mean

Is there a goodness of fit test for testing a series of counts against the whole family of poisson distributions? So, with the mean unspecified? Or does that not make any sense? Kinda related to ...
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66 views

Empirical Test for the Assumptions of Simple Linear Regression

Linear Regression has the below set of Assumptions, The Y-Values (or the errors, "e") are independent! The Y-Values can be expressed as a linear function of the X variable. Variation of observations ...
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Should I still compare my distrbution to others if I've found a fit?

I'm using the ghpy package in R to model some currency data. I currently comparing fits with the lik.ratio.test with the ...
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47 views

Meaning of significance level and critical values for kolmogorov smirnov goodness of fit test

I'm new to using goodness of fit tests and am encountering what I guess is a beginners misunderstanding of how the tables for critical values and different significance levels have to be read. I have ...
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32 views

Goodness of fit between actual values and non-linear model

I was wanting to get a goodness of fit similar to R^2 for a model I'm evaluating. The output of the model is one of 8 numbers based on environmental characteristics. This is not a linear model, so ...
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87 views

Should I find this big parameter suspicious?

I have some kind of disagreement with a groupmate. We have some data, and we have to fit a loglogistic distribution. Our highest data point is less than 14,000,000. The average of our data is ...
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20 views

Interpretation of logistic regression - Both Omnibus test and Hosmer and Lemeshow are p>.05

I was wondering if you could help me with interpreting a binary logistic regression with 6 or 7 predictors. Specifically, what does it mean when both the Omnibus test and the Hosmer and Lemeshow test ...
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31 views

D'Agostino-Pearson vs. Shapiro-Wilk for normality

In the field I work in, there is a large amount of impetus to use Shapiro-Wilk testing as the default normality test (possibly due to NIST and some pubmed papers). I understand that one weakness of SW ...
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41 views

Best goodness-of-fit measure to determine: is my dataset power law or exponentially distributed?

I would like to determine whether a discrete dataset that I'm modeling would be better fitted by an exponential function or a power law function. I'm aware that a chi-squared test may be a suitable ...
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31 views

High p-value Based on Residual Deviance when Model Appears to have Poor Fit

I'm running a logistic regression with R using the glm() function with family = "binomial" and a very large number of observations (37208). Only a very small number of observations have a true result ...
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65 views

Generate fake data consistent with adjusted R^2 pattern

Is it possible to specify a vector of adjusted $R^2$ values (or any other measure like AIC, BIC, $C_p$) for the set of all possible models in a data set, and then generate data that is consistent with ...
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31 views

Model selection in nonlinear fitting

Learning curves are fitted with multiple trendlines (exponential, power, logarithm). The fitting is performed by the Levenberg–Marquardt algorithm. So far so good. The question is, how to select the ...
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62 views

Post-hoc test for chi-square goodness-of-fit test

I'm conducting a chi-square goodness-of-fit (GOF) test with three categories and specifically want to test the null that the population proportions in each category are equal (i.e., the proportion is ...
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18 views

Metrics for regression error

Suppose I undertake a least squares regression on some data. I end up with a function such as $\hat{f}(x,y,\ldots)=\hat{\beta_0}+\hat{\beta_1}\cdot x+\hat{\beta_2}\cdot y+\hat{\beta_3}\cdot ...
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50 views

Are prediction and distribution-fitting ever not the same thing?

Intuitively, it seems to me that, if one is able to make accurate predictions about a variable, then one has also (perhaps implicitly) produced a good estimate of its marginal or conditional ...
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In testing a structural model fit, how strongly do the measurement models fit influence the overall structural model fit?

I am a beginner in SEM, sorry if this is an obvious question. But I have searched the literature and could not find anything that answers my question (except for this question: SEM: Do I still have to ...
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32 views

Chi-Square test: one-sided implementation?

I need to compare two samples and I would like to know if the distribution of the first stochastically dominates that of the second one. I'm not sure whether with the Chi-Square test I can verify ...
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1answer
65 views

Chi-square test p-value = 1

I am attempting to use the chi-square test as a goodness-of-fitness test in R, but I keep getting a p-value = 1. I expect a high p-value, but less than one. Can anyone point out what error I might be ...
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how can I test if a sample was created from a specific Discrete Distribution

How can I test if a sample was created from a specific discrete distribution. For example, if I have the following distribution 1- 0.2 2- 0.5 3- 0.3 and I ...
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What's the best way to demonstrate differences in these means/totals?

With some co-authors, I coded 200 video game reviews based on whether they mentioned any of nine different game elements. We now have the total number of times that each game element showed up in ...
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903 views

How to determine which distribution fits my data best (R)?

I have a dataset and would like to figure out which distribution fits my data best. I used the fitdistr() function to estimate the necessary parameters to ...
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Distribution of weighted data

I want to fit a distribution to weighted data, and I have some issues, starting with the parameter estimation. How can I perform the MLE with the WEIGHTED data? The histogram of the weighted data fits ...
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Finding the best fit continuous distribution

I'm an applied math graduate student with little background in statistics. I'm currently dealing with the following problem: I have a set of samples that I'm trying to fit a (continuous) distribution ...
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390 views

Why do I get this p-value doing the Jarque-Bera test in R?

Doing a Jarque Bera test in R I get this result: jarque.bera.test(rnorm(85)) data: rnorm(85) X-squared = 1.259, df = 2, p-value = 0.5329 Does it mean that the ...
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Confidence intervals for chi square goodness of fit

I'm having trouble figuring this out. I know that you calculate the confidence interval same as you would for a proportion, $p_i= P \pm 1.96 \sqrt{(P(1-P))/N}$, but in my notes it says: ...
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166 views

Test predictions of football scores against a null model of “no predictive skill”

So, I am trying to prove that I can predict football scores better than randomly assigning win,draw or loss. I have predicted 140 scores, I have succeeded at 67. My null hypothesis is that ...
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30 views

Find Weibull parameters from incomplete sample

I have samples with known number of missing elements (expressed as NaN's) that range from 10%-90% missing. The same function, Weibull, works for all cases. My question is then, how can I ...
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1answer
45 views

Fitting data to a Markov Chain

I am looking for the reference/toolbox/note on how to fit a finite discrete-time Markov Chain to given time series. Ideally, there shall also be criteria of whether the fit is good, and whether ...
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Are my data normal? chi-squared for goodness of fit [duplicate]

I have been tasked with determining if my observed data follow a normal distribution. With 119 observations (continuous data from -4 to 4), I was able to create a histogram with 25 bins, and upon ...
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80 views

Goodness of fit for discrete data: best approach

The data: For the purposes of this question/communication we can assume the data looks like rnbinom(1000,size=0.1,prob=0.01) in R, which generates a random sample ...
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78 views

normality testing

What is the best method for testing for normality? I have a smaller data set today (30 in each group) and on the histograms none of them look normally distributed at all, whereas with the skewness ...
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108 views

Why does a goodness of fit test use the chi square distribution rather than the hypothesised distribution?

This is a homework(-like) question. I know the answer but don't understand it. If we were to answer the question "Are 5 different groups of mammals equally common?", what test would you perform? ...
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33 views

interpreting the clogit output in R

Maybe this is obvious but I've never done a conditional logistic regression before. In the clogit output after the Rquared value there is a max possible value. I assume this is max possible Rsquared, ...
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67 views

How to choose the best logit model using step function in R

I have the data below. I was wondering how I could choose the best model fit of logit model using step function in R. Here is the data in R format: ...
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87 views

goodness of fit gamma distribution matlab

I have a set of observations obs. If I plot the histogram of the observation I see that they could come from a gamma distribution ...
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1answer
103 views

Fitting a Gaussian to a histogram when the bin size is significant

I'd like to fit a Gaussian to some experimental data that is binned (the binning is a result of the physical limits of the device). Importantly, the bin size is significant enough that the gaussian ...
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197 views

How to know if “best fit line” really represents known set of data?

I have a known set of data. I have created a "linear best fit line" for that set of data. Is there a way to determine how well my set of data fit that best fit line (some sort of score)? I'm very ...
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20 views

Log Linear Models: Interpretation when None Fit

This is question 9.6 from Categorical Data Analysis by Alan Agresti (Wiley, 2013). The question asks us to find a Log Linear with the best fit for a 2x2x2 contingency table. The following are the ...
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53 views

Goodness of fit test for bivariate circular distributions

I'm trying to implement a goodness-of-fit test for a bivariate distribution on the torus. In the univariate case, i use the distribution function to transform the data so it presents a uniform ...
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18 views

How can I evaluate binary response models that have weighted observations?

I'm working with a binary response data set, but the importance of each observation varies over a factor of 100. Models to fit the data can accept a weight for each observation. But when it comes time ...
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38 views

Goodness of fit for a spatial panel with fixed effects and both spatial lag and spatial error

On a dataset, I performed spatial panel regressions with fixed effects, and with both a spatial lag and a spatial error (both are significant), using package splm in R (Millo and Piras 2012 Journal of ...
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45 views

How to measure goodness of fit in a simple quadratic Gaussian GLM?

I hope this question will be specific enough, I went through many of the other questions about GLM but now I am even more confused because my sample size is small and it seems that R square (or pseudo ...
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13 views

Should the rivals models include the same number of observed variables?

The question is about comparing models that include different number of observed variables. For example consider I have an 80-items questionnaire and I want to do confirmatory factor analysis (CFA) in ...
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36 views

Is there any Goodness of fit tests for Vine copulas?

Is there any goodness of fit tests like those based on probability integral transform (PIT) of Rosenblatt available for Vine copulas as a built in function in R? I know we can use ...
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$R^2$ (coefficient of determination) and linearity in multiple linear regression

For simple linear regression (SLR), in order for $R^2$ (the coefficient of determination) to be a meaningful measure, it must be true that $X$ and $Y$ are linearly correlated. Specifically, $R^2=r^2$, ...
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453 views

Logistic Regression with regression splines in R

I have been developing a logistic regression model based on retrospective data from a national trauma database of head injury in the UK. The key outcome is 30 day mortality (denoted as "Survive" ...