The measurement-error tag has no wiki summary.
3
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1answer
44 views
High level interpretation of Cramer-Rao bound and Fisher information matrix
I am reviewing a manuscript and am struggling to understand why some statistical techniques were chosen, i.e. what information they can give. The paper looks at the effect of predicting a variable ...
-1
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0answers
28 views
Model selection in weka based on error measures
I would like to select a good model using WEKA for my 48 points data set. Each point is a 4-tuple -- one response and three input variables (all are numeric values). I have identified that the three ...
1
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0answers
19 views
Fitting an arbitrary function to measurements with x and y errors [migrated]
As a physicist, my measurement data almost always has x and y errors. I can fit functions like a x^2 \exp(-b x^2) to it using gnuplot or ...
0
votes
1answer
42 views
Propagation of uncertainty through a linear system of equations
If I have a system of equations, $Ax=B$ where the elements of $B$ have been experimentally determined and as such each element has some uncertainty, how would I propagate this to the elements of $x$?
...
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0answers
21 views
website performance measurement error
I have 2 measurements from my website performance measurement tool ( 6 months data with 12 points per day). Both have some error as one of them is overestimating the response time and one is ...
0
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1answer
77 views
How do you Interpret RMSLE (Root Mean Squared Logarithmic Error)?
I've been doing a machine learning competition where they use RMSLE (Root Mean Squared Logarithmic Error) to evaluate the performance predicting the sale price of a category of equipment. The problem ...
1
vote
1answer
44 views
Trends in noisy data and the applicability of the 95% confidence interval
I am performing simulations while measuring a quantity A which depends on the parameter B. I make N independent measurements of A for given values of B. I can then calculate the mean to get an ...
3
votes
1answer
61 views
Errors in Variables and Deming's multivariate regression: Assumptions
There has been extensive literature that puts forth a standard set of assumptions for the Ordinary Least Squares (OLS) estimator. I am very interested in working around the two classical problems of
...
0
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1answer
31 views
About finding testing Errors
I have 63 rows and 17 columns in the cocomo81 dataset (see the information here). The first 16 columns are the inputs to the network and the 17th column is the estimated outputs.
I took 2/3rd of the ...
0
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0answers
17 views
Estimate the noise in the target variable?
Is there any way to get an estimate for the number of wrongly labelled data instances in a testing set? I know a some misclassification in testing set is because some instances in the testing set are ...
0
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0answers
34 views
precision/rounding error as estimate of measurement uncertainty
In science classes, I was always told that the precision of a measurement could be used as an estimate of uncertainty, and so the appropriate rules for adding (in quadrature) would apply. This would ...
4
votes
1answer
142 views
Can I convert a covariance matrix into uncertainties for variables?
I have a GPS unit that outputs a noise measurement via covariance matrix $\Sigma$:
$\Sigma = \left[\begin{matrix}
\sigma_{xx} & \sigma_{xy} & \sigma_{xz} \\ \sigma_{yx} & \sigma_{yy} ...
1
vote
1answer
51 views
Calculate boundary for MAE given RMSE
E.g. from the Netflix prize I know that the best RMSE = 0.8563 where the test dataset has a size of n=1,408,789.
Can I calculate a boundary for the MAE. If not, why can't I calculate a boundary?
I ...
0
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1answer
53 views
Quantify significance between measured value and prediction (with error)?
I have a question about the proper way to describe the results I get to a prediction (both of which have statistical errors). I get a result with 1-sigma, let's say:
...
0
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0answers
73 views
Modification of error function and weight update rule of backpropagation algorithm
I'm trying to understand the neural networks with a given example. On the graph, observed instances are shown. It states that the function is symmetric around x=3.5.
So the question is : How would ...
1
vote
2answers
124 views
Predictive model for error of another model
Does it make any sense to build a regression model for a certain target variable on a certain training set. Then build a regression model for the errors of the previous model ( real values vs ...
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0answers
201 views
Variance of a bounded random variable
Suppose that a random variable has a lower and an upper bound [0,1]. How to compute the variance of such a variable?
3
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0answers
67 views
Modeling measurement error (reliability?) using repeated measurements
I have a measurement protocol that seeks to characterise the visual sensitivity of a subject. I would like to assess how reliable the measurements from this procedure are.
I have measured a small ...
0
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0answers
35 views
Error analysis and measurement of uncertainty of the dimension reduction methods
I have got a problem of dimension reduction methods: how to do an error analysis and uncertainty measurement for the dimension reduction results?
For example, the Laplacian Eigenmaps method solves a ...
1
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0answers
39 views
Worst-case error related to Cramer-Rao bound
Asked this previously on Math.Stackexchange, maybe this fits here.
I would like to understand the relation (if any) between the Cramer-Rao Lower Bound of estimation theory and the following simple ...
0
votes
1answer
63 views
How to evaluate a curve considering outliers?
I have data on runners who run marathons; for each runner I have their final times on a number of races. I would like to predict how fast they are running considering outliers i.e.
he's running ...
3
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0answers
66 views
Independent variable misclassification and statistical tests
Suppose we have our standard DGP, $y=\alpha+\beta x+\varepsilon,$ where $x$ is binary. Let's say the observed $x$ is actually measured with error, so that the explanatory variable is misclassified for ...
2
votes
1answer
100 views
Measurement error in dependent variable (type I or II error)
This source claims that measurement error in the dependent variable leads to more type I errors (page 2, 4th line of text).
However I thought that higher variance of residuals --> larger elements of ...
2
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1answer
90 views
How to compensate for small errors that could greatly distort observed ratios?
Lets say for two samples, treatment and control, there are three constituent molecules each and their corresponding amounts are as follows:
...
1
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0answers
263 views
How to report Cronbach's alpha for referent-shift scale (before or after aggregation?)
I have a study variable that is measured at the individual level and then aggregated and to the group level. My hypothesis testing is conducted at the group level.
I used an 8-item referent-shift ...
0
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0answers
115 views
Estimate repeatability from multiple measurements
I need to get a threshold for significant change between 2 measurements of a variable.
From Bland and Altman "measurement error" note, I see I can use "repeatability", calculated (1) as 1.96 times ...
2
votes
1answer
126 views
Measurement error as additive or subtractive?
We have population $Y_i = a + b X_i + e_i$ with $e_i \sim N(0,\sigma^2_e)$, but only have access to $X_i^*$ which is the real $X_i$ combined with some measurement error $u_i \sim N(0,\sigma^2_u)$.
I ...
5
votes
1answer
183 views
Measurement error in dependent variable?
Suppose the cross-sectional model that I wish to estimate via OLS is $Y_{i} = a + b X_{i} + e_{i}$. Say that $Y_i$, $X_i$ and $e_i$ are normally distributed with mean 0 and constant variance. This ...
10
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1answer
101 views
Correcting for normally distributed clock inprecision
I have an experiment which is executed on hundreds of computers distributed all over the world that measures the occurences of certain events. The events each depend on one another so I can order them ...
3
votes
1answer
94 views
Measurement error in dependent variable
Let $Y_{t} \sim N(0,\sigma_{Y_t}^2) $ (independent var), $X_{t}\sim N(0,\sigma_{X_t}^2)$ (dependent var) be time series variables. However, suppose we don't observe $Y_t$ and instead measure it with ...
1
vote
1answer
82 views
Error on weighted mean
I have some measured datapoints. Each of the points has attached an error, depending on how precise the measurement was done.
Now I'm using the squared weighted mean with the inverse of the errors as ...
3
votes
1answer
77 views
Choosing a robust estimator to account for measurement error in dependent variable
I have cross-sectional regression model $\hat{Y}_i = a + bX_i + e_i$ estimated over 200 cross-sectional observations. The $\hat{Y}_i$'s were generated in 200 time series regressions, and so has ...
14
votes
2answers
328 views
Are truncated numbers from a random number generator still 'random'?
Here 'truncating' implies reducing precision of the random numbers and not truncating the series of random numbers. For example, if I have $n$ truly random numbers (drawn from any distribution, e.g., ...
6
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1answer
85 views
Primitive length measurements
A measuring rod has length $u$ (for "unit") and a long object has length $x$. Suppose $u$ is laid end to end $i$ times and $x$ is laid end to end $j$ times. We want to observe whether $iu\ ...
12
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2answers
219 views
What can you do when you have predictor variables that are based on group averages with different sample sizes?
Consider a classical data analysis problem where you have an outcome $Y_{i}$ and how it is related to a number of predictors $X_{i1}, ..., X_{ip}$. The basic type of application in mind here is that
...
0
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2answers
94 views
Accuracy of a telescope, measurement without systematic error
I got these values from the measurement:
20.1,
20.2,
19.9,
20,
20.5,
20.5,
20,
19.8,
19.9,
20
I know that the actual distance is 20 km and the error of the measurement is not affected by the ...
4
votes
3answers
199 views
Curve smoothing in the presence of non-gaussian uncertainty
What options are available for smoothing 2-dimensional real data for which the the ordinate points are real intervals of the form
$(x_j , [y_{j0} , y_{j1}])$
In my case, the data is vague because of ...
6
votes
3answers
524 views
How can I find the standard deviation of the sample standard deviation from a normal distribution?
Forgive me if I've missed something rather obvious.
I'm a physicist with what is essentially a (histogram) distribution centered about a mean value that approximates to a Normal distribution. The ...
2
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2answers
760 views
How to calculate margin of error for a binomial quality control experiment where only successes are observed (including FPC)?
Wikipedia's Margin of Error entry says that
a random sample of size 400 will give a margin of error, at a 95%
confidence level, of 0.98/20 or 0.049 - just under 5%
given an infinite ...
0
votes
1answer
43 views
Appropriate test for difference in trials with varying calibration
Let's say I collect data from an experiment where for each measurement device, 5 trials are conducted at different temperatures. Each device is calibrated separately, and the 5 trial temperatures are ...
4
votes
2answers
176 views
How do I handle measurement error in sparse data?
Under-educated non-statistician seeks short-term relationship for very one-sided benefit.
System in question involves rocks and physical properties. Modelling bits of the earth typically means few ...
2
votes
3answers
126 views
Understanding proxy variable
Can somebody help me to understand a topic? Say in my analysis I have the true variable education ($E$) which is measured by a proxy variable number of years in school ($S$). Here, the error is ...
2
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0answers
226 views
Fixing error variance in a path analysis to model measurement error in scales using sem package
I want to construct a path analysis model that can account for measurement error in totally aggregated parcels, which refer to parcels where all of the items in a scale are summed or averaged. If I am ...
5
votes
2answers
218 views
Combining experimental error in a mean
This is a real noob question but when I try to google it, I quickly run into a terminology forest around standard error of the mean and mean percentage error and all kinds of terms involving 'mean' ...
2
votes
1answer
606 views
Is my interpretation of Neural Network results correct?
I use a neural network with a topology of 17-30-1 (sigmoid, atan error function, mse as cost function, 5-fold cv) for text classification. (It's closely related to a previous question of mine.)
The ...
3
votes
2answers
217 views
How to test if reading from two devices are significantly different?
I am trying to compare readings from an old flowmeter and a new digital flowmeter to find out if they are significantly different. With the new meter I did readings under different conditions eg. ...
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4answers
499 views
How to conceptualize error in a regression model?
I am attending a data analysis class and some of my well-rooted ideas are being shaken. Namely, the idea that the error (epsilon), as well as any other sort of variance, applies only (so I thought) to ...
1
vote
1answer
237 views
How to interpret poor performance when using neural network?
I use a MLP with one hidden layer (15 nodes) and one output node. I use a sigmoid activation function, atan as error function, the error itself is calculated with MSE, 5-fold crossvalidation, ...
4
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2answers
176 views
Can structural equation models be used to derive clinical formulae?
Structural equation models (sem) are used to model latent variables. Renal function is a latent variable measured by serum creatinine levels (with measurement errors) expressed by many different ...
1
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2answers
77 views
Two clocks problem and measurements
If I have one clock, I know what the time is.
If I have two clocks, I now am unsure.
Although simplified, the problem is related to a more complex system I am testing.
If I have the ...
