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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149 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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946 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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160 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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119 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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546 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

What should I do when logistic regression model doesn't perform well on test sample?

For logistic model, I divided dataset into two parts training sample (70% of 360 data point (observation)) and test sample (rest 30% of 360) randomly. After that I built logistic model on training ...
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74 views

Using simulated data to check when patterns in GLMM residual plots are acceptable

I have run the following Poisson GLMM: ...
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61 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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31 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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129 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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153 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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67 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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83 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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153 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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51 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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101 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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19 views

What does this evaluation function mean?

I am solving a prediction problem where I am supposed to predict the number of clicks, given some historical Data. I am told that my predictions will be evaluated by a normalized weighted mean square ...
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22 views

Bootstrap within bootstrap?

I want to use .632 bootstrapping to validate an algorithm. The problem is that the algorithm itself also has bootstrapping procedures. Will that cause bias? Since bootstrapping with replacement will ...
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14 views

The burden for verification/validation data

I seek a rigorous or otherwise proof for the need of verification/validation data. Typically it is suggested, after building a model, to do any validation of the model's health on a set of data that ...
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93 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 ...
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512 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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417 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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23 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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89 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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506 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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89 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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48 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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115 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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562 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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83 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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993 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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143 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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13 views

What would be simple way of calculating the area of a 3D PieChart's slices?

I have created a 3D Pie Chart able to be rotated. -> http://plnkr.co/edit/QIYu8sJUWPmxcby1ky9l?p=preview I did it to demonstrate how the visual perception of data in a Pie Chart can be distorted ...
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7 views

Method validation in non-regression problems

Assume I have a sample of r species/classes that follow a multinomial distribution, where the vast majority of classes only are observed once. Further, let us say I have k models that all are giving ...
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17 views

Real-time accounting input valdiation

I'm currently fishing in troubled waters, as I've got a huge scope. I'm sorry in case this question had been asked already in before, however I couldn't find even a topic to look for with my small ...
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9 views

Sensitivity analysis for data validation

I have a dataset, which I believe contains errors. Basically my dataset contains recorded time intervals (in seconds) of visits to a certain place, that due to sensor oversensitivy have been ...
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16 views

What kind of bias am I introducing when I include Validation set (kept for model selection) in Train data?

As usual, I have three sets of data: Train, Validation and Test. So I use train data for model selection, where I select the model which would perform best on validation data. After selecting the best ...
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27 views

When is preferred the relative and stability-based cluster validation?

I need to validate a clustering algorithm result. I know that Cluster Validation is commonly divided into four categories: internal, external, relative and Stability-based criteria, where internal and ...
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19 views

Standard errors and confidence interval in cox regression model validation using RMS package

I am using RMS package of R to validate cox regression model with bootstrap. Please see the sample code below. I have three questions: (1) How do I request the standard errors and/or confidence ...
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29 views

Comparing two distributions (simulation vs. measurement) for describing model performance

On the one hand we use a complex mathematical model to determine the result of a process. The model will iterate e.g. 2000 times, each time using random samples for some unknown input parameters ...
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3 views

sampling size for binary group estimation (under randomized validation)?

Having binary groups with n members (size of several thousand or more members which can have 0 to ...
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17 views

What test can I use for Model Validation?

I ran the BTYD package in R which predicts the number of transactions that a customer is expected to make in the future.These expected values that I get are not integers but are in the form 0.14, ...
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17 views

Inproper model validation

Let us say that I have a data set D that contians N objects from K different species, words for example, where most of them occur one time. Now my advisor want's me to draw random samples with size ...
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46 views

What are the reasons why a classifier could produce bad results?

I know of four possible reasons: overfitting underfitting input data doesn't represent the problem (which I guess is underfitting) classifier isn't suitable (e.g. problem is not linear) Are there ...
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29 views

Which statistical test is preferred when comparing two predictive models?

Say, I have two predictive models A and B and recorded AUC (Area under curve) by running both the models on 20 different data sets. Now, if I want to find the best model out of these two for these ...
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22 views

Large condition number, but no effect on validation

My question is in regards to the relation between the condition number (or other multicollinearity diagnostics) and validation of a linear regression (lm in R). Specifically, I have extremely high ...
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5 views

How to model the behavior of Webservice and doing validation?

The goal is to find a smart way to validate the behavior of webservice such as CMS (wordpress, joomla). To give more detail, we want to be able based on observing host metrics ( cpu utilization,... ) ...
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52 views

Validation Questionnaire Sample or format

I want to know on how to make a validation questionnaire for my research paper but I have no idea on how to create one. I searched about validation questionnaire but there's no format or example - ...
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43 views

Calibration curve confidence intervals interpretation. Is to reduce a high Bias Corrected possible in Bootstrapping?

I have been working on a mixed generalized model, glmer, and now I am trying to validate it by a calibrate curve, and also would like generate its CIs. For this, I thought in Bootstraping and found ...
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18 views

Using one model to validate another? (Validation with no ground truth?)

My question is on model validation when there is no ground truth. Suppose I have a data set of attributes: $x = \{x_1,\ldots, x_n\}$ These attributes are different attributes that describe animals ...