Questions tagged [differences]

The process of taking the difference between two values to achieve desirable statistical properties. e.g. paired differences t-test, differences between time points in an AR(1) model, and difference-in-differences causal impact analysis.

Filter by
Sorted by
Tagged with
0
votes
0answers
14 views

Over Differencing a Time Series

Consider the simple white noise process, $Z_t = a_t$. Discuss the consequences of over-differencing by examining the ACF and AR representation of the differenced series, $W_t = Z_t - Z_{t-1}$. Answer: ...
0
votes
0answers
15 views

How to calculate the percentage difference for multiple values

If I want to calculate the percentage diffidence for two values (v1 and v2), I would use [(v1-v2)/(v1+v2)/2]*100. But I do not know how to do this if I have three or more values (v1,v2, v3...). Not ...
1
vote
1answer
29 views

Differencing in a simple OLS regression

I am attempting to do a simple OLS regression on time series data from 1990 to 2019, and there a trends in my variables GDP capita (dependent variable), oil prices etc which I am able to difference. I ...
0
votes
1answer
22 views

Checking significance in differences between groups (gaps in income between genders and education levels)

I wonder if you could give me a hint on how to find out whether there is a significant difference in the income gap between genders and their education level. The picture below shows education levels (...
0
votes
0answers
17 views

Differences in Differences - Athletes, injuries and salaries?

I am preparing the dataset to perform a DiD analysis. The dataset is panel and collects information from 2000 to 2007 on a group of athletes of a specific league. I would like to verify if the ...
6
votes
1answer
197 views

Why this OLS fitting will converge to (0,-0.5)?

In this AR1 model, if we fit y with diff(y), regardless the true coefficient, when N is large, it seems the model will converge ...
1
vote
0answers
27 views

Time series difference operator

I have a question regarding the difference operator of SARIMA models. I am attempting to write out $SARIMA(2,1,2)(2,1,1)_{24}$. This seasonal ARIMA model has therefore 2 difference operators. I have ...
1
vote
0answers
21 views

What is the link between the order of the AR process and the order of the Augmented Dickey-Fuller test in case of first differences?

I realize that in general ( for an AR(p) process ), you should include p-1 lagged differences in the ADF specification (when testing for non-stationarity). I was recently told, however, that when ...
1
vote
1answer
27 views

Comparing two frequencies

Say I have two samples and I am measuring the amount of times a molecule appears in each. In sample 1, this particular molecule appears 200 out of the 1000 total molecules measured. For sample 2, it's ...
1
vote
0answers
20 views

First difference estimator inconsistent

This is a simple issue but I seem to need some illustration . If I have a first difference model as in : $$ y_{it}-y_{it-1} = (X_{it}- X_{it-1})'\beta + (U_{it}- U_{it-1}) \ \ t=2,..T$$ which I am ...
2
votes
3answers
52 views

Sample size calculation - repeated measures, two groups

We want to calculate sample size for detecting the difference between mean depression scores of two groups of patients after three months of treatment - i.e. those who received a specialized mental ...
1
vote
1answer
44 views

Whan calculating the significance of a difference, when do we use separate variances and when do we use pooled variance?

When you check if the difference between two sample proportions is significant, some sources (like Khan Academy) recommend using a pooled variance, while others (for instance statistics for dummies) ...
0
votes
0answers
12 views

Time series I(0) and I(1) - how do I use it in a model?

I am analyzing two time series with the goal to run a VAR-Model. Now I ran a KPSS-test to test if the time series were stationary. The result is now that one time series is I(0) while the other one is ...
0
votes
0answers
9 views

power, correlations and difference scores

Would it make a difference for a statistical power calculation whether the correlations are obtained using the simple measures or whether they are difference scores? Would you need more participants ...
-1
votes
1answer
59 views

How to reverse log difference?

I am currently doing log differences to a dataset and I want to revert back to the actual values. I'm trying to understand why at the end we need to multiply by the original value (and why we do not ...
1
vote
1answer
25 views

First-differences regression of a cointegrating system: forecasting and interpretation

I am working with a time series regression. In particular, both my dependent and independent variables are I(1) and they are co-integrated. I was wondering the following: If I run a regression with ...
1
vote
0answers
30 views

Interaction effect in logistic regression

I have applied logit model, where my dependent variable is Emp (Employment) 1 if employed otherwise 0, and used level of education and Health status as independent variables where: Education consist 6 ...
0
votes
0answers
31 views

Drastically different results from summary.lmerModLmerTest vs anova.lmerModLmerTest

I am beginning in linear mixed model with lme4. Recently, I have encountered a problem where results obtain from summary.lmerModLmerTest and anova.lmerModLmerTest are drastically different. My model ...
1
vote
0answers
47 views

Can I apply both differentiation on lag 2 and two differentiations on a time-series?

I'm working with time-series and I have seem two approaches from different teachers. One of them used the following code in Python: ...
0
votes
2answers
45 views

Basic mean question

Learned today in stats this cool piece of information: If you wanted to optimize the $(y-\overline{y})^2$ or differences squared, of some data. Where $\overline{y}$ is a constant y = number, then you ...
2
votes
0answers
21 views

Formula for sample size for hypothesis test for difference in proportions confusion

For a hypothesis test for difference in proportions: Source A (some Stanford professor): The sample size for both groups is $$\frac{2\bar{p}(1-\bar{p})(Z_\beta+Z_{\alpha/2})^2}{(p_1-p_2)^2}$$ $$\bar{p}...
1
vote
0answers
23 views

Measuring magnitude of proportional difference between two items: cannibalisation and halo effects of products relative to promotions

I am trying to understand cannibalisation/halo effect between products when a promotion event occurs for one product and not another, this data is based in time, and the promotion status occurs at ...
0
votes
2answers
138 views

Seasonal term not significant after differencing

I am working with a time series (weekly frequency), $\{y_t\}$. I have 250 points in total. The time series is not stationary according to KPSS test (it is stationary according to ADF) at 5%. In any ...
1
vote
2answers
50 views

Summary statistics for two populations

I have two populations: part-time worker in the health industry (IND=17) and part-time worker in the financial industry (IND=12) For those two populations I have several variables (demographic ...
1
vote
0answers
18 views

How can I separate the abundance factor of the incidence results?

I must calculate the incidence values for Watermelon Mosaic Virus in different seasons within of habitat. This incidence data comes from infection detection of some plant sampled in different habitats ...
2
votes
0answers
46 views

Is there a word in statistics for “mean divided by absolute difference”?

For two values, let's say a and b, I calculate a mean of two numbers divided by absolute difference between them. i.e. ...
0
votes
0answers
20 views

Difference of two independent lognormal random variables by Fourier transform methods?

Is it possible to calculate the difference $X_1-X_2$ of two independent lognormal variables $X_1$ and $X_2$ where $\log(X_1)\sim N(\mu_1,\sigma_1)$ and $\log(X_2)\sim N(\mu_2,\sigma_2)$? Could I ...
1
vote
0answers
34 views

Problem with differencing trend-stationary processes?

I have read somewhere (possibly in Hayashi's Econometrics text) that it can be problematic to work with differenced trend-stationary processes. I have not been able to find the exact source again and ...
0
votes
1answer
12 views

Get predicted (leveled) value of y from a differenced regression in time series

Suppose I have two time series variables (x and y) which have unit root (non-stationary). I would like to regress y against x, but because they are non-stationary, I first stationarized them by ...
15
votes
6answers
3k views

What is the difference between econometrics and statistics?

It's never been very clear to me what distinguishes econometrics from statistics. My preliminary understanding was that statistics is data-focused whereas econometrics always starts from theory. But ...
0
votes
0answers
12 views

How to pull in-sample fitted models towards out-of-sample optimum during training?

A common problem in prediction problems is getting a model fit on in-sample data to predict out-of-sample data with decent accuracy and precision. Assuming that we break a part of the in-sample data ...
0
votes
0answers
28 views

What is the expectation of absolute difference

Given: E(|X-R|) =2.5 E(|L-X|)= 3 where X, R, L are assumed to be normally distributed and independent. Standard deviations of |X-R| and |L-X| are known. what is E(|L-R|) ?
0
votes
1answer
37 views

t-Test for dependent samples for z-standardized values?

I've got children's questionnaire scores (mean of 6 items) regarding a particular variable (here: how well the child likes to interact with technology), and a score of the same child by a parent (they ...
3
votes
2answers
1k views

Levenshtein Distance vs Damerau Levenstein vs Optimal String Alignment Distance

Could anyone explain in simple words (and maybe with an example) what the difference between the Levenshtein Distance, Damerau Levenstein, and Optimal String Alignment Distance? When would one use one ...
0
votes
0answers
25 views

How to moderate a change score?

I am using STATA to perform linear regression. Here is the analysis I would like to perform: I have weight measured at Time 1 and Time 2 (continuous variable). I have fatigue measured at Time 1 and ...
0
votes
1answer
39 views

What probability distribution do you fit to 'differences' between percentages (can take both negative and positive values)?

I have some data about fisheries and there is a variable which denotes differences between two percentages and hence has both negative and positive values. I want to run a model with this as a ...
2
votes
1answer
128 views

What is the difference between Spectral Clustering and Laplacian Eigenmaps?

It seems like Spectral Clustering is just a term for dimension reduction via Laplacian Eigenmaps + a clustering algorithm on the output. Is this the case, or am I missing some fundamental difference?
3
votes
3answers
234 views

Is a time trend a substitute for first differencing?

I am doing a macroeconomic analysis involving BOP, investment ratio, GDP growth rates, and CPI inflation as dependent variables. My independent variables are other macro variables. When I test for ...
1
vote
0answers
27 views

Analysis of statistical differences between two data sets

I would appreciate if you could suggest what tests (on STATA) I could use to check the following: I have data from the world bank on BMI in a certain country (nationwide); I went on a field to collect ...
1
vote
0answers
26 views

Difference order distribution of extremal values of two uniform sequences

Fix an integer $m$. Pick two random integer sequences ($a_1$ to $a_n$ and $b_1$ to $b_{n'}$) uniformly independently from $[1,m]$. Denote $a(i)$ to be $i$th smallest value of $a$ and $b(j)$ to be $j$...
1
vote
0answers
55 views

Distribution of order statistics from the same sample? Distribution of difference betwen order stats

Suppose we have $i$-th and $j$-th order statistics from a sample of i.i.d. random variables. How to derive the difference between these order statistics? For example, it's obvious that, if $j>i$, ...
1
vote
0answers
37 views

If the dependent and independent variables are not stationary, but they are first difference stationary. Can I use the original variable?

If the dependent and independent variables are not stationary, but they are the first difference stationary. Can I use the original variable?. If I use the percentage change for the dependent and ...
1
vote
0answers
33 views

Calculating interclass correlation but with different observer experience

I have tried finding an answer to the following question both here and using PubMed and google but without luck. I have been asked to calculate the intraclass correlation coefficient from the ...
0
votes
1answer
25 views

Summing up differences of means

Say I have four treatments with two factors: Treatment 1: Factor A Treatment 2: Factor B Treatment 3: Factor A and B Treatment 4: no factor (Control) I can now use anova to detect interactions. I ...
1
vote
1answer
41 views

Model selection based on the closest fit to another model

For each subject I have two measures, let's say $X$ and $Y$, that correspond to the same measurement but each from a different measurement device. In theory we assume that ideally these two ...
1
vote
1answer
290 views

Statistical test for preference data through average differences or is other method more suitable?

I need your help. I'm designing a questionary and there I want test which version the people prefere. Which of the following methods is better and which statistical test for significance in each ...
2
votes
1answer
2k views

derivative of mathematical expectation [closed]

As we know,if x is a random variable, we could write mathematical expectation based on cumulative distribution function $(F)$ as follow: $E(X)=\int[1-F(x)]d(x) $ In my problem, t is a random variable ...
1
vote
2answers
37 views

Comparing Closeness Between Two Counts

I need to count the number of cells in several pictures. Since the picture is not totally clear, I let two people to count for each picture. I need to compare to see if the two counts are close enough ...
1
vote
0answers
514 views

Probability that one positive random variable is greater than another independent and identically distributed positive random variable

Suppose I have the following random variables $X_{0} \sim f(x)$ and $X_{1} \sim f(x)$ are independent. I want to know the probability that $X_{0} > X_{1}$. So I think I want to find: $$ P(X_{0}>...
1
vote
0answers
54 views

Is the difference between two samples of two distributions a sample of the difference of the distributions? [closed]

My question is as follows. Suppose you have two variables $X$, $Y$. If I pick a random sample $x$ from the distribution over $X$ that has probability density function $f_X$, and another random sample $...