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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Wildly varying p values when performing a chi-squared goodness-of-fit test by fitting a negative binomial distribution in R

I'm attempting to write a piece of code in R that reads sample data and attempts to find the most fitting distribution to describe the sample. I've managed to write the part of my code that handles ...
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62 views

Deming (orthogonal) regression: measuring goodness of fit

I recently discovered the orthogonal regression (=total least square regression, i.e. Deming with ratio of variances set to 1). Basically, I have $x$ and $y$, which are disease symptoms corresponding ...
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+200

Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test

The test statistic for the Hosmer-Lemeshow test for goodness of fit of a logistic regression model is defined as follows: the sample is split into $d=10$ deciles, $D_1, D_2, \dots , D_{d}$, per ...
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21 views

What value of (adjusted) McFadden R square or other pesudo R square means good fitting

I got adjusted MaFadden R square for logistic regression: 0.918772 , 0.6135568 , 0.3407252 respectively, which value is good? I just heard the value between 0.2 and 0.4 is good for McFadden R square. ...
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15 views

Why do I have modification indices for free parameters?

Here is my SEM model; ...
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35 views

What is the best way to perform a goodness-of-fit test of data to a continuous distribution with the chi-square method in R?

I'm trying to write a piece of code in R that finds the most-fitting distribution to a set of data, by performing goodness-of-fit tests to a list of distributions, and then finding the most ...
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1answer
42 views

Testing a vector for gamma distribution

I asked this question on stackoverflow before but I was told that I better ask this question here! So... I have a problem with a certain vector. I'm tying to find out IF it's gamma-distributed and (if ...
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Need help for validation models

I want to assess and compare the validity of two prediction models in predicting mortality with my patients. According to the other models, I have I have calculated risk of mortality (p) and logit. ...
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12 views

Combining r-square from clusters

I have a dataset which is split into multiple clusters first - say two clusters, $C1$, and $C2$ with $n1$ and $n2$ data points. I fit a regression model per cluster. For our example, let them be $M1$ ...
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1answer
63 views

Cramer Von Mises - How to use this test correctly?

I had a problem when I tried to test the fitting of my data with the generalized Pareto distribution. I used the MLE to estimate the two parameters 'shape' and 'scale' and I generated a vector of ...
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2answers
37 views

Is it valid to rank goodness-of-fit based on the value of the Kolmogorov-Smirnov or Anderson-Darling test statistics?

When using Kolmogorov-Smirnov or Anderson-Darling goodness-of-fit tests, is it valid to claim that, because distribution X has a lower test statistic than distribution Y, distribution X is a better ...
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Problem with R-Squared value

I have a problem to determine my R-Squared value. I do a polynomial regression: fit3 <- lm(value ~ date + I(date^2)+ I(date^3),data=training) I have a R-Squared value (0.9416) when I do ...
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42 views

Computing fit of model to horizontally-misalligned time-series data

I have a model that predicts the level of harmonic tension in a piece of music, at every note/chord in the piece. I also have participant data (time series) that contains subjective ratings of tension ...
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6 views

Effect of a lin-log model on the R^2 value as compared to a lin-lin model? [duplicate]

From all the data I have worked with, I have noticed that in a linear model with one explanatory variable, taking the ln of that explanatory variable and using the result as the new "independent" ...
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3answers
103 views

How well does a single data point fit a distribution?

I have to come up with a way to measure the 'quality' of a distribution for a research project. We collect data over a a period of time $t_0$ through $t_1$ and then estimate the distribution that ...
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20 views

How to decide whether to do regression through the origin or not (with a GLMM)?

I'm fitting a Negative Binomial GLMM (with glmmADMB), where the DV is the number of units sold of a product bundle and the IVs are count variables that indicate how many items from a specific category ...
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26 views

Understanding relation of chi-squared test and p-values

I have a fairly simple questions regarding how to do the $\chi^2$ test, as I never really have used this before. I want to test whether a certain fit (a straight line passing through the origin) is ...
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1answer
47 views

How do you get Count R2 in R (with missing data)?

I am doing binary logistic regression in R and I need to calculate the Count R squared for various model specifications. Count R2 is the number of correctly predicted observations using the model ...
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11 views

Goodness of fit test for binned multi-sample data

Let's say I have two samples and 5 bins. In each bin, I have a (positive) value and a measurement error on that value for each of the two samples. The value and corresponding measurement error ...
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10 views

Anderson-Darling p-value different between Nortest and Adgoftest

I'm assessing the normality assumption in a data set using both ad.test function of nortest package and the equivalent in the Adgoftest one. The resulting p-values are strongly different and lead to ...
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2answers
28 views

What is the name of subject for testing which distribution the set of data follows?

What is the name of subject for testing which distribution the set of data follows? I become frustrated since I am a beginner in this area.
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173 views

Goodness of fit. How to evaluate if polynomial of order n+1 gives statistically better fit than polynomial of order n?

I fit polynomials with increasing order to some data. What is the best way to evaluate if the additional parameter of polynomial of order n+1 provides a statistically significant better fit than the ...
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1answer
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What is the subject of statistics called if the subject is used to studying if the statistic formulated fit the actual data?

What is the subject of statistics called if the subject is used to studying if a statistical model formulated fit the actual data? If there are more than one general subject to study this, name all ...
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1answer
130 views

ARMA-GARCH model selection / fit evaluation

I'm trying to fit an ARMA-GARCH model to a data set of FTSE 100 log returns (which I've uploaded here). However, I'm not able to find a well-fitting model. Below are the ACF and PACF of the log return ...
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78 views

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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50 views

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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29 views

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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1answer
39 views

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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1answer
38 views

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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20 views

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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11 views

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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6 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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1answer
43 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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24 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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54 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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37 views

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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2answers
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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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40 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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21 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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50 views

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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39 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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1answer
27 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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39 views

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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0answers
79 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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106 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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34 views

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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1answer
112 views

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 ...