# Questions tagged [weighted-data]

Datasets where different pieces of data can have different "weights", i.e. different importance.

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### Assigning weights to a list of averages when all I have is the mean, standard deviation, and number of samples

I have some data which, essentially, gives the change in value of a particular stock option according to 1 movement in price of the underlying stock value. For example, say stock 'ABC' has 4 different ...
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### How to properly calculate weighted average when the data is in form of ratio

I had a question related to calculating weighted average, on data example below given definition : Column C = Product Supply Column D = Product Demand Column E = Supply / Demand Column F = Demand ...
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### Meaning of the weight argument in glmer and lmer

I have been looking into how to use the weight argument of glmer/lmer to represent "frequency" weights. I was ...
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### EWMA covariance matrix number of lags

When calculating an exponentially weighted covariance matrix for t observations, formula 10.2 here: https://www.oreilly.com/library/view/analysis-of-financial/9781118017098/c10_level1_1.xhtml Uses ...
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### What is the best method for standardizing/normalizing my data that I intend to weight and combine?

So to preface this - I am very much a novice with statistics having only dabbled with R and so I am not entirely sure that I even know the terms that I should be using. I am creating a fantasy ...
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### Assign more importance to recent records during training

I have a large dataset with information from the last year. I have to build a classification model in order to predict if a customer will buy a product or not (binary classification). Since in the ...
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### Equation for weighted mean of percentages

I am trying to get the equation for a weighted average of percentages to be normalized between 0 and 1. Am I doing it correctly? Thank you so much!
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### Equation for weighted average with normalization(?)

I am trying to understand how I should denote the equation for rescaling the following 7 categories into one value. The final weighted average is 0.57, which is possible by subtracting one and ...
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### Euclidean distance from zero

I am trying to create my own weights for relative work task importance, or weight. For every task, I have a value of importance, ...
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### Winsorizing propensity scores

Is it kosher? Inverse propensity weights (IPW) has been shown to perform poorly when selection probabilities are small (Kang and Schafer, 2007). Are there any standard solutions to this issue?
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### How to use weight variables within aggregated results, for group proportions

If I have the following data, where each row represents and individual response, how would I go about reporting the proportions of different groups? (here the groups are ...
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### Evidence weighted fit to combination of model outputs

I have a set of observations that can be thought of as random samples from a 2D gaussian (with some noise added). The samples are determined by a best-fit model which has an associated evidence value. ...
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### How to define a weight function for response time?

I have a repeated measurement over time and the variable of interest is user compliance. However, since users use different questionnaire length, the duration of response time is also important. I ...
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### Calculating a Weighted Standard Error of the Fit for Nonlinear Regression

I have a data set of $N$ points to which I have fit an equation of $n$ parameters $\theta_{1..n}$ such that $y_i \sim f(x_i; \theta_{1..n})$. These data $(x_{1..N},y_{1..N})$ have been provided with ...
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### Are probability weights “relative”, i.e. can they be rescaled and work in the same way?

I am using survey data from different countries, and I pool them together for part of the analysis. Now, weights puzzle me for two reasons: 1) some of them are below 0 (i.e. the probability of being ...
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### Bayesian Statistics - How to weight a Poisson distributed response

I have a Bayesian GLM where the response that I'm interested in is count data. I want to weight the the response by the variance to account for uncertainty in the measurement. If the response was ...
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### Can I adjust sample_weight in Scikit-learn for each feature in each sample separately?

My understanding is that when using sample_weight when training a classification model in Scikit-learn, I can supply different weights for each sample. Is it also possible to give a different weight ...
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### How do we actually give weights to the decision trees in Weighted Random Forest

I have built a Random Forest algorithm in C# myself using alot of documentation. Now I have come accross the below: Refined weighted Random Forest (assigning different weights to different decision ...
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### How to calculate the confidence interval with weighted data?

I've done some search for similar questions, but they're not the same as what I'm trying to get. Assume that there's a server that handles requests $r$ and returns a set of items $I_{r}$ of random ...
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### What is the best way to visualize IE matrix data?

I have this table and I wondering which is the best way to visualize these data? Using the R script below I have managed to produce a simple scatter plot to visualize the ...
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### Comparing 2 Sets of Changed Weighted data

Assume the following simplified data set. I have 5 products of % share of each (Weight). With a value of minutes for each. Take product 2: Original - 20% share at 20 Minutes After 1 - Now has 10% ...
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### Help with weighting sample according to population

I am a beginner with basic knowledge of statistics - just learning. I have a doubt regarding weighting survey sample distribution to population distribution. I have to create a weighting variable that ...
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### How important are the survey weights?

I run logit model with a cross-sectional dataset of Indian individuals. I am using descriptive statistics of the same dataset to justify and interpret the estimations of logit model. However, I must ...
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### sklearn f1_score=weighted not matching sample_weight specification

I am trying to figure out exactly what this is doing: sklearn.metrics.f1_score(y_pred, y_test, sample_weight=[...]) Numerically it simply does not seem to be ...
21 views