All Questions
Tagged with hypothesis-testing inference
453 questions
0
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2
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What statistical test is suitable to summarise patient time in hospital with health condition
I am working on a dataset in which I am trying to summarise patient time in hospital by age and any health condition(e.g Cancer, Deprivatin, Depression or any). In my case it's Deprivatin. Patient ...
- 141
2
votes
1
answer
306
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Asymptotic normality of OLS estimators in practice
Apologies in advance because I notice quite a few questions that have similar titles but I didn't see one that answered my specific curiosity:
Supposedly OLS coefficient estimators are asymptotically ...
- 23
2
votes
1
answer
486
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Hypothesis Testing when the aim is to claim that the two population mean (or any other statistic) are same
In general, when doing hypothesis testing, we want to claim that the concerned statistic is different between the two population. Hence we assume as our null hypothesis that there is no difference in ...
- 41
3
votes
2
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126
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What to do if you Double count in experimental design?
I have to run A/B/n tests for a subscription service. Generally computing metrics for this situtation is ok:
For example, coversion rate experiments. We have 1000 prospects in a group, and (say) 89 ...
- 161
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0
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29
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What is the test statistic in this example?
I have a sample from a country's population. I am trying to figure out what is the test statistic for a certain question. The data contains 1400 people.. with ages, consumes alcohol or not, and wages.
...
- 553
2
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0
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33
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Confidence Intervals and Hyptothesis testing
Iam currently reading up on basic statistics and Iam somewhat confused about the computation/inference of confidence intervals and hypothesis tests.
As far as I have understood there are several ...
- 21
1
vote
0
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42
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How to test a product of a OLS estimators?
I estimated a vector $\beta $ using OLS $\hat \beta =(\hat e_1 \hat e_2 \hat e_3)$ and I have the covariance matrice $\hat v(\hat \beta )$.
How can I test this null hypothesis $H_0 : \hat e_1 \hat ...
- 241
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votes
1
answer
697
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Testing equality of coefficients from two different samples
I have the regression statistics for the same regression run on two different samples, and am asked to explain whether it is possible to test for equality of the coefficents, $\beta_1$and $\beta_2$ ...
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1
vote
0
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95
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Uniformly most powerful test
Suppose we have Xi~Exp(λ), and we want to construct a most powerful test for
H0 : λ = λ0, H1 : λ = λ1
I then proceed to use the Neyman Pearson lemma : reject H0 when the likelihood ratio L(λ1;X)/L(...
- 185
2
votes
1
answer
95
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Logistic regression - One model trained on different groups
I have a logistic regression model that trains a set of binary independent variables (X) on a binary response variable (Y).
The data was gathered from different individuals for who also e.g. socio-...
- 121
2
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0
answers
43
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Confused about interpretation and intuition behind Mcnemar's Test [duplicate]
I've always been under the impression that Mcnemar's Test is for paired categorical data, just like paired t-tests are for paired continuous data. However, I was looking at the Wikipedia article for ...
- 21
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0
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29
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The exact distribution of the conditional distribution of the OLS estimator [duplicate]
This is the problem that I have tried figuring it out for a while, and I still need some advice because there is no explicit derivation in the textbook that I have seen so far. The problem looks easy ...
- 53
6
votes
2
answers
366
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Frequentist inference with a null hypothesis that reflects theory a good-enough belt around it
TL;DR:
With frequentist statistics, does it make sense to 1) no longer use significance testing, 2) set the point null hypothesis to reflect theory and decide a priori when to refute it, and 3) use a ...
- 319
0
votes
1
answer
74
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How to calculate sampling error for proportionate sampling?
I have done sampling using Proportionate Stratified Random Sampling.
The table below shows the proportion of each groups in the sample and population.
This is the formula for Standard Error (...
- 63
1
vote
1
answer
35
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Resources to help a recent statistics graduate deal with real world statistical problems
I recently got my master's in biostatistics, so I know the basics. However in my work there are many situations where people ask me "would it be statistically valid to do xyz" and I really ...
1
vote
1
answer
358
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Why is "proving" alternative hypothesis true, harder than "proving" Null hypothesis false
I understand the concept of the NULL hypothesis and how to reject it, however I would like to be able to explain why this is a better approach than trying to prove the alternative hypothesis true.
...
- 351
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0
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24
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Why 1 dof test does not follow $\chi^2$ with 1 dof distribution?
This is related to a comment made in F. Harrell's Regression Modelling Strategies page 32 of Sec 2.6 on Multiple Degree of Freedom Tests of Association.
Consider $E(Y|X)=\beta_0+\beta_1 X+\beta_2 X'+\...
- 1,465
1
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0
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55
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Neyman-Pearson’s Lemma a to define the rejection region of the type nx > κ Bernoulli [duplicate]
I'm working through the following question:
I understand that the formula is:
Likelihood(Theta_0) / Likelihood(Theta_A)
As its bernoulli, I think it shoudl work out as below but I am at a loss on how ...
- 11
1
vote
1
answer
45
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Hypothesis testing of my usage data
I have usage data for the first month of operation of my music business. In this user can listen to traditional songs in diff vernacular languages. I see that 30% of user accessing my business from ...
- 43
1
vote
1
answer
1k
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Disease Control Rate for a Clinical Trial problem
Recently, I have come across a 2-armed clinical trial problem which attempts to find a "Disease Control Rate" (DCR) for patients in the treatement and placebo arms.
On the Internet I found ...
- 77
1
vote
1
answer
409
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Statistical power of tests on unequal and known variances vs equal but unknown variances
Suppose you are testing for differences in two normally distributed variables. In the following situations:
-Variables have known but unequal variances
-Variables have variances that are unknown but ...
- 11
0
votes
1
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63
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How many type I errors have I made in my career? (I saw this posted by a LinkedIn connection.)
I saw the following post on LinkedIn and was curious to have it dissected on Cross Validated.
How many type I errors have I made over the years?
I've run a lot of A/B tests in my career. I was just ...
- 67k
0
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0
answers
92
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Two possible definitions of confidence regions: which one to choose?
Let's say you have a parameter vector $(p,q)$ consisting of two proportions, and you want to find a confidence region for the estimator $(\hat{p},\hat{q})$. Define
\begin{equation}
H(x,y,p,q)=\frac{n}{...
1
vote
3
answers
2k
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Why not just testing alternative hypothesis? Why do we need null hypothesis?
Why not just testing alternative hypothesis? Why do we need null hypothesis?
For example, I am testing the effectiveness of a new drug. I can choose two groups: control and experimental. Based on the ...
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4
votes
5
answers
3k
views
Is there a statistical test for one participant measured many times?
Pretty much throughout my undergrad and postgrad, I have always learned statistical models predicated upon things like large subject size. I also know that a lot of repeated measures designs typically ...
- 18.4k
0
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0
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178
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Transformation of uncertainty intervals - how to log transform SE and 95% conf interval?
A question from Gelman;
'On page 15 there is a discussion of an experimental study of an education-related intervention in Jamaica. The point estimate of the multiplicative effect is 1.42 with a 95% ...
- 105
1
vote
0
answers
103
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Negative F-test value comparing two nested models
I am comparing two non-linear nested models - let me call them model A and model B. Model B has one parameter more than model A, i.e. model A can be obtained as a special case of model B. These two ...
- 11
2
votes
1
answer
271
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Inconsistent result in proportion test in R
I have some problems understanding the results of this online experiment.
I sent my website users 2 types of messages that can result in a subscription or not.
The users can belong to two different ...
1
vote
1
answer
66
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What is the best approach to evaluate the effect of an intervention on different segments?
I have a dataset post A/B test which looks like this:
...
- 207
1
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2
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63
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What statistical test do I use? [closed]
Feature
USA
Texas
California
India
Africa
No. of houses
15000
2500
1900
1200
4000
No. of schools
11000
4500
1900
1000
1500
No. of Churches
6000
500
500
150
1200
No. of Fast foods
200000
91500
...
- 11
2
votes
1
answer
66
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When $Z=(\hat{\theta}-\theta)/\hat{sd}(\hat{\theta}) \rightarrow N(0,1)$ as $n \rightarrow \infty$?
I was studying about wald statistics in wikipedia and it states:
$Z=\displaystyle\frac{(\hat{\theta}-\theta_0)}{se(\hat\theta)}$ $\rightarrow N(0,1)$ as the sample size $n$, which $\hat\theta$ was ...
- 1,230
2
votes
1
answer
97
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How to best evaluate A/B Test result for statistical and practical significance holistically?
I am working on evaluating an experiment or A/B test but I am fairly new to it. In that process, I am trying to interpret which post-test metrics are significant and the methodology to decide that. ...
- 21
0
votes
1
answer
37
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Test for statistically significant between two techniques
Let's say there are two groups of data A and B, each uses a different technique. In group A, there are independent variables X (numerical), for each x, the associated technique produces corresponding ...
- 3
2
votes
1
answer
218
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Another Question from Gelman - Regression & Other Stories
The question:
Compare two options for a national opinion survey: (a) a simple random sample of 1000 Americans, or (b) a survey that oversamples Latinos, with 300 randomly sampled Latinos and 700 ...
- 105
2
votes
1
answer
398
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Question from Gelman Regression & Other Stories
Comparison of proportions: You want to gather data to determine which of two students is a better basketball shooter. One of them shoots with 30% accuracy and the other is a 40% shooter. Each student ...
- 105
4
votes
1
answer
922
views
Manually calculate Rao's score statistics (Lagrange multiplier test)
I learn statistics by writing blog posts. Here in this post I just wrote, I am trying to manually calculate the fisher information, wald test, and score test for linear regression:
$$y_i = \beta_0 + \...
- 343
3
votes
1
answer
105
views
Can I interpret the p-value of a statistic test as a part in Bayesian Formula?
Suppose we have a hypothesis test: $$H_0: \theta≥\theta_0 ~~~ vs~~~ H_1:\theta<\theta_0$$
With the observation $X$, the p-value is calculated by $p = P(X|H_0)$. Which means the sum of probability ...
- 73
1
vote
2
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211
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What can be deduced from the following hypothesis test given the $p$ value?
You want to find out whether a new medicine for flu is effective or not. You know that the general assumption is that an average flu last for about one
week. So, letting $t$ be the average disease ...
- 111
5
votes
2
answers
928
views
Is the Likelihood Ratio test using cluster robust standard errors fixable by Bootstrap (or someting else)?
There is a common agreement about the invalidity of using likelihood ratio tests when computing Maximum Likelihood Estimates (MLE) using clustered corrected standard errors. The main argument is that ...
- 219
0
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0
answers
213
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Titanic Dataset- Survival Probability (Combined effect of Gender, Age and PClass)
I have been assigned by my statistics sir to calculate survival probability of Passengers of Titanic by combined effect of Gender, Age and Passenger Class.
I do not understand without Logistic ...
- 101
0
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0
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160
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Diebold-Mariano test for comparing multivariate models
I want to know if there exists a Diebold-Mariano test version for comparing the accuracy of predictions between multivariate statistics models. For example, compare a VAR model and multivariate GARCH ...
- 211
0
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0
answers
37
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T-test on two sets of observations from different distributions?
I'm comparing two implementations of an algorithm, and want to find out if one implementation (A) is better than the other (B). I'm mostly interested in the execution time. I have N test cases, each ...
0
votes
0
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265
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Why we do not accept the null hypothesis [duplicate]
Let's take an example (Taken from "Naked Statistics by Charles Wheelan") :
Null hypothesis - Substance abuse treatment for prisoners does not reduce their rearrest rate after leaving prison
...
- 2,683
0
votes
1
answer
43
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How to choose what distribution to use?
I'm trying to get around a specific problem.
I have a dataset with observations of a specific event, for Northern and Southern states, each with an associated timestamp.
How could I calculate a ...
- 103
3
votes
1
answer
54
views
Statistically Comparing (Heterogeneous) Preferences
Are there any statistical methods that can compare (heterogeneous) preferences?
For instance, suppose there are two people (Person 1 and Person 2). Both of these people make a list of their favorite ...
3
votes
2
answers
1k
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Statistically Comparing the Similarity Between Lists (e.g Food Preferences)
I have the following question: Are there any statistical methods (e.g. hypothesis tests) that allow you to compare the order of two different lists?
Suppose there are two students : John and Sarah. ...
-1
votes
1
answer
495
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Why should I care about transforming the data for t test when I can use nonparametric Mann-Whitney-Wilcoxon test?
I ran into this question at my lab when I was trying to transform my data using things like log transformation, square root etc. when my lab members just directly asked me to apply mann whitney test ...
2
votes
1
answer
3k
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Why does overall-F-test is considering right tailed only?
I've seen this overall F-test several times, and when they compare F-statistics or $\alpha=5$% with its p-value always use right tailed, whereas the hypothesis is formualed as
$$H_0:\beta_0=\beta_1=\...
- 331
0
votes
0
answers
448
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How to measure similarity between two sets?
I want to measure the similarity between sets of images. Every set contains unique image names. The biggest challenge for me is that the sets are not equally sized, and not all images of setA are in ...
1
vote
1
answer
504
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Statistical Test Guidance for Biology
I am trying to guide students towards the correct statistical tests in biology. I found the decision tree attached at https://dzchilds.github.io/stats-for-bio/choosing-models-and-tests.html and have ...