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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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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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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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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48 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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1answer
25 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
52 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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2answers
677 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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7 views

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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2answers
54 views

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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4answers
222 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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22 views

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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2answers
140 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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22 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
42 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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17 views

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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77 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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65 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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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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25 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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1answer
59 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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1answer
58 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
83 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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2answers
161 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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19 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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44 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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17 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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36 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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37 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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12 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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1answer
34 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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330 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" ...
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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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Tracy-Widom distribution - Phase transitions - catastrophe/chaos - 'surface-fit'/'curve-fit' software

Is there an algorithm to determine the fit of a sample set of data to a saddle curve? I'd like to know the variance from the closest fit the sample has to: \begin{align} z &= x^3 - 3xy^2 \\ z ...
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1answer
39 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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56 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
103 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
59 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
38 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
31 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
72 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
47 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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2answers
147 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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0answers
65 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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21 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
72 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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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 ...