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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14 views

binomial test for over-represented kmers in biological sequences - what is the right test?

Imagine you have a long string, like a genome, and you split it up into every overlapping word of size n. This is called a kmer. ...
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40 views

Interpretation of $\theta$ in negative binomial regression

First off, a very similar question has been asked before. But the answers to this question did not explain what high/low values of theta mean. Here's my crack at trying to figure out what high/low ...
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23 views

Model loyality effect of returning customers

I have customers which book an offer about once a year. I'd like to determine if there is a "loyality effect" - i.e. a customer from this year is more likely to book next year again. I can see that ...
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1answer
22 views

Zero-inflated negative binomial model for true zeros

The zeroinfl function in the pscl package in R assumes that zeros include both false zeros and true zeros. I have a zero ...
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1answer
68 views

Model selection: where to start? [closed]

For a general modeling problem, there are literally at least a dozen choices of statistical and algorithmic models to choose from. Off the top of my head, choices could be: regression (and its ...
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2answers
41 views

Difference in predicted value using two different methods

Take these two vectors: ...
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1answer
37 views

Choosing between two parameters in a model

I have a few parameters that are related (let's call them X1 and X2), and I want to use whichever one will provide the strongest model. The model has many other parameters. Would I simply be able to ...
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31 views

Point Estimate of normally distributed threshold parameter with unknown mean and variance

I'm new to Bayesian analysis an applied what I learned in John Kruschke's book to simplified versions of a model I previously fitted with non-Bayesian methods. For those simplified versions, even ...
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1answer
30 views

Is it acceptable to not include high-order interactions (3-way and above) in the model when they are not by themselves of interest?

Is it acceptable to not include high-order interactions (3-way and above) in the model when they are not of interest and not part of the hypothesis that is being tested? NB. I am not talking about ...
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2 views

True discovery rate or intrinsic sensitivity?

I'm trying to evaluate my species distribution model by the rate of discovered\predicted localities. For example, my model at a stated threshold predicts 50 grid suitable cells. Then, after field ...
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2answers
68 views

How to predict the amount of data needed for modeling?

Is there a way to estimate the amount of data (or the number of records) required to build a statistical model? I read few blogs and I feel that most of the responses concur that there is no way or ...
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13 views

What are possible theories/models to describe social influence based on frequency?

I am working on social influence based on frequency, meaning if a person repeatedly appears at a location many times then he/she is more influential at that location. In other words, he/she can ...
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1answer
49 views

Prediction vs. Explanation and its Effect on Statistical Methods [duplicate]

In layman's terms, what is the difference between predicting and explaining in statistics? I was looking for the differences between AIC and BIC and found this post with an answer stating: My ...
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9 views

STEP BY STEP approach to learn LDA (Latent Dirchlet Allocation)

I have an urgent need to understand Latent Dirchlet Allocation (LDA) for Topic Modeling. I tried several sources, but it seems I do not have required knowledge to learn this. My statistics knowledge ...
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29 views

R: Is it possible to estimate the poisson noise?

I have a dataset of many discrete counts (RNAseq read counts per base), which contain both real signals and background noise. The noise is random, and should be poisson distributed. What I would ...
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20 views

ARMA(p,q) model interpreting PACF and ACF

Here I have two time series (ACF, PACF), one on the left and one on the right. I have difficulties interpreting the results. Both PACF/ACF couples look the same and I can't distinguish any geometric ...
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27 views

Logistic vs. Linear regression for recovery rate modeling

i am trying to model recovery rates in my data that are in the range of (-.1,+1). Around 8% of my observations are negative too. Broadly, below is the dist.: RR<0: 8% RR=0: 30% RR>0 and ...
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1answer
46 views

Post hoc selection of important features in random forest?

I want to guarantee a parsimonious random forest (few features used). What are methods to do this? It was suggested to me to get the feature importance after the model was created, and then create a ...
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6 views

Looking for catalog of “mechanism classes” that give rise to specific curve shapes

(I apologize for the length of this post. I don't know how to frame the question more succinctly.) I have some experimental data, in the form of a collection of curves with fairly little noise, ...
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1answer
50 views

Autoregressive distributed lag models ADL(p,q) determining amount of lags

I would like to know how I can determine the appropriate amount of lags in Matlab or another statistical package. I'm getting confused with VAR models and ARMAX models all the time and I'm a little ...
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0answers
8 views

Different sufficiency condition for Goods and bads

I am building an underwriting model for a bank with the following construct Development Sample Window - Accounts opened before Jun'13 (i.e. have completed atleast 12 months as of Jun'14) Bad ...
2
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1answer
29 views

Predictive Model from Counts Data

I have some data that is the number of times a person visited a doctors office over a course of $5$ years. I want to create a model that would be able to predict the most likely number of counts that ...
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0answers
11 views

How do current image-to-3D model systems work?

I understand that at least one system for automatically modeling 3D objects from image data exists. Autodesk appears to have developed a good method. Does anyone know the basic structure and ...
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1answer
20 views

Bidding Collusion Question: Probability of Identical Bids

I was asked this question. My initial conclusion is that there isn't enough information to calculate the probability. I would appreciate it if anyone could provide provide their insight. Scenario: ...
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1answer
33 views

Control variables- Difference in Difference

I am carrying out a difference in difference estimation. Regarding control variables addition I am kinda confused. Am I to add control variables which affect the dependent variable or control ...
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29 views

Interpreting the Johansen cointegration test output

I am running the Johansen cointegration test using 2 non-stationary time-series, as suggested by the literature. The output I got is the following: ...
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1answer
46 views

Linear Model or Logistic Model: Can Someone Recommend a Book?

I have a huge data set that looks roughly like this: ...
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2answers
52 views

Is cross validation for validating a model or for selecting best model in different kinds of models?

I am confused about the concept of cross validation and its usage. As I read about cross validation before, it is a way of validating a model. I did cross validation in my project (developing ...
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1answer
66 views

What resolution should I be using for residuals vs fitted values plot from a linear regression?

I made this linear regression that shows how well estimated animal locations (longitude) predict actual animal locations. ...
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13 views

Artificial distribution to best match an actual one

There's a problem I am struggling to solve, if anything because I can't find the right angle from which to attack it. It's basically a fitting problem, and possibly a topological one, although I'm not ...
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1answer
51 views

What statistical method to correct systematic error in the output of a economic optimization model?

I am working with an economic optimization model which attempts to model the dynamics of a certain commodity market (prices, quantities, production etc.) for different frequencies (monthly, quarterly, ...
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58 views

Arima function doesn't consider seasonal components

Currently trying to fit several models to some data sets in order to find an accurate enough one, I ran into some difficulties with the Arima function of the ...
2
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1answer
41 views

Is positive coefficient of price correct in a multiple regression model

I am currently undertaking forecasting of energy sales (kWh) for our industrial customers. From historical data gathered from 1993 to 2013, a graph of price per kwh against sales kwh shows a positive ...
1
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1answer
33 views

Geodesic distance and mean

My data-set consists of points in globe. Suppose a User visits locations $l_1,l_2,\dots l_n$ (each location in $(lat, long)$ in the city with probability $p_1,p_2,\dots,p_n$ and I want to calculate ...
1
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1answer
26 views

Model specification with Deflators: methodological question on forecast model

I am trying to build a model to predict one year ahead Earnings per share $(t+1)$ based on variables in year $t$. I’ve seen a lot of models in practice that use the following methodology: ...
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23 views

VARMAX model in R

Is there a function in R that estimates the VARMAX model? There is one for a VARX (MTS package), but I didn't find one that works with the MA part also...
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1answer
34 views

Simulate data by using existing dataset

I have a complete dataset with input variables and response variables. I would like to perform a simulation where I give the input variables and generate randomly the response variables. Is there a ...
4
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1answer
96 views

Model with non-linear transformation

I don't understand this concept well and need help. I was choosing whether to use a linear model or apply a non-linear transformation in my model formula. To do a diagnostic, I quickly plotted my ...
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1answer
40 views

Specifying lag in `dlnm` when passing arguments to `crossbasis`

I am using the dlnm package to build a finite distribute lag linear model. I intend on testing the model-fit based on various lag levels to assess which lag is ...
1
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1answer
60 views

How can I (Should I?) use logistic regression/the logit function to predict outcome of a tennis match in a simple simulator?

I am trying to create a tennis simulator. Specifically I am trying to make a 'random' simulator so that I can see how many times streaks of wins or losses occur, and then compare this to historical ...
1
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1answer
47 views

Regression on wavy angular data?

I'm a newbie at stats/machine learning so please bare with me. This plot is a result of an experiment that attempts to find the perceived angle of a stimulus. The stimulus is placed at a position ...
1
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1answer
65 views

How to capture & present lm model output from R

After running iterations of lm() in R, I am now stuck with which components of the model's output to present and how to present them. I know that the $R^{2}$ value, ...
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2answers
56 views

What does initial level of GDP mean?

This might come as a very trivial thing and way below standards of this group but I am struggling to figure out what do the authors mean when they say that they have used initial level of income in ...
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1answer
16 views

Alternative to MAPE when the data is not a time series

I have a data set where many of the actual values are zero, so I can't use MAPE. It's not a time series, so I can't use MASE ala our very own Rob Hyndman. Is there another alternative to MAPE that I ...
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0answers
25 views

Overly-sensitive goodness of fit measure: where did I go wrong?

I'm using the chi-squared goodness-of-fit measure to evaluate instances of a fairly complicated model, but the evaluation is unbelievably sensitive to small variations in the model parameter values. ...
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0answers
9 views

How to model my data into a probit

I am beginning my thesis, and I need some advice. I am trying to estimate a probit model. The binary dependent variable is employment status, and the independent variables include network size, age, ...
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0answers
33 views

Estimating a distribution from a dataset with multiple parameters

How would you go about solving the following problem? You're an insurance company who writes workers compensation policies. You want to build a probability distribution for the number of annual ...
0
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1answer
9 views

procedure of statistical modeling of sample

I never did the statistical modeling of sample. Usually i was engaged in common statistical procedures(descriptive statistic, correlation, regression, factor analysis and so on). Now i decided find ...
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0answers
31 views

Naïve Random Walk Model as a Benchmark for Predictive Model

I constructed a predictive model for $Y_{i,t+\tau}$ for $\tau=1 to 3$ using panel data with firm and year observations: $Y_{i,t+\tau}=a+bX_{i,t}+e_{i,t+\tau}$ and i'm trying to measure the ...
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0answers
51 views

Estimation parameters for latent (unobserved) variable

Here is my problem: I have 3 variables $X,Y,Z$ : $X$ is the number of clicks we observed on an web advertisement; $Y$ is the number of time a customer do a sign-up on the website after clicking ...