Questions tagged [data-generating-process]

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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 $ ...
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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 ...
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Synthetic Dataset Generation for (Hierarchical) Reinforcement Learning

I've been looking at creating an implementation of the MAXQ framework for offline batch hierarchical RL and am in search of a data generator for reinforcement learning. I've seen scikit's (and similar)...
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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 (...
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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. ...
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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 ...
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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 ...
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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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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 ...
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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 ...
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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....
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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 ...
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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 ...
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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 ...
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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 ...
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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: ...
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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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Isn't "contrast coding" just a weird way to write a mixture model?

My background is in CS and ML, so I am quite familiar with hierarchical Bayesian models -- and probabilistic programming. But I do not have much experience with traditional statistical methods. This ...
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Population vs. Data-Generating Process

A lot of elementary statistical and econometric literature bases on so called "population models". An example is econometric handbook "Introductory Econometrics: A Modern Approach" ...
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