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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2
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1answer
28 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 ...
1
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1answer
33 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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22 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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0answers
57 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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0answers
32 views
+50

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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18 views

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 ...
0
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1answer
34 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
19 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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0answers
21 views

Comparing the distribution (or properties of distributions) of large datasets for practically significant differences

I have several populations with a large n (100,000 - 1M+ samples), which i wish to compare. I know that virtually any statistical test i apply will reject the null hypothesis due to the extreme power ...
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0answers
20 views

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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0answers
19 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 ...
1
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1answer
83 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. ...
2
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0answers
42 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 ...
0
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1answer
38 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 ...
2
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2answers
42 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 ...
0
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0answers
20 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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0answers
9 views

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 ...
0
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1answer
31 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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11 views

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
21 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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0answers
13 views

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 ...
5
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1answer
178 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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3answers
130 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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2answers
28 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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0answers
25 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. ...
2
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1answer
71 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 ...
6
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1answer
120 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 ...
3
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2answers
61 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 ...
2
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1answer
128 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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0answers
21 views

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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1answer
51 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 ...
3
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0answers
64 views

Why will a random forest not outperform a regression tree?

I have a training dataset with a binary response variable, 6 independent variables, and 21,000 observations. I've fit both an ordinary regression tree and a random forest (mtry = 2, ntree = 2000) and ...
0
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1answer
39 views

Unknown null-distribution, known alternative distribution

I'm rather new to statistics, so please bear with me. I would like to be able to say "to within 95% confidence, this data is exponentially-distributed." In this case, I know how the data should be ...
0
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2answers
124 views

Testing goodness of fit

I am using MATLAB 2012a to run 3 tests. With my data, I obtain very small values, and for the Anderson–Darling (A–D) tests, the results are not even normalized. Please verify my code. I am also using ...
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0answers
29 views

Goodness of fit for orthogonal least square regression

We have a set of XY coordinates which we have fitted with an orthogonal least square regression model. We have a vector of residuals for each point and the fitted line. How do we assess goodness of ...
1
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1answer
33 views

huge sample sizes and null hypothesis testing

I'm kinda brand new to statistics and I'm developing classification algorythm. My method is based on simple chi-square goodness of fit. I am counting the effect size of known cases to predict the ...
0
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1answer
42 views

What are appropriate tests for goodness of fit on glm with a small sample size?

I've thought quite a lot on large sample size inference where the strong law of large numbers is easily validated. In my case however, I'm trying to infer the sign and magnitude of an outcome where ...
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1answer
60 views

$R^2$ correspondence for nonlinear time series

Is there a statistical measure for nonlinear time series data that is comparable to $R^2$ value in linear regression (giving an idea of how well the fit is)? The data is not monotonic, so I cannot ...
0
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0answers
25 views

Perform analysis of deviance on R/RPy aov() models

I am using stats.aov() in R to perform an ANOVA on my 2x2 within subject exeriment design. I am unsure how best to model the data so I have formulated 3 models, ...
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14 views

Goodness of fit of an approximation of a PDF

I'd like to evaluate the performance of an algorithm which learns to approximate a discrete PDF for a latent variable given some noisy input. Now, is there a standard test to evaluate the goodness of ...
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0answers
31 views

Goodness of fit of linear model for Segmentation of GPS positions time series

I have some GPS coordinates series taken in regular time steps and I need to verify whether some chunks of the trajectories fit well as a straight line or not. The aim is to perform segmentation on ...
3
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1answer
78 views

Compare negative binomial models

I have a question concerning the comparison of negative binomial regression models in SPSS. I need to compare two models to check whether the second model significantly increases the fit of the ...
1
vote
1answer
60 views

Comparing proportions in two samples

(x-posted to Statalist) I have two (probably) independent samples taken from the same population under two different surveys conducted a few years apart. I'd like to check whether the frequencies for ...
2
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0answers
84 views

How to interpret canonical correlation analysis

I have done a canonical correlation analysis using the American Community Survey Dataset. The analysis is done between Ancestry and ...
0
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0answers
31 views

having probllem with fit indices in SEM

I ve developed CFA to validate my model. fit indices show good fit. since every variable contain multiple questions. I impute to make composite variable for regression and checked the final ...
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0answers
24 views

How do I obtain the goodness of fit for quasi-binomial model?

I was taught that I can do a goodness of fit test for binomial model by comparing it to the saturated mode with drop in deviance test. What should I do when my binomial model has over-dispersion? Can ...
0
votes
1answer
44 views

Why is the R2 or adjusted R2 not used without a constant?

The title basically says everthing of importance. I read several times that a R2 is not used/interpreted if one is not using a constant. My question is: why? And if this statement is valid, I would be ...
0
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0answers
70 views

P value for chi-squared goodness of fit of geometric distribution doesn't make sense from R fitdist

Trying to teach myself R and found the following conundrum. I wrote a script to simulate rolling a die and adding the value until a "1" is rolled. This worked well (eventually). The mean and ...
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0answers
46 views

Covariance between factors in CFA (Amos)

I ran a Confirmatory Factor Analysis (CFA) in Amos and obtained a model with high covariance between the factors. James described this covariance in his video as alarming. What can I do to tackle ...
0
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2answers
52 views

Interraction in Poisson regression

I'm trying to understand what is happening in my Poisson regression. I have the following variables: Dependent variable: transactions(number of transactions(continuous)). Independent variables: ...