# Questions tagged [data-generating-process]

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### Estimating complicated conditional probabilities with less calculation/computation [closed]

How can we estimate P(A | B & C & D & E) with reasonable accuracy by only calculating something like P(A | B), P(A | C), P(A | D), P(A | E), P(A | B & C), P(A | B & E), P(A | C &...
15 views

### How to create optimal observation given a classifier

Suppose that I have a dataset $D$ of cars and a classifier $C$ which, given two cars characteristics, predicts which car is "better". (It's a binary classification, the definition of better ...
114 views

### A Rigorous Definition of Data Generating Process (DGP)

I am trying to find a rigorous mathematical definition of a data generating process (DGP) under a well-defined probability space. The closest source I have found on Cross Validated is this one, and it ...
8 views

### Parameter(s) to introduce between-variable ratio variability in multivariate time series data generation?

I am trying to generate multivariate time series with different degrees of variability in R. It is quite straightforward to tweak the variability in a univariate situation. For example, by tweaking ...
• 11
1 vote
59 views

### Standard deviation in generated data with specified autocorrelation - correction factor?

I want to generate time-series data with specified AR(1) and standard deviation. I am using arima.sim to generate univariate time series. (Ultimately, I want to use ...
• 11
68 views

### Random data generation for hurdle model using R [closed]

I would like to generate random data for a distribution which takes the form of hurdle-like model. Let's denote a random variable X with probability mass function \begin{align} Pr(X=0)&=\alpha\\ ...
• 364
54 views

### Can an ARIMAX estimate this model?

So I have this AR data series, AR1, mostly (for the argument). I also have an exogeneous regressor, only the DGP I suspect is something in the line of: $y_t=y_{t-1}+\alpha x_ty_{t-1}+\varepsilon_t$ ...
21 views

### Generate Fake Data to get around GDPR Constraints

I have a project based on AI and Machine Learning. Unfortunately, I am constrained with time and due to GDPR(General Data Protection Regulation), the process of getting data will take a long time. Is ...
1 vote
55 views

### A Data Generating Process Implying Homogeneous Individual Treatment Effects

I want to find a data generating process implying homogeneous individual treatment effects. Specifically, consider two potential outcomes $y_i^1$ and $y_i^0$. The first one is the individual $i$'s (...
• 755
1k views

### What if there is no true data-generating process?

I've been engaging in a number of forecasting efforts recently, and have rediscovered a well-known truth: That combinations of different forecasts are generally better than the forecasts themselves. ...
• 2,757
27 views

### Gonzalo's cointegration DGP

I am trying to reprogram the data generating process from Haug (1996) which follows this equation: Parameter a1 can take values (0,1); a2 is fixed at value 1 and their purpose is to set exogeneity or ...
• 29
69 views

### Statistical model of a multi-class classifier vs. binary classifiers

Say, a balanced training set containing images that depict either a cat, dog, horse, or panda is given. One trains a machine learning model (e.g., a neural network) to classify whether an image ...
• 31
1 vote
36 views

### Generating realistic mock data for a real-world scenario

Im a final year math student doing a project for a company. They want to do a cup-and-grid water drop test with a firefighting helicopter. The basic idea is: a grid of 1000cups is setup on an airfield,...
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1 vote
23 views

### Change of the data generating process (DGP) vs. occurrence of unseen observations

Say, one trains a machine learning model to classify emails as spam or normal. Then, the adversary (or the collection of all adversaries) represents the data generating process (DGP) that generates ...
• 31
1 vote
39 views

### Generating data for one-class dataset

In case I have a dataset that have only one class unlabeled (benign), could you please list some algorithms/papers that are used to generate complementary data (malignant) based on benign data only? I ...
• 249
648 views

### Why do we use term “population” instead of “Data-generating process”?

I have always been confused about the use of the term “population” in statistics. In my first statistics course I was taught that we need a sample, because surveying the whole population is too costly....
1k views

### How to calculate expected Average Treatment Effect on the Treated (ATT) from a data generating process?

I'm running comparisons of different counterfactual modeling methodologies (exact matching, propensity score matching, regression, etc.) on simulated data in order to see which methods produce the ...
• 5,282
1 vote
61 views

### Generate data that matches a frequency distribution while preserving the original spatial structure

I am dealing with a 3D array containing values representing the "importance" of each voxel. For my analysis, I would like to synthesize n new arrays from my original array to have a ...
1 vote
127 views

### Interpretation of intercept term in ECM

Suppose two $I(1)$ series $x_t, y_t$ are cointegrated. Therefore $\mu_t$ in following equation is stationary: \begin{align} y_t = \beta_0 + \beta_1x_t + \mu_t \tag{1} \end{align} Now consider the ECM ...
• 2,301
1 vote
172 views

### Econometrics meaning of structural versus regression model

I want to make sure my understanding is correct. Particularly in econometrics, when authors write down a model: $Y_i = \beta_0 + \beta_1 X_i + \epsilon$ Can I think of this as a 'structural model'- or ...
• 591
1 vote
27 views

### Generate data for significance testing

I want to generate a data set with a pre-specified significance level. Let's say we have 2 covariates x1, x2, and an outcome variable y. We fit a linear regression model as follow: ...
655 views

### What's the DGP in causal inference?

This question come from this discussion (Under which assumptions a regression can be interpreted causally? ). That discussion touch too arguments and is not possible to speak about all things there. ...
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