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Refers to "lumping together" potentially inhomogeneous groups of data.

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Pretest - posttest design - Aggregating several variables who measure the same construct but related to different targets

This question relates to a group-randomized pre-posttest design where a group of supervisors underwent a leadership training. One of the hypothesized outcomes was that subordinate leadership ...
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aggregate quantities in an index with cross sectional data

I have a cross sectional data set. I would like to use an output quantity index to aggregate my various outputs (e.g. wheat, rice, maize, vegetables, pulses). I have read about Paasche, Laspeyres, ...
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1answer
32 views

Aggregation of “tree results” in random forest regression

I would like to know how the results of different decision trees are aggregated (average) in random forest regression. If I have a numeric target variable and 10 predictors, each decision tree is ...
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0answers
31 views

How to aggregate histograms for density estimation

Within a very large sensor network, each node does take measurements derived from a fixed number of samples taken at a high frequency from an instrument. The number of measurements send to an ...
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1answer
24 views

Machine Learning model with aggregated data as training

I would like to predict a LABEL: A,B or C using a classification machine learning model. My data to train the model is like: ...
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28 views

Are estim. coef. and R-sqrd expected to change at different levels of aggregation (hierarchical data)?

I am working with hierarchical data and I want to estimate the same model (y=a+xb) at different levels of aggregation. For example, the first model (m1) uses individual data, the second model (m2) ...
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1answer
27 views

Aggregating Cluster Analysis Results [closed]

I want to write something about cluster analysis. I have started to read something about it and I faced with a concept which is called ''Aggregating''. What does it mean for cluster analysis? Do I ...
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1answer
26 views

Aggregation of overlapping intervals

Hello anyone and everyone, I have a data set of traffic flow data, particularly intensity data. I have the traffic counts per minute as the base data and then I am aggregating them into 3 and 5 ...
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18 views

Combining distributions

I have a ruler and a set of poles $S$. My ruler is not perfect, so a length measurement of one pole yields in fact a sample of a probability distribution (e.g. natural scientists usually find normal ...
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22 views

Is there a theoretical justification for the idea that aggregating time series data leads to better forecasts?

In retail demand forecasting, we often resort to aggregating data across product or location hierarchies to obtain more accurate forecasts. I understand the concept intuitively: You have a better ...
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14 views

Difference-in-Differences: y variable as quantity at monthly level

I want to estimate a difference-in differences equation with the following "background story": I have a data set of apartment listings for the months of November 2014-November 2017. Some of the ...
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17 views

Aggregate Data from Unequal Sample Size

I need to aggregate land price data from several station areas for a later regression analysis. However, each station area has different sample size and total area. ...
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1answer
86 views

How do I aggregate percentiles from previously aggregated percentiles?

I have previously aggregated data for every 5 minutes with a count of sensors at that location and 5% percentiles of a value of interest: 5th, 10th, ..., 90th, 95th. A sensor can have multiple ...
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26 views

Linear Regression: Different levels of aggregation for different variables

I have the dataset with different levels of aggregation for different independent variables. E.g.: Var.1, Var.2 measured per SKU Var.3 measured per Brand (couple of SKUs) Let's say I want to predict ...
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18 views

Time Series Data: Unequal Sample sizes

I have a dataset which consists of daily observations over a 3 month period for different variables. The data are aggregated so I do not have access to user level data. The problem is that the ...
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2answers
59 views

Aggregate repeated measures data or model it?

The structure of my data is causing me some trouble because I'd prefer to aggregate it but I'm not sure of the implications. It's from an experiment comparing dwell time. The subjects were randomly ...
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1answer
36 views

Forecasting proportions of aggregations vs direct forecasting

Assume one has to predict the sales of a shop on a daily basis. The sales per day $S(t)$ clearly follow a strong weekly pattern, but also a yearly pattern, a general trend and of course some noise are ...
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1answer
22 views

How to summarize items and still calculate percentiles?

My company wants to track request latencies for the project I'm working on. Specifically, the report I'm building should have the 95th and 99th percentile values of the latencies over all events. ...
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2answers
37 views

Many samples of the same identity for machine learning

This seems to be a simple question, yet I couldn't find a clear answer on the net. I'm using machine learning to classify ill/healthy patients based on their medical record (probably using a Random ...
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1answer
23 views

Feature selection: Should we keep all metrics (like mean. median,..) of a distribution or they make redundant features?

There are many cases in which I don't know which metric I should use to calculate the value of a feature when the value has a distribution for each data point instead of an absolute number. for ...
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0answers
14 views

Calculate a Margin of Error for a Re-calculated Median from aggregated ACS data

I am trying to create a function in R to calculate the 90% MOE for a re-calculated median from aggregated ACS data. The steps to do this are described here and I was able to find a custom function ...
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0answers
15 views

OLS difference between individual level and aggregate level estimates

I am new here, so please accept my apologies if this does not belong here. My question essentially concerns what appears to me a special case of the ecological fallacy. Consider a simple model that ...
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0answers
10 views

Chi-Squared test (for proportions) with data aggregated across time — dealing with possible correlation

I have a question regarding how best to use the $\chi^2$ test with aggregate data. To give you an idea of what I'm dealing with, here is a concise list of facts that I think you will need: Suppose ...
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15 views

Fuzzy Aggregation

Each observation in the data consists of a binary outcome variable $Y$, a set of labelled measurements $(M_1,L_1), (M_2,L_2)...$ (the set size can vary between observations) where each label is one of ...
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Is it possible to update an aggregated dataset by changing the reference group by which an indicator is mesaured?

I have a publicly available dataset that I am using for a project. The data is aggregated on the neighborhood level and the data is originally from the US Census. The data I have from this dataset ...
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9 views

How to compute the aggregate response in a panel

I have a panel where I can measure the causal effect of changes in $x_{it}$ on outcomes $y_{it}$. If $i$ indexes sub-national units, like states or provinces, then can I then use the local estimates ...
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How many quantiles to use when estimating the parameters of a distribution from a large sample

I wish to estimate the parameters of a member of a specified distributional family with CDF F(x) by using the quantiles of a large (tens of thousands) sample drawn from that distribution and a GMM-...
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7 views

Need advice aggregating data for computing correlations between variables given by dataset

I am trying to find correlation between Opioid Severity and Employment Statistics. I don't have access to my professor right now. So I have 2 datasets. 1 dataset measures Opioid concentration (...
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38 views

Calculating/Averaging/Aggregating Effect Size Across Multiple Measurements

What is the standard practice for calculating a total effect size (using Cohen's d) across multiple measurements in one study? Do you calculate the effect size for each measurement and then take the ...
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198 views

R mlogit and McFadden R^2 (strange?) value

I was a little bit surprised by the high value of the McFadden R^2 given by the "mlogit" R package for this simple model: f = mFormula(mode ~ log(cost) | 1 | 1) ...
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0answers
13 views

What can I put instead of missing value in variable that represents maximum of lab tests

I have a data set which includes a lot of variables that are basically an aggregated function over the years of the study. Each row represents a patient, each column a measure. The study period is 4 ...
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1answer
27 views

Summarise data with R - other than n counts [closed]

I've got donor segments Donors aged 34 and younger, vs. donors aged 35 and older Donors with a high frequency of donations vs. donors with a low frequency of donations Every row in my data frame ...
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21 views

How can I understand influence of individual observations on an aggregated total?

**Background: ** I'm trying to understand what is driving an increase or decrease in the total insurance claims spend for a given month compared to last month. I can look at some specific measures ...
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27 views

What test to use for aggregate and cumulative data?

I am exploring the role of social media on voting/voter registration for millennials (18-36) and those 37-65. I have us census bureau data that provides cumulative data by age on voting numbers and ...
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47 views

Is it dangerous to take the mean of ratio measurements?

I'm going through a Computer Architecture course and in one of the lectures they mention that when measuring the difference in runtime performance between two systems, using for example multiple ...
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0answers
26 views

Sum of correlated time series

I have some time series, for which I have point and density forecasts - i.e. I have confidence intervals. I'd like to sum those. Summing the point forecasts is trivial, but I'm not sure how to sum the ...
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1answer
412 views

Regularized GLM with aggregated data

I am fitting a poisson GLM to model claim rates. Since I have 1.5m+ records, I have aggregated my data (to improve efficiency). My understanding is that using aggregated data with a poisson GLM will ...
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78 views

Aggregating normalised data

I want to aggregate Google Trends data relating to separate queries that share a thematic category - e.g. "beer" and "wine". I don't care about the relative popularity of the terms - it is more ...
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1answer
42 views

Averaging bang for the buck

I'm building a table/graph to compare multiple video cards according to a given benchmark. The benchmark consists of multiple measurements using games. For each benchmark measurement, I build a ...
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0answers
17 views

Difference in proportions test - aggregate to quarter-level with indicator variables

My data is structured such that, for each quarter, I have a binary outcomes y for each entity. Entities are identified by unique ...
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0answers
8 views

Can I use Krippendorff's Alpha for aggregate level data?

Basically, I want a measure for how diverse an area is demographically. At the moment, I have the area, its population, then the demographic measure, essentially taken from an individual level survey (...
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56 views

When is it appropriate to pool trials within subjects for statistical comparisons?

Usually I have small number of subjects (e.g., 4-6 rodents) and I record electrophysiological activity during presentation of a stimulus or performance of a task. A general question that arises when ...
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27 views

Aggregated Means Differ in Regression

I try to run a difference-in-difference model based on single observations which I have to aggregate in order to generate an outcome variable "w.mortf" = mortality. My original data set provides a ...
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1answer
46 views

Privacy through moving averages?

I am considering the following hypothetical situation: I have a time series of data. In general, 'the public' should have access to features of this data. However, making the time series available ...
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71 views

how to aggregate composite indicators of mixed data using weight based on factor analysis of mixed data (famd)?

how to aggregate composite indicators of mixed data using weight based on factor analysis of mixed data (famd)? i just know for principal component analysis (pca) or numerical data can using weighted ...
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0answers
31 views

Can i treat Asselin 2002 linear categorical composite indicator of multiple correspondence analysis as a geometrical function as in OECD 2008?

in Asselin (2002) http://www.ipc-undp.org/conference/md-poverty/papers/Louis-Marie_.pdf , the expression of the categorical composite indicator of multiple correspondence analysis (qualitative ...
2
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1answer
80 views

Linear regression on aggregate and missing data

I have data from a survey with $m$ quantitative questions (rating 0 to 100). There was $n$ participants. I want to apply linear regression to predict $X_m$ based on $X_1,\dots,X_{m-1}$. There are, ...
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1answer
23 views

How to represent multiple data by single value

I have three inputs x1,x2,x3 and to each single input there are three outputs y1, y2, y3. (1) x1 --y1, y2, y3 (2) x2 --y1, y2, y3 (3) x3 --y1, y2, y3 The Whole whole set has to be represented by ...
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1answer
62 views

Is it good statistical practice to include an “aggregated” categorical variable in LM?

I am dealing with a large data set (~100000 observations, roughly 13 variables). Most variables are of categorical nature and are stable across different observations concerning the same individual/...
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15 views

Tracking Summary statistics over aggregations - does it have a name/generalization?

Sorry for the vague sounding title, I was sure how else to summarize this question. I currently have a large number of samples coming in each day, and my goal is to be able to quickly get summary ...