# Tagged Questions

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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### What is the meaning of “All models are wrong, but some are useful”

"Essentially, all models are wrong, but some are useful." --- Box, George E. P.; Norman R. Draper (1987). Empirical Model-Building and Response Surfaces, p. 424, Wiley. ISBN 0471810339. What ...
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### Distinguishing events from different periodic sources

I have records of the time stamps of events coming from a small number of independent sources. Each source $S$ issues events at a given period $Ts$. Due to some jitter the time intervals between two ...
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### BMI at baseline & followup with exposure at baseline; model change or BMI at FUP? Control for BMI baseline?

For a prospective occupational cohort where everyone is exposed to one or more chemical agents, examining BMI at follow-up compared to a specific chemical exposure at baseline, is it necessary to ...
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### Modelling rainfall to size storage tanks

I have daily rainfall data for a given site going back about 30 years. I have a building with an average daily demand for water of $L$ litres and a catchment of $A$ m$^2$ with a runoff coefficient of ...
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### Modelling two correlated variables

I wish to simultaneously predict two correlated time series. Here is a plot of one time series against the other: At the moment I have separate linear regressions for both of them which rely on ...
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### jtest vs coxtest

In library "lmtest" The jtest and coxtest functions are used to see if two non-nested models are equivalent. According to the help function: ...
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### How to identify a new pattern in a URL with a machine learning algorithm (Text mining)

I am trying to identify new patterns after analyzing a number of URLs. So let's say, I am investigating the hypothetical website Yoohle.com and their URLs have the following structure. domain = ...
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### Can you see any S-curve in the scatter plot [closed]

two variables >>> scatter plot >>> relationship >>> ? S-curve! 1) any S-curve? 2) S-curve? 3) if S-curve no scatter plotting? 4) linear correlation=0.85 >>> meaningless? 5) explain the relationship ...
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### Fitting models in R with time restriction on coefficients

How should I define a model formula in "R", when one (or more) exact linear restrictions binding the coefficients is available. Equation: y = b1*x1 + b2*x1 where y = b1*x1 for t < t1 and y = ...
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### What model can I use to describe the following time-series?

I'm wondering if someone might be able to help me locate an appropriate model for the following two time-series (the cyan and blue one, the reds are rolling means). I'm looking more for a general ...
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### Comparing models using anova() function in R

From the documentation for anova(): When given a sequence of objects, ‘anova’ tests the models against one another in the order specified... What does it ...
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### Models for learning acquistion process

Imagine such a memory test for a mice. The mice performs an experiment $E$ with two possible issues $0$ (failure) and $1$ (success). If the mice gets $1$ it is "rewarded", if it gets $0$ it is ...
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### Given a response variable and 7 parameters. How can I find the function of these 7 parameters which outputs the response variable

I have 7 parameters and an associated output of a system. How do I describe this system? I wish to accurately predict the output given by tweaking the input parameters? I am not a stats person, so ...
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### Local sensitivity around the maximum

After having inferred a statistical model for my physical system $Y=f(X_1, \dots X_n)$, I want to estimate the local sensitivity of each variable $X_i$ (one by one) around the point of maximum ...
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### Trying to fit a model after detrending

I have data for Hydrogen Sulfide Series, see here http://www.wikiupload.com/Y4WAZJ4Z0IMTK7V I applied a Box-Cox Transformation with $\lambda =1/3$ to try to stabilize the data. I plotted a few sample ...
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### Modeling revenues of products in many classes

I am doing product classification that classifies product descriptions into one of thousands of classes. I design a classifier that compute misclassification cost based on the product's expected ...
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### Question on the usage of regularization in applied statistics/science

I was reading the paper A significance test for the lasso'' by Lockhart, Tibshirani et al and was considering the issue of applying regularization in the applied sciences (for example, behavioral ...
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we use models with multiplicative interaction effects when relationship between independent variable and dependent variable are non-additive. My question is, Are all models with multiplicative ...
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### Pattern of events that leads to a goal

I am not a statistician, so go easy on me here... I have collected lots of data on the behaviour of customers in a shop. A customer will enter the shop and a series of events will then take place ...
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### Do I apply delta method correctly?

I'm no mathematician, so please consider the whole explanation as a subject to criticism and optimization. I'm trying to build a model and calculate an estimate of error variance for the following ...
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### How do I fit a constrained regression in R?

I have a formal model from which I'm deriving some parameters that I would like to estimate. I haven't done this kind of thing before, and I'd like to have some help to solve this issue in R. I ...
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### How helpful is a quant job in Goldman Sachs for later PhD in Machine Learning?

I am a masters in Computer Science and am interested in pursuing a career in Machine Learning, possibly academic, in the long run. I have been offered a position related to Financial Modelling at ...
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### Probability model for repeated survey data

I'd like to find a suitable probability model but I'm not sure if the one I've thought of makes sense. The intention is to apply a Bayesian analysis to survey data which has been sampled twice. The ...
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### How can I estimate a score for my users, on if they will match ad campaign criteria?

I have ad campaigns that I want to display to users. Each one has criteria a user must meet in order for them to be valid for the campaign. For example, "User must be in the USA", or "User must like ...
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### What is the explanation for a regressor losing statistical significance when a high leverage point is dropped?

I'm currently working on an Econometrics project and I've come to a point where I've dropped a high leverage point as identified by cook's distance and a leverage plot (had observations that were ...
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### Time series prediction - what is Autoregressive Tree model ? (Python)

Our problem: model evolution of values of a continuous variable over time. I came through a paper presenting an approach for predicting the next values for a time series. Whereas ARIMA model is more ...
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### Is there any reason to prefer a bayesian model with few variables?

I have two alternative hierachical bayesian models that were designed to the describe the same process (from a high-level point-of-view). Both model provides comparable (but not identical) inferences ...
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### how to deal with a very predictable variable - but very small sample - should I keep them ?

I am doing modeling for say response y ~ a+b+c+e+f.. x+y+z ( say I got model for decision tree ) if my dataset is big, say 1M records : I have a-z independent variables , but having x,y,z are ...
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### Fitting models to empirical data: do fits for random samples converge on the true fit?

I'm trying to fit a mathematical/theoretical model to empirical data, but the dataset is impractically big to fit all at once. (Specifically: I'm fitting a power law model using the methods of ...
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### Factor intercorrelations and model design

Having done an exploratory factor analysis (SPSS), what exactly can I infer from the factor intercorrelation table that is output after the factors are extracted/rotated? If two factors are ...
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### Generalized linear model with autocorrelation, offset and poisson/nb family?

My data consist of daily counts of patients with certain disease (respiratory disease), their residency area, sex, age category and smoking prevalence in each area. I want to model these counts with ...
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### Do we normalize too much? [closed]

Yesterday i read this blog post Predictors, responses and residuals: What really needs to be normally distributed? and I wonder what do you think about it. Personally I totally agree with the ...
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### What is the relationship between R-squared and p-value in a regression?

tl;dr - for OLS regression, does a higher R-squared also imply a higher P-value? Specifically for a single explanatory variable (Y = a + bX + e) but would also be interested to know for n multiple ...
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### Formulation of a nearly linear model

I try to fit a model of the following form $$Y = (\beta X - Z)^+ + \epsilon,$$ where $Y,Z \ge 0$ and $X,Y,Z \in \mathbb{R}$ and $(x)^+ = \max(x,0)$. Note that $Y,X$ and $Z$ come from a sample, ...
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### Interpretation of coefficients in a GLM

After a bidirectional step wise, I have the following generalized linear model: Y = -8.18 + 1.18 v1 - 7.32 v2 In a simple linear model (with one explanatory ...
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### How can I measure which function is a better fit to a set of datapoints

The problem is from here. Namely, I have set of data points ...
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### Nested outcome categories in a multinomial logistic

I’m modeling a target-shooting video game. A player can shoot and hit the target, shoot and miss, or switch weapons. For simplicity, the outcomes are HIT, ...
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### Non-normality and heterogeneity in ANCOVA

I am performing an ANCOVA. My dependent variable is the number of days a student is absent from school. As one can imagine, this variable is not normal, so I performed a log10 transformation. When I ...
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### Code for evaluating perplexity of an LDA topic model

I'm working on a research project where we are trying to assess model fit improvement of our LDA model (the basic Blie et al., 2003 LDA approach). I'm looking for code that allows us to assess the ...
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### Decision tree model evaluation for “training set ” vs “testing set ” in R

So I got my training set with 70% of my data called "train" / 30% "test" I use ctree to get my decision tree model with something like this code below : ...
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### Treating multiple Dichotomies combined?

Let's say I am interested in choosing a new country $c_1, \ldots, c_k$ to live in. For some reason I can only apply to one country and only once. I know for each country a set of 2000 observations ...
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### Non-exclusive categorical model

I have a project to model users with characteristic tags (e.g. runner, cyclist, swimmer, vegan, pianist) in order to correlate user behaviour to these labels. Obviously a user can have multiple ...
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### Scorecard logistic regression — include or omit credit grade?

I am using logistic regression to create a credit scorecard from past loan data. We will not approve loans in the future if the applicant has an insufficient credit score (no credit or insufficient ...
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### Relation between different ML models

Is there a paper or book that talks about the mathematical relation between different machine learning models - how they are different and how they can (sometimes) be equivalent? For instance ...
179 views

### Definition of simultaneous equation modelling

I have been asked to comment on a statistical analysis proposal that suggests using simultaneous equation modelling as a method. I have a basic general knowledge of statistics (Masters level) but ...
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### Classifier feature importance

If I train a GNB/LDA/kNN/other classifier I would like to know, in the model built, how important are features to classify or which feature(s) drives the classifier. For example in SVM models the ...
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### AIC/BIC: how many parameters does a permutation count for?

Let's say I have a model selection problem and I am trying to use AIC or BIC to evaluate the models. This is straightforward for models that have some number $k$ of real-valued parameters. However, ...
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### How to predict the time gap between two conditions

Could anyone suggest the best method to predict the time gap between two events? For example, given that diabetics are at higher risk of developing hypertension, I would like to predict the time gap ...
Lets say we have hypothetical participant that is presented with 3 stimuli conditions: a flashing dot ($C_x$), a sound blip ($C_y$) and combination of both ($C_z$). We ask this participant to respond ...