Questions tagged [data-generating-process]

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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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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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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 ...
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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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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 ...
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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 ...