Questions tagged [extrapolation]

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The extrapolation problem: model selection, performance metrics, and improvement

Machine learning models are fit to a response variable within a given range. This leads to weak and sometimes disastrous performance when it comes to instances with an actual response variable outside ...
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Framework for simulating SEM data w/ moderation + mediation, testing models

I'm interested in extrapolating treatment effects from RCTs to new populations under conditions where populations exhibit relevant differences that induce differences in treatment effects. My aim is ...
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Statistical extrapolation question - If I have three bins of balls

Let's say I have three bins of red and blue balls. Each bin has exactly 1000 balls in it, but the problem is that I don't know exactly how many balls there are of each color in the three bins. I only ...
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Comparison of extrapolated kaplan-meier survival curve with background mortality

For my research I am doing an health economic assessment of patients with a renal transplant. For my model I need to know their (yearly) mortality probability. My plan was to extrapolate survival data ...
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977 views

How to forecast (extrapolate) within a (B-)Spline setting

Suppose I observe a random variable $Y$ for a co-variable $p\in\{70,90,100,...,170\}$. My goal is create a forecast of $\mathbb{E}(Y)$ for $p\in\{50,70,...,350\}$, i.e., a wider range of $p$ as ...
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How to extrapolate future probability density functions if you have a time series of them as input?

This is my current situation: I am given an observations vector $\textbf{X}$ of continuous variables with a time component $T$ (not equallly distanced). My supervisor approximates densities with ...
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1answer
16 views

Extrapolating survey results for a larger data set

I have a set of survey results in Excel for a sample of "customers" which asks for their income. This is chosen from defined ranges such as "Less than 10k", "10k to 15k", "16 to 20k", etc. The sample ...
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28 views

Is it better to estimate a population parameter directly or via a proportion?

Situation I'll describe the situation through a made-up example. Suppose there is a village of 1,000 households where people collectively bought $F$ kg of food over some period of time, and ended up ...
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How does one estimate error of extrapolated value with only 2 data points?

I am trying to do a simple linear regression. I have only two data points with errors. How do I estimate the y-intercept with errors? Currently I have: ...
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195 views

Comparing different machine learning models for extrapolation

I am trying to fit a non linear regression model on a set of data points which I know is incomplete. When visualizing the data, the relationship looks quite simple between my features and dependent ...
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Commenting on wider population from survey sample

I am conducting a survey in 9 restaurants, hoping to gather data on our customer demographic profile. The population is equal to the number of covers the restaurant had over the corresponding period ...
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34 views

Extrapolating Hierarchical Time-Series Data

I have time-series data of national-level population estimates from 1990 to 2015. I also have subnational-level population estimates (thus, the distribution of national data), but only for years 2000 ...
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164 views

Determining mean and SD of a parent normal distribution from a truncated data set

This seems like it should be easier than it is, but I'm stuck trying to determine if a data set I have represents a truncated normal distribution. The hypothesis I'm testing is that the data you see ...
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552 views

Can you extrapolate values of the dependent variable with a GAM?

I'm trying to find issues where GLMs are better than GAMs and came to the idea that GLMs can make predictions beyond the scope of the data used to feed the model (i.e, extrapolations), while GAMs ...
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71 views

Removing observations from sample & extrapolation

I have a survey that was administered once to establish baseline, and again to follow up. The baseline was created from a random sample of the population (1,200 respondents). The follow up survey (~...
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Converting extrapolation point to interpolation point

Just wondering if this is possible via mathematical conversion. I thought some Kernels might do this in the kernel space. I got curious whether it's possible to create a general method that ...
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91 views

Extrapolating a fitted curve- Methods

I would like to extrapolate different curves I've fitted to my dataset (just two variables). However, apart from the constant, linear, polynomial (so it basically includes the linear approach), and ...
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34 views

How can I ensure the independent features in a dataset have maximum positive coefficients on running logistics regression

I have a sample dataset with about a million records with about 7 feature variables. On running logistic regression on this dataset, I got 5 features with a positive coefficient and 2 with a negative ...