Questions tagged [data-generating-process]
The data-generating-process tag has no usage guidance.
24
questions
1
vote
0
answers
29
views
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 &...
0
votes
0
answers
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 ...
- 41
2
votes
2
answers
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 ...
- 621
0
votes
0
answers
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
0
answers
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
0
votes
2
answers
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
0
votes
1
answer
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 $
...
0
votes
0
answers
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
1
answer
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
15
votes
2
answers
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
2
votes
0
answers
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
2
votes
0
answers
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
0
answers
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,...
- 11
1
vote
0
answers
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
1
answer
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
19
votes
1
answer
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....
4
votes
1
answer
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
0
answers
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 ...
- 161
1
vote
0
answers
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
1
answer
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
0
answers
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:
...
- 11
7
votes
1
answer
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. ...
- 4,470
0
votes
1
answer
21
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 ...
- 95
6
votes
1
answer
362
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" ...
- 1,756