A statistical model is a formalization of relationships between variables in the form of mathematical equations. The model is statistical as the variables are not deterministically but stochastically related.

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What are recent papers on credit portfolio risk modeling?

I'm interested in papers which consider mathematical models of risks of different portfolios of retail credit. This is not my area of research, so I may be misusing some terms. The idea is simple: I ...
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14 views

Model for probability of N autocorrelated events

Say we have $N$ birds, $r$ is the probability that one bird sings. What is the probability $p$ that any of $N$ birds sings? If we assume independence, there is a simple model describing the ...
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48 views

Setting up a aov model in R for a variant of a 2-way nested ANOVA

I have a rather complex experiment i need to analyse The experiment was an infection trial, where the effect of two different infection methods ("inoculation" and "in-contact infection") were ...
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1answer
65 views

Creating a disease severity score/index

I am trying to design a numerical scale which would describe the severity of a certain disease (in this particular case anaphylaxis). I have a set of clinical symptoms and a database of patients who ...
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16 views

How to get standard errors for parameter estimates from full model-averaged coefficients (with shrinkage) [migrated]

I'm using MuMIn to calculate parameter estimates in a model averaging procedure. Right now I want to compare parameter estimates from conditional vs shrinkage. I want to compare both parameter ...
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1answer
35 views

Model Selection and RFE using caret

I'm faced with a high dimensional (samples=148, features=20000), supervised binary classification problem. Which I would like to approach with an ensemble of classifiers, that will classify using a ...
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21 views

Statistical model Regression

The statistical model induced by multiple linear regression problem is: $p(y)=\mathcal{N}(y;w^\top x,\sigma^2)$. $y$ is (obviously it has a density) interpreted as realization of a random variable ...
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6 views

Heterogeneity test for risk factor association (hazard ratio/coefficient) in two or more different survival outcomes

Suppose I'm interested in comparing smoking category (current, ex, non-smoker) as a risk factor in two or more different but similar (considerably exclusive) outcomes, say lung cancer of different ...
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1answer
64 views

Optimizing parameter estimates by minimizing chi^2 in iterative procedure

I need to minimize my Chi^2 (bottom-left in figure 1) by adjusting parameter-values in a MLE-procedure (or something alike). The chi^2 (red) is a goodness-of-fit measure. It expresses how well the ...
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1answer
73 views

Mathematical Modeling and Statistical Modeling

What is the difference between mathematical modeling and statistical modeling? I only know that a mathematical model is deterministic while a statistical model is stochastic. Is that all to answer ...
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9 views

Binary outcome and correlated predictors

I have binary outcome variable (infection yes/no), two types of predictors, correlated (CRP 1, CRP 2 and CRP 3) which can be numeric or binary (it's pretty same to me) and uncorrelated predictors ...
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1answer
28 views

No ARIMA, No GARCH, which model?

I am trying to fit a model for a data set. The acf and pacf, after differentiating the data are: The acf shows that the returns appeared to be random. According to them seems like the ARIMA model ...
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97 views

Additive Error or Multiplicative Error?

I'm relatively new to statistics and would appreciate help understanding this better. In my field there is a commonly used model of the form: $$P_t = P_o(V_t)^\alpha$$ When people fit the model to ...
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15 views

What is Tau and Omega in the Black Litterman model?

I'm looking into the BL model when it comes to portfolio optimization, and I'm having a hard time trying to understand each one. I've read on several papers that Omega is the covariance matrix, but I ...
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1answer
44 views

RMSEP vs RMSECV vs RMSEC vs RMSEE

I am getting real confused now, What is the difference between, RMSEP (Root Mean Square Error of Prediction), RMSECV(Root Mean Square Error of Cross Validation), RMSEC (Root Mean Square of ...
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18 views

How Do I know if my nonlinear model properly fit my data?

My observational data shows kind of a power shape and I have fitted my data using a power model (Y=a*X^b). I would like to know if the fitted model represent my data at the significance level of 5%. ...
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1answer
34 views

Difference between “Design based approach” and “Model based approach”?

In a pdf file, i found the following thing which i have not understood at all. ‐ one view (e.g., Heckman, 2008): causality is model‐based: causality only exists within the framework of a theory ...
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How do I evaluate if an SIR model is consistent with a new-product diffusion model?

Background Susceptible-Infected-Recovered (SIR) models are used in epidemiology to determine the spread of disease. (link) The Bass models for new product diffusion are textbook in sales. (link) ...
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19 views

Model and Modeling

model and modeling seem identical to me. Aren't those really same ? (or is there any flaws so that they are two different tags.) And in model tag, it is written ...
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20 views

Model Selection Problem

I am asking if there already exist approaches and researches on the following topic. Imagine there are 10 stores and in 3 stores labeled training data was available, so I built 3 classification ...
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19 views

prior for integer-valued random variable taking values 1 or greater

In my model I have an integer-valued random variable which should only take values one or greater. I would like to specify an appropriate prior for this which has most of the mass say around 1 to 5 ...
2
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1answer
99 views

Logistic regression shows a significant predictor, but a simpler model makes the same prediction

I am currently puzzled by the classification table SPSS produces for logistic regressions (procedure LOGISTIC REGRESSION). I used the block function for that ...
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2answers
62 views

Model for exponential decay with lots of zeros

I am trying to test for the effect of a treatment on a response variable. The response variable decays over time in what I believe is an exponential way. The measurement doesn't go below zero, so ...
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3 views

How to interpret/detect interactions with proportional effects

Assume I have an experiment with 2X2 factors. Let's name the first factor F1 with the levels ...
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42 views

R: Interpreting mlogit coefficients

Edit: The subset of the dataframe I provided way giving a different error, so I've replaced the pastebin entry with the full data frame. Here's the top of the data frame, then read into mlogit format ...
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2answers
106 views

Should I remove non-significant variables from my regression model

I have run a multiple linear regression using stepwise regression to select the best model, however the best model returned has a non-significant variable. When I remove this the AIC value goes up ...
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14 views

Can linear regression model variables be constantly looped in simulations to find the perfect model? [duplicate]

Say that I have a very large dataset and have a fairly large amount of variables, let's say 30. Since I don't know which variables matter and are good predictors for regression, I construct a for-loop ...
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9 views

Parameter Tying: Using observations of one category to lift estimates of baseline ability

I am trying to model an individuals' ability to perform one of several similar tasks. We would like each individual's performance to reflect three factors: the mean ability of the general population, ...
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17 views

Multilevel regression: question about notation

I have some difficulties in understanding the notation of multilevel regression models. Let's consider, for example, a varying intercept and varying slope model with just one level-I predictor. We ...
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18 views

Split-plot design with subsampling

Do split-plot designs allow sub-plot replicates or would they technically be pseudoreplication? For example, if fertilizer were the whole plot treatment and two types were applied to four fields (so ...
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1answer
34 views

How to prove absolute lack of correlation

I have a huge dataset of 17 variables. I intended to use 15 of those to predict the 17th, and I could not find any model (ANN) to do so. I know that one of those variables definitely predicts the ...
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19 views

Multiple poisson processes ?

I'm just trying to get my head around Poisson processes, as they're fairly new to me, and I've had a thought experiment that has been annoying me a little. Imagine a volume of some mixture hit by ...
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1answer
78 views

How the effects(Q'*y) in lm.fit calculated?

In R, lm.fit return an effects variable which equals to Q'Y or Rb (X=Q*R). However, I am confused by the dimension of this variable. In my case, dim(X)=6*2, dim(Q)=6*2, dim(R)=2*2, dim(Y)=6*10, so the ...
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1answer
53 views

Find distribution of underlying feature

Let's say I have a dataset with values for the variable $W$. The distribution of $W$ doesn't follow any obvious known distribution. I have a model that gives $W$ as a functions of $E$ and $K, W = ...
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75 views

proving regression with dummy variables gives same estimates as separate models

Let ($x_{i1}$, $x_{i2}$, ..., $x_{id}$, $y_i$), $i = 1,..., n$ be an i.i.d. multivariate sample and furthermore assume each observation belongs to one of possible $K$ categories. Assume for each ...
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1answer
41 views

Calculating spline curve with custom knot positions

I want to fit a spline curve to a simple dataset in R featuring a single custom knot, and extract the resulting models. The data is: ...
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1answer
32 views

Estimates and estimators strict definition

Let's look at a simple regression model: Y = $\hat{\beta0}$ + $\hat{\beta1}$Xi + $\hat{e}$ Estimator's definition is that it's a rule for arriving at an estimate, in this example it would be a ...
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11 views

Can one fuse graphical and quantitative techniques?

The NIST Engineering Statistics Handbook provides a great compendium of graphical and quantitative techniques. Every technique (graphical or quantitative) is usually explained with a set a questions. ...
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1answer
27 views

Statistical model that finds a coordinate (x,y) that minimizes the distance from a group of coordinates

A example would be if I launched a 100 tennis balls in the air and plotted the coordinates of where each landed. I would like to be able to find the point in the center of all those coordinates. I ...
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2answers
226 views

What would be an example of a really simple model with an intractable likelihood?

Approximate Bayesian computation is a really cool technique for fitting basically any stochastic model, intended for models where the likelihood is intractable (say, you can sample from the model if ...
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34 views

Which statistical methods should I be using?

The data is about: a binary variable as response; age; some binary categorical variables (0,1); some categorical variables which have more than 2 outcomes The goal is to find which factors affect ...
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1answer
61 views

Should I just accept that data is strongly not normal when changing families for a Generalised Linear Model has not worked?

I initially tested my data with ANOVA, but upon finding it to be not normally distributed I tried a Kruskal test. This did not make any difference either, so I tried a GLM, taking into account the ...
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68 views

Model selection using AIC in Survival Analysis

As far as I know, the model with lowest AIC is said to be better. However, according to the R output below, the writer says, the model called wei is better, whose ...
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40 views

Linear regression VS linear modeling

Can I claim that linear regression and linear modeling are the same topics? If not, what is the difference? Thanks.
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33 views

What is the “pdm” stat in the “rms” R package?

I am new to the world of Regression in statistics and I have been doing a research in which I am building an ordinal logistic regression model (ORM). In order to fit my ORM model, I am using the 'orm' ...
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41 views

A better fit for sinusoidal data

I have been struggling to fit my data to a sine curve. My data looks like: frame = data.frame(hour = c(0, 1, 2, ... 24), value = (numbers between 0 and 500)) I ...
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23 views

Two-Step estimation

I am currently trying to fit a model that has the following properties: (1) data for several years (2) two decisions/equations (probably involved): (a) one that explains an initial choice of product ...
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32 views

Using A Time Series To “Scale” Another

I know the "average theoretical cost per impression" for Jan 13 - Dec 13. I have other monthly time series for "total # of impressions", "total # of clicks" and "total number of conversions" for Jan ...
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30 views

Calculate pdf of complex model

I'm trying to model the distribution of effects of mutations (let's call it s) in evolution but I'm stuck in generating the probability distribution function (pdf) for my model. So, my model is a ...
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1answer
75 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: ...