Questions tagged [stratification]
A sampling technique in which the population of interest is partitioned into subsets ("strata") based on characteristics known at all units before sampling.
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How to explain that leave-one-out cross-validation doesn't need stratification in the context of classification?
Stratification is usually defined as training data and testing data having the same distribution of class values. In leave-one-out cross-validation, each fold only has 1 instance. I know that it's ...
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Asymptotic variance of Metropolis-Hastings estimates on a disjoint subdivision of the state space
I'm running the Metropolis-Hastings algorithm on a state space $(E,\mathcal E)$ which can be disjointly subdivided into regions $E_1,\ldots,E_k$, $k\in\mathbb N$ ($k\approx1e5$). On $E$, I have a ...
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Stratified Sampling vs. Hand picking a "random sample", and using Chi-Squared as justification. Dichotomous outcome methods question
Suppose I would like to evaluate "the proportion of potato farms in Idaho that use pesticides". (dichotomous yes/no outcome variable). Now let's assume I know the exact number of potato farms in Idaho,...
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Sample stratification by dependent variable in linear regression analysis
I have a theoretical question that I would like some guidance on. Is it ok to stratify a sample population by the dependent variable? Does this bias regression results?
For example, I'm doing an ...
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Choosing strata in stratified log-rank test
Let's say I would like to see which factors affect the survival of patients suffering from cancer. And let's assume I have two variables:
chemo ($0$ - if a patient is not treated with chemotherapy or ...
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Analysing stratified random sample
Let's say I am analysing an experimental design with treatment and control group which was based on random sampling design stratified on a number of covariates. When analysing the data I see two ...
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Stratified sampling to generate random numbers (eg. for Monte-Carlo applications)
I am using a Monte-Carlo method to compute a value of interest $y$ from some input parameters $x_{i}$, that I use to draw statistical sets from simple distribution laws.
In my case, for a single Monte-...
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Percents of Random Samples
I have three sets $A,B,C$ of sizes $N_A=2508$, $N_B=36211$ and $N_C=2296$ respectively, containing binary values. I took 200 samples of each set to produce point estimates of the averages: $\hat p_A=0....
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Is leave-one-out cross validation (LOOCV) known to systematically overestimate error?
Let's assume that we want to build a regression model that needs to predict the temperature in a build. We start from a very simple model in which we assume that the temperature only depends on ...
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Should I use simple random sampling instead of stratified sampling when some strata have low counts?
I am designing a survey for which I would like to stratify "events" by state / province, creating $h=86$ strata for the particular dataset I'm working with. However, there are some strata with low ...
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On improving the sensitivity of controlled experiments by utilizing pre-experiment data (CUPED)
I’m currently reading “Improving the sensitivity of online controlled experiments by utilizing pre-experiment data” by Deng et al. and struggling to derive a few equations from the paper. I would ...
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How to perform inference on stratified sampling data
Let's say I'm studying a population of generic emergency calls to over the course of several months, and keeping track of the following independent variables:
month (when the call happened)
country (...
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Neyman allocation and proportional allocation
Suppose that a city has 90,000 dwelling units, of which 35.000 are houses, 45,000 are apartments,
and 10,000 are condominiums. We want to estimate the overall proportion (p) of households
in which ...
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Stratification of sample data is lowering my accuracy?
So I've got this trainingset, it has a bunch of stuff yada yada..
Main point is that there are two target variables that only occur once in the dataset. This means I can't stratify when sampling, I ...
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Simulate confidence intervals for the absolute difference between two hazard ratios
I am examining the time to an (recurrent) event in response to different medications between men and women. I am adopting a 'within-individual' design whereby each person's time spent on- and off- the ...
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Is doing oversampling on train set and undersampling on test set correct?
I have an imbalanced dataset (95% in class 0 and 5% in class 1) and I am using machine learning for classification. The AUC(Area under ROC curve) was high (about 0.86) but AUPRC(Area under precision-...
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How do I do stratified sampling on group-separated datasets in Python? Do packages for this exist?
Say I have the following data:
...
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multilevel regression and poststratification mrp
I have some survey data. I want to calculate a regression with a stratified sample of this data. Because of the stratification, the sample size gets really small. Due to this, the standard error of ...
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Stratified Sampling on Random Forest
I am working on a project to detect crops from satellite images by prediction. To do so, I use Random Forest model. I discussed with some people about whether to give sample weights on each tree in ...
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Determine sample size using reversed goodness of fit
I am asked to work on a specific problem in which I have to calculate certain expenditures for an industry, consisting of a population of about 400 companies. Although I already suggested to conduct a ...
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k-fold CV-scheme stratifying response and considering groups
I have the following small dataset (n~140):
1-8 samples per patient
A small fraction of samples belonging to the negative class (no tumor), ~ 10-20%
A larger fraction of samples belonging to the ...
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Interpreting hazard ratios in stratified models
I am unsure how to interpret hazard ratios from cox-proportional hazard models that include 1 or more stratified terms.
For example, say I run a cox regression with treatment as a covariate and ...
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Odds ratio not between the two odds ratio of a stratified analysis
This is not the first time I have performed stratified analyses based on logistic regressions, but I have never before been confronted with this situation.
When I test my relationship in the overall ...
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Calculating a sample size based on the target width of a confidence interval with stratification
I am reviewing a sampling design devised by a colleague and completely fail to understand it, although I am not a novice in statistics (but not a huge expert either). The said colleague is no longer ...
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random vs. stratified Cox model
What is the difference in interpretation of the effect estimates in a Cox model stratified by sex vs. with a random statement for sex? Thanks.
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Stratifying a multivariate dataset
I woul like to stratify a multivariate dataset in different stratas in such a way that the elements of each strata are similar. My idea is to have different groups whith the element within a group ...
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what's the difference between stratified sampling and matching?
I am trying to find a good technique to balance data in which the minority class is about 1% of the data.
As I understood, the most common practice is matching.
What is the difference, though, ...
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Fold size and stratified k-fold cross-validation dilemma
So, as far as I understand, all folds in k-fold cross-validation need to be the same size, or as close as possible. However, if one uses stratified cross-validation, each class should be represented ...
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Stratified bootstrapping and confidence intervals
Here's a toy data set that replicates my problem. I am interested in knowing the confidence intervals of an empirical distribution that is composed of the scores of each school at the proportion that ...
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Randomized blocking "after the fact"
I have 5 treatments that I'm going to randomly assign to visitors to my website. I'll have 10,000 or more visitors. Is it statistically valid to analyze the results based on visitor characteristics ...
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Optimal multivariate binning where the cut-points must be the same for all observations
I have a large data set with many discrete and continuous variables. All the variables are present in every observation. I want to explain (the log of) one continuous variable using all the other ...
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How to control for severe medical cases using survival analysis and Cox regression?
I have a longitudinal medical record dataset. My cohort is made up of patients with a particular disease. There are no members of this cohort without this disease. Disease indications are denoted by a ...
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Difference between Multistage Sampling and Stratified Random Sampling?
I know the question is a very elementary one, but I simply cannot understand the difference other than the fact that an SRS is a form of Multi-Stage Sampling. Can anyone provide a simple example(s) to ...
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Benefit of scaling survey design weights
In the european social survey the design weights are scaled to the sample size (see quote and source):
As with the design weights also the post-stratification weights are scaled to the sample size, ...
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Cox model with a predictor variable within only one stratum
I'm investigating survival in a cancer patients cohort. The Cox model I'm using is stratified by stage and adjusted for several variables. I would like to add one variable RT (Radiotherapy) which is ...
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Prove significant effect of third variable on a correlation
So I was measuring correlations in Boxscores of basketball players in the NBA.
3PA DRB -0.205499
I was trying to find some interesting correlations. ...
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What is the error of the global mean given known equal errors for each stratum?
This was asked to me by a colleague. It seems to be an easy one but I wasn't able to find the derivation online. I've added my own attempt below.
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How to resample from uneven strata
I've got records from patients with different cancers. Naturally, common cancers were registered often, and the cases in this group are then overrepresented and vice versa for the rare cancers.
Let's ...
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On outcome stratified random forest, problems?
Hello Crossvalidated!
I have a question that I can't figure out.
I am working on building a classifier for a dichotomous outcome (0, 1).
I use R for this.
I used a Random Forest algorithm from the ...
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Bootstrapping dataset with imbalanced classes
I am trying to build an ensemble model to classify dataset with imbalanced data, where some of classes have just a few samples. And, because of this dataset property, when I am doing re-sampling with ...
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Are the precision gains from stratified sampling a free lunch?
I'm following the discussion in Field Experiments by Gerber and Green, Chapter 3 as well as these resources:
http://ocw.jhsph.edu/courses/StatMethodsForSampleSurveys/PDFs/Lecture4.pdf
http://home....
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Variance Reduction: "Smaller Samples Have Less Variance"
I was working on stratified sampling for variance reduction for monte carlo estimation, and I found an odd statement from this website (link posted below).
The first line on his site is, "Intuitively,...
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Stratification vs. interaction
I'm doing a secondary analysis on a large sample of children from 4- to 18-years-old using logistic regression. In addition to analyzing effects of predictors (age, sex, IQ, autism severity, medical ...
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How to combine two sets of samples from an unnormalised distribution?
Imagine that I have an unnormalised distribution $P$ with density function $p(x)$ for $x \in \mathbb{R}^d$. $P$ has two well-separated modes and there are two sets of i.i.d. samples with the size $n$ ...
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Target versus sampled population
I'm having a difficult time understanding the difference between target population and sampled population using stratified sampling. For example, say I want to run some statistics on university ...
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How to construct confidence limits based on small stratified samples of finite populations?
Imagine a business wishes to audit its transactions. It has a database summarizing the transactions, which constitute a sampling frame for the population. It would be time-consuming and expensive to ...
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Checking for regional effects in survey that is stratified according to region
I have access to two surveys of the population in a specific country - one where the country is divided into 10 regions that are used as sampling strata, and another one where the country is divided ...
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Proof that the one-step estimator from logistic regression is the Mantel Haenszel estimator?
I was rereading some sections from the Breslow and Day IARC publication and noted the following:
Clayton (1982) has shown that [the Mantel Haenszel] estimate arises at the first stage
of ...
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How to adjust for confounding variables across different study periods?
I have a continuous & categorical outcome variables in three groups of patients, where the groups are defined by time periods 2010-2011, 2012-2014, 2015-2016. I found out that age and gender are ...
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Stratified random sampling when strata overlap
I am sure the title might be confusing, but here is what I am dealing with:
I am running a survey at a health care center. The health center has around 15k active visitors. There are 5 departments ...