A statistical model is a formalization of relationships between variables in the form of mathematical equations. A statistical model describes how one or more random variables are related to one or more random variables. The model is statistical as the variables are not deterministically but ...

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How to model the problem of predicting failure in Server Clusters

The problem goes as follows - There is a cluster of Servers. Whenever there is failure/anomaly in any of the server, a report is logged. Some of the features of the log report are Time of Failure ...
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0answers
16 views

Dealing with partially observed variable in the model

I am trying to examine the impact of state house prices on the outcome variable (say Y) measured at the individual level. My hypothesis is that the impact will differ depending on whether you are ...
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1answer
14 views

Comparison of time series models

I'm trying to create a model for a series $X = \{X_1, X_2, ...\}$. I don't assume that the $X_i$ are identical distributed nor that they are independent but at least that they have something in common ...
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12 views

Interpreting an apparent inconsistency - fitting regression models on subsets suggested by an interaction

Say we learn a linear regression model with three continuous predictors $X_1$, $X_2$, and $X_3$ (along with interaction terms $X_1X_3$ and $X_2X_3$), for some variable Y. The fitted model suggests a ...
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14 views

Lognormal and radial

Is lognormal distribution a class of radial distribution? P.S Gaussian, truncated Gaussian are all classes of radial distribution.
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11 views

On the difference between parameter driven models and observation driven models

Could I have an explanation on what are parameter driven models and what are observation driven models as categorized by Cox (1981) in Statistical analysis of time series: some recent developments ...
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14 views

The score of a dynamic model is a martingale difference sequence

I am going to write down some parts of Dynamic models for volatility and heavy tails by Andrew Harvey (2008) with my comments in bold and then ask for an alternative explanation of the final part. ...
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0answers
9 views

Modeling Disaggregation

I'm going to try to explain my problem as simply as possible, but if there's any clarification needed please let me know. Essentially, I'm predicting that I'm going to sell 100 units total across 5 ...
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1answer
33 views

Why the discrepancy between the classic definition of contrast and that in R

According to Wikipedia, contrast is defined as follows: Let $\theta_1$,$\ldots$,$\theta_t$ be a set of variables, either parameters or statistics, and $a_1$,$\ldots$,$a_t$ be known constants. ...
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24 views

Trend modelling interpretation

I have estimated the following two models: $$ Δy_t=0.015-0.410Δy_{t-1}-0.220Δy_{t-2} $$ and $$ Δy_t=0.400+0.00145t-0.150y_{t-1}-0.325Δy_{t-1}-0.220Δy_{t-2} $$ (Note that $y_t$ is the log of monthly ...
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58 views

Is it possible to use several interaction terms?

I came across this equation when I was reading the article: $$\textrm{Y} = \alpha + \textrm{X}_1 (\beta_0 + \beta_1 \textrm{X}_2 + \beta_2 \textrm{X}_3) + \varepsilon$$ At least, I can understand ...
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1answer
35 views

Dependence of Error: Does it matter for data-driven models?

Linear regression assumes that the errors of the response variable are independent of each other. Lets assume that a data-driven model like a random forest or multi-layer perceptron is trained/formed ...
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35 views

How good is my computer aided diagnosis system vs the expert?

I have developed a systematic method that attempts to quantify the amount of disease present in medical images. E.g. % area abnormal. In my dataset, I have healthy people with no disease, and people ...
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0answers
26 views

The infamous cross device identification and how to go about it

I am trying to work on a cross device user identification problem wherein I have mobile data,that is apps visited and mobile attributes; as well as browser data via cookies, that is websites visited ...
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0answers
6 views

Finding the ratio of value factors in telecom

Before reading this i know the question i asked can be answered based on our strategies, but i'd like to know the methods of quantifying these strategies into numbers. I'm doing subscriber profiling ...
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0answers
12 views

Modeling complex mechanism with regression (or similar method)

There are six variables A, A', B, C, D, and D' and they are related as shown in the figure below. I want to know the effect of A on C through B. I firstly thought to use 2SLS, but since A and C are ...
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0answers
16 views

Comparing probabilities of two predictive models

Someone has already asked this question. But it is not answered. I have 10 logistic regression models for 10 different product categories. Then i need to come up with the best product to be offered to ...
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1answer
50 views

Disadvantages of uncertainty in modeling

I am preparing a presentation, my work mainly concentrates on uncertainty and sensitivity analysis. I was wondering if I can convince my audience by the importance of studying uncertainty in modeling. ...
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0answers
58 views

Linear Mixed model with lmer in R. How to formulate the within subject factors?

I would like to know which of these formulas is better for answering my research questions (see below) and explain why, or maybe someone can suggest me another one. ...
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14 views

Complicated joint distribution with constraints on the ratio

I'm trying to create random draws of pairs of numbers based on desired distributions of the numbers and the ratio of the two numbers. Let me explain in more detail, although I apologize if my notation ...
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0answers
12 views

How to calculate the probability of a sample to get a specific pattern, given all samples and features?

I have a data aggregation tool, which collects information on many samples (clusters of molecules in this case). So it can create a sparse matrix of NxM binary values (N answers of 0 or 1 for M ...
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30 views
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0answers
12 views

Allocation of product with ANOVA or something else (?) in R - what direction and tests to use?

Assuming a very simplified view of my data looks like this: ...
2
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1answer
22 views

Statistical Modeling with the combination of two models

I'm having a modeling problem now. Assume we have discrete random variable Y and continuous random variables X and Z. First, we assume a logistic regression between Y and Z.(Assumption One) Also, we ...
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33 views

About the appropriate regression model

I have a quantitative dependent variable and all my explanatory variables are qualitative (binary or multi-category). I need to analyze the impact of each level on the dependent variable. I also need ...
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0answers
39 views

Which estimation technique should I use?

I have time series of six variables from 1973 to 2012, where poverty head count ratio (HCR) is taken as dependent variable. Consumer price index, GDP growth rate, population growth rate, revenue ...
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2answers
92 views

Regression multiple customers per month

I have a file with sales for one complete year. Multiple customers, month number and total sales (per customer): ...
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0answers
35 views

Is my Sales growth dependent on Commissions/Discounts and how do I analyze this in R?

We are capturing sales data by time series (Month by month). Some of the items have commissions and some have discounts and others have both commissions and discounts. Is it commissions or discounts ...
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9 views

Seasonality in Modeling Population

To conquer the effect of seasonality in data, it is recommended to take multiple sample windows, with each having equal performance window. Question - Should we discard seasonality faced sample ...
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28 views

Smearing estimate for cubic root transform in linear regression

I am building a cost model with cubic root transformation of the cost. Hence dependent variable is (cost)^(1/3). Now, am at a stage where i need to re-transform the predicted value to the actual cost. ...
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17 views

Number of candidate inputs that can be handled by different modelling techniques

Am I correct if I say that some modelling techniques can handle better a larger number of candidate inputs? (If we hold the number of observation constant). Let's say I put around 60 different ...
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1answer
30 views

Best way to combine information from different models

I have 3 models using different methods for the same outcome and predictor variables of a training set. I can apply these models to a new test dataset for predicting outcome variable. Is it a good ...
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26 views

In a EI RxC model, how can I incorporate additional external information?

I'm fitting an ecological inference RxC model, such as described by the Rosen et al. (2001) paper and implemented by the EI R package. I'm estimating voice transfer from the first round to the second ...
4
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2answers
339 views

How can the “anti-correlation” between these two curves be shown?

I'm looking at data defined on a given feature with respect to two measures. Whilst both measures are defined on the same domain, both measures are defined on different ranges, so, with a view to ...
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0answers
11 views

How do I account for non-independence in occupancy modeling?

I have conducted a survey to look at why badgers are visiting some gardens but not others. I have data on badger presence / absence and garden features that might influence badger presence in that ...
3
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2answers
80 views

Model Selection in Statistics

I have been told not to look at significance level, or not to use forward/backward selection using BIC/AIC for model selection. Let's say, I have 100 survey data with 11 variables and I want to see ...
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22 views

Poisson Regression - missing data, imputation, distribution of fitted values

I'm working on a school project concerning Poisson regresion. I'm trying to build a model for number of cars in household base on American Community Survey. Among explanatory variables are value of ...
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3answers
55 views

Question regarding form of a cost function while training a model

I am beginner in Machine Learning and I am very interested in modelling, simulation and all this jazz :) One of the basic idea I learned so far is the use Cost Function and its minimization in order ...
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9answers
2k views

Are we exaggerating importance of model assumption and evaluation in an era when analyses are often carried out by laymen

Bottom line, the more I learn about statistics, the less I trust published papers in my field; I simply believe that researchers are not doing their statistics well enough. I'm a layman, so to ...
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3answers
72 views

What kind of statistical test is appropriate for this?

Variable X designates a group label (group 1, group 2, etc). Each group represents an amount of time spent watching TV. For example group 1 might watch TV less than an hour a week, group 2 watches 1-2 ...
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17 views

what method for regression on pourcent

I would like to predict/model a repartition between 3 classes (A,B,C). I have a pool of person, and for each pool I have a repartition : A+B+C = 100% this could be my dataset : ...
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0answers
37 views

I keep getting the error “iteration limit reached” when using LME

I'm trying to model the effect of island size and island isolation on species richness using a LME. However I'm getting this error message "iteration limit reached". ...
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0answers
13 views

Which model approach for data with timings and signals

I have a data set of times, signals and their values. The signals have values from A1 to A6. The first 25 data points of the record are as follows: ...
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0answers
10 views

Characteristic Analysis : Variable Stability

What is the calculation of "Score Points" in characteristics analysis report (model stability analysis)? Is it the average of predicted probability falling in a particular variable cohort?
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0answers
23 views

Have I interpreted the effect of a confounding variable correctly?

I'm interested in whether feeding rate differ between two species of birds, Species A and Species B. However, tide also affects their feeding rate, and so tide is a confounding variable. In the plot ...
0
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1answer
44 views

How to treat variable in logistic regression?

I have a variable I do not know how I should handle my logistic regression. The variable is the number of registered students each semester. If I plot it against my binary outcome, I get the following ...
3
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4answers
262 views

How does linear regression use the normal distribution?

In linear regression, each predicted value is assumed to have been picked from a normal distribution of possible values. See below. But why is each predicted value assumed to have come from a normal ...
6
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2answers
117 views

Back-testing or cross-validating when the model-building process was interactive

I have some predictive models whose performance I would like to back-test (i.e., take my dataset, "rewind" it to a previous point in time, and see how the model would have performed prospectively). ...
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0answers
14 views

Local Sensitivity Analysis

I am tring to have a comprehensive idea about sensitivity analysis. I found numerous papers, books, and serves about global senstivity analysis methods. Coming to the local sensitivtiy Methods, I try ...
1
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1answer
38 views

Models for fat tails

I am trying to model stock returns and I thought it would be interesting to make a comparison between some well-known models. Could anyone name some well-known models that are used in the presence of ...