# 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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### consistency of Huber m-estimator [closed]

Let X1, . . . , Xn be a sample from a strictly positive density that is symmetric about some point. Show that the Huber M-estimator for location is consistent for the symmetry point.
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### Why check for normality of data in a sample?

from what I understand the assumption of normality (that must be assumed if one wants to use parametric tests) refers to the sampling distribution of the mean. It does not imply that the distriubtion ...
24 views

### Curve of Moment Generating Function [closed]

Let Mx(t) be the m.g.f of any distribution. is it possible to draw a curve (generalized curve, that will be valid for any distribution) of m.g.f if i do not assume any specific distribution?
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### Including random effects or not including them, that is the question

My problem I would like to infer the relative importance of "habitat connectivity" compared to "habitat quality" to explain tits breeding success in a urban area (more details ...
1 vote
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### F statistic for 3 nested models

Given models M1 and M2, the first with q parameters and the second with p>q parameters, and assuming that M1 is nested in M2, then we can test the hypothesis that the smaller model is adequate by ...
185 views

### Computing posterior variance at noisy training samples using Gaussian Process regression

Sorry for a possible naive question but this has been unclear to me for awhile... Consider the data model $y = f(x) + \epsilon, \;\; \epsilon \sim \mathcal{N}(0, \sigma_v^2)$. They show in Rasmussen ...
42 views

### How can I estimate causality or the causal effect between any two variables using any statistical techniques in Python?

I am new to the idea of causal inference or causality in statistic and in Python. I have a dataframe test which looks as follows: ...
194 views

### Is it true that currently we cannot compute p-values or confidence intervals for the coefficients from a Lasso regression problem? [duplicate]

I found a textbook online that had the following to say regarding the Lasso, "Computing the p-values or confidence intervals for the coefficients of a model fitted with lasso, remains an open ...
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1 vote
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### How can I use linear/logistic regression for inference with colinear variables and a smallish dataset?

I have a dataset of around 120 observations, with 30 calculated variables and I am trying to predict a continuous response (result of an experiment) using those 30 variables. Ideally the smallest ...
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### A question about "control groups" in IV regression

I am doing an analysis which covers the electricity market in the US. The dataset that I use contains 39 states, which 15 of them has a value other (higher) than zero for the regressor. This makes the ...
1 vote
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### Can we apply hypothesis testing to not-actively sampled groups?

For argument's sake, in the below please assume that the hypothesis test we'd be considering would be a simple z-test to check whether an observed difference between two groups' means or proportions ...
543 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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### Interpreting Mediation Analysis Results obtained using R [duplicate]

I ran a mediation analysis using R and I got the following result : As you can see ACME and ADE are not significant but the Total effect is significant, how should I interpret this? please include ...
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### Moving from Sample data to population

I have a data sampling set of success/failure data so I have classified it as discrete binomial data. ie. failure rate sampling 0/10 1/10 1/10 0/10 and therefore I can use the binomial distribution on ...
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### statistical vs set/category theoretic "equivalence"?

Equivalence is basic to mathematics, e.g. https://en.wikipedia.org/wiki/Equivalence_relation. "Equivalence tests" are common in statistics, e.g. https://en.wikipedia.org/wiki/...
277 views

### Find Conditional probability distribution given conditions - Bayes Network

I'm taking a course on bayesian statistics and I'm having trouble with one assigment, it goes like this: Construct an example in which two variables have a common effect, and the presence of one of ...
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### P-Values from Robust Linear Mixed Models?

I'm running a study which is is investigating how different types of smiles (two levels) are processed in different situational contexts (three levels). I currently have a robust linear mixed model, ...
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### How to use auxiliary factors as weights in a Portfolio

(1) I am looking to form a Market Neutral Portfolio based off possibly 2 factors. Factor1 is the Primary factor, I rank all the stocks (say 1000 stocks) based off the Factor1 value, and pick top 100 ...
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### Nested factorial design for three factors [closed]

I want to design an experiment with three factors. Factor 1 shall have two levels (say, A and B), factor 2 has two levels (say, C and D) and factor 3 has two levels (say, E and F). By design, factor 2 ...
1 vote
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### Link between cross-validation and inference

Let's consider for instance Linear Regression and let's say we obtained some $t$-stats and confidence intervals for the coefficient estimates. Let's suppose we also split the datasets into $K$ Folds ...
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### How can I fit distribution for data which "almost fits"?

I have a sample for events occurring at certain continuous distances (kilometers), let's suppose emergency calls to hospitals. I have 200k observations, coming from 500 hospitals for an entire month. ...
1 vote
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### Matchit - Distance between 2 Propensity scores for findings specific pairs

I'm trying to find "spare" controls in case of drop-out in my primary control. I took my primary control sample (n=29), and ran Optimal match for find secondary match sample (N=350 optional ...
1 vote
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### Causal impact R - Is it possible to model multiple the pre and post periods? Indivudally for participants

I would like to use the causal impact algorithm, however, not in the context of marketing, but in medicine. The problem is that the intervention does not take place at the same time, but on an ...
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### What is design-based validation and what is the difference to CV?

In Wadoux et al. 2021 I came across two modes of statistical inference, design-based and model-based. I get the difference between the two modes and I know what that means regarding a sampling scheme (...
1 vote
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1 vote
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### Ridge Regression/Lasso

I have a dataset where I am trying to identify what group of people (i.e the predictors) are most likely to do X. I have ~25 predictors, ~5k cases and a binary outcome Y. The predictors are ...
1 vote
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### Variable Importance for Logistic regression with categorical data?

If I run the logistic regression with X variables containing categorical data. (I do one-hot encoding on categorical data) How do I evaluate the variable importance? Is there any methods or literature ...
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### Dowhy causal inference estimates equal from two different models - why?

I am using a python package based on judea pearls book of why. I Tried two different models which i have depicted below, these structures would go in the digraph section of the code below. After ...
1 vote