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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poor Fit Indices

i am facing problem in getting the good fit indices. my sample size is 236, i have 4 latent variables(A:3component each:4, B:1 component 4item, C:1 component 4 item, D: 3 component each 3-4) so 31 ...
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28 views

Inflation of Adjusted R2

Consider the case of a multiple regression model, with about 10 regressor and very few observations (about 15). I have to choose 10 out of 20 available regressors, to be included in the model. In many ...
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38 views

Can factor analysis improve the fit of a predictive regression model?

My company is working with a client who have built a logistic regression model to predict whether kids with psychiatric disorders will successfully complete a State intervention program (Yes or No). ...
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1answer
64 views

Power-law fitting and testing

I want to test the distribution that best fit a specific metric (that I call SD) extracted from the source code of systems. I have a guess that they follow a power-law behavior. My sample: 20 ...
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1answer
24 views

Goodness of fit: observed vs simulated data

I have a set of 2-dimensional "observed" data of sample size N: $$O = \{(x_1, y_1), (x_2, y_2), ..., (x_N, y_N)\}$$ The hypothesis is that $O$ is a realization of ...
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1answer
32 views

Assessing residuals from a regression model

I am trying to understand what the residuals from a regression convey about the model's adequacy/ability to explain the variance in the data. I read that if we are able to take the residuals from a ...
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1answer
15 views

AIC: relative versus absolute predictive error

I've read two interpretations of Akaike's Information Criterion (AIC) that seem to be in conflict, and I was hoping that someone could help me understand how to reconcile them. Interpretation 1: ...
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1answer
35 views

Root Mean Square error (RMS) to compare two solution methods?

I solved nonlinear reaction diffusion equation in two method, and I want to make comparison between my outputs by using RMS error. The first solution is $u_1$, a $21\times 21$ matrix, and the second ...
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1answer
41 views

How to test if many samples are from the same distribution

For each day of the week I observe $n_i$ independently chosen values from some process. I would like to be able to answer the following two questions. Are the distributions from which the samples are ...
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1answer
75 views

How to evaluate the goodness of fit for survial functions

I am a newcomer to survival analysis, although I have some knowledge in classification and regression. For regression, we have MSE and R square statistics. But how we can say that survival model A ...
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45 views

chisq.test with R

I want to do a Goodness-of-Fit test of my data and the Weibull-distribution. I have estimated the Weibull distribution using the survreg-function in R. Now I want ...
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17 views

Partial pseudo $R^2$ with GLMs

Is a partial pseudo $R^2$ (pseudo $\eta^2$?) even a valid concept when dealing with a GLM? This, of course, presumes that partial pseudo $R^2$ is valid at all. If it is valid, how would one go about ...
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1answer
31 views

Chi-Squared Goodness of Fit Test Alternative? - Zero Can't Be in Denominator

I have 5 zones(categories) in which a certain percentage of total sinkholes exist. I have 5 different maps that I am testing to see which one provides me with the best fit to my expected percentages ...
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31 views

Please help me interpret this goodness of fit test

In the game of Bridge, 52 cards are distrubuted randomly among 4 players, each player ending up with 13 cards. I implemented a random number generator using the RNGCryptoServiceProvider form the ...
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21 views

Goodness of fit index in HMM

I am working on a dataset which I am training using the Baum Welch algorithm in order to produce an HMM. Because of the fact that my dataset is rather small I am using Leave-one-out cross validation ...
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1answer
70 views

Goodness of fit for nonlinear model

We have fitted a nonlinear function to observed data. The next step should be the assessment of the goodness of fit of this function (like $R^2$ for linear models). What are the usual ways to ...
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33 views

Chi-squared calculation for (nonlinear) model goodness of fit for data with trials

I would like to be certain of how to calculate the $\chi^2$ value for this scenario: We desire a measure of the goodness of fit of a nonlinear model to a data set. The data consists of many ...
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46 views

Evaluate goodness-of-fit of estimation of Pareto-like distribution

I would like to evaluate the goodness-of-fit of the following (Pareto-like) distribution: $$ f(r) = \sigma \centerdot r^{-\rho} $$ The function estimates the population of cities given the rank $r$ in ...
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391 views

Distribution hypothesis testing - what is the point of doing it if you can't “accept” your null hypothesis?

Various hypothesis tests, such as the $\chi^{2}$ GOF test, Kolmogorov-Smirnov, Anderson-Darling, etc., follow this basic format: $H_0$: The data follow the given distribution. $H_1$: The data do not ...
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VECM “goodness of fit” in R

I'm using ca.jo in R to perform the Johansen test on a given dataset. I obtain my VECM coefficients, cointegration rank, etc. However, it does not seem to give any notion of "strength of ...
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1answer
43 views

How to test if some data points is drawn from a distribution with linear PDF?

I have some data in the range [0, 1], and from the histogram below, it seems that they might be drawn from a distribution with linear probability density function (what's the name of that kinds of ...
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1answer
39 views

Understanding scipy Kolmogorov-Smirnov test [duplicate]

I'm trying to understand the Kolmogorov-Smirnov test using a very simple example. I generate a set of random, uniform values between 0 and 1.0. I then test that these values are from a uniform ...
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28 views

How to justify a distribution fit is good

I've got 5 datasets to which I would like to fit a model distribution. I'd like to use the same distribution for each dataset but with different parameters. So I use MLE to compute the best parameters ...
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58 views

Calculating $R^2$ two different ways

I am calculating my $R^2$ for a model two different ways. I used pred = predict(model, newdata = mydata, se.fit = T) and then calculated ...
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38 views

F-adjusted Mean Residual Test in R

I'm running diagnostics on a logit model in R produced with glm(formula = formula, data = data, family = "binomial"). I'm ...
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Am I using Goodman-Kruskal gamma or Somers D or Kendall tau correctly and what do they mean?

I am seemingly blindly following this publication that has done work very similar to what I need to accomplish (page 18-21). My analysis is a multinomial logistic regression where I have 3 possible ...
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71 views

Interpretation of multinomial logistic regression output from R

I have used mlogit package and I am trying to summarize the results I have from my model. I have a question regarding the reference value and will get to that in a ...
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1answer
24 views

Distribution comparison across different treatments

if I have a table like this In which, site = different sites of measurement (tissue or organ) type = different types of virus And I want to ask something about the data 1.What test can I use to ...
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Why is $R^2$ poor for AR model selection used for forecasting?

There is a related question here, about how to calculate the R-squared on a regression with ARIMA errors. I found the answer quite useful, and hoped for some elaboration, particularly on Rob's closing ...
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21 views

Figuring out the fixed characters in (for example) a ISBN number

I'm trying to remove positions that contain fixed values from strings of random data. An example is removing the string "ISBN" from a book isbn code without prior knowledge of that being a fixed ...
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1answer
110 views

Anderson Darling exponential distribution

I need a goodness of fit test for the exponential distribution. I understand that Kolmogorov-Smirnov is not generally regarded as very powerful and that Anderson-Darling is regarded as superior. ...
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60 views

Goodness of fit (Kolmogorov-Smirnov) test for a time series?

This is a somewhat basic question, I guess. I have a sequence of random variables $X_1,\ldots,X_n$ that I believe to be i.i.d. uniform on $[0,1]$. Being i.i.d. uniform corresponds to my model ...
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1answer
74 views

Fit measures for GMM Arellano-Bond estimator in R

A colleague and I have been working with difference GMM, i.e. the Arellano-Bond estimator, in R. Our option has been to use the pgmm command from the plm package. However, now I am struggling to test ...
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2answers
89 views

How to evaluate goodness of fit for negative binomial regression

I'm trying to fit a model estimating waiting time using negative binomial regression, but I'm not sure how to assess the goodness of fit for my model. I would like to compare the negative binomial ...
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28 views

Binary regression accuracy vs model fit in R

I ran two logistic regression models, one with a dataset including outliers and one without outliers, with multiple predictors. I checked each model's fit with the le Cessie – van Houwelingen – Copas ...
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When fitting a model in Amos with ordinal data do I use Bollen stine adjustment or Baysian techniques?

I am trying to run a model validation/fit in AMOS using 18 items and three factors. The data is ordinal (1-4 scale) for each item. My data is non-normal both on a univariate and multivariate level. I ...
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1answer
47 views

How to compare different nlme models ?

If there are 2 nlme models with same non-linear mean function, model 1 and model 2, how do you compare them ? Which R function does this for us ? And when there are random effects or fixed effects, I ...
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slope of non linear noisy data

I have data from{ Erne /Soho} for time in unit( hour )on x-axis and the intensity in unit ( 1/s.sr.cm2.Mev/n) on y axis the data so long from 1500 points to 2500 points and ...
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1answer
22 views

Forecast error differences when using weekly vs monthly data

Why is forecast error (MAPE) much higher when using weekly periodicity vs monthly? I am using exactly the same data for both.
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Is it correct to measure R coefficient for LOG LIN models

I have a model where the $y$ is very skewed and I convert it to log and run a log linear model. But, I have doubts about the way to measure the error, because in the original variables the error ...
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1answer
208 views

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 ...
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133 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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36 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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27 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. ...
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1answer
88 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 ...
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1answer
149 views

Does it make sense to perform a one-tailed Kolmogorov-Smirnov test?

Is it meaningful and possible to perform a one-tailed KS test? What would the null hypothesis of such a test be? Or is the KS test inherently a two-tailed test? I would benefit from an answer that ...
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2answers
64 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 ...
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1answer
374 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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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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80 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 ...