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Questions tagged [differences]

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11 views

When to choose difference versus log ratio for expressing variables relatively?

Oftentimes I wish to express one time series (say) relative to a second one. The two obvious candidate approaches are to take their difference or their ratio. Whereas the difference is symmetric with ...
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1answer
9 views

What is the relation between the effect size and correlation?

Correlation refers to the degree to which a pair of variables is linearly related. The effect size quantifies some difference between two groups (e.g. the difference between the means of two datasets)....
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15 views

Subtraction between features before performing PCA and training a classification model

In my dataset, I've created moving averages for historical indicators. Is it pertinent to perform subtraction between those moving averages before PCA? My stats/calculus feeling: as PCA is a ...
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0answers
5 views

How to determine the percentage difference between two quantities associated with uncertainty measure

Say I have two quantities 10 ± 2 and 12 ± 3 (uncertainty is standard error). How do I determine the percentage difference between them? Or should I determine it at all (There is no meaning to do it in ...
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14 views

How to interpret Emmeans results

I have used the emmeans() package to calculated the difference between the difference of estimated marginal means. I did this by first calculating the EMMs of location|treatment, and then the ...
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0answers
13 views

First or second difference or log for simulated real GDP data?

For a paper I need to use simulated real GDP data to regress this on average income mobility (how much more the next generation earns). As a hint the assignment indicates that the STATA code for a ...
2
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1answer
38 views

What is the relation between ELBO and SGVB?

Evidence lower bound (ELBO) can be minimised, so that to find the most appropriate approximative distribution of the target distribution, which is equivalent to the maximisation of the corresponding ...
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1answer
28 views

What is the difference between belief propagation and loopy belief propagation?

Belief propagation (BP) is an algorithm (or a family of algorithms) that can be used to perform inference on graphical models (e.g. a Bayesian network). BP can produce exact results on cycle-free ...
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61 views

What are the differences between Bayesian networks and hidden Markov models?

Bayesian networks and HMMs are both probabilistic graphical models and they are both represented by DAGs. What else do they have in common? What are their differences, both in terms of architecture ...
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16 views

What is the difference between “paired” and “unpaired” versions in Wilcoxon's test?

Statistical tests can e.g. be used to decide whether to accept, reject or fail to reject the null hypothesis (the status quo). There are (apparently) two variants of this Wilcoxon's test: paired and ...
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0answers
9 views

Method to compare difference in average treatment effect between 2 subgroups and then between two study arms? Difference in differences for RCT data?

Essentially I have an RCT with 1 intervention arm and 1 control arm. Within each arm I have 2 sub-groups I want to compare the average treatment effect (drug users and non-drug users) for a binary ...
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17 views

Interpretation of regression coefficients: second-order differencing

Main Question: How are the coefficients of the second-order differenced explanatory variables to be interpreted? (See the attached screenshot of my result.) Analysis framework: I examine the ...
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25 views

Calculate Percent Change after running Paired Samples T-test

I have two measurements pre and post. I ran a paired samples t-test to determine if a statistically significant difference exists between pre and post. I would like to report the Percent difference ...
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0answers
9 views

Testing difference of cumulative/integrated quantities of time series?

I am new to time series data analysis. I wonder how would one test the statistical significance of the difference between integrated quantities (area under curve) from different time-series curves? (...
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1answer
13 views

Compare the progression in multiple groups with different starting points

I am working on a project where 8 municipalities have participated in a program, in which they received consultancy on how to restructure the social sector. As a part of the program the municipalities ...
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0answers
24 views

Two-dimensional difference test

Suppose I need to find out whether both the average height and the average weight of a person in two populations are the same. Is there a standard extension of the difference test in two dimensions? ...
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1answer
17 views

How to interpret normalized difference score?

Lets say you have 2 variables, reaction time (RT) on an easy task and reaction time on a hard task. I've seen papers calculate a normalized difference score using the following: $$ Z = \frac{RT(hard) ...
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0answers
11 views

Difference of Rates in ECM

I am setting up a model to predict something using Error Correction Model (see pic. to get a general view about the model itself). Some of my $X$ variables are the interest spread between the A and B ...
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2answers
120 views

Standard Error of the cumulative value for time series

I have two time series, as in the picture below. The data was gathered experimentally. A practical example could be a measured mass flow rate, where I measure the mass flow rate over a certain time ...
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1answer
28 views

Would relative or absolute differences be more meaningful in this case? Why?

I 'm involved in a study where precentage values of carbon were take beneath between two adjacent fields. The adjacent fields differ by the vegetation cover (X, Y). Vegetation X is novel (planted 10 ...
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0answers
19 views

Comparing statistics over win/loss

I have data from a league over a season. The season was conducted as a round robin so everyone played each other. Each game was a best of 5 so at the least a game produced 3 matches and at the most ...
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0answers
8 views

Determining Polynomial Trend, Stationarity, and Covariance of a Process

I'm given $$ Y_t = p(t) + \epsilon_t $$ where $\epsilon_t$ is a stationary series with covariance $\gamma_t$. Also given $$ p(t) = \sum_{r=0}^kK_rt^r $$ where the $K$s are constants, for the ...
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28 views

How to test whether the mean of an observed time-series is statistically different from the mean of the predicted time-series?

Let's say I have an observed time-series from $y_1,...,y_T$, as well as an predicted time-series $\hat{y}_1,...,\hat{y}_T$. I want to test whether the mean of observed values $\bar{y}$ is equal to ...
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0answers
33 views

Confidence interval for difference of tail errors

Suppose, that I'm conducting a simulation study that compares different confidence interval construction methods. If I do 1000 simulation runs, then the acceptable range for coverage level is $95\pm\...
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2answers
111 views

When to use raw (not relative) change vs. absolute change in a T-Test?

Suppose I have students 1 through 100 predict their test scores prior to taking a test. After the test, I record their actual scores, so that the head of my data table looks like this: ...
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0answers
23 views

Model for lagged differences in dynamic panel data

I am interested in the coefficients when regressing a difference in levels of a variable on lagged differences in a panel data context. I want to know if the Nickell bias is present, and if not, what ...
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1answer
31 views

Inferential test for differences in frequencies between groups?

I would like to have your suggestions regarding the kind of statistical analysis that would fit the nature of my data. Participants have seen 12 videos, in each of which an emotion was conveyed and ...
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1answer
816 views

What's the difference between an ecological study and a cross-sectional study?

What's the difference between an ecological study and a cross-sectional study? And could you provide an example?
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0answers
33 views

property about the standard deviation of 2 r.v.

If $X,Y$ are $\geq 0$ random variables, how to demonstrate that: $$2*Stdev(X) \leq Stdev(X+Y)+ Stdev(X-Y) $$ $Stdev$ represents the usual standard deviation.
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0answers
30 views

Individual differences in response time (RT) - searching for the right test

Given a distribution of response times to different categorical variables, what's the best way to test for individual differences? or more specifically: There are 100 people pressing buttons in 10 ...
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0answers
26 views

Normality in multiple regression after using first differences

I´m running multiple regression and after using first differences (as the only method which was succesful with correcting autocorrelation) my model has non-normal reasiduals. As you can see on . P-...
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1answer
4k views
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0answers
32 views

Lag operator calculation(differencing) with polynomial trend

I am trying to show that ((1-L)^n)t^n = n! I have tried to simplify the calculation using hypergeometric series but it did not work out. Could anyone give a hint about this?
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0answers
24 views

What can the differences in slopes tell me?

I ran regression models on two sets of data, and their plots looked parallel, so I ran a t-test on their slopes and they are indeed different. I'm wondering what I can quantitatively take away from ...
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2answers
676 views

What's the difference between a descriptive statistic and a test statistic?

In the Wikipedia article about test statistic it is written A test statistic is a statistic used in statistical hypothesis testing. A hypothesis test is typically specified in terms of a test ...
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0answers
252 views

What are appropriate post-hoc tests for a negative binomial regression to explore pairwise differences in R?

We are trying to identify the pairwise differences using an equivalent to Tukey which we assume cannot be used.
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1answer
26 views

Assumption of independence of two correlations for the purpose of a statistical test of the difference.

I'm having a bit of difficulty grasping the concept of 'independence' for the purpose of testing whether two correlations significantly differ from one another (Zou, 2007). Consider the following ...
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0answers
23 views

Determine difference in performance using grade data using GLMM

[Note: I updated the question after getting comments, thanks!] I am currently trying to find out if there is a significant difference in performance for different kinds of questions in a subject, but ...
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0answers
16 views

Measuring oscillation erratically or wave peridods

I am trying to use a statistic that shows how erratic one of my parameters is acting. We can see this graphically: Originally I attempted to find the sum of the absolute difference between each point ...
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0answers
29 views

How to test for significant difference in multilevel data?

I work with a multilevel data set like the one below. ...
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1answer
58 views

Is a one-sample t-test on difference scores compared to 0 identical to a paired t-test?

If I want to determine the difference between two correlated measurements (i.e., pre-post scores), is a one-sample t-test on the difference scores compared to 0 an identical test to a paired sample t-...
0
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1answer
790 views

Continuous measure of similarity between two time series

I have two time series, spanning about 2.5k observations each. One series is observed values, the other one is predicted values based on a simple linear regression model. Both time series share the ...
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0answers
88 views

Poisson distribution: standard deviation of the difference

Two radioactive samples A and B are monitored. Let $X_A$ and $X_B$ be the number of events generated in the detector in time $t$. When observed, A generates 100 events after a time $t$ ($x_A=100$) in ...
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1answer
13 views

Evolution from year to year in text sets

Say that we collected some essays last year and we collect other essays this year. The goal is to apply machine learning and NLP to analyze the overall difference/tendency. How to do that? First ...
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2answers
835 views

Removing Unit Roots

If I have the following AR(p) process \begin{align} y_t=a_1 y_{t-1} + a_2 y_{t-2} + ... + a_p y_{t-p}+u_t, \end{align}where $ u_t $ is white noise, and I suppose the AR polynomial has 2 unit roots, ...
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0answers
97 views

How to test the difference between two differences in coefficient?

I am running this regression: Y= X1 + X2 + controls. I would like to see if the relation between Y and X1 is different at different levels of X2. So I slip by sample into two groups by X2: high and ...
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1answer
54 views

What test to use to show that methods are different / not equal

so I have this graph What test can I use to show that the three methods are different / not equal? The data is not normally distributed, nor has it a common variance. I also failed to transform it to ...
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1answer
87 views

Is it possible to have a regression with some variables differentiated and some not?

I have some indipendent variables stationary at level, some stationary in first difference and one stationary in log first difference. Is it possible to run a regression with variables with different ...
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1answer
32 views

Determining whether or not a new observation in a time series is significantly different from past observations

Edit: The question is whether or not this methodology is valid, assuming both underlying distributions are normal. Data: A time series of difference data (e.g. Distribution 1 value - Distribution 2 ...
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1answer
167 views

difference GMM with trending variables

I want to estimate a panel equation of the form $$ y_{it}=ρ y_{i,t−1}+β_1 x_{1,t}+⋯+β_k x_{k,t}+ c_i+γ_t+ϵ_{it} $$ where $c_i$ are country specific effects, $γ_t$ period effects and $ϵ_{it}$ error ...