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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130 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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243 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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86 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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95 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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355 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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45 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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27 views

Looking for a Good Text on Statistical Analysis of Satisfaction Data

I am looking for a good textbook (or other resource) that covers the analysis of satisfaction data. Most of my data uses likert-type scales. Can anyone recommend something with examples?
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85 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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140 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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57 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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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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126 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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50 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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96 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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168 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). ...
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31 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 ...
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50 views

Hold out sample vs. cross validation for time series, and how to perform in R

I think out-of-sample validation testing for accuracy is essential in initially judging what time-series forecasts to use. In any case, I've been doing some reading on the two most common methods, ...
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16 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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39 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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195 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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34 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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62 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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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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79 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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360 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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75 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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569 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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126 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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8 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 ...
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13 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 ...
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12 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 ...
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6 views

The authenticity of the N-cut measure when the number of components in the data is high

I'm running a clustering task on unlabeled data, and assume we're validating our results by applying the Min-Cut measure as an internal validity index. Let's refer the normalized version of the ...
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41 views

Quantifying the predictive ability of a model developed from a huge data set? (variation of bootstrapping?)

I have a statistical model with around 20 predictor variables, built on 90% of a dataset consisting of over 600k observations. The original developer held out 10% of the original dataset for the ...
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105 views

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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68 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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15 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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23 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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19 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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10 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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12 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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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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64 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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53 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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74 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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126 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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47 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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22 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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54 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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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 ...