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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871 views

Accuracy rate in naive Bayes classification

I am trying to use a naive Bayes classification technique to predict fraudsters (Caller). My training set of 138 instances has 5 columns viz. ...
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68 views

Validating statistical tests for value at risk and expected shortfall

I am trying to figure out if value-at-risk (VaR, a quantile) type tests could capture if expected shortfall (expectations above a quantile) point forecast generated from a type of model could be ...
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3answers
831 views

How to validate a Multinomial Logit and Probit Model fit?

I would like to know how do you determine the performance of your models. That is, if you fit a multinomial logit or probit model for un-ordered discrete choice. What do you use to evaluate whether ...
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1answer
77 views

How to validate “equal slopes” (proportional odds) in ordinal regression

I would like to fit an ordinal regression model using proportional odds. I learned to test for "equal slopes" in order to say something about the model's validity. Therefore, I fit a model with equal ...
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1answer
99 views

Validation of a questionnaire in a new population

I have 400 responses to a 20 item questionnaire which purports to measure an attitudinal constuct in medical students. The instrument was validated in the US for a single year of medical students and ...
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0answers
55 views

holdback validation - test and validation equal but training much better - acceptable?

I have a dataset that, after modelling (with bootstrap aggregation of trees), I find I have a very high and thus over-fitted training result, but my held-back validation and test portions are ...
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20 views

Collectively evaluate a number of normal distributions [duplicate]

I build a few models, each model will produce a normal distribution for the value of a future event. For example, model M1 will produce a normal distribution $n(30, 5^2)$, and the value of the future ...
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46 views

Evaluating Expected Shortfall

I am writing my thesis on VaR and ES risk measurements and have encountered some issues with how to best test the accuracy of ES statistics. My understanding of the topic is that backtesting ES ...
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1answer
110 views

External model validation using new data for prediction: How large of a drop in $R^2$ is significant?

I need to validate a model using `external model validation' and I have a question relating to deciding when a drop in $R^2$ when compared to $R_{prediction}^2$ is significant. DISCLOSURE: This is ...
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1answer
345 views

What is the intuition behind the variation of information (VI) metric for cluster validation?

For non-statisticians like me, it is very difficult to capture the idea of VI metric (variation of information) even after reading the relevant paper by Marina ...
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88 views

Validation of mixed-effect models

I want to use linear mixed effect model for a set of data. After using lme4 package and lmer() function and fitting model, I want to validate my model for other ...
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45 views

How to check if the results of two methodologies are the same?

I have two models that essentially are supposed to produce the same results. Given that the first model is correct, what tests are available that I can use to check the validity of the second model ...
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76 views

Model validation in Bayesian statistics from a model with latent variables

I am working with some two-regime autoregressive models first introduced by Hamilton in 1989. The specific models is of no great concern to my question, but some variables within my autoregressive ...
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37 views

Validation of model with relatively sparse data

I am not a statistician, so please forgive my lack of precision with terminology in the following background and question. I have done a fair amount of reading and research about the following, but ...
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0answers
139 views

What is the criterion of model validation?

Suppose I have a model that boasts given 1 year's daily data to calibrate the parameters, it could predict the behavior of future 1 month. What should be the criterion for back-testing or, model ...
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0answers
54 views

Ways to compare ordered binary datasets?

This question regards the best way to compare ordered binary data. My situation is as follows: I'm interested in evaluating how well a model conforms to human performance data on a set of validation ...
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2answers
128 views

Sample size for segmentation validation

I've created a automatic algorithm liver segmentation and the next step is the method validation. I have 16 exams with a mean of 40 slices each and my doubt now is how many of these slices would have ...
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2answers
186 views

How to do external validation of regression models

Very basic question here, so bear with me... I have a data set with 241 patients with 16 variables plus diagnosis (malignant vs benign). There are 3 previously published logistic regression formulas ...
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69 views

Can holdout validation be systematically biased?

I recently did some experimenting comparing some common method of internal validation. In my field, the use of a single 1:1 holdout validation is extremely common, even with very small datasets, and I ...
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1answer
309 views

GLM model validation; Patterns in residuals ? - R

I have attached an image obtained during my model validation. I fitted a negative binomial GLM to my data and I have 4 models possible with more or less the same residual plots. I have been reading ...
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1answer
272 views

How can I validate a logistic regression model using averaged parameter estimates?

Let me say thanks in advance. I'm working with a set of data that contains reported coyote sightings. I use 2/3 of the data for model calibration along with an equal number of pseudo absences. I ...
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0answers
279 views

Kendall's tau for holdouts low and not significant - Conjoint

I have done my Conjoint Analysis (fractional factorial design) but when it comes to validating the model, it shows a Kendall's tau for Holdouts of 0.33 and not significant. But Pearson's R and ...
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1answer
130 views

Statistical measures for data validation

I have to validate the data in one database by comparing it to data from a validated application system. The solution I came up with was (at least in theory) creating a statistical method that would ...
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1answer
618 views

Validate cluster analysis in R

I am trying to validate hierarchical cluster analysis result following a paper by Guy Brock, et al. clValid: An R Package for Cluster Validation (pdf). Do I have to use all these methods? What are the ...
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1answer
259 views

.632+ bootstrap estimator-defining gamma in continuous variable case

I am trying to implement the .632+ bootstrap estimator for internal validation as proposed by Efron and Tibshiraini 1997. Looking at the paper, I can see how gamma is defined in the case of ...
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1answer
263 views

Determining values of correction factor based on x bins in observed vs. actual data

I am trying to automate a problem I usually solve by hand. I have a sensor that collects data from the field. Every 6 months or so, I have to do a calibration on that sensor by collecting ...
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101 views

When building a regression model using separate modeling/validation sets, is it appropriate to “recirculate” the validation data?

Suppose I've got an 80/20 split between modeling/validation observations. I've fit a model to the modeling data set, and I'm comfortable with the error that I'm seeing on the validation data set. ...
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2answers
1k views

How do I validate my multiple linear regression model?

I have split my data into two parts. I have used my 80% data to build a multiple regression linear model. Now I want to test it using my rest 20% data. What tools on Minitab do I have to make this ...
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347 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
222 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
112 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
106 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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74 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? ...
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2answers
87 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 ...
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1answer
163 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
627 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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71 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
77 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
143 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
1k 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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427 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 ...
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1answer
370 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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528 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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304 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 ...
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1answer
178 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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110 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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1answer
126 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 $(x_1,Y_1),\dots,(x_m,Y_m)$, where $x_1,\dots,x_m$ are, fixed, nonrandom, real values and $Y_1,\dots,Y_m$ are ...
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1answer
560 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 ...
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1answer
87 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 ...