Questions tagged [inference]

Drawing conclusions about population parameters from sample data. See https://en.wikipedia.org/wiki/Inference and https://en.wikipedia.org/wiki/Statistical_inference

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Comparing multiple variances across 3 groups

I have monthly data of sales for 3 firms (A, B and C) for 10 years (12*5=60 data points per firm). I want to test if the variance of sales in A is more than the variance in B which is more than the ...
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How to deal with cycles in causal inference?

I’m trying to think about a study that showed that cam girls (yes, seriously) received higher salary with more years of experience. The takeaway from the author of the “study” was that experience had ...
33 views

UK grading with some form of algorithm. Is this a correct way to make inference [edited] [closed]

I'm completely amazed. The UK has made some kind of algorithm that changes students' grades. In my remembrance from stat 1, you do inference from a sample of individuals to the population. You can ...
211 views

Is my understanding of Null Hypothesis concept correct in this case?

I am a beginner trying to learn statistics. I have a questions related to randomising simulations to accept or reject null hypotheses. A random experiment was conducted with 48 bank managers to ...
29 views

How do you compute the confidence interval for the product of two separate A/B tests?

I am trying to find the confidence interval of the end result of two A/B tests. As an example, lets assume that for test 1 I am looking at the click-through rate of a page and have a control and ...
21 views

Adjusting OverAll Time Performance using sectional Times

Assume I have two runners, Runner_1 is the average runner and Runner_2 is Usain Bolt. We let the two runners compete in 3 different races on a 100m distance. We assume that the benchmark time for 50m ...
15 views

The performance of EM algorithm at different local maximas

Setup: Say I have a problem (any problem that can be modeled by a probabilistic model) to solve, this problem involves some unknown parameters to estimate. I model this problem in a probabilistic ...
9 views

How to handle strong ceiling effects in an repeated measurment experiment?

i am trying to analyse some old data. It's an between-within subject experiment with 4 experimental conditions and 2 points of measurment. The question is, if there are differences in effect of the ...
29 views

Testing multiple hypotheses multiple times

I estimate a linear model consisting of one dependent and four independent variables. I want to test wether each of the independent variables has a significant impact on the dependent variable, i.e. I ...
35 views

Causal inference method for analyzing randomized control trial with covariates / pre intervention observations

I've got a seemingly easy situation, which turns out to be a little more complex than originally thought. Here's the Setup: We have a randomized controlled trial. Test and Control groups are the same ...
34 views

If two sample means of $X$ differ significantly and $X$ predicts $Y$, can it be inferred that the samples differ in their $Y$?

In the following model: $Y = \beta_0 + \beta_1 X + \epsilon$ $X$ is found to be significantly related to $Y$. Now, I observe $X$ within two groups. I compare the two means and find that the $X$ ...
14 views

t-test to compare weighted means

I have an unbalanced panel of paired differences. That is, my panel consists of 100 firm time series of paired differences with varying length. I have tested wether the unweighted mean is different ...
23 views

Why do the mean and proportion measurements take the spotlight in estimation?

Based on information I have read and from this website, sampling distributions do exist for statistic variants of measurements other than the mean. Sample ranges, maxima, minima, variance and ...
50 views

Most Efficient Estimator and Uniformly minimum variance unbiased estimator

I am studying Estimation theory from "Introduction to theory of statistics" by "Mood and Graybill". After completing I thought I understood UMVUE (uniformly minimum variance ...
27 views

What statistical test to discriminate between within and between category with 2-dimensional data?

Let's say I have a multidimensional data with one axis indicating factors of a customer base (eg. income), and another axis could show some options (eg. fashion store A, fashion store B, fashion store ...
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Regression's population parameters

Suppose I've specified a linear regression model: $$Y = \beta_0 + \beta_1 X + \epsilon$$ where $\beta_0$, $\beta_1$ are the population parameters. My question is: why are these parameters ...
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Differences between Mann-Whitney U and chi-square tests for if two-samples come from same distribution

In a textbook, it introduces the chi-square goodness of fit test to test independence between two variables (organized in a contingency table), which can also be used to test if m samples are likely ...
120 views

Standard Deviation of a Proportion

It's easy to explain why the standard deviation of a data set is computed the way it is. If you can compute an average, it is, in some sense simply an average deviation of each score from the mean for ...
20 views

Survival Analysis for recurrent events

Not my exact setup, but for easier explanation imagine I'm working on a project that looks at user session data on a website (like netflix). The idea is to understand how video playback errors might ...
463 views

Testing the equality of two regression coefficients from same data but different frequency

I am using tick data of implied volatility and their underlying asset price and extract 2 data sets of hourly frequency and daily frequency. The 2 data sets are formed from the same tick data. I run ...
39 views

What is the relationship between VAE and EM algorithm?

What's the relationship between Variational Autoencoders and the Expectation Maximization Algorithm? I know that the EM algorithm is used in latent variable models, specifically to do maximum ...
2k views

Standardized residuals vs. regular residuals

I've got an easy question concerning residual analysis. So when I compute a QQ-Plot with standardized residuals $\widehat{d}$ on the y-axis and I observe normal distributed standardized residuals, why ...
145 views

Why is sufficient statistics/data reduction normally taught in Statistics?

In most upper-level classes on statistical inference, data reduction and sufficient statistics are normally taught, but without too much motivation. I understand sufficient statistics are important ...
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The seven scientists: Difficulties with maximum likelihood

I'm working on the exercise 22.15 - the seven scientists - in the book by David Mackay where he claimed that Maximum Likelihood method might have difficulties with. However, when I applied the maximum ...
14 views

Compute standard-error/deviation for an aggregated/ fractional metric

I have a dataset, where I want to visualize an aggregated efficiency over time (t), while also showing the variation/ uncertainty in the data. The target metric is computed as the fraction of the ...
20 views

What is statistical meaning of testing of machine learning model on new data?

Any machine learning model, normally, is applied on new data for testing. If the accuracy of the model is below a certain threshold, the model is rejected. But why? This is just a random sample, the ...
36 views

Independence of the sample mean and sample variance

For $X_i \stackrel{indep}{\sim} N(\mu_i, 1)$, I have to show that the sample mean $\bar{X}=n^{-1}\sum_i X_i$ and $S_{XX}=\sum_i (X_i-\bar{X})^2$ are independent the theory of random projections onto ...
16 views

2 x 2 x 2 design

I'm doing a 2 x 2 x 2 design. To be specific, it's a 2 (BETWEEN-subjects variable) X 2 (WITHIN-subjects) X 2 (WITHIN-subjects) factorial design. And three Dependent Variables I know MANOVA is the one ...
29 views

How to tell if there is strong evidence one brand is preferred over another?

Two new varieties of cheese, V1 and V2, are to be compared. In order to establish if there was a significant/real overall difference in consumer response to the two varieties, a study was conducted. ...
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What is the similarity and difference between signal recovery and parameter estimation?

As per inferential approach both are estimation problem. But, in signal recovery, we estimate our input signal from the measured (noisy or noise free) observations. And, in parameter estimation, we ...
12 views

Estimate standard error of interaction based on stratified models

Is it possible to estimate the standard error of an interaction term based on summary statistics from the corresponding stratified regressions? For example, I am interested in the difference of the ...
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How to interpret coefficients from regularized cox regression?

I have computed regularized coxph model with LASSO penalty, some of the covariates are thus omited. But I got some non-zero betas. Is it possible to interpret these values, in some similar way as ...
291 views

Profile likelihood

I am considering a normal distribution with mean $\beta_1 + \beta_2\exp(-\phi x)$ and variance $\sigma^2$, i.e. $y \sim N(\beta_1 + \beta_2\exp(-\phi x), \sigma^2)$. My aim is to calculate the ...
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How are clustered standard errors and Newey-West errors related

As the question says, how are the two concepts related? As far as I understand, both approaches correct for heteroscedasticity and autocorrelation. Yet, they are different. Would applying one of the ...
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I've seen very similar questions but none really address my issue. I ran a PCA on 29 items to identify different factors of stress and worry. All items were on a scale from 1 to 3 and none of these ...
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How to estimate cut off percentiles to classify cost per metric?

I work at an ad agency and one of our key performance metrics is what we call "cost per outcome". Right now I have advertisements grouped by type of advertisement, lets say type "A"...