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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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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45 views

goodness of fit [on hold]

A random sample of size n = 40 is taken. Conduct a goodness of fit test to see whether this sample appears to have been selected from a normal distribution. The ...
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18 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
63 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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23 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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43 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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357 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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12 views

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
42 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
36 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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25 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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33 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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22 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 ...
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1answer
47 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
22 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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23 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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22 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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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 ...
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1answer
93 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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48 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
47 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
52 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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23 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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15 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 ...
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1answer
37 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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12 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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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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14 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 ...
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1answer
195 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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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
29 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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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. ...
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1answer
75 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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125 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
62 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
189 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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24 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
57 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 ...
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67 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 ...
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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 ...
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2answers
144 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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31 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 ...
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1answer
34 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 ...
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1answer
44 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 ...
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0answers
26 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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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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33 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
84 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 ...