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 in R

I need to check for goodness of fit using K-S test in R. I have a dataset (containing 50 data points) and a non-standard continuous probability distribution. Should I peform a one-sample or two-sample ...
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I am running a logistic regression model and get very low predicted probabilities

I am running a logistic model for catastrophic health expenditure (CHE) in Argentina. The sample size is 22500. I followed Xu et al. methodology to define CHE and adjusted for 8 socioeconomic ...
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Effect size for goodness of fit chi-square

I would like to assess the effect size of a goodness of fit chi-square test. I have a variable that can have 3 states and test against a custom expected value. I used a variation Cramér's V for a ...
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How to represent goodness of fit for multiple least squares fits

I have many sequences (~50) of time series data that I have fit to a non-linear model using a least squares fit. If I had a single sequence of time series data, and I fit a model to it using a least ...
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Poisson goodness-of-fit of small sample

Please note that I have no background in statistics - this is for personal interest. The post is inspired by a question at work. We were given data by another department asserting that for a ...
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Compare Procrustes values

I have two sets of spatial data which underwent a transformation. I'd like to compare the effect of the transformation on two sets of data to test the hypothesis that the transformation had a larger ...
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Differentiating between distributions via fit

I have two experimental data sets: (a) one is theoretically distributed as a Laplace distribution and the other (b) is theoretically distributed as a Gaussian distribution. I've fit the data (a and ...
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5 views

generating discrete distribution comparison score

I have constructed a distribution of some data that I am analyzing, so it is discrete, and I would like to be able to compare it to other distributions in order to generate a score or rank so that I ...
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34 views

How to prove test statistic has $\chi^2$ distribution using minimum chi-square estimator?

This is for iid case where the test statistic is sum of $(observed - expected)^2/expected$. It is supposedly shown on page 5 of Fisher (1924): ...
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What measure to use in finding the best linear model

I have a bunch of linear models (say 20 of them), and a bunch of datasets (e.g. 400). I wrote a code in R so that each dataset is exposed to each model, and the goal is to select the best model that ...
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22 views

When to use which goodness-of-fit statistic [duplicate]

I would like to know which goodness-of-fit test I should use and when. My choices are Anderson-Darling, Kolmogorov-Smirnov, Kuiper, Pearson $\chi^2$, and Watson $U^2$, and Cramer von Mises. My data ...
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52 views

Which Goodness of Fit Test to use when

I would like to know which goodness-of-fit test I should use and when. My choices are Anderson-Darling, Kolmogorov-Smirnov, Kuiper, Pearson $\chi^2$, and Watson $U^2$, and Cramer von Mises. My data ...
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Goodness-of-fit test to use for weighted data

Hello. I'm working on a AP stats project, but since what I'm doing is beyond the scope of what we do in class (i.e. learn how to use a calculator), I think it's safe to say this isn't a homework ...
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How to measure the goodness of fit of a GARCH model?

When we talk about the linear regression, we have $R^2$ to measure the goodness of fit of the linear model. Here is the problem, do we have a similar statistical measure to assess the goodness of ...
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30 views

anomaly detection with Markov chain

The paper uses a simple technique to detect intrusions in computer systems. I will briefly explain it and ask a question: The paper proposes a simple 1-order Markov chain modelling approach to detect ...
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17 views

How do we know that a certain copula family will be suitable for our data?

I have longitudinal data with repeated measurement over 5 time points. I constructed its multivariate distribution using Gaussian copula. Is there any way to choose the best copula (analytically, ...
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Estimating probability distribution function of data stream

Although a similar question exists, I couldn't find my answer. I'm not a statistician hence please neglect if some terminologies aren't correct and let me know if I am interpreting something wrong. ...
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34 views

Multinomial mixture model

Dear StackExchange Community I'm looking for a package or an elegant way to solve the following question with R: I have two processes which produce a number of A, C, G, T's following a multinomial ...
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26 views

chi squared test for data observed and theoretical between 0 and 1

I am doing some data analysis for a project and need to make a fit of the data to a line using least squares. Then i need to evaluate the goodness of fit of my data to this line using chi squared. ...
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Power Law reweighting the tails [duplicate]

I am trying to show that from two sets of data, one obeys a power law and the other not. I am trying to quantify that using a numerical tool performing a power law. My tool, python-scipy fitting tool, ...
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Compare lasso regression models

I have a continuous outcome variable and several different lasso models to predict the outcome. Something like ...
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21 views

Clarification on null hypothesis, w.r.t pchisq() function in R, and the tail argument

I'm looking at two functions for testing goodness of fit for a logit regression model (glm). Firstly anova(), used as ...
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56 views

Hosmer Lemeshow test error in R

I am trying to perform the Hosmer-Lemeshow test in R, using the package "ResourceSelection". My glm model looks like this: ...
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How to find the distribution of data? Can the distribution be sum of multiple distributions?

I need to find the distribution of the demand data to generate the demand. I tried to fit distribution using tools in excel and python. But for all the distribution, p-value was high (in simple terms ...
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I need to find the distribution of data, which is from a retail chain network. No distribution fits the data

I need to find the distribution of data, which is from a retail chain network( demand of product across all stores). I tried to fit distribution using EasyFit (which has 82 distribution to check the ...
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Fitting measured, real-world data to theoretical distribution: How to test goodness?

I have a large sets of real-world user data (30k, 80k, 90k measurements). To be precise those are simply session lengths for a specific system. I want to create a theoretical model of this, to ...
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Why does the amplitude, bandwidth and position of Gaussian change when data changes from positive to negative

I'm trying to fit a single Gaussian to some values in Matlab. When the values are positive, the model fits without any issues. However, when these values become negative, the r squared value changes, ...
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112 views

Calculating goodness of fit and choosing the right model (R)

I'm trying to evaluate the value of an object, depending on his characteristics. In order to do this, I'm building the following regression model price ~ ., using ...
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55 views

What goodness of fit tests, for logistic regression models, are available in R?

I'm planning to work on some credit risk models using logistic regresson in R. Binary response. What all goodness of fit tests are to be known and WHAT PACKAGES are required for the same? Thank you. I ...
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58 views

Using standard errors of coefficient as goodness of fit or to calculate standard error of the regression

I have performed a regression analysis and on top of computing the coefficients, confidence intervals, and significance, I have the standard errors. I have been asked to provide a numerical estimate ...
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90 views

Ryan-Joiner test for normality in MATLAB

I have been reading a comparison of Anderson-Darling, Ryan-Joiner and Kolmogorov-Smirnov tests at this link. While I can find functions for A-D and K-S (one-sample) tests in MATLAB, I am not sure if ...
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22 views

Evaluating goodness-of-fit in sequential multiregression [closed]

I am doing a sequential multiregression analysis where I look at how four independent variables (porosity, permeability, sandstone thickness and sandstone depth) labeled $x_1, x_2, x_3, x_4$ influence ...
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The distribution of a product between a Lognormal and a Beta is …?

I have to random variables expressed as $1 \times 1000$ vectors. One of the vectors $B$ is Beta distributed while the other $L$ is lognormal distributed. Upon element-wise multiplication, I get vector ...
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Do Dvoretzky–Kiefer–Wolfowitz bounds and Kolmogorov-Smirnov test different hypotheses?

This question is related to my previous question that was answered excellently by Matt Krause. I am trying to compare two data vectors to find out if they come from the same distribution. I computed ...
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Interpreting Cox & Binomial Regression: non-significant Chi-Square values w/ significant wald statistics

Scenario A: In Cox regression, the chi square analysis of the -2 log likelihood (or the omnibus in binomial) is not significant, but some of the values of the Wald statistic corresponding to some of ...
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Divide Feature space into regions where distribution of response variable is as different as possible?

I am trying to divide a feature space with 7 variables in regions where the distributions of a response variable are as different as possible. I have been using Earth Mover's Distance as the distance ...
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“Reversed” Shapiro–Wilk

The Sharipo-Wilk test, according to wikipedia, tests the null-hypothesis ($H_0$) "The population is normally distributed". I am looking for a similar normality test with $H_0$ "The population is not ...
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When the null model performs better than more complex models

Consider a matrix $X \in R^ {n \times m}$ representing $n$ samples and $m$ features. Also consider a matrix $y \in R^{n \times k}$ representing $n$ samples and $k$ target values. $y$ has continuous ...
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Determining whether a successive instances are conditional or independent

I hope I can appropriately describe the problem. I have an example data set with 610 individuals with made up analogy (it's not really about cars). I want to determine the number of people have x ...
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Goodness of Fit Using $CDF$

I don't have a tremendous amount of experience with testing goodness of fit, and I've just begun studying it rigorously. A though occurred to me, and since it occurred to me, I'm sure it exists, and ...
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77 views

Test if two gamma distributed populations are different

I have data from two populations of different sizes. Both have Gamma distributions with different shapes and scales (as estimated in r): fitdistr(x/10000, "gamma") #186 members shape 0.586219900 ...
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How to Assess the Fit of Thousands of Distributions?

I have thousands of subjects, for each of whom I have a fitted gamma distribution, with the parameters estimated from each subject's data. It is easy to look at the distribution for one subject (say ...
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58 views

Finding quality of fit for two discrete variables with low statistics

I have data from an experiment which I am trying to explain using a model. I do not have an analytic formula for the prediction of the model but instead I got its prediction through a simulation. The ...
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1answer
178 views

Goodness of fit and which model to choose linear regression or Poisson

I need some advice regarding two main dilemmas in my research, which is a case study of 3 big pharmaceuticals and innovation. Number of patents per year is the dependent variable. My questions are ...
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Computation of likelihood of a simulated mean value being a part of population of observed mean value?

0 down vote favorite Would you please help me to clarify this question: I use a model to simulate milk yield of a population of animal (200 individuals), in each simulation I calculate the mean milk ...
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16 views

Computation of likelihood of a simulated mean value being a part of population of observed mean value?

Would you please help me to clarify this question: I use a model to simulate milk yield of a population of animal (200 individuals), in each simulation I calculate the mean milk yield ...
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0answers
76 views

When AIC and Adjusted $R^2$ lead to different conclusions

I hope it's okay to ask theoretically driven R questions here. R has given me the following results from my 'tournament of models'. All models are entirely distinct except from 3 basic control ...
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63 views

Simulated chi-square distribution doesn't match theoretical

Can someone explain why the distribution of Chi-square values I'm getting (using Pearson goodness-of-fit test) doesn't match the expected Chi-sqaure distribution? The test seems in this case to be ...
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How to evaluate the goodness of Fit of parameters obtained from EM algorithm

I have a set of observations $\mathcal{Y} = {Y_1, \cdots, Y_T}$. I am running EM algorithm to fit the observations to the following Hidden Markov Model $$A = [a_{ij}]_{N \times N}, a_{ij} = P(X_{k+1} ...
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Interpretation P value one sample KS test

I have some difficulties with understanding the output of the KS test in R. Suppose I want to test whether my data follows a exponential distribution with rate 1/117.5 with a significance level ...