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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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 ...
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18 views

what percentage of total variables can be captured in a prediction model [on hold]

I need to create a model with 45 explanatory variables. As per industry norm, what is the maximum percentage of variables that can be selected for creating a model? Thanks
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9 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 ...
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0answers
40 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 (in ...
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0answers
14 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 ...
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2answers
22 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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0answers
8 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
22 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 ...
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0answers
44 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 ...
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1answer
27 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 ...
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1answer
58 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
40 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 ...
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1answer
56 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 ...
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1answer
69 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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12 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(%)} = ...
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0answers
21 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) ...
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2answers
29 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 ...
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0answers
49 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 ...
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1answer
21 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 ...
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43 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 ...
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13 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 ...
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3answers
118 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 ...
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0answers
117 views

Are world cup predictions testable?

As of today, dozens of soccer world cup predictions exist, some more complex, some more elegant, and most of them predict every nation's "chance" of winning a particular match/ the cup. As I am ...
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27 views

Good (2d) visualization of a mixture model clustering

I have a specific problem which I'm surprised I don't find answers on-line and I hope somebody here has a good suggestion for me. I'm working with a large data set which I'm clustering into specific ...
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0answers
15 views

Variable Construct (Dimension) Insertion (Representation) in SmartPLS

I have a question please. I am working on SmartPLS. The question is regarding variable construct representation. Any variable could have construct including dimensions. For example, the ...
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2answers
63 views

Variance as a function of parameters

I am currently building a statistical model. According to data, the variance is non-constant, and it is likely based on a factor. Is there any statistical model with variance as a function of other ...
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1answer
44 views

Machine Learning on Percent/Continous Dependent Variable

I have a large dataset of 30,000 cases with 150 variables. I am looking for a few possible machine learning solutions/methods that I could try and use for cross validation. My dependent variable ...
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13 views

statistical inference [duplicate]

I guess this issue must be somehow cliched, yet I wasn't able to find the answer that would satisfy me. The key role of statistics and econometrics is to make inference about population using some ...
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6answers
522 views

When forcing intercept of 0 in linear regression is acceptable/advisable

I have a regression model to estimate the completion time of a process, based on various factors. I have 200 trials of these processes, where the 9 factors being measured vary widely. When I perform a ...
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0answers
18 views

Hierarchical Linear Modeling - Summation in Level 1

I'm currently trying to write a Level 1 model for the following research question. RQ: Does the school-level relationship between race and the proportion of reading proficient students (outcome) vary ...
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1answer
12 views

On which data should the lift be calculated i.e. Training set or Test set and why?

On which data should the lift be calculated i.e. Training set or Test set and why? What does the lift value 115% mean
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1answer
39 views

Is it possible to analyze a problem using graph if number of features is greater than 2?

By graphing, you can see if the data is linear or not, basically you can analyze the structure of your data easily and you can then decide which model to use. If you have, say, one feature, you can ...
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0answers
20 views

linear mixed models differences between groups

I should test if the differences between 5 groups are statistically significant. I should use linear mixed models with restricted maximum likelihood. Group and time should be my fixed factors and the ...
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6answers
220 views

Textbooks pertaining to creating models?

I'm not sure if a question like this has been asked yet on this website. I recently graduated as an undergraduate statistics major with a bit of a dense math background (I know some probability ...
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1answer
56 views

Determine penalty parameter based on AIC values in lasso regression for linear mixed model

I have a dataset with 14 variables, of which one random effect (Patient) I fitted following code: "fit1_B2=lmmlasso(y=y,x=x.matrix,z=z,grp=grp,lambda=0.1,pdMat="pdIdent") summary(fit1_B2) ...
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1answer
35 views

Testing the influence of monthly fluctuations

Let's say we have a dataset that looks like this: ...
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0answers
42 views

What are some examples of applied machine learning problems that requires using mixed models?

What are some examples of applied machine learning problems that requires using mixed models? I'm just introduced to the notion of mixed models. As I understand it, it is a combination of parametric ...
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2answers
182 views

When do you know when modeling something with a binomial distribution is better than a Poisson?

I was trying to understand when its better to model some random variable as being distributed by a Poisson Distribution or when being modeled as a Binomial Distribution. I was reading the following ...
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0answers
23 views

How to model a multiplicative effect from this hypothesis?

Suppose we have outcome variable Y and two predictors X1 and X2, where X1 and X2 sort of come from a type of category. For example, X1 is the relationship score with friends and X2 relationship score ...
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0answers
16 views

What does Language Model look like?

I am working on a machine learning + NLP project. The corpora is from a very specific domain. Someone tells me I need a language model for that specific domain. So I decide to build one myself since ...
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1answer
37 views

Looking for help with ITSM software (or other comparable software)

I'm looking for someone who is familiar with the ITSM software. I have some data that needs to be fit with an ARIMA/SARIMA model and then forecast using Holt-Winters/Seasonal method. I then need to ...
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0answers
48 views

What's a good Nagelkerke value?

My model has Nagelkerke $R^2 = 0.282$ as outputted by SPSS. Having read some literature, it claims that this should be counted as a good value. However, since the maximum value is 1, this means that ...
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0answers
12 views

How do I write the mathematical equation for ARIMA(0,0,5)(1,0,1) period 12? [duplicate]

I would appreciate if someone could help me write the mathematical equation for the seasonal ARIMA (0,0,5) x (1,0,1) period 12. I'm a little confused with how to go about this.
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0answers
24 views

Predicting when & how much is the retailer going to buy

I am fairly new to statistical modelling. Currently I have the retailer-wise & month-wise sales data for past 12 months for a particular product. I am trying to predict when the dealer is going to ...
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0answers
62 views

Calibration curve in spss

I couldn't find any tutorials on this on youtube or otherwise. I am validating a clinical prediction model and I have a set of predicted outcomes and the real outcome. I have built a ROC curve but I ...
2
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2answers
66 views

How to put variables related by an IF condition in a model

The first variable is 'SMOKE' that indicate if the person is a smoker or not. The second variable 'Daily' is related to the first by an If condition: If the person is a smoker then does he smoke daily ...
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0answers
22 views

Is it possible that the interaction effect is significant while the individual effect(s) is not? [duplicate]

Consider a simple model: Y = A + B + A*B Is it possible that coefficient for A*B is significant while that for A or B or both of them is insignificant? Either yes or no, can you tell what's the ...
2
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1answer
35 views

algorithms to pick best collection of classifiers

I have a bunch of methods that classify a binary outcome. I'm trying to figure out if some combination of those classifiers is better than any others. I'm hoping to run a bunch of methods. I've ...
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1answer
48 views

Convert maximization problem to minimization

I am looking at the derivation of the Maximal Margin Classifier model, where they typically transform the following maximization problem: into this minimization problem: Why is maximizing ...