# 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.

868 questions
Filter by
Sorted by
Tagged with
55 views

### Unbiased estimator for $L^2$ probability distance norm

I am trying to find an unbiased estimator for (what looks like) the $L^2$ Wasserstein distance between two probability measures. I'm pretty sure that by bickel-lehmann, there is an unbiased estimator. ...
466 views

### Significance vs. goodness-of-fit in regression

Assume that I am interested in analyzing the following linear regression model: $$Y = \beta_0 +\beta_1 x_1 +\beta_2 x_2+e$$ Please explain the difference between testing the p-value for each ...
119 views

### What is the difference between Shapiro-Francia and Shapiro-Wilk tests of normality?

I apologize for this easy/basic question. Please forgive me if this is a duplicate question. I've been researching the Shapiro-Wilk test (1965) of normality for a project. In doing so, I found an ...
247 views

### Is the covariance matrix a diagonal matrix with variances on the diagonals?

I am a geophysicist learning about geophysical inverse problems. In many papers, the authors discuss the "covariance matrix" as it applies to the inverse problem. In most geophysical applications, ...
34 views

### Finding a distribution that fits different observations of data

I am observing session lengths on a network. I want to fit a distribution to the data that I have collected. I have data from two different observations (about a month apart). The plot below shows ...
753 views

### Fit Hawkes process to 1d data using python package TICK

How can one fit the 1-dimensional Hawkes process with exponential kernel to the experimental 1d dataset (t1,t2,t3...tn) and check the goodness-of-fit via tick python3 package? I found on official ...
90 views

### Evaluate Bayesian SEM goodness of fit blavaan

I'm currently trying to identify how to evaluate model fit with Bayesian SEM. I've been reading that the posterior predictive p-value can be used, with a p-value of approximately 0.5 indicating good ...
31 views

### Inference using model with low goodness of fit.

Assuming a model is correctly specified, would it be appropriate to draw inferences based on a model with a low Goodness of Fit (~0.15)? Of course, using such a model to make predictions is likely ...
1k views

### Linear regression with negative estimated value for intercept

Does a negative value of intercept suggest that the regression line provides poor fit to the data? why? and why not?
114 views

### Goodness of fit test

What is the intuition behind pooling frequencies that are less than five in a Chi-squared goodness of fit test? Even though I have been told that it is not used in industries today, the concept is ...
19 views

### Chi2/ANOVA testing on sets of much different size

I am trying to decide on which stats test to use to determine if the number of males/females is higher on people who decided to buy a product versus those who didn't buy a product. 96000 people didn'...
97 views

### Model Selection: Goodness-of-Fit Statistic when Noise is Unknown (vs Reduced Chi-Squared)

I have data D_k and different models M_i, and I would like to calculate a goodness-of-fit statistic for undertaking model comparison between the different M_i's, in the case of unknown uncertainties ...
372 views

### Residual plot for panel data question

Currently, I am doing a panel data analysis to predict/forecast the housing prices, and I want to use a residual plot to detect if my model is ok or not. I have been reading many articles showing how ...
110 views

### What are the pros and cons of different metrics for evaluating a logistic regression model?

In the data science world, I have always evaluated the performance of logistic regression models simply using ROC/AUC. However recently, I've read from some traditional statistics source about some ...
198 views

### Why don't I see my points on Cullen and Frey graph?

I have a set of data of 5 members. based on some previous questions , I was expecting to see where my actual points are located on the graph. in my case I see the theoretical but not my points. just ...
42 views

### Test which one of two (mechanistic / non-regression) models fits the observations better

There's a large number of similar questions, but they mostly seem to be about regression models and deal with cross validation, comparison of nested statistical models via likelihood-ratio, etc. ...
53 views

140 views

### Estimating model fit in multiple mediator SEM

I'm building a multiple mediation model in lavaan. My research question concerns to what extent a relationship between a continuous X and a binary Y is mediated by two continuous mediators M1 and M2. ...