Tagged Questions

Validation is the process of assessing whether the results of an analysis are likely to hold outside of the original research setting. DO NOT use this tag for discussing `validity` of a measurement or instrument -- such as that it measures what it purports to.

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How to interpret the results of bootstrapping and Monte Carlo simulation utilised to test lasso logistic regression results?

My situation: sample size: 116 binary outcome (32 events) number predictors: 42 (both continuous and categorical) predictors did not come from the top of my head; their choice was based on the ...
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15 views

Fitting Cox Regression / Proportional Hazard Model with x time interaction term in R

I am asking this in the context of wanting to diagnose for violation of proportional hazard assumption and its correction. (Schemper 1992) On p.179 of Hosmer, Lemeshow and May, it says that we can ...
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1answer
50 views

Ignore strata in external validation of stratified Cox prop hazards model?

I've fit a stratified Cox proportional hazards model to some survival data, where I've stratified by a potential confounder which is the batch the data comes from (there are three batches). Now, I'd ...
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1answer
38 views

What does a negative Somers' D say about model discriminative power?

I developed a Cox proportional hazard regression model in R. Then I tried using validate in Professor Harrell's rms package to ...
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1answer
33 views

10-fold cross-validation (high variation)

I am using 10-fold validation method to validate my model. I am using CART model and my sample size $\approx$ 50. Features $\approx$ 9. The 10-fold validated accuracy (averages) is about 76%. However, ...
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3answers
162 views

Performance drop between training and validation datasets

I have been using R's GBM (Gradient Boosting Machine) package for several months. I typically split my data into three partitions: Training, Validation, and Testing. I use the validation data set to ...
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0answers
11 views

cross-validate hierarchical model for binomial data that is often sparse

I have binomial data (e.g, 130 successes in 4000 trials). In many, if not most, cells of interest, there were few trials and thereby few successes (e.g., 0 successes in 35 trials, 1 successes in 18 ...
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19 views

A way to check the accuracy of a Markov chain?

I posted the same question on MSE since I was not really sure whether to post it here first or not. Anyway since I still did not get any answers I will be posting this here hoping for some help. Say ...
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15 views

How to measure classification accuracy based on presence only data?

I have a binomial GLMM which I calibrated with data on recreational visits (presence) compared with random controls where no visits were recorded (absence). I generated the controls myself, whereas ...
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9 views

Select final model after many Dev-Val splits

We have a dataset that is quite heterogeneous, and we established that different Dev-Val splits affect the outcome quite bit, even after using stratified sampling. So what we did write a loop around ...
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1answer
21 views

How to validate a lognormal random walk for time series data

I am currently working on a project where I need to simulate the prices of a set of $D$ substitutable commodities over time. I was hoping to do this using the following $D$-dimensional lognormal ...
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1answer
57 views

How to use k-fold cross validation in naive bayes classifier?

I'm trying to classify text using naive bayes classifier, and also want to use k-fold cross validation to validate the result of classification. But I'm still confused how to use the k-fold cross ...
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1answer
14 views

what “non-continuous nature of scores” means

1) Can someone explain me the idea of this sentence: "It is noted that nonparametric tests were employed because of the non-continuous nature of the scale scores" (this is related to scale validity ...
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7 views

Validation of the gene-signature predictor reconstructed using Cox PH

I reconstructed a prognostic gene model including four genes using univariate and then multivariate Cox PH model. The model is used for predicting prognosis in patients with a specific cancer ...
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1answer
68 views

Validate a Markov Chain with few states (model switching)

Suppose I have a five state Markov chain. The states are observable (in fact I defined them, they are outcomes of an classification algorithm). So I have a long time series, see the first picture. ...
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1answer
22 views

How can one evaluate Incremental Clustering Algorithms, in particular the goodness of the clusters formed?

I have been studying an incremental clustering algorithm for a large set of data that exhibit an inherent dynamic behavior (that is new data can get added over time and some older data may get deleted ...
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0answers
9 views

What is the minimal amount of sample runs required for doing a minimum detection limit?

I have to set up an example of how to do an MDL, and the professor wants to know how many times I'd run the samples. My previous class used as little as 8, but I'm not sure if thats correct or if I ...
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0answers
34 views

All neural network designs stop because of early stopping in MATLAB

I'm using patternnet for my binary classification in MATLAB and using ...
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1answer
49 views

Validating residual plot count data (different levels)

I am studying the distribution of a marine species using the number of sightings as a dependent variable. When I am trying to validate the plots of the best model I am getting a non-usual pattern, and ...
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45 views

Validating Bootstrapped Probability of Survival Results From Small Sample Size Data

Quite often in industry, due to cost and schedule constraints, decisions must be made on small sample size data. I have 4 cycles-to-failure values resulting from running samples to failure in a ...
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14 views

Model validation and verification for Markov Chain switching model

Assuming I have a discrete-time Markov chain with only five states. The chain will be used for the prediction of the macroscopic states which are observable and coming from a timeseries. I use maximum ...
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1answer
34 views

rms package, getting zero Dxy in validation of cph model

I'm doing Cox proportional hazards analysis using Frank Harrell's rms package (4.2.0), with 3 strata. My model seems reasonably predictive on training data (Dxy=-0.537), but somehow in bootstrap ...
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0answers
57 views

How to validate goodness of fit and forecasting quality of a model?

I am working on big data sets, which represent electricity consumption on power substation throughout the year. I have data every 10 minutes and multiple (and long) seasonalities. I have a daily, ...
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1answer
41 views

Out-of-sample vs. test set

Someone asked me if I did out-of-time testing (which I assume is just out-of-sample testing but with a timeline element). But if I have a test set, is that not essentially the same as out-of-sample ...
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0answers
43 views

How to deal with floor effect

I am in the process of validating a five-items scale for measuring dependence on substance 'X'. I have collected data from 98 people who used the substance under consideration at least once weekly for ...
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1answer
52 views

How do you measure the accuracy of an inference hypothesis/procedure?

Take inference to mean reasoning/predicting the value of a hidden/laten variable $Z$ given some evidence/data $X$. For example, maybe you are trying to find out if your patient has Cancer (Z = 1 if he ...
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95 views

Compare LMM GLMM (generalised linear mixed model, negative binomial) by numerical measure (AIC BIC, cross validation, R² squared) for model validation

How to compare results of generalized linear mixed model (GLMM, negative binomial) with a log transformed linear mixed model (multilevel, hierarchical) . I have a data set (counts), which is nested. ...
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28 views

Applying Cox proportional hazards model to new data to get absolute risk (Framingham risk score)

I'm trying to apply one of the Framingham cardiovascular event risk scores to a new dataset in order to get absolute risk. D'Agostino 2013 "Cardiovascular Disease Risk Assessment: Insights from ...
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1answer
138 views

How do you validate your machine learning models?

I am wondering what approaches are commonly used for validating machine learning models designed for classification or prediction tasks: Approaches that am using at the moment: Using truth-sets: - ...
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0answers
15 views

Derive minimum positive rate of change for co2 data

I have CO2 (in parts per million) data of a closed room. The CO2 data is recorded along with timestamps. Typical difference between two samples is around five minutes. My aim is to find occupancy of ...
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2answers
42 views

The size of the sample for split validation

At this moment I have a dataset with 4000 samples (50% positive and 50% negative). Normally I would do cross validation for this approach, however besides normal data mining techniques I am also ...
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2answers
309 views

Logistic Regression Model Validation

I am validating a logistic regression model. This is the first time i am validating a model. I am using split sampling method. I have split data randomly into two parts - 70% development and 30% ...
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0answers
18 views

Validating a multivariate categorical model

I assume that my population is a sample of an unknown multivariate categorical distribution $\mathbf{X} = (X_1, X_2, \ldots, X_k)$. From this population, a sample $\mathbf{X^*}$ is available, I assume ...
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1answer
55 views

Is the statistical significance of a regression meaningful if it has poor out of sample performance?

I want to determine the significance of a particular variable, among many confounders. If I fit a model on the training set and observe a small p value, should I discard the model because it ...
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50 views

Validation - correctly compare and validated imputation models

I've seen a lot of interesting questions here about multiple imputation and also great answers that helped me a lot to impute my data. I've used Predictive Mean Matching, EMB and I would like to use ...
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0answers
128 views

Are world cup predictions testable?

As of today, dozens of soccer world cup predictions exist, some more complex, some more elegant, and most of them predict every nation's "chance" of winning a particular match/ the cup. As I am ...
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0answers
166 views

Internal validation via bootstrap: What ROC curve to present?

I am using the bootstrap approach for internal validation of a multivariate model built with either standard logistic regression OR elastic net. The procedure I use is as follows: 1) build model ...
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1answer
27 views

Computing predicition intervals with cross-validation?

I'm using a k-fold (10-fold) cross-validation while building a model. I'm only using it to get an estimate of the out-of-sample error, not to pick a model from candidates. For example, if I have 30 ...
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2answers
68 views

Split train//validation/test sets by time, is it correct?

Here's the scenario, slightly altered to a common one. Credit card fraud, payments for the last 12 months (a rolling window). Train with the data from the first 10 months, validate with data from the ...
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1answer
14 views

On which data should the lift be calculated i.e. Training set or Test set and why?

On which data should the lift be calculated i.e. Training set or Test set and why? What does the lift value 115% mean
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46 views

How would you validate a random walk model?

I have used a random walk model and Gibbs sampling (more specifically RJAGS) in order to obtain posterior of the state given the observations. In this case the state is the true proportion of the ...
0
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1answer
35 views

use of validation set on lasso cross validation

When training a model a train, a validation and test set are used. I was wondering if there is any paper or example that proves that the use of an independent validation set increase the performance ...
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24 views

Incorporating validation data into training set

Suppose that I divide my data for modelling purposes into training, testing, and validation which will then be deployed for an application (as in the response to this question). Why not incorporate ...
2
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1answer
74 views

Cross-validation for Comparing Clustering Techniques

I'm working on comparing multiple clustering algorithms to each other using the adjusted Rand index for a given dataset. We have a gold standard that we'd like to compare the obtained clustering ...
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0answers
16 views

How to validate classifier (built by using MLN method)?

I have developed a method (let's call it Method X) that has a classifier function. The classifier function was built by using MLN (Markov logic network). I need to ...
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0answers
38 views

The effect of oversampling on the positive predictive value

I need to calculate the positive predictive value for a validation set for a rare event. The problem is that the validation set was oversampled for the rare event. The event occurs in 5 percent of the ...
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0answers
122 views

External validation of a regression in Stata

What I'm essentially trying to do is a temporal external validation of a Cox Proportional Hazards model and also a logistic regression model on the newest year of a dataset that was not included ...
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0answers
160 views

k-means + linear regression: How to split the data for validation

I want to cluster my data first using k-means and then determine a regression model for each cluster. Then I want to evaluate the performance of this approach using split validation. I can think of ...
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0answers
33 views

Post-PCA analysis phase

Using PCA analysis, I was able to reduce the initial 23 variables into 10 principal components. But I do not understand what to do with this insight. I mean, how do I validate this information on, ...
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1answer
147 views

Binomial GLMM: Model validation & ceiling effect

My data has a binary response acc(correct/incorrect), one continuous predictor score, three categorical predictors (...