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 ...
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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 ...
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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 ...
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Train Test leakage
Imagine the following dataset. 1 --> Person buys this product sometimes 0 --> Person never buys this product:
...
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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 ...
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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 ...
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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 (...
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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'...
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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 ...
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Bootstrapped difference test with smaller subsamples
Question
How do I perform a bootstrapped difference test when my bootstrapped sample sizes are smaller than the original sample sizes?
Typically I would do this by taking $p = \frac{\sum_{i=1}^{B} t_{...
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Comparison between Levenshtein distance vs Damerau-Levenshtein vs Hamming distance vs fuzzywuzzy vs optimal string distance
Could anyone explain in simple words (and maybe with an example) the difference between the Levenshtein Distance, Damerau Levenstein, Hamming distance, fuzzy-wuzzy, and Optimal String Alignment ...
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How to properly explain a delta between 0.10 to 0.05 in proportions
Assuming I have proportions for clicks to impressions of 0.10 for p1 and 0.05 for p2. This is equivalent to 10% and 5% click through rate.
One way is to say that p1 is 5% higher but can we even say ...
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Can the chi-square statistic in Kruskal-Wallis test be compared to determine the most appropriate to distinguish the groups?
I have a dataframe in R which format is similar as follows:
v1 v2 v3 group
1 3.5 100 a
3 5 200 a
10 5.5 150 b
8 7.5 210 b
4 4.5 300 c
9 2.5 200 c
...
My ...
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Difference or similarity in latent variables or SEM models
There are five latent variables (three independent and two dependent) which constitute a PLS-SEM model.
A single survey was conducted; however, the questions were asked twice to the same participants. ...
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Wilcoxon Signed Ranks Test for relative differences
Is it correct to use the Wilcoxon signed ranks test for relative differences $\frac{Wx-Wy}{Wy}$, instead of absolute differences $Wx-Wy$? In some cases the relative difference is more relevant, for ...
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The distribution of the difference between two correlated non-central t distribution
Suppose a binormal population $\{X, Y\}$ with means $\mathbf{\mu} = \{\mu_1,\mu_2\} \ne \{0,0\}$ and covariance $\Sigma= \sigma^2\begin{bmatrix}1 & \rho\\ \rho &1 \end{bmatrix}$. Let $S^2$ be ...
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How to test for difference between two GLMs (generalized linear model) in R?
What are appropriate tests for determining whether two GLMs are statistically significantly different? AIC and BIC is not an option because I am not trying to determine parsimony.
If it were regular ...
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How to determine if a relative difference is "big"?
I have two columns with the percentage of a certain variable, each column represents a different year. I calculate the relative difference in each category and I want to determine if this change is ...
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Is it possible to use descriptive statistics to make conclusion about "differences"?
Here is the question that bothers me for a long time. I used an example to describe my question.
For example, if I asked the same participants to answer the two questions:
Q1) do you think that other ...
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Crude difference vs effect size
Let's assume I have two groups of animals with the following weights and the average difference of 8 kilograms:
Could you explain in layman's language, how the calculate difference differs from the ...
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Percentage change of interval data
My understanding is that the percentage/relative change is applicable/meaningful only with ratio data, and not with interval data. Can you confirm it is right, or correct me if it's wrong?
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Sample size calculation in a clinical trial
I'm doing a clinical trial and I'm comparing a certain number before treatment and after treatment. I recorded the numbers for each patient before treatment and after treatment and take the difference(...
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Which statistical method can be used to compare the values of the same variables measured from different views?
I got a biological data set, where I need to run a statistical analysis on.
The data was created on a mass spectrometer and contains the intensity values for around one hundred lipids.
The analysis ...
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Test which time series is closer to zero
I have two time series, A and B, which represent reactions of subject A and B to a certain medication measured at different point in times. I want to formally test that the reaction of patient A is ...
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Taking percentage difference b/w average of values vs taking average of individual percentage differences
I have two sets of data points: List A [x1, x2, x3...xn] and List B [y1, y2, y3...yn]. If I were to calculate percentage difference between the two sets, what would be more accurate:
a. Taking ...
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R or Excel: Calculate difference between dates [closed]
I have a list of course completion dates (person, start, end) in the following format (exemplary):
Person X || Sept 21, 2021 06:30 PM || Sept 21, 2021 06:50 PM
Now I'd like to calculate the overall ...
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Time-Series Analysis versus ODE parameter estimation -- why does one use first differences (stationarity) and the other does not?
This is kinda a tricky question, because it crosses disciplines. But I looking at the difference between time-series analysis in statistics, versus fitting parameters to ordinary differential ...
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How is standard error affected by multiplication?
If I have some measure, suppose the difference of two means, and then I multiply it by 100; how will the standard errors be affected? Will they be multiplied too? or will they be completely different?
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Retrospective cohort study and case control study
What study would best suit looking at the association between low birthweight and later academic performance?
Note - 1000 low birth weight children and 3000 normal birthweight children were included ...
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Differencing estimator in two-way fixed effects model
Consider a simple linear panel regression model with two-way fixed effects:
$$Y_{it}=\alpha_i+\mu_t+X_{it}'\beta+u_{it}, \quad i=1,...,n, \ t=1,...,T,$$
where $n$ and $T$ represent the total units in ...
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how to treat values that evaluate to negative infinity with computing a percent reduction
A main limitation for reporting or measuring a percent reductions is having zero in the denominator. For example, if one was counting data on paired subjects and then analyzing the effects of some ...
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If B is backshift operator, then how to calculate 1/(1 - B)?
We have known that:
when |r|<1, (1−r)^-1 = 1 + r + r^2 + r^3 + r^4 + . . .
But for 1/(1-B), since the coefficient of B is 1, the power series 1 + B + B^2 + B^3 + . . . can not converge. In my ...
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Should i make correlation matrix of (1) first difference logarithm, (2) logarithm or (3) the natural numbers?
I am currently working on a project where I am looking at how prices are affected by changes in the exchange rates. For an example, I want to see how a change in my currency (Norwegian Kroner) affects ...
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Developing intuition on what difference between consecutive points means
As an example, let's take var_a and var_b:
var_a <- c(0,10,10,9,12,10,10,0)
...
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Which statistical test should be used for comparing frequencies of a categorical variable levels by another categorical variable (figure provided)
I would like to show that marital statuses differ between different educational levels. Which statistical test should be used for this purpose?
And how should I write it under my methods?
METHODS: ...
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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 ...
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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 ...
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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 (...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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) ...
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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 ...
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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 ...
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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 ...
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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 ...
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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:
...
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