Skip to main content

All Questions

12 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
3 votes
0 answers
1k views

Regression: Causation vs Prediction vs Description

In my experience it seems me that the interpretation about regression, its meaning and its scope, are debatable and great confusion exist about those things. It seems me that confusions are not go ...
markowitz's user avatar
  • 5,779
3 votes
0 answers
820 views

Implication / Interpretation of long term equilibrium VECM

I want to test the influence of exchange rates on a price index and struggle with the interpretations. My variables are I(1) First, I ran an OLS on first differenced variables which indicated a ...
gobbble's user avatar
  • 31
2 votes
0 answers
173 views

Confusion on Ablation test (Ablation Experiment or Ablation study)

I followed the steps of the ablation test to calculate the feature importance one by one. In Table 1, row 1 presents the model prediction performance of using full features. Regarding rows 2-4, these ...
Joono's user avatar
  • 21
1 vote
0 answers
54 views

build and evaluate prediction model with the same data

I have a dataset with a sample size of n=30, one dependent variable and 31 possible predictors. Now I want to build a regression model as part of a regression kriging model to predict my dependent ...
A. W.'s user avatar
  • 41
1 vote
0 answers
32 views

Are boosted machine learning methods robust against low probable feature combinations when predicting?

I would like to use machine learning methods in the potential outcome framework, that is, simulating outcome for all observations under different values of a specific predictor, while keeping all ...
Bakaburg's user avatar
  • 2,939
1 vote
0 answers
2k views

Evaluating results of VAR (Vector Autoregression) using R

I am trying to evaluate the results of a prediction obtained with the R function VAR. I have reproduced an example with two time series so that others can also implement it (the data set is read from ...
ruthy_gg's user avatar
  • 221
1 vote
0 answers
219 views

Binary logistic regression - SPSS

I did some regression analysis in SPSS using two binary variables: Biomarker X (0= low levels; 1= high levels), where 0 was the reference category and Obesity (0=no; 1=yes) ''Biomarker X'' was taken ...
user86880's user avatar
1 vote
0 answers
126 views

Do you need causal models when doing counterfactual predictions?

I am modeling the impact the number of a certain type of company (bottom of pyramid (BOP) companies, ie. companies that cater to the poorest consumers) have on market price. I considered the ...
user54360's user avatar
1 vote
0 answers
299 views

Counterfactuals for Variables with Negative Values

Lets imagine I have estimated the following simple linear regression model: $y_{i} = 10 + 0.5x_{i} + \varepsilon_{i} $, and want to work out the counter-factual, or what would $ y_{i}$ be in the ...
EddieMcGoldrick's user avatar
0 votes
0 answers
18 views

Substitution modeling under simulated inventory constraints

In the context of retail, substitution is typically defined as "when customers that prefer product A, but when unavailable, purchase product B, instead." Naively, the most of useful ...
jbuddy_13's user avatar
  • 3,520
0 votes
0 answers
18 views

Extrapolating/forecasting treatment effects from difference-in-difference model

My goal is to extrapolate or forecast dynamic treatment effects into the future using a fitted model. My data consists of two groups (treated and control), seven time points, and a continuous outcome. ...
CaptainAardvark's user avatar
0 votes
1 answer
194 views

Difference between Predictive Inference and Causal Inference

I am looking for functional mathematical notation to explain the difference between Predictive Inference and Causal Inference? I list an example model. I also list links further down that give ...
L92MD14's user avatar