Linked Questions
12 questions linked to/from What is model identifiability?
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Showing a regression model is unidentifiable? [duplicate]
I am following a tutorial in which we are looking at a risk regression model (the Cox’s proportional hazards model. In particular, the hazard rate is modelled as
$$ \lambda(t) = \lambda_0(t) \exp(\...
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Why do we care if an MA process is invertible?
I am having trouble understanding why we care if an MA process is invertible or not.
Please correct me if I'm wrong, but I can understand why we care whether or not an AR process is causal, ie if we ...
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What is parameter identification in the context of OLS?
Can someone explain what identification means in the context of an OLS model? I have a fair grasp of the derivation using either the method of moments or by minimizing the squares, but am failing to ...
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How to create a reliable regression model with a large number of variables and a few observations in R
I am newbie with R and I am trying to create a model that explains sales value. In particular i want explain how this series of variable (downloaded from http://data.un.org/ and merged with Excel) ...
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How to prove the identifiability of a likelihood
Consider the likelihood function for parameter vector $\boldsymbol{\theta}=(\theta_1,\theta_2)$:$L(\boldsymbol{\theta};\boldsymbol{x},\boldsymbol{y})=L_1(\boldsymbol{\theta};\boldsymbol{x})L_2(\...
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How can we see that this model is identified?
Let the density function be given by
$$ f(x;a,b) = \frac{a + 2 b g(x) + (1-a-b) g(x)^2}{(1-x)(2 b g(x) + (1-a-b) g(x)^2)}$$
where $a$ and $b$ are parameters of interest and $g(x)$ is a known ...
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Binary variable shows twice in random effects when random intercept excluded [R, lme4]
When I use lmer of lme4 to fit a random one-variable slope model with random intercept excluded, both levels of the one-variable ...
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Why is $X$ not an identifiable statistical model
In my textbook, Identifiablity is defined as so:
For any $\theta_1, \theta_2 \in \Theta$ , if $\theta_1 \neq \theta_2 \Rightarrow \Bbb P_{\theta_1} \neq \Bbb P_{\theta_2}$ , where $\Bbb P_{\theta}$ ...
user255658
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Is this parametrization identifiable?
So I have this problem which I'm unsure of my answer. Any tip on how to treat it differently is more than welcome.
X and Y are independent $\mathcal{N}(\mathcal{\mu_1},\sigma^2)$ and
$\mathcal{N}(...
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Identifiability Versus Convexity
I'm a little unclear on the definitions of "identifiable" and "convex." Consider the case where $X_1, \ldots, X_n \overset{iid}{\sim} \text{Bernoulli}(p)$. Then our likelihood function is $L(p) = p^{\...
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Bayesian Methods with high number of regressors (high dimensional)
I'm comparing Bayesian (generalized) linear methods vs Frequentist ones in the case when $p>n$ ($p,n$ being respectively number of regressors, number of samples).
In the frequentist context when $...
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Determining the Identifiability of Models
I am completing exercises in the book Mathematical Statistics: Basic Ideas and Selected Topics regarding proving or disproving that a model is identifiable.
The problem I am struggling with considers $...
