# 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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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 ...
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 ...
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 ...
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) ...
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 ...
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, ...
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})+\...
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,...
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 ...
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 ...
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 ...
13 views

### 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 ...
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 ...
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 ...
18 views

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 ...
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 ...
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 ...
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 ...
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 ...
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 (...
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 ...
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 ...
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 ...
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 -> ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...