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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1answer
18 views

Percentage Beyond a Given Value for Empirically Defined Distribution

It is my understanding that standard deviation does not work well as a measurement for distributions that are heavily skewed. If I have a heavily right-skewed distribution, should I simply use the ...
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1answer
10 views

What method should I use to model simplified performance

I have the data of some build times. These builds occur on a cloud and the runtime has been more varied than in the past. One thing that could be occurring is an improper sharing of resources ...
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1answer
22 views

R- predict payment day (1-31)

I need to predict payment day of the month (1-31) for each client (I have at most 9 month of payments and on average is 5). I have both categorical variables and numerical. I tried to use rpart to do ...
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3answers
49 views

backward selection multivariate analysis usind R

I want to perform an exploratory Cox regression analysis of medical data using R. I am practicing using the pbc data from the survival function. How would you recommand performing a backward ...
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0answers
10 views

Managing/maintaining multiple models

Sorry for posting a vague problem statement, but this is very practical issue i am facing right now and couldn't any hint/solution. My use case is that while trying to build regression model, there ...
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0answers
10 views

Fitting data in multivariate Gaussian

I have a dataset of N*d feature vectors and I was asked to fit them in a multivariate gaussian, with a matlab function (that someone else has programed) that recieves the number of points, mean and ...
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2answers
74 views

Rate of change for the regression model $Y^{\frac{1}{2}}=a+b_1*log(X_1)+b_2*X_2^{\frac{1}{2}}$

Hello I have the regression model $Y^{\frac{1}{2}}=a+b_1*log(X_1)+b_2*X_2^{\frac{1}{2}}$ which works very well however I am trying to interpret it in terms of change for each different $X_i$ term. I ...
1
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1answer
35 views

Saving each step of Backward selection in R

I'm trying to recreate Leo Breiman's work http://www.stat.washington.edu/courses/stat527/s13/readings/BreimanSpector_1992.pdf and I'm experiencing some major difficulties in R. I've made it that far ...
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0answers
37 views

K-fold cross-validation for testing model accuracy in MATLAB [migrated]

I'm having some trouble truly understanding what's going in MATLAB's built-in functions of cross-validation. My goal is to develop a model for binary classification and test its accuracy by using ...
0
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0answers
5 views

Calibrating a model using different timesteps, mean/skew

Suppose I have 1 year of hourly streamflow values - approx. 8760 values. I am developing a model that outputs an estimated streamflow value for each of the 8760 values. I examine the sum of squared ...
1
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0answers
33 views

data retrieval vs modeling

i don't have a specific mathematical setting for this question. it's rather high level. if you have a bunch of data X for a variable that we want to predict Y, and all we care about is predicting ...
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0answers
44 views

Identifying What Causes a Variable to Increase

Say I have a dataset with several continuous and categorical variables, and I want to identify what variables (values or properties of these variables) may cause one of the continuous variables to ...
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0answers
20 views

Interpreting R results, are the data multivariate normal?

I ran "mvn" using the "mclust" package in R using the following codes: mvn("EEE", data[,18:22], prior = NULL, warn= NULL) I am having trouble figuring out how to ...
3
votes
1answer
63 views

What kind of model can I try to fit in this plot?

I have a plot like this. I wish to apply a model to this, however, I guess a linear regression model won't work on this. What I did was plot it on logarithm x and logarithm y axis as well but it ...
1
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4answers
77 views

Evaluating performance of machine learning models

I'm trying to predict when a location has enough wind to go sailing. I've built several models that look for correlations between different weather conditions and whether it ends up being windy X ...
2
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1answer
30 views

Is it acceptable to not include high-order interactions (3-way and above) in the model when they are not by themselves of interest?

Is it acceptable to not include high-order interactions (3-way and above) in the model when they are not of interest and not part of the hypothesis that is being tested? NB. I am not talking about ...
0
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0answers
13 views

What are possible theories/models to describe social influence based on frequency?

I am working on social influence based on frequency, meaning if a person repeatedly appears at a location many times then he/she is more influential at that location. In other words, he/she can ...
0
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1answer
22 views

Determining if time has influence on correlation between x and y

Is there a sort of statistics model I could use to determine if time has an influence on the correlation between two sets of data? For example say I have a column $X$ and a column $Y$, both just ...
1
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1answer
22 views

Estimating costs with extreme values

I am trying to estimate health care costs and I was wondering what the standard practice is for extreme values? By extreme values I mean I have a large portion of my costs being zero and a small ...
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0answers
30 views

How to correctly choose model based on BIC?

I have a question about Bayesian Information Criteria. (GARCH models) I have looked for so many hours but still very confused about this BIC especially a negative one. As far as I am concerned it is ...
0
votes
1answer
33 views

Interaction model significant in multiple linear regression

This question is not about interaction effect, but about interaction model in Hierarchical Linear Regression. I have 1 DV and 5 IVs. I want to see which of the IVs is significant predictor of DV. ...
0
votes
1answer
29 views

Clustering Two Variables With Disease Information

I was proposed a problem and I am not quite sure how to go about it. The problem is I want to find a relationship between two variables. For the simplified case there are only two variables, lets say ...
0
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0answers
13 views

Variables occurring after target occurence, can they be used in regression model?

My study is to judge the appropriateness of target=1, not for predictive purpose. Can the variables occurring after target occurrence be used in regression or decision tree model? For example, a ...
-1
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1answer
24 views

Which is better ROC curve or Confusion matrix?

anyone know about the predictive model evaluation? I'm confused about the ROC curve and confusion matrix. The area under the curve for ROC is represent about the accuracy of the classifier. But what ...
0
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0answers
49 views

How to validate goodness of fit and forecasting quality of a model?

I am working on big data sets, which represent electricity consumption on power substation throughout the year. I have data every 10 minutes and multiple (and long) seasonalities. I have a daily, ...
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0answers
12 views

HLM-related inquiry - comparing the magnitude of coefficients

I've conducted two separate HLM analyses, each with two IVs predicting to the same DV in the same sample. The problem that I've encountered is that I would like to compare the magnitude of the ...
2
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1answer
29 views

Binomial model of true/false test taker

I have a very large number of true/false questions. I want to take a sample of these questions and use them to test a subject. I would like to infer the proportion of questions out of the larger set ...
0
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1answer
53 views

Non-significant factors after stepwise regression [duplicate]

I have run a stepwise regression on R. However, the summary of the final model includes some factors that are not significant. Why have these factors not been removed? Should I remove these from my ...
1
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1answer
42 views

Why do my ANOVA tables keep returning $\chi^{2}$ values of 1?

I'm using ANOVA to test for differences between different values of the same factor for a mixed effects model which I produced. My model is: ...
0
votes
1answer
34 views

Difference between significance and contribution

"What is the difference between "significance" and "contribution" of individual variable to a outcome variable? How to address this while creating a prediction model basically.I understand ...
0
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0answers
13 views

Model creation under PLS

I'm developing prediction model based on PLS (partial least squares) analysis. I'm looking into variation captured by X(R square X), R square Y, number of components and accuracy after using cross ...
0
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0answers
25 views

mixed model vs. markov chain

I have a longitudinal data with multiple time points (measured twice every year). There was seasonal difference on the outcome variable of interest (BMIz) if using mixed model (where time points were ...
0
votes
2answers
33 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 ...
0
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0answers
19 views

What is a “concordance score” for regression coefficients?

I came across this "concordance score" in a set of slides called Penalized regression methods for ranking variables by effect size, with applications to genetic mapping studies, by Ji Zhu: $$ ...
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0answers
23 views

Evaluating the temporal corelation model for which the differencing is performed for trend removing

According to the literature, for temporal correlation modeling the trend should be removed from the time-series data. We choose differencing for removing the trend. I would like to know: When we ...
2
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0answers
54 views

Is it possible to build a curve with a given skewness and kurtosis?

I have data in the following form: Day Kurtosis Skewness Total Inflows 163 .3 .5 435670 I'm attempting to do some modeling of an inflow ...
0
votes
1answer
32 views

Structural Equation Models - building with a large sample, and testing with a small one?

I'm planning a study using Structural Equation Modelling to test different accounts of language learning. I would like to study a group of children with language difficulties. However, they are very ...
0
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1answer
67 views

Time series estimation on specific lags in ARMA model

How can I fit this ARMA model having specific lags using R?
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0answers
47 views

Tukey for GLM can't find data in model

I fit a GLM to a dataset. Now I want to see where the difference between my groups is, so I tried to run a Tukey HSD as a post-hoc test. Because of it is a GLM, I can't use ...
0
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1answer
62 views

Data Mining, generating a model from a database

I have a database with different variables which contains information such as age, date of vaccination, number of doses as well as the number of antibodies (which is my target variable). If the number ...
0
votes
1answer
105 views

Logistic Regression - Model Does not Fit

My name is Abhi and I am fairly new to statistics. I found some sample exercises online & I am trying to solve them to get a better understanding of model development. Problem Statement Assume ...
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0answers
25 views

RMSE for Model Validation and Calibration

Based on UK's Framework for Marine and Esuarine Model Specification,the % RMSE for current speed is calculated by dividing RMS by maximum peak current. $$\text{RMSE(%)} = ...
0
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0answers
42 views

Quality of PLS Regression at different interaction levels

I am fairly new to multivariate statistics and have run into the following situation: I have a data set of 12 response sets based on a Likert scale (1-5), data which is commonly (in social research) ...
0
votes
2answers
35 views

How many parameters in this specific linear model with interaction?

I have a question where I am not sure about the answer: A linear model has the following characteristics: *A dependent variable ($y$) *One continuous variable ($x_l$), including a ...
1
vote
0answers
79 views

ARIMA - SARIMAX modelling with R

I am really new to R and to time series. My field of studies is in the field of Networks and Telecommunication, but my summer internship is about trying to find a statistical model for some sets of ...
0
votes
1answer
27 views

Reparametrisation of a model when an interaction is significant to facilitate the interpretation

It is admitted that it is complex to interpret main effects when they are involved in an interaction. Lets take a regular linear model, with two categorical 2 level variables A and B who are ...
1
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0answers
45 views

Taking into account Bayesian model uncertainty

I recently received a review of a paper from a Bayesian Statistics Journal. The Associate Editor wrote this mini-review (quoted below in full). The paper is talking about Bayesian modeling of DNA ...
0
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0answers
16 views

How to incorporate a noise model into a probabilistic model?

Let's say have a probabilistic model $m$ which I fit to data using maximum likelihood. Now, I would like to add a noise model $n$ which I can also fit independently using maximum likelihood. So I am ...
3
votes
3answers
160 views

Percentage outcomes in linear regressions

I have a study where many outcomes are represented like percentages and I'm using multiple linear regressions to asses the effect of some categorical variables on thes outcomes. I was wondering, ...
4
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1answer
30 views

How to make use of known constants when modeling from data?

As a (perhaps contrived) example, let's say we want to discover from some empirical data Coulomb's law for an electric field: $$F = \frac{1}{4 \pi \epsilon_0} \cdot \frac{|q|}{r^2}$$ In this case we ...