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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# of free parameters in AIC for grid search like threshold model

I need to compare fit of two models. They are dose-response function with Poisson regression framework. Model 1 y=bx Model 2 y=0 if x is less than x0 bx otherwise (x0=0,1,2,...) For model ...
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6 views

Multiple tests, summary of clogit

I have 10 exposure variables that i would like to analyze univariate. I've applied the conditional logistic regression model for each exposure and then used the summary function for each one of them. ...
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17 views

Which validation method to choose if the number of instances is limited?

I have a question regarding how to measure the performance of a model when the distribution of instances per class is limited. In my scenario I have five data sets $\mathcal{D}_{1}, \mathcal{D}_{2}, ...
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13 views

Multivariate binary time series

I have several concurrent time-series, which have binary response: Yi = (yi1, ... , yiT) where yit = 1 or 0 at an observed time t. i = 1, ...,n (where n is the total number of concurrent time ...
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6answers
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Should parsimony really still be the gold standard?

Just a thought: Parsimonious models have always been the default go-to in model selection, but to what degree is this approach outdated? I'm curious about how much our tendency toward parsimony is a ...
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1answer
36 views

How to approximate Bayes Factor?

I am searching for a computationally simple way to approximate a Bayes Factor. Currently, I'm using an approach which seems pretty logical to me but I would still be interested to know if this is ...
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2answers
169 views

Statistical Model: How much will my open bar at my wedding cost?

I am getting married in November in Mexico and after fidgeting with my wedding budget, I was wondering if anyone had any insight into how I should approach my problem. Thought it was relatively ...
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1answer
27 views
+50

Computing fit of model to horizontally-misalligned time-series data

I have a model that predicts the level of harmonic tension in a piece of music, at every note/chord in the piece. I also have participant data (time series) that contains subjective ratings of tension ...
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1answer
24 views

How can I work out effect of advertising spend on website traffic using a model?

I don't really know much about stats so if the following sounds completely absurd, i'm sorry. I've got 18 months of retail data Jan 2014 to now. It's an entirely online business, and I've got daily, ...
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9 views

Predicting responses to test-data variables that lay far outside model training-data variable range

What can one do to improve model predicting accuracy when using test data that has a variable with magnitudes far outside the range of that variable in the training data? Example: This question ...
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1answer
14 views

Methodological test for choosing 'worse' models that make 'better' (more realistic) predictions?

I've run 4 models (simple LM, quadratic model, GLMM, and GLMM with quadratic) to predict tree age (age) from tree diameter (D) for each of 42 species (SPEC). The diameter data has all been log ...
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8 views

The relationship between the intercept in logit and model power?

Say I have 12 regressions, each is forecasting a future event further out in the future. Regression 1 is 1 period forward and regression 12 is twelve periods forward. I've noticed that the power of my ...
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8 views

How to determine central ranking in Mallows' model?

I've been trying to read up on Mallows' model, which involves ranked (full, or partial) data. One of the parameters is the central ranking. However, the resources that I have read online do not tell ...
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6 views

Which regression model to use for order-sensitive sequences of symbols / apps?

I have a list of sequences of symbols, representing apps used by a smartphone user within a certain time frame. For example (Whatsapp, Facebook, Calender) might be one such sequence. To each list ...
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1answer
25 views

A comprehension question to conditional heteroscedasticity/GARCH

I have a time series with strong seasonality. At specific time periods/seasons there is also a stronger Variance than in other time periods/seasons. Is that an example of conditional ...
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10 views

Why are standard errors the same in lag-distributed model in R?

I am running a lag-distributed model ordinary least squares in which a set of units are all treated in the same year. I am including a 2 lags and 2 leads to see if there were any "anticipation" or ...
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0answers
20 views

How to write an equation for a spline regression

I have this basic regression model that I would like to make into a spline with a knot at -1. How would I write it? Is it possible for me to write it as a single equation where I subtract 1? Here's ...
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19 views

Why are my random effects averaging out to zero in my Monte Carlo Simulation?

I'm using SAS to conduct a Monte Carlo simulation for a linear mixed model of the form y = Bx + Zu + e, where B and Z are design matrices for the fixed and random effects, x and u, respectively and e ...
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1answer
32 views

Interpreting interactions when main effect is not significant

I just started fooling around with R and I am quite struggling with mixed models: I have the following experimental layout: Seven different viruses, including ctrl virus; 27 mice, randomly infected ...
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15 views

How to interpret modification indices output of structural equation models?

I am trying following example of structural equation model in R: ...
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1answer
102 views

How to interpret this lavaan structural equation model?

I created following structural equation model from iris data set using lavaan package in R: How do I interpret these numbers. The output (of sem() function of lavaan package) is given below. It ...
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0answers
11 views

Analysis of PValues Matrix

in clinical environment I'm setting up a model to identify fraudolent behaviours from specific sites, calculating for each site some aspects that could lead to a p-value (this approach is based on a ...
2
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1answer
60 views

R: interaction in model output

Let's say you're trying to fit a model to a dataset that includes categorical variables, group (A or B) and treatment (1, 2, 3 or 4). In R, your model formula would be DV ~ group * treatment (DV ...
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2answers
102 views

Logistic regression results (coefficients) counterintuitive?

I ran a logistic regression model on SPSS with a dependent variable of yes/no whether you chose bus or not (the other being personal vehicle) and 5 independent variables (Waiting Time, Trip Time, ...
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10 views

Interpreting interaction results between 2 categorical variables in GLM (SPSS)

I have a very simple question. I just want to know how to interpret the results of an interaction between 2 categorical variables (each has 2 levels--the first variable, SES, has upper and lower SES; ...
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1answer
37 views

Combining Forecasts

I am in the process of creating one well-rounded forecast, and in my research I found a few mentionings approving the use of several forecasts combined into one. I really like this idea but I have ...
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reduced multilabel-dataset performance evaluation

Assume a multilabel problem with given ground truth, where each training instance can have one or more of 3 labels A,B and C, e.g: ...
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26 views

How to compare 3 slopes in a repeated measures Linear Mixed Model

I am running a linear mixed model with a random intercept. I have 3 groups (0, 1, 2) with a repeated measure (time) of a test score. I am comparing trajectories and since SPSS uses the last group as ...
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13 views

Corroborating/Conflicting partial correlation and covariance matrix from mixed model

I have a project looking at reaction times of coordinated movements; there is a visual signal and the participant must look and point at a target. We measured the reaction time (ms) of the motor ...
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28 views

Use a model to reduce sample size?

I have a consultant that is proposing that he can reduce my sample size by using a model that is built off of previous samples. My first response was "NEVER EVER EVER EVER DO THIS". However, after ...
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37 views

Practical beginners resource for building a dynamic OLS model

I need to model the current account balance of a country. The regressors are the real effective exchange rate, the domestic GDP and the GDP of the world. I am using data for 30 years (in logs). It is ...
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15 views

Alternative to weighted kappa?

I want to compare modeled species occurrence with observed occurrence data. Using confusion matrix and weighed kappa seems to be a good option. In contrast to the normal kappa the weighted kappa takes ...
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45 views

4-point Likert scale

I have compiled a questionnaire using a glossary of terms. I have 4 options that people can select. The terms are; I don't understand the word and I can't define it / I understand it but I never use ...
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1answer
126 views

How to fit piecewise constant (or step-function) model and compare to logistic model in R

I have x, y data where x is position (along a transect) and y is a continuous variable (e.g. temperature). ...
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18 views

Model with two ordinal variables

I have question about the ordinal variables in model and using them correctly. Let's say I have a model that explains income by education and age. Age is continous and education is ordinal ex. can be ...
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17 views

Estimate VAR model from data about lags

Does anybody have any idea how i would write the var model based on this table? What coefficients should be included? Any hint will be much appreciated. Thank you!
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1answer
59 views

What is the model similar to 2SLS, but not for IV?

I am analyzing the effect of foreign aid on democracy and I would like to test following hypothesis (I simplified the original version): The amount of aid the country received and the corruption ...
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1answer
27 views

Best method for predicting a numeric response from multiple proportional predictors?

I have some data where I want to predict a continuous, approximately normally distributed response/dependent variable with three predictors which are all proportions (i.e. 0-1). The three proportions ...
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28 views

R: multicollinearity issues using glib(), Bayesian Model Averaging (BMA-package)

I am experiencing difficulties estimating a BMA-model via glib(), due to multicollinearity issues, even though I have clearly specified which columns to use. Please find the details below. The data ...
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34 views

Model checking versus posterior predictive checks

I am interested in knowing if there are any difference in modeling checking versus posterior predictive checks in the Bayesian framework. Are posterior predictive checks a type of model checking?
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18 views

Temporal Data set

I have a fishery data set of fourteen years in a tropical region. This kind of information is quite rare in ecological studies.The data were monthly collected and the set has 2 annual gaps and a gap ...
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1answer
32 views

Choosing the correct anova model

How does one choose the best model based on ANOVA's result? I mean I have 3 model outputs 1st is linear+all interaction, 2nd is linear+pair wise interaction and 3rd is linear and I am asked to choose ...
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14 views

Back propagation of Uncertainty

I am recently working on the subject of uncertainty. I read that uncertainty analysis and sensitivity analysis are important topics in this domain(the first is ti do a forward propagation of ...
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13 views

How do I model chapter-verse references?

Context: I am part of an 8-person group in which each person posts a Bible verse every day. For those who don't know, that is of the format "Psalm 30:1" where first we reference the chapter, then the ...
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0answers
14 views

Are these models nested?

Are a standard Gaussian and a skew Gaussian nested? I'd say yes, because when we set the skewness parameter $\alpha=0$ in the skew normal we get the standard Gaussian. Also, are the normal/skew ...
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1answer
167 views

Other unbiased estimators than the BLUE (OLS solution) for linear models

For a linear model the OLS solution provides the best linear unbiased estimator for the parameters. Of course we can trade in a bias for lower variance, e.g. ridge regression. But my question is ...
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1answer
35 views

compare time series data with ODE simulation

The same experiment was performed for 4 different initial conditions $(j=1,2,3,4)$. For each initial condition, there were 3 repetition $(i=1,2,3)$ of the experiment. I have 4 sets of data: $X_{ij} = ...
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0answers
51 views

Limitations of ensemble selection from libraries

Question related to the approach in Caruana's paper: "Ensemble Selection from Libraries of Models" (linked below) http://www.cs.cornell.edu/~caruana/ctp/ct.papers/caruana.icml04.icdm06long.pdf Seems ...
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2answers
79 views

How to Balance my Dataset?

I have 90% negative examples and 10% positive examples,(13,000 observations, 90 Variables). my model shows me that the miss classifications error is 0.1 but my confusion matrix shows me that the TP ...
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Are these logical variables for predicting among train/test sets?

I'm wondering if the following makes sense for a model. I have a training and a test set. I want to predict whether a website visitor is a bot or a human, based on several visits. The data has been ...