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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139 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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353 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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116 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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104 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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413 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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50 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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102 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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142 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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59 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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79 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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135 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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98 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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171 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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6 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 ...
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27 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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122 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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278 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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234 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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17 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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45 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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285 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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68 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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89 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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415 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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78 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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688 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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130 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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11 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 ...
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22 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. ...
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20 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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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 ...
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31 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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44 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 ...
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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 ...
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15 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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15 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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22 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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7 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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51 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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360 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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18 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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28 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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21 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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12 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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20 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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166 views

All neural network designs stop because of early stopping in MATLAB

I'm using patternnet for my binary classification in MATLAB and using ...