Questions tagged [data-generating-process]
The data-generating-process tag has no usage guidance.
19
questions
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1answer
13 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 (...
13
votes
2answers
974 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
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0answers
19 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 ...
2
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0answers
21 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 ...
1
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0answers
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,...
1
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0answers
11 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 ...
0
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1answer
18 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 ...
13
votes
1answer
230 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....
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0answers
25 views
Expected value of the sum of Bernoulli r.v. with p = cdf of Normal r.v
Let $y_1, y_2,\ldots, y_n$ be an independent samples from an unknown distribution and $q_p$ be its $p$th percentile. I constructed $B_i$'s such that $B_i \sim \text{Bernoulli}(F(y_i))$ where $F$ is ...
2
votes
1answer
286 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 ...
1
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0answers
32 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 ...
0
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0answers
63 views
How can I generate longitudinal data with correlated individual effects and serially correlated error term in R/Rstudio?
I would like to generate longitudinal data with correlated individual fixed effects (correlation with the explanatory variable) and serially correlated error term in R/Rstudio. The data generating ...
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0answers
61 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 ...
1
vote
1answer
69 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 ...
1
vote
0answers
20 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:
...
0
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0answers
67 views
Mixed data sampling in R (midas_r)
I have the following code where I have a weekly time series (variable x) which I would like to use in order to forecast my monthly time series (variable y).
So basically I want to forecast the current ...
6
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1answer
232 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. ...
0
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1answer
14 views
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 ...
5
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1answer
135 views
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" ...
