Prediction is concerned with assessing the probability of unknown values from known values and inferred relationships.

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gam models with random effect R

I am modeling fishery CPUE as a function of a number of a number of covariates using a GAM approach that includes fixed and random effects. I understand that there are limitations with regards to ...
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1answer
32 views

Difficulties obtaining valid predictions when using interactions

I examine long term trends (2003 to 2014) for a continuous dependent variable. I want to predict the mean each year in relation to income category. Income is arranged in quintiles, from 1 (poorest) to ...
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39 views

Is there a name for this fallacy?

I sometimes encounter a view that only perfect forecasting is really forecasting. For example, if I claim that I have a model which forecasts election results, people will think I'm making the ...
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28 views

Variance of the logit of the mean of the predicted values of a logistic model

I have a logistic model, and I am trying to calculate the standard error of the logit of the mean of the predicted values. Here an example with R: ...
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2answers
39 views

I am running a logistic regression model and get very low predicted probabilities

I am running a logistic model for catastrophic health expenditure (CHE) in Argentina. The sample size is 22500. I followed Xu et al. methodology to define CHE and adjusted for 8 socioeconomic ...
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29 views

Rounding up/down predicitions for a binary outcome

I'm quite new to the subject of deeplearning and statistics, so please bear with me. I was assigned to build a model that will try to predict the winner in a chess game. Given a state of a chessboard, ...
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13 views

Forecasting values along with corresponding years [migrated]

I have a sample data set (named as s3) in the following manner: ...
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15 views

Using Stata's Forecast Command with xtreg model [closed]

I am using Stata 14 and looking to make future predictions following an xtregressed model with unbalanced data. I am just beginning work and not sure where to start. Stata's FORECAST command seems to ...
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9 views

Generating predicted mean values and CIs across different groups in lme4

I’ve run a mixed-effects model with crossed random effects in glmer and ultimately want to show a bar graph depicting mean predicted values (and associated confidence intervals) across years within ...
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1answer
27 views

Multivariate multiple linear regression model

I have 2 response variables (Y1, Y2) and some independent variables. I need to predict both Y1 and Y2 using the same set of predictors.In other words I need to fit the model: $Y=XB+E$ where: $Y$ has ...
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0answers
19 views

Truncated normal hurdle (for corner solution responses): how to use results for prediction?

I have fitted a (Cragg's) truncated normal hurdle model over a dataset in which the dependent variable is either zero or positive. The model consists of two parts: a probit which estimates the ...
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7 views

Regression model with percentages

I have a dataset with 5 dependent variables ($y_1$,$y_2$,$y_3$,$y_4$,$y_5$) and some independent variables. Each dependent variable is a percentage (so it goes from 0 to 100). The sum of the 5 ...
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20 views

Common approaches to illustrating “central” responsiveness in linear regression predictions when including categorical variables?

Consider the simple linear regression framework: $y=\beta_0+\beta_T T+X\beta_X+\varepsilon$ Where $T$ is an indicator for treatment in an RCT and $X$ is a vector of controls. One common approach I ...
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1answer
31 views

Prediction for a large number of discrete numbers other than classification and regression

I am dealing with a problem where the output of my model, can have numbers like 1-3000 (around) (score in a game). This is like a score in a game. Giving a least squared error setting, for a model, ...
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0answers
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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13 views

Multivariate prediction using Bayesian Nets

I have a set of continuous variables X, a set of ordinal variables Y and a deterministic function from Y to a continuous value u, u= f(Y). I want to build a Bayesian Net for X and Y, where there will ...
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0answers
8 views

Using a neural network for prediction

I am new to neural network and want to see is it a valid approach for predicting data points that are repeatable in time? For example, the sequence looks like ...
1
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1answer
28 views

optimal sequential sampling in gaussian process models

Let's say we have a one dimensional dataset of 24 points along with their responses. I am reserving three boundary points for testing (i=1,23,24) and i am fitting a Gaussian process model based on a ...
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21 views

Too small baseline predictors

I'm trying to implement a recommender system, based on SVD-algorithm. I have a matrix with binary rates, i.e. 0 and 1. This matrix is very sparse. I'm using a formula for learning process: ...
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2answers
22 views
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29 views

How do risk models deal with state changes over time?

Let's say you are trying to predict if a machine is going to explode (0) or successfully complete its job (1), and you are trying to determine the impact of certain states on the machine. So say the ...
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1answer
16 views

Probability two predictions (from linear model) are different from each other

Suppose I fit a linear model to a bunch of training data and make two out of sample predictions: $P_1 = .5$ with standard error $SE_1 = .08$ and $P_2 = .7$ with standard error $SE_2=.09$. What is ...
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18 views

Prediction of the probabilities in the stochastic process

The system can have n different states. At every time period it might either stay in the previous state or move to another state due to two possible reasons (A and B). I need to predict three ...
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69 views

Gaussian process regression: leave-one-out prediction

According to Dubrule's Cross validation of kriging in a unique neighborhood, it is possible to compute leave-one-out the gaussian process prediction $\hat{Y}_{-i}(x_i)$ at a point $x_i$ from the ...
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30 views

lme4 variance of predictions

I want to calculate standard errors of predicted outcomes from a mixed-effects model estimated via lme4's glmer function. Since my question is quite basic, I use a sloppy notation and hope that it ...
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0answers
11 views

Time series forecasting with a modified predict, in Stata [migrated]

I want to create an upper and lower bound for a trend forecast. Specifically, I have a small time series dataset, a sample of which is below: ...
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17 views

Classifying with a distance/error metric

I have a bunch of data of the form (x0, x1, x2) -> y (everything is categorical data), and I want a decision/classification rule for predicting y a metric on y's space (there is no "natural" metric) ...
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Using nls To Model

I'm trying to use nls model certain curves that I found in a dataset. I'm not sure how I can give example data, but here are the curves as they look right now: I tried using ...
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14 views

How does micro precision work

I am trying to figure out how micro precision works and have followed some tutorials online. But some things don't make sense at all I copied the part of the text from a website online ...
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1answer
66 views

Poisson regression for count data - predictions

This is probably an elementary error in either my understanding or my R implementation: I am trying use a Poisson model to make some predictions. The original data is discrete count data. I would ...
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1answer
17 views

Best classifier for data with text among features

What is the best classifier when we have data a train set within a text among features. Here is the situation: I have a train set X (6 features) and a label 2 of the features is a text. Than I need ...
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71 views

Calculate prediction values for linear curve estimation for next 5 intervals

Below is my code with sample data as in screen shot ; in that i got response for only 21 to 33. My requirement is to get response for 34, 35 , 36, 37 Sample Data Below is R code ...
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12 views

How to predict on a new dataset using caretEnsemble package in R? [migrated]

I am currently using caretEnsemble package in R for combining multiple models trained in caret. I have got the list of final trained models (say ...
0
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1answer
27 views

What is the final equation used to produce new prediction using kknn on R

I have trained my data using kknn on R and was able to predict on a new data set. However, I'd like to know what the actual final equation is so I can reproduce the prediction manually. My training ...
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33 views

Markov models that with several active states

Are there any Markov-like models that can have several active states? So say if trying to determine (the chance) when the person will wake up based on two variables (weather and the time the person ...
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23 views

what is the size of data should be predicted to make the predictive model valid

if I have time series with 1000 values , and I want to build a predictive model , how far in the future should i successfully forecast to make my predictive model valid, is there any condition or rule ...
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19 views

How to compare models using bootstrap optimism adjusted prediction error?

Let's say I'm comparing the prediction error of two different models. For illustration purposes we'll use a toy example. I've generated 5 bootstrap samples and fit Model A and Model B to each ...
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0answers
20 views

classification, discrimination, prediction, clustering

note: i am restricted to using SAS in this project, no R).The purpose of my problem is to predict the response variable. to start off, I have a large dataset (medical study on diabetes prevention) ...
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1answer
52 views

Neural Networks and Numeric Prediction

I'm new to machine learning and am trying to write a simple neural network that uses back-propagation. Now, so far I've successfully implemented my neural network to learn a boolean function. So for ...
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21 views

Combine several days of time series into one

I have twenty time series from twenty days. Can I concatenate these time series into one, and run a simple linear regression on the resultant series?
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2answers
75 views

Can a simple linear regression be applied to a time series with non-constant time interval between observations?

I have a strictly ordered series of observations where the time between the observation is not constant. I am wondering if I can apply a simple linear regression on this and treat it as I would treat ...
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22 views

How far can we predict in time series of price index?

If I build a model for time series that represents the price index of a stock market for 5 years, how far can I predict in the future? The reason for this question is that I want to be sure that the ...
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8 views

Evaluate and report fit of a model on validation cohort(s)

I trained a random forest regression model M on a training set. I am interested in how well the model predicts the responses in 3 different validation sets. I am also interested in the characteristics ...
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8 views

Test statistics for MAPE

I am working with longitudinal panel data where I use variables of the first panel wave as training data in a regression to predict the consecutive waves. To compare different prediction approaches I ...
0
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1answer
33 views

Dummy variables and intercept in Cox regression

I am working with the Cox Proportional Hazards model. Where the covariates include 2 categorical variables. Assume each category has 3 levels, so I model these in terms of dummy variables. Category ...
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1answer
59 views

Using predict() in R to predict the y-value for multiple occurrences of the same x-value

If I have a linear model and want to use predict() to predict the mean and confidence interval of multiple ($m$) new observations of a given x-value ($x_h$), how do ...
0
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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 ...
0
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1answer
32 views

Data Projection in the Future

Suppose we have the following data: ...
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35 views

Restricting a set of predictions to a range of values of non-negative numbers

I am not even sure how to even phrase this question so if anyone could help that would be great. I am analyzing facebook activity and I wish to predict a particular activity (comments, for instance). ...
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46 views

Rolling window forecasts in Python

I asked this question some days ago but haven't got any response. So I've taken it to myself to do the rolling window manually. My limited grasp on regression forecasting has stumped my progress a ...