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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16 views

Cointegrated Vector ARMA (CVARMA) Model vs. Dynamic Factor Model (DFM)

Two questions regarding the equivalence (or lack thereof) of vector error correction model (VECM) cointegrated vector ARMA model (CVARMA) and dynamic factor model (DFM): Can every VECM CVARMA be ...
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30 views

Linear regression vs additive modelling, any meaning when linear modelling has higher accuracy?

I have a simple question. Is there any important meaning when non-linear modelling (general additive modelling such as gamm in R) has lower accuracy than linear modelling? some useful plots are ...
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22 views

Reference for the idea that a simpler model can be used when the range of data values is smaller

When we build a statistical-physical model, generally, a simpler model can be justified when the range of data-values is smaller. I can't be the first person to use this idea, but I also can't find ...
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3answers
50 views

Good applied text for linear regression

I have a pure math background and am now studying statistics. For additional study in my linear regression and time series class, my professor suggested a more applied text rather than a higher level ...
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32 views

Optimally distributing sports tickets to customers

I work for a business that has a certain number of sports tickets to distribute to customers and potential customers every year, and I've been asked to develop a model that will give insight into ...
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18 views

Need to forecast a small data set. Suggest best method to go about

Hi I have sales data for previous 3 years(6 half years). I need to predict / forecast the sales for next 1-2 years. Tell me which method / model I should use. As always sales dependent on country ...
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1answer
35 views

Can someone look at my method for fitting a GEE to my data?

I’ve been doing some statistical analyses in R on some data. It’s for use in a manuscript I’m hoping to get published in a biological journal. Unfortunately, the tests I ended up having to run are ...
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20 views

Best way to examine mortality tables?

I have a set of tables containing mortality rates (hazard rates) and I want to see how well these values reflect the influence of the covariates (age, sex, issue year, etc.). I also have actual ...
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0answers
20 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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1answer
45 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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24 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
42 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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0answers
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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0answers
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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0answers
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
53 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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0answers
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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0answers
30 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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0answers
22 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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0answers
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
47 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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0answers
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
55 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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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 ...
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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
12 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: ...
1
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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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0answers
34 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
47 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
54 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
76 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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0answers
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 ...
0
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1answer
55 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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0answers
64 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
46 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 ...
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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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0answers
28 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...
0
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1answer
36 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
98 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 ...
0
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1answer
48 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
64 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
49 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 ...
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1answer
69 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, ...