# 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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### Generating random data points following a Poisson point process from observed data points [duplicate]

I am a bit new to the domain of Spatial Statistics. So I am trying to generate complete spatial randomness(CSR) data with summary statistics similar to that of the observed data(data points in 2D). ...
1 vote
92 views

### 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 ...
92 views

### Empirical variance of simulation estimate

Consider the following quantity of interest: $$I[a,b]=\int_{a}^{b}g(\theta)h(\theta), \ldots (1)$$ that is, the expected value of some function $h(\theta)$, of $\theta$ distributed $g(\theta)$. ...
93 views

### How to deal with skewed data?

I want to examine 2 variables of experience: A. Regular practice - hours. B. Formal practice - days. Both variables are right-skewed, with extreme outliers (Experts) and many subjects with zero ...
1 vote
105 views

### Estimate negative binomial dispersion parameter $k$ using mean and proportion of zeros

I came across supplemental methods of a paper estimating the mean ($R$) and dispersion ($k$) of a negative binomial distribution that stated: Page 8: "Given estimates of the mean ($\hat{R}$) and ...
1 vote
186 views

### How to show Neyman orthogonality of the score

In section 4.1 of this paper, the authors talk about the PLR model: \begin{aligned} &Y=D \theta_{0}+g_{0}(X)+U, \quad E_{P}[U \mid X, D]=0 \\ &D=m_{0}(X)+V, \quad E_{P}[V \mid X]=0 \end{...
1 vote
48 views

### Probability of finding an object on the beach: Bayes theorem [closed]

Introduction Beach litter surveys are collections of observations that detail the object and quantity found of that object within a defined length of shoreline. The sampling protocol was initially ...
46 views

### Bootstrap Basics

When using random sampling (bootstrap), I get 3500 estimates of R squared. Curious as to what causes the variation between these individual estimates as they've all been pulled from the same dataset. ...
39 views

### Is there any reference justificating a P<0.10 as a cutoff for likelihood-ratio tests?

I am conducting log-likelihood-ratio tests to examine the goodness of fit of two competing logistic regression models. The test is the traditional log-likelihood-ratio test, in which I compare the ...
38 views

### Is the MLE of a statistic always defined?

My current understanding is that the MLE of a statistic is the mode of its posterior pdf under a uniform prior. The problem with this is that I don't think the posterior pdf needs to exist. The ...
1 vote
10 views

### is this pseudoreplication?

I'm sampling 5 different fields using transects. I'd like to gauge soil moisture and how it varies based on each field. If I choose five pre-determined points within each field and then take their ...
1 vote
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### Cross validation within a bootstrap sample: is leakage a problem here?

I would like to calculate the sampling distribution for logistic LASSO coefficients. One approach to calculating this sampling distribution is described on page 143 of "Statistical Learning with ...
47 views

### 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 ...
51 views

### Why should we care about DAGs for causal inference? [duplicate]

I am not acquainted with Pearl's approach for causal inference. From what I have seen so far, the causality is inferred from directed acyclic graphs(DAGs). Rubin's Causal Inference Sec 7.5 proved a ...
1 vote
32 views

### How do we select model for causal inference?

I am reading Rubin's Causal Inference Sec 7.5 in context of completely randomized experiment. It says performing linear regression will produce asymptotically unbiased estimate of causal effect, ...
1 vote
80 views

### Generative model that satisfies certain algebraic constraints

Disclaimer: I need guidance and help with where to start looking for solution of the problem I have described below. My background is in optimization and I am new to statistical methods, so there is a ...
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### Detecting and dealing with outliers in a sales prediction dataset of "Rossmann"

I have been working on a dataset for which the task is to forecast the sales of the drug sold by 1115 drug stores of the Rossmann chain. The dataset is fairly large with over 1m records and as many as ...
7 views

### Constructing a population random sample from subpopulations random samples of equal size

I have a very basic question about random sampling. Consider the following: Population Population size Sample size Male 1200 200 Female 800 200 Where each sample for the population partitions have ...
34 views

### Methods to calculate confidence interval for proportion with potential bounds?

I am trying to calculate the confidence interval on a time series proportion. For example, I have 1000 years of data, and I use 20 days to calculate some proportion. The thing is, I know the ...