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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40 views

What is lm() compared to VAR()

What's the difference between # Fit Model # fit1 = lm(var$1 ~ var$2, data=data) and ...
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1answer
14 views

Where can I find sound information about Periodic Autorregressive Multivariate models?

I am reading an article that mentions Periodic Autorregressive Multivariate Models and their noises; however, in no section have the authors explained or shown references to these models. I looked ...
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4 views

model choices to understand influence of variables [closed]

I have a dataset (n=500+) of families achieving self sufficiency after experiencing homelessness. In order to optimize the program interventions (e.g., counseling, savings matching) I would like to ...
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0answers
23 views

Why would the intercept coefficient be higher than the the coefficients of the independent features?

I am a beginner in statistics and I can't seem to figure this out.. I have two models. Model 1, that contains all my independent features and model 2, that only has the features that show ...
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0answers
5 views

Error term used in model simulation to analyze it accuracy [closed]

What is the common error term used in simulation for mathematical model to test it accuracy?
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9 views

Linear probability model and multinomial logit inconsistent signs

I have a dependent variable with three potential outcomes. When I run linear probability models independently on the dependent variables and compare the results to that of a multinomial logit model ...
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0answers
16 views

Stacking/Blending Predictive Models with More than Two Outcomes

I've been experimenting with stacking predictive models recently. I've mainly been focused on looking at making meta-models based off of predictive probabilities of smaller models while implementing ...
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0answers
2 views

Modeling periodic deviations for a varying norm

I have a continuous input that's more or less the same, though it varies slightly and somewhat periodically over time. Essentially randomly, a large deviation will occur for a period of time, after ...
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0answers
7 views

Correlating model with measurements, trend vs absolute accuracy

I'm trying to compare results predicted by a complex model with measured results and don't know what the best method would be to do so. RMSE could give you an idea of the models absolute accuracy, but ...
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0answers
25 views

Model comparison via AIC or BIC for different likelihood maximization procedures

Maximum likelihood estimation of different models (which all model the same variable and assume the same likelihood function) is done by a different method for each model. Simple numerical ...
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0answers
7 views

Heteroskedastic errors may still explain more deviance?

Among a population, N = 1,100, you employ 10-iteration, 10-fold cross-validation on 1,000 observations using OLS model #1: $Y_i = \beta X + \epsilon$ This has an Adjusted $R^2$ of Q1 with a standard ...
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1answer
21 views

Inner / outer model

i have created a SEM model and want to know while reporting which part should be treated as Structural model and which portion as and outer / measurement model . Whether i should take portion A or ...
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0answers
13 views

simulation and model comparison

I created a simulation to compare a number of regression type models/estimators, lets call them M1, ...,Mn. for each iteration of the simulation run: I generate randomly data set X I generare ...
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1answer
64 views

Interpreting output of analysis of deviance table from anova() model comparison

0 down vote favorite I have a large multivariate abundance data and I am interested in comparing multiple models that fit different combinations of three categorical predictor variables to my species ...
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0answers
6 views

Parameter recovery study for a computational model: assessing model slopiness and practical implications

Consider a decision-making computational model with 6 free parameters. The model mimics human behavior: for a given decision-making task, it generates decision times and accuracy. For each parameter, ...
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1answer
44 views

Suggestions to improve sem results

I wish to check the assumption that physical and mental health for elders are affected by two main latent factors the physical burden (PHB) and the emotional burden (EMB). The measurement model is as ...
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0answers
13 views

study real-world process with an artificial model

I'm building a predictor for a classification problem. Some of the features are categorical, some are continuous, some are sparse, some are not. Unfortunately, the classes are very imbalanced, with ...
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0answers
20 views

Specify a mixed effect model for per patient treatment effect and interactors for such effect

I have a study design setting where each patient received a treatment and was assed again after 30 days. the dependent variables are a set of symptoms and clinical values. I thought of a design where ...
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0answers
4 views

Simulation Model Performance for Flood Quantile Estimation at Ungauged Site

I have proposed a model that is the modified ANN to estimate flood at ungauged site. In order to test the performance of the model, i want to design the simulation for ungauged estimation problem. Did ...
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0answers
41 views

errors in the orthogonal factor model

I am using R psych package in order to design a factor model. By default, an oblique rotation (oblimin) is performed by fa. The number of factors (fa.parallel$nfact) has been previously estimated. <...
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0answers
14 views

orthogonal factor model

I have a matrix of data that is clustered in several sets of variables (X1,...,Xn). In order to define these clusters I have used hierarchical clustering to get the desired number of clusters and ...
2
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1answer
35 views

How to check permutation testing exchangeability assumption when using a General Linear Model

I have a question on the assumption of exchangeability in permutation tests. Although I read a lot about this topic, I am still confused. For $N$ subjects, I have the value of a clinical measure $Y$ (...
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2answers
33 views

log log model: multicollinearity and interpretation

I would like some advice on a small multiple regression model. The model is a log - log one, with log(investments) as the dependent variable. My issue is that I would like to introduce log(GDP per ...
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0answers
19 views

Model selection for logistic regression gam with two factors (one within, one between)

I am trying to analyse my data using bam. And I would greatly appreciate your advice as to the appropriate analyses. The experimental design is: There are two groups of participants, "CAT" and "PA" ...
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0answers
9 views

model severity vs duration of disease load

I have been thinking about this for some time now and still not sure how to analyze it. So hoping that someone here could give me some hint. We are measuring disease load continuously (ranging between ...
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2answers
160 views

Simple example of how “Bayesian Model Averaging” actually works

I'm trying to follow this tutorial on Bayesian Model Averaging by putting it in context of machine-learning and the notations that it generally uses (i.e.): ...
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0answers
12 views

Analysis for evolution of resistance

I am looking for help on an approach for analyzing evolution of resistance. I conducted an experiment in which I exposed pathogens to a constant drug concentration over 6 weeks. At each week, I tested ...
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2answers
64 views

How to compare results from two regressions?

We have performed two linear regressions (OLS), one with data from 2009 and one with data from 2014. All the variables are the same, both the dependent and the six independent variables. The sample ...
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0answers
45 views

Why are the both of two models' AIC the same?

I would like to ask a question of AIC when we use Generalized Linear Model with R. I show you 4 my models. "x" is continuous variable. "f" is categorical variable and has two levels, C and T. "x*f" ...
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0answers
6 views

analyzing social preference data with 2 genotype combinations

I wanted to ask you suggestion for the best statistical approach to analyze the following data. I have two genotypes (A and B). Mice for each genotype undergo two experimental sessions: 1) exposure ...
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1answer
51 views

What is the difference in how $\mathrm{R}^2$ and $\mathrm{R}$ values are interpreted?

In statistics, there is the $\mathrm{R}$ value for the product moment correlation coefficient and the $\mathrm{R}^2$ value for the coefficient of determination. In both cases they are described as a ...
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0answers
10 views

Calculating return where costs can be shared amongst different options

I am certain that a similar question has been asked before, but I am too much of a beginner to even know what to search for (hence the vague and probably inaccurate title). Here's the gist of my ...
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0answers
23 views

Model for count data with different exposure time (some times are terminated by death)

I am looking for most suitable model for count data in the following case: we collect number of patient's visits in a hospital for $t_i$ days ($t_i$ varies across subjects) some patients died ...
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1answer
31 views

How does Wiki article go from one line to the next (linear regression)

I am stuck on how to get from one line to the next, as I'd like to understand how. (Our course requires a detailed proof involving this.) Could anybody give me guidance how to show that LHS = RHS?
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6answers
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In layman's terms what is the difference between a model and a distribution?

The answers (definitions) defined on Wikipedia are arguably a bit cryptic to those unfamiliar with higher mathematics/statistics. I am a high school student very interested in this field as a hobby ...
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0answers
18 views

Create a predictive user model

I am a bit lost with creating a user model in R. I would like to create a model that predicts whether a user is likely to do an action or not, based on data on his past behaviour (Target variable ...
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2answers
33 views

Predict with pseudo-mean factors in new data

R and Stata have different default behaviors when making predictions from a model that uses categorical/factor covariates. For example, if I want to predict outcomes for both levels of a two-level ...
5
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1answer
102 views

Linear model comparison - which does my data fit best?

This is a very simple exercise that I'm hoping may help people with limited knowledge in statistical analysis (like myself). I am having trouble deciding what statistical analysis I can perform (in R)...
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1answer
14 views

First order model vs n-order models

Plenty of different research models showed that n-order models give better results than first order models. For example, for location this is work that shows this http://dl.acm.org/citation.cfm?id=...
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0answers
6 views

orthogonal latent trend

Assume I have 2 explanatory variables (or factors) X which explain y. I want to extract a trend (and maybe seasonality) from y which is/are orthogonal to X. Is there are a way to do this? Can PLS do ...
3
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1answer
39 views

Error term in multiple regression model

I am trying to run a multiple regression model to see the effect of field characteristics such as soil texture, slope and hydraulic conductivity on drainage density. My samples are agricultural ...
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0answers
12 views

Estimating Distributions of Weighted Data

I'm trying to build a bivariate copula-based model of income and wealth in Italy and I'm having trouble handling weighted data. I have access to micro data, a survey of about 10,000 households that ...
0
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1answer
39 views

Debugging in R when using nls

How to correct a nls estimator when I get an error message that: step factor 0.000488281 reduced below 'minFactor' of 0.000976562 The full problem: ...
4
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1answer
59 views

How can I tell if a statistical model is “identified”?

My econometrics professor used the term "identified" in class. We are considering data generating processes of the form $$Y = \beta_0 + \beta_1 X + U$$ where $X$ is a random variable and $U$ is a ...
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0answers
14 views

What is the difference between a cross-level Interaction and a random slope in a mixed effect model?

Can someone please articulate the differences between a "cross-level interaction" and a mixed effects model? Two areas that are unclear: - Are all random slopes the same as "cross-level interactions?"...
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0answers
27 views

Obtain lasso regression coeficient based LS when $X'X = I$

I need to obtain coefficients of lasso regression based in coefficients of Least Square regression method when $X'X = I $. any help will be appreciated.
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0answers
3 views

What component of the result should I look at when doing a LLM model fit?

I am running mixed effects models with poisson and negative binomial fits. To asses which of the models are better, what components of the models should I look at? Some popular methods I follow: a) ...
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1answer
25 views

validating model in machine learning - what does it mean in reality (intuition)

Could someone explain (in simple way) what does mean of validating model ? I tried to understand it, but I didn't managed to. I can do cross-validation, but I am not sure about if it is validation....
2
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1answer
24 views

I want to compare the risks of smoking two different cigarettes

I want to compare the risks of smoking one brand of cigarette versus another. Each cigarette when smoked produces a list of toxic chemicals. I can measure each chemical and come up mean and standard ...
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0answers
25 views

How to deal with outliers and feature selection simultaneously?

I've been given some data and need to pick what I consider to be the best features from it and use them to build models that fit the data. My issue is that all the tests I've seen for outliers assume ...