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Questions tagged [model]

A statistical model is a formalization of relationships between variables in the form of mathematical equations. The model is statistical as the variables are not deterministically but stochastically related.

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Comparing a Z-score from a model fit on real data against a randomized input

I have a quite complex statistical model that fits the parameter $X$ for some input data. The form of this model is irrelevant for the further question (at least I think so). Let's say I provide two ...
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23 views

Want or don't want data analysis [on hold]

If we have data for specific products and the results of questionnaires if they want this produce or not, something like this one: ...
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2answers
54 views

What is a 'true' model?

A short question, but I am somehow unable to find any concrete answer. I suppose it means that the model is as good as it can be? Containing all relevant variables and hence not suffering from any ...
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25 views
+50

How to solve an adaptive lasso model?

Assuming we are working with a linear regression model, lasso penalization solves: \begin{equation} \min_{\beta}\left\{\left\lVert y-X\beta\right\rVert_2^2+\lambda\sum_{j=1}^p \left\vert \beta_j\...
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1answer
124 views

Time series forecast - ARIMA/ARIMAX with daily data [on hold]

I am working on a project to analyse and forecast time series for sales and revenue of a client. There are various models that i want to test for accuracy purposes - namely Holt Linear Method, Holt ...
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2answers
250 views

3D plot of Akaike Information Criterion (AIC) for suitable ranges of Lˆ and k

Giving that Akaike Information Criterion (AIC) is as follow: How can I Produce a 3D plot of AIC for suitable ranges of Lˆ and k. In other words what could be a suitable ranges of L to try? Moreover,...
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Would a line graph be appropriate to display this specific data?

I want to display data that is of my own personal job applications/replies/offers between two different time periods. One where my name was a certain way, and one after I changed my name, but I want ...
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1answer
50 views

Intuition behind computing gradient for a model

I'm trying to understand gradient computation. The basic formula I found looks like so: ...
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1answer
21 views

What to do with very little training data

What are some popular solutions in dealing with very little training data? Do these solutions rely on generating more data (e.g. bootstrapping, SMOTE, etc.)? Or do they rely on methods that do not ...
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1answer
40 views

Statistical Learning/Classification problem (True or false)

I think the answer is false, but I'm not entirely sure how to put it into words. The problem is as follows: An electronic store wants to build a model to predict the number of televisions that it ...
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7 views

Probit model- pseudo R2

I am working with a probit model where my depended variable is whether has private loans(yes=1 no=0), while my independent variables are age, educational level, marital status, number of household ...
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1answer
22 views

How does cross-validation work exactly?

I'm having a hard time figuring out how exactly cross validation works in practice: To do K-fold cross validation on a data set, you divide your data into K sets. Then for each fold $i$, $1 \leq i \...
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Model differences of differences

We want to model how a continuous variable (A) vary (slope) in two different conditions (categorical variable B) accross another categorical variable (C) to answer the question. Does the metric used (...
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1answer
16 views

Getting ecological statistics right: Learning by yourself

I'm not really asking for reference on ecological statistics (such as here or here), but more on how you can be sure you're doing a new analysis you just learned correctly. I'm often stuck trying to ...
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5answers
55 views

What regression model should I use for this problem?

I am a lowly undergrad working on a research project with my university. I have only a basic grasp on regression analysis so please bear with me! We are seeking to find consumers' willingness to pay ...
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0answers
61 views

Learning algorithm vs Model in Machine Learning [duplicate]

In ML, I learned that we have a model and a learning algorithm. The learning algorithm is used to train the model with training data, does that sound correct? If the model is trained using linear ...
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2answers
44 views

Is it sound to use a regression model to identify excessive medication dosage for individual patients?

Let's say I wanted to identify individuals who are taking an excessive amount of the blood clotting drug warfarin relative to their peers. To do this, I'm considering building a regression model that ...
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12 views

How is model stability defined?

I've read that multicollinearity can lead to a linear regression model being unstable. I came across this wikipedia article: https://en.wikipedia.org/wiki/Stability_(learning_theory), that basically ...
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What is a variable selection and especially a “model-free” variable selection

First, I just want to make sure that I understand model selection properly: Model selection is a procedure on which, given a collection of models (=hypotheses), we select one which is "best" (by some ...
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28 views

How do I write a random walk with drift ARIMA? [closed]

I modeled oil prices and got the following coeffecients for my arima model with drift. Is this the right way of writing the model?
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83 views

Confused with regsubsets() in R

I am a little confused with regsubsets in R, and the different methods- AIC, Cp and Adjusted $R^2$ in general. Suppose our model has $p$ predictors. From the output ...
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2answers
63 views

Probabilistic model: what's the probability of this model?

The above model is from Berkeley cs294-112 Page 23. It is said that $$ p(O_{1:T},s_{1:T}, a_{1:T}) =p(s_1)\prod_{t}p(s_{t+1}|s_t,a_t)p(O_t|s_t,a_t)\tag 1 $$ I'm quite confused about this solution: ...
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20 views

Discussion on building logic for Churn for monthly renewal [closed]

I have a subscription based business dataset which looks like this: ...
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0answers
23 views

Analyzing pre-post data without a control or random assignment

We want to model the effects of an outreach campaign on people's attitudes towards a species of animal. We surveyed people pre- and post-campaign to ask about: Their attitudes pre-campaign (pre-...
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22 views

How can I estimate student abilities with a Rasch Model?

I have a dataset of test results. There are 400 students, and 100 items. I ran ltm::rasch in R, and I computed ability scores for each student, and difficulty scores for each item. I would now like ...
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12 views

How to ensure independence of calibration and validation data a spatial model considering spatial autocorrelation?

I determined the vegetation type (4 types all in all) at 120 points (stratified random sampling) in my study area (650ha). I want to use the points to train a statistic model (eg. random forest) based ...
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1answer
33 views

What model to use [closed]

I have data on whether an audition was successful or not and some data that could help explain the success/failure up to some extent (I have about 10 categorical variables and 2 continuous). So the ...
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26 views

A simulation study of linear mixed model

I am reading this paper, a note on BIC in mixed effects models, and I was trying to repeat their simulation study. And I will paste part of the experiment settings here to clarify my question. Now, I ...
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2answers
94 views

Practical realities of updating a trained model with new data

In my day to day work, I train models on data using R packages that have no extension for Bayesian priors. I will generally have a large dataset to start off with, and add new data as needed. Any ...
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0answers
18 views

model diagnostic using plot(model) in r: return the suspicious values

plot(model) gives us a number of diagnostic plots with regards to the model we build. In these plots, if there are suspicious values (values which might decrease model performance), their index is ...
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0answers
8 views

Deviation/fit of data to a null model

I am currently workin on some data and strugglin to find the appropriate test. Actually, I'm working on a set of genomes, several of them being gathered in hubs. For each hub, I count the ...
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0answers
31 views

How to adjust poisson regression to census age group data? Which approach is statistically more robust?

Dear statistical enthusiasts, I'm trying to assess the relationship between the cancer incidence and the various environmental exposure (&ejvar) using poisson regression model at census tract ...
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1answer
12 views

How to model whether differences in two variables vary across the levels of a third variable?

Say we have a variable A (some interaction network metric, continuous, N=20), and we want to see if A varies across B (categorical variable, 2 levels) depending on the levels of a third categorical ...
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26 views

Interpretation of beta Coefficients if Transformed in a Multivariate Cox Regression [duplicate]

I had to transform some of my primary variables of interest (log transform). Others were left untransformed as they were normally distributed in the sample (Pfat, etc.). To allow for comparisons of ...
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1answer
39 views

Differences in calibration plots for machine learning models

I'm using machine learning methods in R for descriptive regression modelling of a small dataset. I have fit random forest (randomForest), unbiased random forest (cforest) and boosted regression trees (...
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13 views

Joint distribution of a two part model

Let $ Y $ be a random variable defined on $ (0, +\infty) $. In a univariate two part model, the distribution of $ Y $ is defined as follows \begin{equation*} g ( y_i ) = \left\{ \begin{array} { ...
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25 views

Generalising AIC results over multiple samples

This is slightly related to my previous question (AIC Calculation using log likelihood) Though, I think now I am actually clear as to what I am asking. I am modelling activity of cells, I have data ...
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18 views

Quasipoisson model variable selection and find best model

I am running a Quasipoisson model in R with a lot of variables. This is my outcome: I want to find out which variables have an influence on the dormouse abundance (number of nests). After doing the ...
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0answers
15 views

Stacking Final Model Development After Cross Validation

CV (or Nested CV) are normally done to evaluate and compare different ML algorithms as part of model development and evaluation phases. Once these stages are complete, one normally develops the final ...
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3 views

planned comparisons across a continuous gradient

I am analyzing data on stream community before and after an invasive species removal event and have a dataset of dissimilarity values comparing the stream community at each time point in the dataset ...
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7answers
472 views

Avoiding social discrimination in model building

I have questions inspired from the Amazon recent recruitment scandal, where they were accused of discrimination against women in their recruitment process. More info here: Amazon.com Inc's machine-...
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1answer
38 views

Model Quasipoisson interpretation and validation

I am currently doing my Master thesis with evaluating my results in R. I am stuck on my analysis of my glm with quasipoisson. I am analysing influencing variables on the dormouse abundance in 2 types ...
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0answers
13 views

Should oversampling/undersampling be applied only during CV or also for final model creation?

I am dealing with a highly class imbalanced dataset and am going to try oversampling and see how my nested CV is affected when comparing algorithms. When it comes to model finalization, should I ...
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0answers
35 views

Best way to model the dependency of these two random variables (copula?)

I'm modelling the joint PDF of two variables that looks like this , where vt and vr are the random variables. The dashed line shows the joint pdf assuming they are independent (the product of its ...
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1answer
59 views

Does 'high' bias really exist when we are unsure how to quantify the irreducible error when making a machine learning model?

My friend just exited an interview where he had used the terms "underfitting" and "overfitting" as equivalents to the bias/variance tradeoff, but he says his interviewers were looking more for an ...
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0answers
42 views

Autocovariance and autocorrelation function of AR(1) process

I'm preparing the exam about AR models, precisely I have this exercise which I have some issues with points "d" and "e". My try was: Knowing that $W_t=X_t-X_{t-1}$, $h=1$ so: d) $\gamma\left(1\right)...
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0answers
31 views

multivariate linear regression without b_0 [duplicate]

I created a multivariate regression following the scheme $$y = \beta_0 + \sum^n_{i=1}\beta_i*x_i$$ and got an average deviation ofaround 5%. When I tried the regression without the $\beta_0$ I got a ...
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12 views

Making a more reactive model

I am working on a model to predict quarterly values. I am running into an issue where my back data has extreme trends and my model (I am using a Holt-Winters model) seems to be taking these old values ...
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29 views

How can one verify distributional assumptions for testing procedures, if only one draw from each distribution is available

I am currently dealing with a situation in which the Wilcoxon signed rank test (WSRT) is a possible candidate to be applied to the data. So let`s say we have $n$ pairs of Random Variables $(X_i, Y_i)$ ...