Questions tagged [model]

A formalization of relationships between stochastically (randomly) related variables in the form of mathematical equations. DO NOT USE THIS TAG BY ITSELF: always include a more specific one.

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1answer
19 views

Including indicator variables in linear regression

I have a specific question about indicator/ dummy variables in a model. Right now, I have a set of data over about a year, with various variables such as temperature and operational units. Also in ...
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1answer
15 views

Measuring “consistent” growth versus “spiked” growth

I have a time-series database of users and their growth on our platform over time. I am trying to determine from this database users who are showing a consistent growth over time (and especially ...
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9 views

Finding Model/Technique to find effect of alcohol prohibtion on health outcomes

As a study project, using Stata, I'm trying to figure out the effect alcohol prohibition in Kerala state had on health outcomes of Keralans. I did some preliminary descriptive statistics with Stata ...
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26 views

How to tell if an estimator is good by reading results of Monte Carlo simulations?

I'm new to parameter estimation world and I'm studying a model with two parameters $\mu$ and $\sigma$: $$ dX_t = \mu X_t dt + \sigma X_t dB_t^H $$ where $B_t^H$ is a fractional Brownian motion (fBm) ...
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1answer
42 views

How does Monte Carlo method for parameter estimation work in practice?

I'm new to parameter estimation world and I'm studying this model with two parameters $\mu$ and $\sigma$: $$\tag1 dX_t = \mu X_t dt + \sigma X_t dB_t^H $$ where $B_t^H$ is a fractional Brownian ...
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13 views

Problem with probability density - WinBugs [closed]

I'm trying to check a model on WinBugs, but it keeps returning the error: unkown type of probability density. I have checked and can't find the error in my model. So, please, can anyone help me, ...
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30 views

ARMA(-X) model with exogenous covariates interpretation

Let us assume that $Y_t$ can be described with an ARMAX process, including an exogenous covariate $X_t$, of the following form: \begin{equation} log(Y_t)=\phi_1log(Y_{t-1})+\phi_{12}log(Y_{t-12})+\...
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12 views

Pymc3 Applying a Zero Inflated Poisson Model

I'm getting started with probabilistic/Bayesian modeling and am trying to create a model for a specific scenario, and I'm running into issues achieving an acceptable outcome for the model. As a result,...
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1answer
30 views

truncated model estimation, on an interval of unobserved variable Y*

$Pr[L<Y^*<U]=Pr[Y^*<U]-Pr[Y^*<L]$ $=F^*(U)-F^*(L)$ $lnL_n(\theta)=\sum_{i=1}^nd_iln[F^*(U|x_i,\theta)-F^*(L|x_i,\theta)]$ ^is the above likelihood function appropriate for ...
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1answer
34 views

Poisson Regression with overload of zeroes SAS

I am testing different models for the best fit and most robust statistics to my data. My dataset contains over 50000 observations, approx. over 99.3% of the data are zeroes - such 0.7% are actual ...
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15 views

Does this kind of neural architecture [see image] have a special name?

I came across the below neural architecture in the computational modeling literature, and it struck me as odd. It's a recurrent neural network where the same recurrent layer feeds forward into the ...
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How to implement Bayesian Model Combination on machine learning?

I'm working on combining the result of different forecast from machine learning models and i know we can use bayesian model averaging to calculate the weights but i still don't understand how since i ...
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1answer
62 views

What does a function of a maximum likelihood estimator represent exactly?

I understand that maximum likelihood estimation allows us to estimate the parameter of a distribution that maximises the probability of observations occurring, and that this is in essence a way of ...
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1answer
93 views

Formal proof of Occam's razor for nested models

I consider 2 models $M_0$ and $M_1$, $M_1$ being more complicated than $M_0$ in the sense that it has more parameters (I usually assume than $M_0$ is nested within $M_1$). They are respectively ...
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18 views

Understanding Plackett Luce Model - how to derive it

I wanted to study how to derive PL model, but I could not find it using Google. Suppose I have three random variables $Y_1,Y_2,Y_3$ following logistic distribution with mean parameters $\theta_1,\...
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2answers
49 views

Temporal analysis with linear regression, with some years sampled more than once

I am examining a temporal dataset of contaminant concentrations from individual specimens over a 100 year time span, comparing mercury (THg) concentrations over time (in years). For some of the years, ...
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2answers
206 views

Coronavirus growth rate and its possibly spurious resemblance to vapor pressure model

I collected the latest data on the coronavirus from Johns Hopkins University as shown and fitted different curves to this data to model the relationship between the number of confirmed patients $P$ ...
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7 views

Fit drift diffusion model with trial-type dependent input strength

I want to fit a drift diffusion model to a task which involves multiple decisions (n=400) between two different valuable choice options . I do understand how I would do that in general, also with the ...
3
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1answer
56 views

Multi-level model [lme4 package] specification with cross-level predictors and group-level outcome in panel data

How do I specify a model based on panel data using the lmer package in a case where (a) my dependent variable is on the group level and the predictors vary across the group and individual level (b) my ...
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16 views

Marketing with Statistics sources

Can you tell me about some books about Marketing topics, using R or Python? I'd like to cover: Cannibalization Models Marketing Mix Models Market Basket Analysis Share of Market Forecast Models
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25 views

Is there a reason to assume that the parameter in a statistical model is a realization of a random variable?

Why is it common to write a statistical model as a family of conditional distributions - conditioned on a realization of a particular parameter-value - when the definition of a statistical model ...
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1answer
38 views

Statistical model & hypothesis test

I found the following question in one of the older exam papers, Protein expression of a certain marker is measured in 2 patients groups of equal size (n=20) and at 2 different time visits. ...
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16 views

Correlation of transformed variables

Let´s say I have two explanatory variables: loan_amount and salary. They aren´t normally distributed. So, I perform a natural ...
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2answers
26 views

A model to compare two sets of data to see if they become more similar to eachother

Does someone know of a model I can use that will compare two sets of data to see if they become more similar to each other as time increases? I am using the data psid from the library faraway. I'm ...
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16 views

Advice on what model to use to perform a formal analysis

I am using the data psid from the library faraway and want to investigate the interaction between sex and year. Specifically, as the year increases does gender impact income less? I've done some ...
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1answer
25 views

Which model should I use for ordinal data if one or some variables violate equal slopes

I have running the data for an experiment. There are 3 independent variables in my data namely "Rhyme", "Meter" and "Lexicality" all with 2 levels (0/1) respectively. Based on these parameters the ...
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1answer
30 views

Continuous continuous interaction term in R

My problem is visualising a regression I have made, but I am unsure on how to visualise it. I have an interaction term both variables are continuous. What graphs can I use to accurately depict this ...
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27 views

Explainability of a model

I am trying to answer this question: This question is actually based on the Mackay plot here: the simpler the model, the more it places its mass towards the left However I'm not quite able to arrive ...
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29 views

How do i forecast a time series is about to cross a certain threshold

I have data coming in 10 seconds apart which is the temperature of a given room. It has a seasonality of 6 hours as it has 2 AC switching back and forth. Sometimes the AC in this room fails and thus ...
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1answer
23 views

What does it mean to save optimizer states in deep learning libraries?

I was recently going through the Keras documentation on saving models. I am aware that saving a model involves saving the learned weights and biases after training. However, the doc also mentioned ...
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70 views

Mathematical details in the definition of a Structural Causal Model

Pearl defines (see Causality, Judea Pearl, 2nd ed., Definition 7.1.1) a Structural Causal Model (SCM) as a triple $(\mathscr U, \mathscr V, F)$ where $\mathscr U$ is a set of "exogenous variables," $\...
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1answer
26 views

Low N, unsure on what model to build [duplicate]

I've got a study with 55 patients having undergone surgery. 80% were happy with the surgery while 20% weren't. I'm looking at predictors that may be able to predict surgery satisfaction. The problem ...
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31 views

Why one of my estimated paramater (sigma) of vasicek model is so large in R?

I use the yield to maturity of 2year, 3year, 5year, 7year japan government bond from 1989-2019 as my data (i.e.,the name of my data is vasicdata), they are all daily data, and each year contains 261 ...
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1answer
33 views

Can increasing the training data reduce bias

As per my understanding, there is high bias if the model is underfitted. Does the number of records in training data affects bias? I mean, if there is too less records in training data, can the model ...
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2answers
45 views

Moving away from stepwise type of model building

I do a lot of studies in which we have a disease/outcome and then we collect a lot of information on the patients such as age, gender, BMI, comorbidities, lifestyle factors etc. and then we run a ...
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1answer
25 views

Finding parameters values of a function based on data

Supposing that I have a given function that explains some behavior of one determined system. That function, has four parameters on it, which are constants that might change depending on the ...
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24 views

What are the “risk model” and the ‘‘effect models’’ in the context of survival analysis?

In this article of van Klaveren, David, et al. "Models with interactions overestimated heterogeneity of treatment effects and were prone to treatment mistargeting." Journal of clinical epidemiology (...
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0answers
62 views

Marginal means vs. marginal effects. What is the difference?

In R, there are two packages: emmeans and margins. The first implements the LS-means known from SAS, here called estimated marginal means, the second implements the margin command from Stata. I ...
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33 views

Study the impact of an external force on the behavior of a system over time

(I am not a statistician, so please pardon my naive stats language.) Consider an event that has started at time t_i and is running till present; the event is ...
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2answers
42 views

Small sample size: is multiple regression preferred over moderator analysis?

I would like to determine whether the relationship between variable X and Y depends on the value of a third variable M. It's a psychological topic and unfortunately I've got a sample size of 30 ...
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1answer
26 views

are Dimensionality reduction techniques performed before or after feature selection?

What would be a sensible approach to get the best features to improve accuracy? DImensionality Reduction -> Feature Selection -> Reduction -> Selection ...... Selection-> Reduction Reduction -> ...
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1answer
71 views

What would be the ideal dataset to train a model to detect advertisements in an image?

I am thinking of the requirements for training a model that would be able to detect if there is any kind of ad in an image. I know that this sound too broad not just for a question on CV but for ...
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1answer
43 views

What does it mean when we say the estimators need to be independent when using Ensemble Methods in Machine Learning?

In collective learning (ensemble methods) we need the estimators to be Independent/ uncorrelated from one another. Do I understand correctly, that this means we need to draw the data samples without ...
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5 views

Finding out whether a complexity premium exists for certain loans made - which model to use?

I am doing research on loans. There are two groups of loans and I assume for one of the groups a complexity premium exists (they have a higher spread on average). I would like to build a model that ...
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35 views

“Explanation power” of a parameter [closed]

Suppose there are two practically similar statistical models with similar "breath": $L(\theta)$ and $M(a,b)$, where $\theta, a, b$ are parameters. When fitting with data, if we assume that $b$ is ...
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1answer
32 views

Modeling Without Dependent Variable

I’m trying to figure out this problem where I want to calculate the probability of a set of people underpaying a service. The service needs to be paid as a percentage of people's income. The issue ...
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20 views

Valid way to determine effect of binary independent variable on dependent variable

TLDR; Given a set of highly correlated variables, what would be a valid way to determine the effect of one of the independent (binary) variables? I have a dataset (very high data quality, circa 100k ...
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22 views

How do I write a logistic regression model? [duplicate]

I am trying to write a logistic regression model, the response is binary, and these are the parameters: Xi1, Xi2, Xi1∗Xi1, Xi1∗Xi2, Xi2∗Xi2 and sex. I am uncertain how this should be done. Is it ...
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0answers
48 views

Model summary tables for GLMMtmb [closed]

What package do people use to nicely visualize glmm model summaries? I tried huxtable::huxreg as explained here, but the documentation must be out of date because huxreg does not accept glmmTMB ...
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17 views

Implementing a Kernel Adaptive Filtering model explained in a paper

In this paper, Stock price prediction using kernel adaptive filtering within a stock market interdependence approach, the authors propose a method for predicting stock prices by combining the ...

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