# 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.

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### Transform Second Difference Predictions from VAR model back to levels

I am currently working with a VAR model in R using the second difference of some variables (it only becomes stationary after differencing twice). So far I'm trying to see if the model fits one of the ...
6 views

### Approach to analysing data on 2 medical devices on the same patient

I am currently evaluating a new device compared to a gold standard device. Each person is measured at the same time with both devices and I want to know how to investigate the results. My question is ...
22 views

### Questions about log-log regression analysis

I am currently writing a research paper for grad school and it seems that I overshot my understanding and I wanted to make sure that I get everything right. I am using multiple regression analysis to ...
21 views

### Train Test leakage

Imagine the following dataset. 1 --> Person buys this product sometimes 0 --> Person never buys this product: ...
61 views

### How to model the true effect of a difference score, minus rater bias

I have a dataset of measurements from pairs of conversation partners. Each individual in the sample took part in multiple conversations. For each conversation, I'd like to know how much the difference ...
1 vote
118 views

### How does the Bayesian Information Criterion work for model selection?

I am aware that we can use the BIC values from different models in order to determine which model predicts the data best. However, I'm a little confused about the criteria used to determine which ...
21 views

### What is the difference between the quotient of two ratios and the difference between the same two ratios?

A commonly used measure of industrial competitive advantage is the location quotient, which compares the local concentration of an industry to the concentration of the same industry in a larger (...
1 vote
137 views

### Joint posterior distribution of differences

I have data $x_1,...,x_n$, $y_1,...,y_m$ and $z_1,...,z_p$ where $$x_1,...,x_n\sim N(\mu_x,\sigma^2_x)$$ and $$y_1,...,y_m\sim N(\mu_y,\sigma^2_y)$$ and $$z_1,...,z_p\sim N(\mu_z,\sigma^2_z)$$ Now let'...
17 views

### Relationship between std dev of difference of 2 random samples of a distribution and the std dev of the distribution

I am studying the analytical variance of a clinical test. In published work I observed two things: 1) when looking at a particular patient, the std dev of repeated replicates was 11.5 points. 2) when ...
28 views

1 vote
86 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
43 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
66 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 ...
1k 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 ...
256 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) ...
996 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
38 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
64 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 ...