# Questions tagged [simulation]

A vast area which includes generating results from computer models.

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### Simulating observations for a 2-way ANOVA (in R) w/ mixed effects model and recovering true variance parameters [Gage R&R]

I would like to create a simulation of a Gage R&R experiment in R. A Gage R&R is an experiment designed to analyze the variance contribution of several factors relative to the overall variance....
21 views

### Constrains on the coefficients of SARIMA

I am trying to generate synthetic time-series through SARIMA random process by defining the model coefficients manually. Could any one help me how to generate coefficients? What are the constraints on ...
152 views

### Holding other predictors constant via simulation in R

Imagine predicting salary of some professors from their years of experience (time) controlling for/holding constant their number ...
17 views

### Comparing simulated parameters to their theoretical values

I created three variables in r using this code ...
52 views

### How to compare correlation coeffecients across studies (meta-analysis, simulation-analysis)?

I have one metric dependent variable (grain yield) and three metric traits, A, B and C. Grain yield and all three traits were measured in several studies and each time a Pearson correlation between ...
29 views

### Cross comparison analysis of simulation models

For my thesis, I created a simulation model which simulates the barge shipping process (basically travelling to the port and do a route where terminals are visited so that barges will be handled). I ...
36 views

### What would be the probability distribution to simulate K events randomly assigned to N individuals?

I am trying to randomly simulate a population of $N$ individuals among which a predefined number $K$ of them have an outcome. The trick is that I want to assign different probabilities to the ...
4 views

### How to find the best or optimal parameter value set for agent based or other kind of modeling?

I am doing agent based modeling (ABM) for infectious disease modeling, and the model has 50+ parameters which can any probability value between 0 and 1, or can be any float value from 0 to >0 (...
24 views

### Clustering common words for objects

I am currently running experiments aiming to simulate information transfer between agents. Without going into too much irrelevant detail, following the conclusion of a simulation I am left with a csv ...
61 views

### sampling from $\frac{1}{1+x}$ times Gamma distribution density

I am simulating a process by drawing many random variates $X$ from a Gamma distribution with parameters $\alpha$, $\beta$, f_X(x) = \frac{\beta^\alpha \, x^{\alpha-1} \, e^{-\beta x}}{\Gamma(\alpha)}...
74 views

### Generating uniform points inside an $m$-dimensional ball [duplicate]

The present question follows on from some other questions on this site asking how to generate uniform points inside a disc (see e.g., here, here and here). The natural extension of that problem is to ...
21 views

### Simulation study - what error variances to use from empirical data? MS error of an ANOVA or the variance of their residuals?

I want to do a simulation study in R and I have already some empirical data, that gives me a hint about the variance parameters to set. But what should I use for the error variance? Here's an example ...
1k views

### Generating random points uniformly on a disk [duplicate]

I have to randomly generate 1000 points over a unit disk such that are uniformly distributed on this disk. Now, for that, I select a radius $r$ and angular orientation $\alpha$ such that the radius $r$...
118 views

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### Can we use linear regression to define the objective function in linear programming?

This is a general question about how linear programming is used in the analytics community. Is it common, or feasible to use linear regression (or perhaps even more complex models like regression ...
35 views

### Escape unsuccessful accept-reject step in MCMC

I have an MCMC procedure that samples latent variables $h_1, \dots, h_T$. It is based on Shephard and Pitt (1997), https://doi.org/10.1093/biomet/84.3.653. Let $f$ be the true conditional posterior ...
45 views

### Simulating a logistic regression in R

I'm trying to simulate data for a logistic regression experiment to predict $50$ students pass/fail outcome on a math course from their GRE quant. scores. GRE quant. is known to be normally ...
30 views

### Bootstrap the estimated GARCH volatility…for the two stage estimation

GARCH(1,1) model is represented as \begin{aligned} x_t &= \sigma_t z_t, \\ \sigma_t^2 &= \omega+\alpha x_{t-1}^2+\beta\sigma_{t-1}^2, \\ z_t &\sim i.i.d (0,1). \end{aligned} If I want to ...
28 views

### Simulate GARCH volatility conditional on return series

Is it possible to simulate GARCH volatility series conditional on observed return series? What I want is that my simulated GARCH volatility will incorporate uncertainty of the estimated parameters but ...
39 views

### Simulating the annual salary of some lawyers in R

I'm trying to simulate the annual salary of 30, say, lawyers given their years of experience and age. By design, age and experience are extremely correlated with each other. I was wondering if my ...
23 views

### How to simulate coefficients from a multivariate distribution and the variance matrix from a inverse Wishart distribution?

I have estimated a Seemingly Unrelated Regression (SUR) and I would like to simulate the coefficients using the posterior distribution. When researching how to do that, I have read that you should not ...
24 views

### Pearson correlation not distributed around zero when using nonnegative least squares (NNLS) in permutation test?

I am trying to explain artificially created fmri data in MATLAB [1] through a linear combination of w neural network layers. To compare those, I transformed the data into respresentational ...