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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5answers
973 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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0answers
13 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
26 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
votes
1answer
94 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 ...
0
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1answer
10 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 ...
0
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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 ...
3
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1answer
28 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 ...
0
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0answers
10 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
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: ...
4
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1answer
54 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 ...
0
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0answers
10 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 ...
0
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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.
0
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0answers
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) ...
0
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1answer
23 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 ...
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 ...
0
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0answers
21 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 ...
0
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0answers
6 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 ...
0
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0answers
9 views

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

Suppose I have a dependent variable, Y, three predictors: X1, X2, and ...
0
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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 ...
2
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0answers
61 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 ...
0
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0answers
23 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 ...
3
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0answers
69 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) ...
0
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0answers
23 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 ...
0
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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
93 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 ...
0
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0answers
52 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 ...
0
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0answers
4 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 ...
1
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1answer
53 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 ...
0
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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 ...
0
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0answers
17 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 ...
0
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0answers
11 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 ...
1
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1answer
33 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 ...
0
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0answers
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 ...
1
vote
1answer
41 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
votes
1answer
221 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 ...
0
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0answers
7 views

Predict ranges for 2 predictor variables on basis of response variable in time series

I have 3 time series (concentrations of different compounds across the course of an experiment): A, B and C. During the experiment, I can manipulate levels of A and levels of B to keep levels of C ...
1
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0answers
27 views

What statistical method should I use to model data?

I am trying to model a continuous numerical variable using a binary fingerprint (0 and 1)- I have used decision trees to model this, is this the best method to use? If not, what method would be best ...
0
votes
0answers
32 views

Why does the intercept ($\hat{\beta}_0$) change when adding a new variable $X_2$?

I got this problem while I was studying econometrics for my next midterm... It´s true that in a regression model with a variable $X_1$, adding a new one $X_2$ changes the coefficient of this first ...
0
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1answer
17 views

Linear Regression issue with model evaluation

Of these below 3 models output , though model 3 has a insignificant value in it , it has higher r square value and lesser F stat compare to model 2. In Model 2 though both variables are significant, ...
1
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1answer
43 views

model fit in logistic regression

I have developed a model for simple logistic regression with 1 independent ordinal variable and 4 binary independent variables. The model gives 64% correctly predicted cases, a Nagelkerke r2 of 12% ...
0
votes
1answer
67 views

Interpreting Coefficients of a Linear Model

I'm having difficulty in interpreting the results of a linear model. I have two categorical: States (AK, IL, MO, KS) and Roads (Con, Cem, Mud) and one continuous predictor variable (Days). My response ...
0
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0answers
14 views

Interpreting model coefficients containing logged, scaled and scaled-logged variables

I'm interested in interpreting estimate/coefficient results from a linear model where the dependent and independent variables are all scaled and the dependent variable is logged as well as some of the ...
0
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0answers
15 views

Model for predicting failure in logistics

I am trying to help a healthcare logistics firm operating in a remote area to identify health clinics that are more susceptible to logistics failure than others. I have three types of variables: ...
0
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0answers
5 views

Compare whether two models with different output units agree with each other

I am trying to model whether a location is good for cultivating a crop. I have 7000 locations and I constructed two different models: first model gives me the probability of presence of a crop ...
3
votes
1answer
90 views

Fitting power function to data

I am trying to implement an MH algorithm to fit a power function to my data. The power function has the following form: $\hat{y} = a * x^b$ The data are assumed to be normally distributed ...
0
votes
0answers
7 views

In a simultaneous equation model, is it possible to predict dependent variable even if an equation is not identified?

I don't think so, but I was wondering if there's a one off case where such a prediction is indeed possible.
0
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0answers
8 views

AMOS show significance of standardized regression coefficients

Can AMOS show level of significance (* or **) for standardized regression coefficients in the output model? And is there a possibility to give AMOS a cutoff for which coefficients not to show (i.e. ...
0
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0answers
32 views

Realistic Test Data Generation

I search for some literature or references, or also only some tips for the topic of test data generation that is realistic and what it means to the data to be realistic. Example Questions that are ...
1
vote
1answer
53 views

Calculating R^2: two different results depending on method

So I've fitted a linear trend to my data and calculated R^2 in two different ways (in Matlab), one is using corrcoef and the other is "by hand". These return ...
1
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0answers
18 views

Design on irregular domain

I am trying to get a design over some input parameters for a computer model, saying an input vector $X=(X_1,...,X_k)$. The domain of $X$ is irregular, not a hypercube (so I guess conventional Latin ...