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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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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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 ...
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1answer
26 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
30 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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18 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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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
139 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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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
62 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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43 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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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
45 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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9 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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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
1k views

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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15 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 ...
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1answer
99 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 ...
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1answer
12 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 ...
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0answers
5 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 ...
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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
11 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 ...
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1answer
37 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: ...
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1answer
56 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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13 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 ...
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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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2 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
24 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 ...
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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
23 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 ...
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9 views

Situation based predictive and explanatory models

So the question I am about to ask can be very subjective however I will try my best to ask it in a way that will generalise based on different situations or datasets. I am not comparing predictive ...
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0answers
11 views

Regression and in- and out-of-sample testing for forecasting applications?

Suppose I have a dependent variable, Y, three predictors: X1, X2, and ...
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0answers
16 views

Modelling model parameters

I have sensor reading that I obtained from bunch of sensors deployed in a rectangular grid shape. The readings I obtained have a high degree of both spatial and temporal correlation. I would like to ...
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92 views

Pros and cons of time series models [closed]

Can anybody help me to figure out the pros and cons of time series models(AR, MA, ARMA, ARIMA, ARIMAX, ARCH, GARCH etc.)? I'm confused what models I should choose in what kind of circumstances. Thanks ...
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25 views

Could neural network models be used to model a data-set containing 4 inputs -> time, current, temperature, state of charge and 1 output -> Voltage

I have a battery measurements data-set containing 4 inputs -> time, current, temperature, state of charge and output -> Voltage Although I have mentioned time, the time values vary in sets of ...
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0answers
78 views

Variable selection vs Model selection

So I understand that variable selection is a part of model selection. But what exactly does model selection consist of? Is it more than the following: 1) choose a distribution for your model 2) ...
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0answers
24 views

General pipeline for model comparisons

Suppose I run a study where people respond to words, and I want to predict their response times to those words. I have several lexical predictors (e.g., length, frequency) and several semantic ...
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0answers
30 views

Help understanding a written statistics statement

can someone help me understand what my professor meant when he typed out beta^2*var(x)/(\sum_j beta_j^2*var(x_j)+sigma_u^2) as a way to compute the proportion of ...
3
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1answer
96 views

Using limited independent variables in a multivariable regression model

Further to my prior question on multivariable adjustment in regression models, using covariates which are available only for some cases, I have researched in some detail the main methods for limited ...
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0answers
56 views

How to interpret the high gap between test error and validation error

I am training a Shallow Neural Network: hidden layer has 200 neurons. I divide the data set into 3 parts: train_set,valid_set and test_set. In the training, I used the stochastic gradient with weight ...
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5 views

Multilevel model for contextual variable

I want to know if the socioeconomic level of the municipality of residence has an impact on the probability of pursuing long studies. I have been told to use a multilevel model for that, because ...
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1answer
66 views

lmer model simplification

I am trying to do model simplification looking at how different factors may affect distance. So I have snails kept in several habitats and I wanted to see if that affects how closely another snail may ...
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0answers
15 views

How to model a multiple continuous factor, single response between 0 and 1 experiment

I have a fractional factorial design experiment that varies 12 continuous factors high and low that result in a single response which is 0 <= y <= 1. The distribution of the response appears ...
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0answers
28 views

Alpha on Katz Backoff using Simple Good-Turing

I'm building an n-gram language model to predict the next word, I've implemented a simple Good-Turing smoothing on all my probabilities and have calculated the P0(mass probability of unseen event). I ...
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0answers
14 views

how to create baseline and forecast time series data

I am a statistics newbie and I have daily time series data for the last 5 years. The csv has two columns date and website session_count. To create a baseline, do you generally just take the average ...
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1answer
37 views

Model Decay of Random Forest, when does it require an update?

I have built a random forest model on a dataset with a large class imbalance, I have attempted to maximize area under the curve when predicting on the test set. I wish to make a suggestion on when the ...
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40 views

Best approach to predict Brent barrel price? (GARCH, TARCH…?)

I'm analyzing the Brent Barrel evolution over time (data attached to the question) from 1987 up to last week. It's weekly data, adjusted closing price every friday. I'd like to carry out some ...
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1answer
42 views

What statistical model to use?

I am looking for a what I think is probably a statistical analysis model. It could actually be a machine learning or fuzzy logic algorithm but my problem is that I know that I don’t know if it even ...
6
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1answer
229 views

How much is too much overfitting?

Conceptually, where do you draw the line between an overfit model and adequately fit model? It's clear that if your model is doing a couple percent better on your training set than your test set, you ...