Questions tagged [goodness-of-fit]
Goodness of fit tests indicate whether or not it is reasonable to assume that a random sample comes from a specific distribution.
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Fit a continuous distribution to a set of discretized probabilities [closed]
I have a probability distribution in the form of discretized bins where the bin value is a lower bound and the upper bound is the value of the succeeding bin. For each bin a probability is assigned so ...
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How to assess model fit with binomial flm?
I have a binomial GLM:
site.fit = glm(Presence/Total~Site, family = binomial, weights = Total, data = site.dt)
-this looks at how the proportion of data (of the total) which meets the 'present' value (...
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Is it correct to compare two groups' delta G square to approximate an interaction effect?
My experimental design was Group (A vs. B) x Time (1 vs. 2).
For group A, from time 1 to 2, ΔG2(1) = 3.97, p=.046
For group B, from time 1 to 2, ΔG2(1) = 1.16, p=.281
Is it correct to calculate a ...
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Test whether or not quantile values belong to a distribution
I have a list of 23 values for the following quantiles:
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27 views
Mahalanobis distance?
I have a question regarding the use of the Mahalanobis distance as a measure of the goodness-of-fit of a bivariate Guassian pair.
Let's assume that we have some theoretical relationship
$$\bigg(\begin{...
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Comparing cluserting structure of two datasets
I have two datasets, one with probands of a certain disease in it, the other has their siblings in it. Both of them contain the exact same variables (some phenotypes). Now, I would like to compare the ...
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Why there is not an "exact" version of the ANOVA or "Chi-Square Goodness of Fit Test?"
When we use the chi-square test for association, there exists an exact version of it, called Fisher's exact test used when certain cells in a 2x2 table are close to zero so we don't follow a chi-...
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Is the Chi-Square Test for Association more powerful than a Chi-Square Goodness of Fit Test?
Is the Chi-Square test for association (comparing two proportions) or a Fisher's exact test more powerful than a chi-square goodness of fit test (comparing multiple proportions to determine whether at ...
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25 views
Using AIC vs Likelihood Ratio test for comparing Lognormal and Powerlaw distributions
I am interested in comparing whether a lognormal or a power law are a better fit for a given set of data. Both distributions have been fit using MLE, with $x_{min}$ determined using KS-minimization a ...
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How to show (algebraically) the C-vM statistic is a special case of general form of Anderson-Darling
Anderson and Darling proposed the GoF $n\int_{-\infty}^{\infty}[F_{emp}(x)-F(x)]^2 \phi (F(x)) \; dF(x)$ where $\phi (F(x))$ is a weight function. How can I obtain Cramer-von Mises statistic $CM=\frac{...
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How to specify a vector full of means with degrees of freedom for a Lack of Fit F-Test in R
Currently I'm working through Applied Linear Models $5^{th}$ ed - by Kutner, et al. A question I'm working on is asking me to perform an F-Test for Lack of Fit on my linear model. The linear model is ...
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38 views
How to test the goodness of fit for histograms/
There is an histogram, $h$, with user-defined $k = 5$ bins and probabilities $[1/2, 1/3, 1/30, 1/30, 1/10]$ for the each bin.
Then $1000$ histograms were simulated. It is required to establish that ...
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37 views
P-value of alternative hypothesis - Can you simply take the difference of the chi2 goodness-of-fit tests?
I guess this is the kind of question extremely hard to Google if you're lacking just the right word.
My situation is: I have some experimental data points, and I have two models: the "simple ...
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35 views
Lack of Fit on Hosmer-Lemeshow Test and what to do about it in SPSS
I'm just wondering if anyone here can help me.
I'm making a model for my logistic regression. For the variables, I'm using 1 Dichotomous Dependent Variable (Financial Distresss, Y) and 2 Continuous ...
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28 views
model comparison of two regression models
i am trying to compare two regression models with different settings:
Model 1: Y ~ X + M + C, and
Model 2: M ~ X + Y + C
The purpose is to check which model is better.
I think likelihood based methods ...
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2answers
48 views
How can we assess Bias when estimating step functions?
I am currently conducting a simulation study in which there is a known true function $F(t)$ which is strictly decreasing and continuous over time. I want to know if a particular estimator $\hat{F}(t)$ ...
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SEM with categorical data CFI/TLI and standardized results problem [closed]
I want to run an SEM with latent variables and covariates in Mplus. The latent Variables are based on categorical (binary) factors. This is my input:
usevariables are IDSCHOOL
T_ICTEMP
T_ICTPRAC
...
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Assessing fit of count regression models
I'm new to modelling count outcomes and was hoping an expert could take a look at the rootogram and Q-Q plot of deviance residual below and let me know how important the misfit is as regards ...
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551 views
Should I sub-sample very large datasets to run the Kolmogorov-Smirnov (KS) test?
I have two lists with many millions of values (one has 21,410,024,757 values and the other 10,561,427 values). When I run the two-sample KS test the p-value is 0, but many posts suggest that for such ...
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Comparing two histograms with systematic uncertainties
I have two distributions (1D histogram) from independent observations which have large and different systematic uncertainties attached to them for each bin. I exactly known the systematic ...
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R-squared with benchmark set to zero
I am using this paper as a reference for my master's thesis and I am trying to reproduce their results. As a performance evaluation they use modified $R^2=1-\frac{\sum{(i,t)}\in_{test}(r_{i, t+1}-\hat{...
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Measuring goodness of fit of an arbitrary pdf on a given dataset
There are $100$ data points over a random variable $X$, and we randomly choose $30$ of them to estimate the distribution over those $30$ observations. Let's say we use $2$ different models for ...
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Zero-inflated regression model for only independent variables?
My independent variable has a huge proportion of zeros in the data, and I've been thinking of using a zero-inflated Poisson regression to account for this. However, this method is only specified for ...
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What is null hypothesis in the deviance goodness of fit test for a GLM model?
To test the goodness of fit of a GLM model, we use the Deviance goodness of fit test (to compare the model with the saturated model).
In many resource, they state that the null hypothesis is that &...
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How to compare two time series distribution?
I have the following problem.
I have two hourly dataset referred to wind production.
One contains actual data, for example wind production in 2019.
The second one contains data that estimate wind ...
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79 views
Goodness-of-fit test for poisson distribution
Consider the following sample of times in seconds:
5.8, 7.3, 8.9, 7.1, 8.8, 6.4, 7.2, 5.2, 10.1, 8.6, 9.0, 9.3, 6.4, 7, 9.9, 6.8
Test the hypothesis that the data is from a Poisson distribution. What ...
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2answers
47 views
What if a model is gets a non significant in F statistic regressor test but lack of fit test shows that there is no strong evidence of lack of fit
What does it mean when a model is gets a non significant in F statistic regressor test but lack of fit test shows that there is no strong evidence of lack of fit.
Can i still use the linear model if ...
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Measuring "uniqueness of fit" or "unique goodness of fit" of a model to some data
Given some parametric model, we can determine the best-fit parameters to some data set. Once we have quantified goodness of fit for each parameter set, we can easily generalize from this to measure ...
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Comparing goodness of fit for the same (conditional logit) model across two extremely similar samples
I have two datasets from two discrete choice experiments conducted in parallel, at the same time and with the same sample of respondents.
The choice tasks of both experiments had in common:
the text ...
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Calculating critical D statistic for KS test with one sample of data and three fitting distributions
So, I have a bunch of data, and I am after determining which distribution function fits that data the best. So, I define three distribution functions, one Gaussian and two non-Gaussian, and fit them ...
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Do in-sample distributional assumptions (e.g. normally distributed residuals) apply also to out-of-sample predictions?
I appreciate that out-of-sample error is important (i.e. comparing how close a model's predictions are to leftout data) but are there any distributional assumptions about the out-of-sample predictions?...
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1answer
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What is a Figure of Merit in statistics?
Papers published on the arXiv often mention the notion of Figure of Merit (FOM). Can you explain what a Figure of Merit is, how it is used and what are its relations to statistics?
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How to scale (in the range 0 to 1) and mathematically explain two mutually exclusive probabilities of a data point belonging to a normal distribution?
I have two set of n-dimensional multivariate data, with the assumption that both set of data is normally distributed. When I get a new data point, my goal is to classify it into one of the two sets. ...
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Wy do I get very bad fit indices for a moderation? (including a negative TLI!) / Multilevel Model
I'm testing L1 moderation models using Mplus.
I'm getting satisfactory fit indices for the model including my main predictor, then the model including a second predictor which will serve as moderator.
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1answer
28 views
Weighted cox regression: test for goodness of fit?
I want to do a weighted Cox regression analysis (coxphw command in R) since there is violation of proportional hazards assumption in standard Cox model shown by Schoenfeld residuals. What would be the ...
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1answer
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Goodness of fit that smooths/tolerates artificial bumps
Say we are conducting a social science experiment involving people answering questions such as how many times have you done this or that over the last 6 months. As they probably don't remember an ...
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1answer
53 views
Goodness of fit for mixture model? [closed]
I have a problem with my vector, I thought that it was a mixture of 2 skew T and I intent to use the ks.test:
...
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How can I determine statistically how well my estimator predicts actual results?
I have a business in which I contract with my clients to perform work for them for an indefinite amount of time. To forecast my profitability, I need to forecast when my existing contracts will end. ...
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1answer
105 views
Interpretation of FIT indices for cfa
I am running a confirmatory factor analysis on a very simple model. It is intended to confirm the structure of a brief rating scale for the evaluation of one social emotional domain. As usual, I split ...
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1answer
16 views
Goodness of fit for numerical simulation without clear degrees of freedom
I've got some simulation data which I'm trying to use to fit some historical data (red points). The simulation isn't a nice function $f(t, a, b, c...)$, instead it's just the result of numerically ...
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What features can be extracted from a probability distribution and how does the features change from baseline to different category/cases?
I have been looking online regarding feature extraction and I am looking at extracting features from probability distribution in order to understand the characteristics of the distribution. I know the ...
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Chi Square test of normalised data and fit
I have done lots of data fits in the past, but this is the first time I approach with this kind of problem and I don't know what is the way to proceed.
This is my problem: I have measured the time ...
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1answer
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Pearson's R as a measure of noise between two linearly related variables
I know that the Pearson's correlation co-efficient the Pearson's correlation co-efficient $R$ is defined as:
$$R=\frac{\mathrm{Cov}(X,Y)}{S_X S_Y}$$
and that $-1 \leq R \leq +1$ as a result of the ...
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Measuring goodness of fit/is chi-squared appropriate?
I'm a physics rather than statistics student so please bear with me...
I've got a simulation which produces some deterministic curves of the area covered by a particular weather system over time. ...
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what is a good measure of goodness of fit for survival models that can be used for comparison between models?
I don't see any of such measure in the output from coxph() in R (Cox proportional Hazard model).
Is there a goodness of fit measure for survival models similar to R2 for linear regression?
Update:
...
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Test goodness of fit of a multivariate distribution via testing GOF of linear combinations of components
I am modeling a continuous bivariate distribution of a random vector $(X_1,X_2)$ using a copula. I would like to assess how well I am doing. Given a data sample, I could probably do a bivariate ...
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Calculating the sample cumulative distribution function for a Kolmogrov-Simulation test to examine the goodness of fit with given data [duplicate]
I have sample data for 'Times between successive crashes of a computer system' which is for a 6 month period and the data is given in hours.
The data in brief is : 1,10,20,30,40,52.....
I need to use ...
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113 views
Cox-Snell residuals from Cox model in R (cch-function)
I am working with a weighted Cox regression model created using the cch-function from the survival package in R:
...
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114 views
negative values for AIC and BIC
I am trying to fit a gumbel distribution using MLE for the following 10 data points.
DATA=(3.62,3.76,3.57,3.56,3.61,3.77,3.46,3.6,3.39,3.74)
The problem is that the ...
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Goodness of fit for logistic regression with ONLY categorical predictors
I performed a logistic regression with ONLY categorical predictors.
It has goodness of fit statistics as below.
The Deviance and Pearson Chi-square look bad, but other measurements and ROC look fine.
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