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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41 views

Is validation set always necessary?

Lets say I did the following steps: Used some separate development set to select some features. Decided a priori to use only one learning algorithm (SVM) with only default parameter values. Trained ...
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0answers
16 views

K-fold cross validation for a glmer model with nested data

I'm working on a data set that contains a hierarchical data structure (i.e., GPS locations nested within individual animals). I'm using a generalized linear mixed effects modeling procedure (lme4 ...
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1answer
82 views

How do you use test data set after Cross-validation

In some lectures and tutorials they suggest to split your data in three parts: training, validation and test. But it is not clear how test data set should be used and how this approach is better than ...
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0answers
13 views

Weighted kappa: kappa2 (irr) vs cohen.kappa (psych)

I want to calculate the weighted Kappa value with R. I compared two functions kappa2 and cohen.kappa but the two kappa values disagree. Is there an explanation for this or am I doing sth wrong? My ...
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0answers
21 views

Clustering technique and validation for distance based on file compression

I have a distance matrix based on a normalized compression distance between files: $$ d(x, y) = \frac{ C(xy) - \min \{ C(x), C(y) \} } {\max \{ C(x), C(y) \}} $$ Here, $C(xy)$ is the concatenation ...
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0answers
4 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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2answers
122 views

How to make sure that a machine learning algorithm's implementation is correct?

Say there is a machine learning algorithm (e.g. classification) that is well known and implemented by the original creators of the algorithm. Yet all you have is the ability to use the algorithm but ...
0
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1answer
112 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 ...
2
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1answer
174 views

Minimal number of samples/conversions for statistical validity

We are measuring conversion rates (% of visitors who bought) on an e-commerce site. The test apply to a segment of visitors who meet specific criteria (for example people from a certain country). ...
4
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1answer
85 views

Within-group sum of squares of cluster

I have a multivariate dataset for which I have only a table including the cross-wise Euclidean distances between all points and a list giving the assignment of each point to one of several clusters. ...
1
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1answer
208 views

Optimism bias - estimates of prediction error

The book Elements of Statistical Learning (available in PDF online) discusses the optimisim bias (7.21, page 229). It states that the optimism bias is the difference between the training error and the ...
3
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1answer
162 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 ...
2
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1answer
20 views

Why do clustering internal validation indices are decreasing with the number of clusters?

I get the same pattern for 3 different indices: Silhouettes, Dunn and Connectivity- as the number of clusters increases, the score decreases. I am using several clustering methods and several distance ...
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0answers
12 views

Which phrase is correct? “Out of sample” or “Hold out sample”?

Which one is correct phrase for data that model didn't see? For example i trained my model based on data-set from 200 to 2002. Now i want test my model using 2003 data-set. Which phrase is correct in ...
3
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1answer
320 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 ...
1
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1answer
17 views

Missing variable in the external validation cohort

I have developed a model on my training cohort and I intent to use an external dataset to validate the model. However, one of the predictors used in the model was not captured in the external ...
7
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5answers
511 views

How to calculate Area Under the Curve (AUC), or the c-statistic, by hand

I am interested in calculating area under the curve (AUC), or the c-statistic, by hand for a binary logistic regression model. For example, in the validation dataset, I have the true value for the ...
0
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0answers
12 views

How do I compare a new method of statistical sampling with an established one?

Lets say that: There exist 10 countries. I travel to each country and take a random subset of the population of that country and count how many of my subset are woman. I make a table of country to ...
2
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2answers
103 views

GLMM validation: weird qq & fit vs residual plots

I'm encountering problems with the results of a glmer model (lme4-package). Im trying to answer the question, whether a beaver ...
1
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1answer
20 views

K-fold cross validation for hierarchical data sets

I'm currently working on a data set that contains a hierarchical data structure (i.e., GPS locations nested within individual animals). Does anyone know how to write R code for this type of ...
1
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0answers
37 views

Sample size needed to validate classification/prediction model

Dose any rule of thumb exist (or possible calculation) regarding sample size needed to validate an binary classification model. We have developed this prediction model for a medical condition and ...
8
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2answers
640 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 ...
0
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1answer
39 views

Model validation using features (R)

I'm trying to create a classification model in R, at the moment i'm using 10 fold CV (using the train function of caret package) ...
0
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0answers
29 views

Testing model fit and running model validation plots for averaged models

I have carried out a model selection process and averaged the models within the top 2 AICcs (using MuMIn in R). I would like to test the model fit using both the chisq and validation/residual plots. ...
3
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1answer
129 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 ...
1
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0answers
151 views

Training/ Test Data with Time Series Model — Forecast with Training Model, or with Model based on Full Data?

Okay, I have a couple books on time series forecasting, but perhaps I need to read a couple more. Here's my question. You want to be able to validate a forecasting model. So you split the data into ...
2
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1answer
55 views

Can I apply factor analysis on multiple choice questions?

I am looking to validate a questionnaire and would like to know if I can use factor analysis on the multiple-choice questions (MCQ). Also, I have another section where I am asking about participants ...
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1answer
85 views

Creating a disease severity score/index

I am trying to design a numerical scale which would describe the severity of a certain disease (in this particular case anaphylaxis). I have a set of clinical symptoms and a database of patients who ...
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0answers
53 views

How to test/validate unlabeled data in association rules in R?

I produced association rules by using the arules package (apriori). I'm left with +/- 250 rules. I would like to test/validate the rules that I have, like answering the question: How do I know that ...
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0answers
289 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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0answers
22 views

multiple linear model validation

Hello I am a beginner in R. I have a dataset of fish and environmental parameters and anthropogenic pressures from 11 lakes. I have modeled some fish parameters (like fish biomass) as function of ...
2
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1answer
58 views

Does the position at which maximum distance occurs in a KS test make a difference?

From my understanding of the KS test, fromt the CDF of two datasets, it measures the distance between the two distributions at various points and and compares the 'maximum distance' to a predefined ...
6
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4answers
182 views

How bad is hyperparameter tuning outside cross-validation?

I know that performing hyperparameter tuning outside of cross-validation can lead to biased-high estimates of external validity, because the dataset that you use to measure performance is the same one ...
1
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1answer
200 views

What is out of time validation in logistic regression model?

I understand out of sample validation very well. Can you explain what is out of time validation? Context A team in my organization has build a churn model for a teleco. Churn rate is 27%. The models ...
5
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2answers
1k 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
57 views

What is the name of this validation procedure?

I have a set of classified data. In order to test the precision of several algorithms- I split the data into train and test sets. For the test set I choose at random 30% of the data and the rest is ...
0
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0answers
32 views

Can the rcorrp.cens paired concordance test be done taking into account strata?

Followup to these discussions: Bootstrapping Hmisc::rcorrp.cens for paired concordance? Stratified concordance index (survival::survConcordance) Is there a way to perform a stratified paired ...
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3answers
975 views

Why isn't the holdout method (splitting data into training and testing) used in classical statistics?

In my classroom exposure to data mining, the holdout method was introduced as a way of assessing model performance. However, when I took my first class on linear models, this was not introduced as a ...
2
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2answers
122 views

rms validate on models with a predict function such as coxph and glmnet

I would like to use bootstrapping to evaluate models generated by coxph and glmnet. Would that be somehow possible with rms validate ? From the documentation it seems limited to rms functions (cph, ...
0
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0answers
70 views

Implementing Hopkins and Cox-Lewis index in R

I was trying to implement some clustering tendency tools in R, namely the Hopkin's index and the Cox–Lewis index. Here is the link at page 901 to show what they are This is what I managed to come up ...
1
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2answers
112 views

Repeatedly measuring accuracy against the hold out set

I have an iterative document classification task, corpus size = 300,000 documents. The labels are binary valued (yes/no). I wanted to know whether the following methodology is valid. The assumption is ...
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0answers
4 views

ANOVA for 4 groups 2 cohorts?

I have 2 differnt Cohorts from 2 differnt hospitals( unequal number within groups), Each is of 4 classes (differnt complexity) and I have mortaliy figures for each complexiy group. What is the best ...
5
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2answers
97 views

How to validate if a sample is independent and identically distributed

How can I check if the data is drawn i.i.d. from an unknown multivariate distribution?
68
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7answers
50k 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 ...
1
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1answer
52 views

Variable selection and validation dataset

According to Hastie & Tibshirani, we shouldn't use validation datasets to do variable selection; otherwise, we will overestimate the model fit. However, it seems quite often to select variables ...
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0answers
17 views

Good mean shift clustering datasets

I am working on a modification of the Mean Shift algorithm and would like to validate my clustering results. I am struggling to find suitable clustering datasets to compare performance with. I'm ...
3
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0answers
430 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 ...
0
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0answers
17 views

Can you measure the effectiveness of an estimator using only the recall?

Is it possible to measure the effectiveness of an estimator system Using only the recall measure? Suppose the we have a set of product P(P1, P2 ,... Pn) each product has its ideal reputation value ...
0
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0answers
24 views

Methods for ordered logistic regression validation?

We are building now a model using ordered logistic regression in R. I am trying to think one step ahead and am looking into possible approaches for validation. Currently we have like 800 obs ...