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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24 views

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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37 views

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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23 views

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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32 views

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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48 views

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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23 views

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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23 views

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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47 views

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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50 views

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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1answer
16 views

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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39 views

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 ...
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21 views

Weightings using exponents

I've got this piece of work to do where we assign weightings to different variable to achieve a score: var A = 60% var B = 40% var C = 20% var D = 5% The score was calculated as: $(A^{0.6} x B^{...
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18 views

How to add weights to some values in my dataset? [duplicate]

I am creating a model where I predict runs scored by a team against another team. Name of both teams are given but runs scored is also dependent on the year factor. Suppose Team A was really good ...
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Stochastic/batch gradient descent (type SGD/ADAM) with weighted mean square error loss

Assume I assign uneven weights to losses of different examples, i.e. I set my SGD/ADAM to train a universal approximator f (e.g. a neural net) by minimization of a weighted mean square error: $ L = \...
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Compensating for bias in a location-based weighted average

I have a data set where each point comes from a specific geographic location. I want my users to see a weighted average of the data, so that the average is biased toward their location. The problem ...
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How can I aggregate the estimates for the rate of decay from different experimental runs?

I have data for a device that dispenses material and I want to use an exponential decay model in python to relate the flow rate to the mass left inside the device, in particular $flow = \beta_0 + \...
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89 views

OOB error prediction in RF if case weights are used

I have a dataset for which grossing-up factors are given. I am using these factors as case weights for a random forest (R package ranger). Until now I was using the OOB prediction error for tuning, ...
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1k views

Using instance weights in XGBoost

I want to understand whether giving weights to instances across a dataset in XGBoost using the below method makes sense. I switched to this method after trying out a few approaches that didn't fare ...
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45 views

Should I weight points in a mixed model to account for groups having different numbers of points?

My research investigates the carriage of Salmonella by raccoons captured on multiple occasions. I am interested in modelling the relationship between sampling interval (number of days between two ...
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1k views

Weighted Categorical Variable

Consider for example I have a retrospective data that contains one categorical variable Race and one other variable Weight <...
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153 views

Why does my N change when weighting cases in SPSS?

I'm stuck here while analyzing data in SPSS and I could really use some help. I'm weighting cases in my dataset, but when I run any analysis my N has changed from 189 to 176. Is this normal with ...
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542 views

On feature scaling and weighting for clustering

The issue of feature scaling and weighting for cluster formation has been widely discussed in several books and papers as well as several questions (e.g. here ). To my understanting, variable range is ...
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65 views

Combining multiple observation weights for classification

Let's say you have multiple sources of observation weights for a dataset. For example, you have a $[0,1]$ weight coming from the label's certainty ($w_c$) and another one coming from its recency ($w_t$...
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146 views

R Calculate sample weights based on two socio-demographic variables and aggregate results

After conducting a short survey, I have collected the results in the form of a dataframe. This is a reproducible version of what the actual data frame looks like. ...
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77 views

Weighted covariance with different reliability weights?

Suppose observables $X$ and $Y$ possess different reliability weights $w_{x,i}$ and $w_{y,i}$ for the possible elements $x_i\in X$ and $y_i\in Y$ respectively. Considering a sequence of consecutive ...
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147 views

Duplicated Rows in Mixed Data Type Clustering

I have a dataset which has ~200k rows and looks like the following - ...
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1answer
14 views

how to estimate prognostic core for a continuous, multinomial, and binary treatment, respectively

Quoting David Hajage and Finbarr Leacy, respectively: "Introduced by Hansen in 2008, the prognostic score (PGS) has been presented as ‘the prognostic analogue of the propensity score’ (PPS). ...
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38 views

Comparison of means from different sample sizes

I have a data set which contains avg profit and the number of samples for each data point, no more information. I'd like to compare the data points and decide which one to focus on more. However, I'm ...
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82 views

Do I replicate observations to weight by population? For regression

Note: This question may well be a duplicate, but I don't know the language to use to find it. I have searched the site and Google but haven't seen anything that I am looking for – maybe dasymetric ...
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Stochastic gradient descent (SGD) on data with weights

Mostly deep learning model training is on data with a unit weight. In this case, every mini-batch of a fixed size, say, 32, contains exactly the same total weight (32) for each update. This is the ...
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167 views

Logistic Regression: Using weights?

I am running a logistic regression model with the following data and variables: Independent variables (characteristics of a person coded as dummy) Test score (continuous variable between 0 and 1) ...
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2k views

How to set class weights for multi-class image segmentation?

I am trying to set class weights for a neural network with an imbalanced dataset. Let's say I have the following values: I have 8000 images of class A, 1100 images of class B, 400 images of class C, ...
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661 views

what is instance weight in boosting?

Hi, I am reading something about Boosting, and I had hard time understanding one of the steps in boosting - assign greater weights to those instances. What does the sentence - assign greater weights ...
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86 views

Using weighted or unweighted wPCA scores in Logistic regression model-SAS

Im working on data that I should weight the data using a weight variable that I have and I want to evaluate the association of dietary pattern and obesity. So first I run Proc factor and use the "...
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55 views

How to calculate the weighted value to give numbers? [closed]

Big picture question: How do I calculate the weight to give certain categories? Specifics: I have data for 70 counties, population in each county, and then number of sales in each county. How do I ...
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What is the effect of more than one chance of selection when sampling?

I am designing a clustered sample. Within each cluster there are 3 groups that will be sampled from - two at a higher rate than the other. The two subgroups that will be sampled at a higher rate are ...
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69 views

Dealing with Numerical Issues from Computing Weighted Sample Covariance Matrix

I have vector-valued samples $\mathbf{x}_1, \mathbf{x}_2, \ldots, \mathbf{x}_N$ with normalized weights $w_1, \ldots, w_N$. I'm trying to compute a weighted sample covariance matrix: $$ \sum_i w_i (\...