Questions tagged [data-generating-process]
The data-generating-process tag has no usage guidance.
9
questions
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0answers
19 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
votes
0answers
50 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 ...
1
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0answers
42 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
58 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
14 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
votes
0answers
35 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 ...
4
votes
1answer
122 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
votes
1answer
11 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
votes
1answer
63 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" ...
