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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2answers
949 views

Most powerful GoF test for normality

It's well established that both Anderson-Darling and Shapiro-Wilk have a much higher power to detect departures from normality than a KS-Test. I have been told that Shapiro-Wilk is usually the best ...
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2answers
2k views

How to perform goodness of fit test and how to assign probability with uniform distribution? [duplicate]

I have to demonstrate that a generator of VoIP calls generates calls uniformly distributed between callers. In particular the distribution is the uniform (min, max) one where the volume per caller ...
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2answers
4k views

Computing chi-square for large tables with some expected cell counts equal to zero

What should I do if the expected value in a Chi-square goodness-of-fit test is zero? I know there's Fisher's test but I have a very large table!
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4answers
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Justifying normal approximation of experimental data

Background: In connection with the question here I came upon a more interesting question. I believe the question is large and distinct enough to have it's own thread. Of course I might be mistaken, ...
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2answers
6k views

How do I generate a QQ-Plot for data fitted using fitdistr?

I am doing the following to fit my data using an exponential function: ...
3
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1answer
113 views

Where to start in estimating the days until payment of an invoice?

I am in the process of modeling the random variable X as the days from issuing an invoice until its payment. This variable is dependent on the days of credit for the invoice, so there are distinct X'...
13
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5answers
1k views

How to prove that Elo rating or Page ranking have a meaning for my set?

I have a set of players. They play against each other (pairwise). Pairs of players are chosen randomly. In any game, one player wins and another one loses. The players play with each other a limited ...
6
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2answers
3k views

Find out pseudo R square value for a Logistic Regression analysis [closed]

My name is Tuhin. I came up with a couple of questions when I was doing an analysis in R. I did a logistic regression analysis in R and tried to check how good the model fits the data. But, I got ...
5
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2answers
499 views

Developing a statistical test to ascertain better “fit”

In a data set with thousands of data points, I am testing different short-term and longer term data outputs based on 5 rolling data points all the way to 100 rolling data points (which each value ...
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2answers
14k views

How to compute goodness of fit for a linear model in R

I have fit a linear model using the lm function in R... model <- lm(trans.baseline.CD4 ~ hiv$Julian.Date) ... and I would ...
58
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7answers
70k views

Which pseudo-$R^2$ measure is the one to report for logistic regression (Cox & Snell or Nagelkerke)?

I have SPSS output for a logistic regression model. The output reports two measures for the model fit, Cox & Snell and ...
21
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2answers
9k views

How to measure/argue the goodness of fit of a trendline to a power law?

I have some data to which I am trying to fit a trendline. I believe the data to follow a power law, and so have plotted the data on log-log axes looking for a straight line. This has resulted in an (...
28
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6answers
7k views

How can I test the fairness of a d20?

How can I test the fairness of a twenty sided die (d20)? Obviously I would be comparing the distribution of values against a uniform distribution. I vaguely remember using a Chi-square test in ...
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5answers
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Checking ANOVA assumptions

A few months ago I posted a question about homoscedasticity tests in R on SO, and Ian Fellows answered that (I'll paraphrase his answer very loosely): Homoscedasticity tests are not a good tool ...
6
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2answers
287 views

Comparing noisy data sequences to estimate the likelihood of them being produced by different instances of an identical Markov process

(Prompted to some extent by the answers already given by Shane and Srikant, I've rewritten this to try to clarify what I'm getting at, if only to myself.) Suppose we have several similar systems, ...
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6answers
16k views

Appropriate normality tests for small samples

So far, I've been using the Shapiro-Wilk statistic in order to test normality assumptions in small samples. Could you please recommend another technique?
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8answers
53k views

How can I test if given samples are taken from a Poisson distribution?

I know of normality tests, but how do I test for "Poisson-ness"? I have sample of ~1000 non-negative integers, which I suspect are taken from a Poisson distribution, and I would like to test that.

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