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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1answer
355 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 ...
4
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1answer
629 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 ...
3
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1answer
104 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 ...
4
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0answers
126 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 ...
3
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0answers
132 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 ...
3
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0answers
69 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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89 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 ...
3
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0answers
308 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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0answers
40 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 ...
2
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0answers
25 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?
2
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0answers
78 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 ...
2
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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 ...
2
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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 ...
2
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0answers
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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0answers
112 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 ...
2
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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. ...
2
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0answers
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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0answers
12 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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0answers
35 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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0answers
134 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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0answers
32 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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53 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, ...
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0answers
61 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 ...
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0answers
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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0answers
72 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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280 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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0answers
72 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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0answers
534 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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0answers
121 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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0answers
163 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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0answers
14 views

cross-validation for unstable model

I want to create a interaction network based on nonlinear regressive modeling among 8 variables (150 sample). I have two choices: 1. Use whole data and generate regressive model for all 8 variables. ...
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0answers
6 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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0answers
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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0answers
18 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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0answers
38 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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0answers
50 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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0answers
64 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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0answers
16 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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0answers
18 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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0answers
50 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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0answers
44 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 ...
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0answers
23 views

Incorporating validation data into training set

Suppose that I divide my data for modelling purposes into training, testing, and validation which will then be deployed for an application (as in the response to this question). Why not incorporate ...
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0answers
16 views

How to validate classifier (built by using MLN method)?

I have developed a method (let's call it Method X) that has a classifier function. The classifier function was built by using MLN (Markov logic network). I need to ...
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0answers
110 views

External validation of a regression in Stata

What I'm essentially trying to do is a temporal external validation of a Cox Proportional Hazards model and also a logistic regression model on the newest year of a dataset that was not included ...
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0answers
27 views

What can be used instead of confirmatory factor analysis?

Can you please share your thoughts of the best method to deal with the following issue. In my study I'm using a well-known tool (questionnaire) which was validated in several settings but developed in ...
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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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0answers
47 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 ...
0
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0answers
355 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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517 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. ...