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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Validation of conditional logistic regression model with CoxReg (SPSS): must use residuals from CoxReg?

I have developed a case-control study, matched 1:2, and I have addressed the conditional logistic regression analysis with COXREG (...
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308 views

How to write a loop in R to select multiple regression model and validate it?

I would like to run a loop in R. I have never done this before, so I would be very grateful for your help ! I have a sample set: 25 objects. I would like to draw 1 object from it and use it as a ...
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1answer
176 views

Prediction evaluation metric for panel/longitudinal data

I would like to evaluate several different models that provide predictions of behavior at a monthly level. The data is balanced, and $n=$100,000 and $T=$12. The outcome is attending a concert in a ...
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2answers
92 views

Linear SVM C optimisation data, how to partition into train, model construction, test

My aim is to find the best C for a linear SVM classification using libsvm, I have 120 instances in total and 2 classes which I want to classify. I have question regarding partitioning a the dataset ...
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1answer
92 views

Should my test set be balanced or imbalanced?

I have an imbalanced dataset (90% class 0 10% class 1), should I first split it in training and test set, then balance my training set (my test set would still be imbalanced), or could I randomly ...
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0answers
72 views

What tasks should I do when performing a model validation?

I have a mixed model built using Data A below, and now I want to validate the model using Data B. What should I do to actually "validate" the model? ...
2
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2answers
83 views

Validate a medical test

I've never done something like this before, thus I do not even know where to start with calculating whatever I need. Following scenario: We measure a medical value (Glucose) with our device, and ...
3
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1answer
131 views

Validation of a scale for a different population (CFA)

I'm currently adapting a coping questionnaire which has been widely used in sports to be used with a different population (musicians), so I need to address its reliability and validity with this new ...
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1answer
487 views

Using Adaboost for feature selection?

Is it okay to use Adaboost to do feature selection (selecting a subset of dimensions $S$ from a high-dimensional feature vector $V$)? I divided the samples into four non-overlapping sets: $A$ ...
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1answer
54 views

Mixing User Data For Cross-Validation

I have data from 12 users, and want to perform cross-validation. Is it necessary that I create my training and test data from different users, or can all of the data be randomized, and then split into ...
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64 views

Assessment of a single predictive model

I am facing a situation where I need to assess the predictive ability of a single (regression) model. I do not need to compare its performance with some other model, I just need to show that it ...
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1answer
75 views

validating a regression model

I want to build a regression model to predict daily income from customers. I have 2 problems: 1. Choosing data for the training set - do I use daily income from 1 month ago, 6 month ago etc. 2. How do ...
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1answer
128 views

Using components from PCA as index / measurement?

I have used Principal Component Analysis to find main components that desribe the perceptions of the environment. The goal is to use those main components as index / measurement for another study. My ...
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2answers
892 views

Computing c-index for an external validation of a Cox PH model with R

First off, I'll state that I'm aware many questions get asked about the c-index. I've searched this site and others, and I haven't found an answer for my situation. I can successfully use ...
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2answers
380 views

In logistic regression, does the lack of significance of the parameter estimates in a test sample indicate overfitting?

I am trying to build a logistic regression model where I have a dependent variable $y$ and independent variables $x_1$, $x_2$... $x_n$. $y$ can take only two values - 0 or 1. My original modelling ...
3
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1answer
291 views

Best method to validate a multiply imputed Cox model with R?

This question is with regards to using a test data set to validate an imputed Cox model using R. With a non-imputed data set I would use val.surv() from ...
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0answers
423 views

Validation error less than training error — implications?

I am running a neural net to predict used car prices, sample size is 800. Using both 10-fold cross validation (10 times) and 1/3 holdback (10 times), the $R^2$ for training is about 0.60 and for ...
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266 views

Logistic Regression Cost Function issue in Matlab

I'm trying to implement a logistic regression function in matlab. I calculated the theta values, linear regression cost function is converging and then I use those parameters in logistic regression ...
2
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1answer
150 views

What is the best way to compute classifier performance metrics given a confusion matrix?

Let's say I compute a confusion matrix, in the sense defined here: http://www.gabormelli.com/RKB/Confusion_Matrix I could easily compute the number of True Negatives (TN), True Positives (TP), False ...
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0answers
89 views

Validation of flow cytometer (Facs Canto II)

I was just wondering if 3 biological samples would be statiscally significant for both precision testing and calibration verification. Precision: to check whether instrument is able to give ...
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0answers
94 views

Validating a logistic regression for a specific $x$

I have a logistic regression model for 0/1 binary response data that is built from samples $(x_1,Y_1),\ldots,(x_m,Y_m)$, where $x_1,\ldots,x_m$ are, fixed, nonrandom, real values and $Y_1,\ldots,Y_m$ ...
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1answer
491 views

Validation of logistic regression - goodness of fit (pearson)

I have developed a scoring system using logistic regression. The score ranges between 0 and 6 (using integers) and predicts death. It does not use a conventional regression formula and thus I am not ...
2
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1answer
82 views

Is a different CV arrangement the same as a validation set?

I have a smallish dataset ~ 1500 rows X 500 columns. I've been using a standard 5 fold CV setup where row 1 = CV set1, row2 = CV set2, ... row 6 = CV set1,etc. I'm at the point where I'm trying to ...
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1answer
53 views

Resources for developing prognostic index-scores

I am looking for online resources or books explaining how to develop prognostic indexes-scores step by step. I am mainly wondering about model validation and transformation of regression coefficients ...
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1answer
1k views

Diagnostic plots for lmer

I am trying to produce a glmm using the lme4 package in R. To validate my model I would like to produce some diagnostic plots ...
2
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1answer
607 views

Validity of pseudo-panel data constructed from repeated cross sectional data as a panel data

I am looking at the repeated cross-sectional data from federal reserves, which has both panel data and repeated cross sectional data at different time-points,e.g. 2007-2009 is a panel while 2010 is a ...
2
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1answer
2k views

What is the meaning of orthogonal in validation testing?

I have heard the term "orthogonal * validation" used recently. It was used in the context of experimental platform testing. What does this mean? I cannot find anything on it in literature or ...
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2answers
565 views

What are acceptable validation or cross validation error rates?

Is there a commonly acceptable error rate for validation? As in, if the error rate is less than X %, then my machine learning method would be considered "successful". I'm looking for something ...
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99 views

Intraclass correlation to validate a measure

I would like to understand whether the output of an algorithm I developed agrees with the ratings of external observers. The number of observers is 10 and each of them rated on 2 3-point-Likert items ...
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1answer
430 views

Validation of a linear regression model using R

I have created a multiple linear regression model with R using lm and glm. I am using lm on ...
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362 views

Method to output statistical score when validating using bootstrap method on ordinal logistic regression model

It is about sas programming. Thank you in advance. I build an ordinal logistic regression model on my data. ...
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1answer
551 views

How to select validation data when training a neural network?

I am training a neural network with time dependent financial data. In order to avoid overfitting I would like to stop the training at the point where my neural network stops improving on a set of ...
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1answer
75 views

Bayesian $\chi^2$ discrepancy

We define the $\chi^2$ discrepancy as $$T(y,\theta)=\sum_i\frac{(y_i-E(y_i|\theta))^2}{\mathrm{var}(y_i|\theta)}$$ (definition from Gelman). How do we apply this if $\theta$ is a random variable, and ...
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105 views

Validation of Bayesian hierarchical model [duplicate]

Possible Duplicate: Validation techniques for hierarchical model I already posted this to Math.SE, but I realized this would probably be a better place to post to. I have a hierarchical ...
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2answers
1k views

What is the procedure for “bootstrap validation” (a.k.a. “resampling cross-validation”)?

"Bootstrap validation"/"resampling cross-validation" is new to me, but was discussed by the answer to this question. I gather it involves 2 types of data: the real data and simulated data, where a ...
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1answer
2k views

Model validation after fitting a negative binomial GLM in R

Ok, I have searched and searched and just have no clue where to start. First, what I would like to do is produce a QQ-plot (or even a readable residual plot) to look at the fit of my model. I guess ...
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3answers
717 views

Back propagation neural network data input advice

I am currently doing a project which involves pothole detection and neural networks. So far, I have an Android phone that reads Accelerometer readings and writes the X,Y,Z Axis aswell as the Amplitude ...
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4answers
449 views

Statistical tests to do data quality checks

I want to identify bad responses in the data we get from our vendors. To assess the quality of the data, what statistical tests can i apply to identify bad respondents? I performed Discriminant ...
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2answers
2k views

How to draw valid conclusions from “big data”?

"Big data" is everywhere in the media. Everybody says that "big data" is the big thing for 2012, e.g. KDNuggets poll on hot topics for 2012. However, I have deep concerns here. With big data, ...
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0answers
49 views

Validating previous analysis with new data

I am interested in trying to validate some results from a previous experiment. The experiment involves selecting probes of interest that separate our two populations of interest, e.g. smoker vs. ...
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1answer
241 views

What is a good academic citation for cross-validation?

I performed a holdout cross-validation analysis on a multilevel model fit. The purpose of this was to show that we didn't have a problem with over-fitting, for which it worked just fine. Now we are ...
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1answer
113 views

What do you do with your testing data?

Suppose you perform a parameter selection study in an environment with not-so-many data points. You divide the available data into training and testing set and you plan to validate the future model on ...
4
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1answer
218 views

Name of mean absolute error analogue to Brier score?

Yesterday's question Determine accuracy of model which estimates probability of event got me curious about probability scoring. The Brier score $$\frac{1}{N}\sum\limits _{i=1}^{N}(prediction_i - ...
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2answers
386 views

Logistic regression performs better on validation data

Recently I've been building a model using logistic regression. To my suprisise LIFT chart looks better on the validation data than on the training data, the same is with ROC. All variables in the ...
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0answers
93 views

Validation of data partitioning

I've some numerical sequence of data monitored over time $v(i)$, which belongs to one of two classes, 0 or 1. I monitor the variable several times, obtaining a sequence associated to 0 or 1. I use ...
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4answers
18k views

What is the difference between test set and validation set?

I found this confusing when I use the neural network toolbox in Matlab. It divided the raw data set into three parts: training set validation set test set I notice in many training or learning ...
4
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1answer
322 views

Compare modeled (fitted) paired data to actual data in forecasting problem (Excel sheet included)

In my endeavor to learn forecasting and improve my statistical knowledge, I've decided to forecast the population of a certain area. I've attached the excel file that I used. I know I'm using excel ...
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1answer
117 views

Difference between Step validation and Cross validation

I'm trying to model some chemical data from a series of spectra. I've gone through the preprocessing step and selected "autoscale" (I'm using Pirouette). And when it comes to validation I'm a little ...
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1answer
396 views

Why are most standard goodness of fit tests based only on continuous distributions?

I tried to search info regarding this fact but I don't really understand why most of the standard goodness of fit tests (e.g. Kolmogorov-Smirnov, Anderson-Darling, a part of the Chi-square test, ...
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1answer
994 views

Best practices for measuring and avoiding overfitting?

I am developing automated trading systems for the stock market. The big challenge has been overfitting. Can your recommend some resources describing methods for measuring and avoiding overfitting? I ...