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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Evaluate fit of classification model in large sample

I have a large data sample with around n=300,000 observations. My dependent variable is categorical (0: no, 1: yes) and I have 10 independent variables which are categorized into 2 or 3. I run ...
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4 views

Are these CFA models nested?

I am currently fitting and comparing models with ordinal DV. I want to test the following two models: 2factor <- f1 =~ item1 + item2 + item3 + item4 f2 =~ item5 + item6 + item7 3factor <- f1a ...
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10 views

Capture-recapture analysis with only one recapture event

I am analyzing within-season variation of the components of reproductive success looking at temporal changes and their relationship. I have a problem with pre-fledging survival (the survival ...
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5 views

Identifying weak points in a predictive model

I have three variables $A$, $B$ and $C$ which affect a dependent variable $Y$. The variable $A$ is a measure of income inequality which can be quantified in many different ways (standard deviation ...
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25 views

Advice for Modeling a Rare Response (y)

My Question 1: Is it possible to create a "good" predictive model with only 40/100,000 rows of data containing a "y" (response) value greater than or equal to 1? My Question 2: Is it a better idea ...
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1answer
33 views

What is the difference between a mixture model and a hierarchical model?

What is the difference between mixture and hierarchical models? Are they of the same nature with different names or they are totally different things? If there are any references, I will be happy to ...
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7answers
4k views

How much to pay? A practical problem

This is not a home work question but real problem faced by our company. Very recently (2 days ago) we ordered for manufacturing of 10000 product labels to a dealer. Dealer is independent person. He ...
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19 views

What is the name of the assigned model?

When having some experimental data, one way to design a model presenting this data is as follows: Given $f(x,y)$ with the following values $$\begin{array}{|c|c|c|} \hline x & y & f \\ ...
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2answers
29 views

Different parameters coming out as important from decision tree and logistic regression

I ran both logistic regression and decision tree model on the same dataset However, the parameters that come out as important in both vary. For example, the most important parameter in the decision ...
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17 views

How to check if ARDL model is dynamically stable & bounds test, stata

I'm doing research on Spanish and Dutch GDP: the influence of domestic and foreign variables (industrial production, inflation, employment rate) on GDP. All variables are converted into growth rates, ...
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1answer
29 views

random effects and clustered errors

I am running a panel model using an linear regressor. A Haussman test indicates that the random effects model is better than a fixed effects. I am also clustering the errors on country code. I would ...
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1answer
37 views

How to calculate prior probabilities

I have two possible events $A$ and $B$ that could lead to $n$ possible consequences $X_1, X_2, \ldots , X_n$, $P(A) + P(B) = 1$, $P(X_1) + P(X_2) + \ldots + P(X_n) = 1$. I know all conditional ...
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1answer
28 views

How can I slowly decay a percentage over time (not linearly)?

I'm not a statistician, but I am incredibly interested in personal finance, budgeting, and investment management. I've been building a large spreadsheet of my personal expenses, savings, and ...
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1answer
44 views

Time series: probability to exceed a certain threshold

I'm a beginner and I have a generic time series and I want to know the probability that it reach a certain threshold in the future. For example, the time series is day average temperature and I want ...
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0answers
24 views

How can I do an association analysis between “specific states” and “genotype frequency” of SNPs?

I have 10 different states (0 to 9 - column6) for a list of SNPs (SNP C>T) and I wonder what is the relationship between these 10 states and the genotypic frequency of the SNPs [X_Heterozygous ...
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21 views

Modelling consistency of preferences

The question is what statistical method should be used for the study described below. Data has not yet been collected. Each subject will undergo 8 trials. On each trial the subject is presented with ...
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8 views

Empirically backed approach for using single label classifier on multi label problem?

My supervisor and I are looking into how we might adapt our proven model for using conditional random fields to label sentences in a document to generate multiple labels where appropriate. We are ...
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4 views

Queuing observations where only average number of active serves are observed

Related to a problem in computer science a look at a problem that can be modeled as a queuing model where infinitely many servers are available, i.e. in the general case a G/G/infinity model. I want ...
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1answer
34 views

Linear Model - Interaction Term Interpretation

I've been working with simple linear models, to try and see the mean differences between groups, along with batch effects. ~0 + SampleType + Batch As far as I'm aware, this uses "Batch" as a ...
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13 views

How to model discrete co-occurence data

I have a dataset of transactions where in each transaction a class is tagged with a number of labels. I would like to build a probabilistic model using this data to determine given a class how likely ...
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1answer
16 views

Error propagation in a linear model

I am currently interested in learning more on error propagation. At the moment I am trying to find out how to calculate the uncertainty of a value that is obtained from a linear model. For the linear ...
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18 views

Single lagged PACF spike: Why select MA term in model and not AR term?

I'm trying to understand the specific choice of model in an example in the book "Applied Econometric Time Series" by Enders, chapter 2 ("Stationary time-series models"), section 7 ("Sample ...
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0answers
15 views

Selecting Model Based On Data Set

I am doing a project for class in which we choose a data set and use SAS to analyze potential models to predict the response variable. I ran an preliminary proc reg in SAS to determine which variables ...
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1answer
27 views

Parameter Inference when Model is a bad fit to the data.

I am working with gamma-ray data from the Fermi Satellite. The data has been binned into energy dependent maps of the sky -- e.g. three dimensions (energy, latitude, longitude) and is extremely high ...
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18 views

How to construct model for GLMM with repeated measures?

I'm trying to construct a model using a GLMM for my data. I performed an experiment where I exposed different subjects to 2 different treatments between 3 and 7 times (depending on the subject) during ...
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17 views

Standardizing Values to Compare Overall Modelled VS. Measured Results for Multiple Variables

I have a mathematical model that's designed to simulate average values of four different variables in a plant canopy: height, width, density, and height distribution. I ran the model for in a manner ...
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38 views

difference between Nash-Sutcliffe efficiency and coefficient of determination

Both can be used for an assessment of model accuracy, but what is the difference? formula for coefficient of determination, or R²: with: SSres= sum (yi - fi)² and SStot = sum (yi - ymean)² ...
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2answers
73 views

Specify order of ARIMA model using autocorrelogram

How can I, using the correlograms above, specify the orders of the ARIMA model? These are the pac an ac of the differenced time series. Using AIC and BIC, I can't seem te find a proper model. ...
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1answer
22 views

How to account for games and number of teams in share of points?

I am doing research on the relationship of income inequality on team performance in soccer. The team performance I measure through share of points, so the number of points a team got in a particular ...
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20 views

Interacting Terms

I am running a data analysis on a data set for a project and am not sure whether to make an interacting term based on my variables. My variables are: x1: northeast region of US x2: southeast region of ...
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2answers
58 views

How to validate my glm model

probably the title is not very clear but here goes : a built a gml model on my train set with model=glm(y~x1+x2) and now i'm predicting the output on the test ...
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0answers
8 views

How to model DeltaP data

I am trying to model "dirctional attraction strength" with the measure $\Delta$ P. This measure is defined on a contingency table of co-occurrences (words in my case): || w1 | ~w1 | w2 | a | ...
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37 views

Statistical Inference Under Misspecification

The classical treatment of statistical inference relies on the assumption that that a correctly specified statistical is used exists. That is, the distribution $\mathbb{P}^*(Y)$ that generated the ...
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21 views

Analyzing two different regression lines with independent and control variables

I'm working on a research paper evaluating the data on a regime’s violation of its citizens’ physical integrity rights and civil conflict. Below are excerpts from my paper regarding the following ...
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6 views

Does it make sense to exclude “good” predictions to understand the main drivers of difference between test and predictions?

With regards to the problem explained in this other question How to model the discrepancy between test result and prediction code, and find the main sources of discrepancy I've been asked to exclude ...
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How to model the discrepancy between test result and prediction code, and find the main sources of discrepancy

I have data about some tested machines, stored as a database with $\approx$ 300 observations, 40 predictors, 2 outcomes. The two outcomes (responses) are the result of the machine test for that ...
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0answers
9 views

statistics to use for a mobile based health intervention aimed to increase physical activity

I am trying to understand how a mobile application will increase the number of steps taken. We are measuring their BMI and waist circumference before and after 6 months and taking measurements of the ...
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1answer
45 views

ARMA-GARCH model initial parameters for optimizer

I am implementing a program to fit an ARMA-GARCH model to given data. My model parameters are optimised by maximizing the Maximum Likelihood function using a nonlinear algorithm. The algorithm ...
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1answer
17 views

Is it redundant to use moving average AND auto-regressive terms in an ARIMA model?

Seems to me they are by the following equation: $$(1-\phi_1B)(1-B)X_t = (1-\theta_1B)\epsilon_t$$ We could just divide both sides by $1-\theta_1B$ and not ever have to deal with lagged error? I'm ...
2
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1answer
43 views

Performing K-fold Cross-Validation: Using Same Training Set vs. Separate Validation Set

I am using the Python scikit-learn framework to build a decision tree. I am currently splitting my training data into two separate sets, one for training and the other for validation (implemented via ...
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2answers
60 views

Two variables significant independently, but only one in a model?

I want to see how temperature and precipitation correlate with number of fires. If i do correlations independently, both are statistically significant, r(temp)=0.5, p<0.05, r(precip)=-0.3, ...
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19 views

Training objective different from evaluation measure

Why is the training objective generally different from the evaluation measure in machine learning algorithms? Can we minimize the evaluation measure loss directly in training? Would that be helpful?
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31 views

Tough Analytics Question - Group vs Single

I have a single website with 2 tabs. Tab 1 = list of articles no filtering no particular order. latest article is posted at the top. lets say slot 1 to 50 where slot 1 = article 1... slot n = article ...
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9 views

Build several models or one model including all variables?

I came across this project where researcher is interested in the effects of variable A,B,C on dependent variable Y. So should I build a model include all A,B,C and potential interaction term to answer ...
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1answer
18 views

Interpretation of fixed effect coefficients for binary predictors with an unusual DV

I am new to R however, with some help from a colleague I have constructed my first random intercept mixed model using the lme4 package. The DV is AFL draft order (where being selected earlier in the ...
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0answers
16 views

Inproper model validation

Let us say that I have a data set D that contians N objects from K different species, words for example, where most of them occur one time. Now my advisor want's me to draw random samples with size ...
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0answers
6 views

Theoretically is model of error as erroneous as the erro itself?

I'm teaching a response model [i_1,i_2,...,i_n] --> <-1,1> i_n is <-1,1> I have chosen recurrent neural network but this might have nothing to do with my question. I will compare model with ...
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6 views

Do hypothesis-driven tests yield different conclusions depending on the order the models are computed?

whereas the AIC approach yields consistent results and is independent of the order in which the models are computed?
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12 views

How to interpret uninformative predictors that appear in a best-fitting model?

This may be a more philosophical/general question about how to interpret uninformative predictors (e.g. where confidence intervals overlap with zero) that are selected in a best-fitting model via ...
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26 views

how to check goodness-of-fit for linear mixed effects in spss

I use linear mixed model (in SPSS) to analyze data (do not know if it is normal or not). After analysis, I get residual, then I check residual by P-P plot to see the goodness-of-fit of this model, is ...