# Tag Info

### Bayesian SEM: LOO-CV / Fit Measures

LOO-CV works like an information criterion (lowest value wins): for comparison, not an index for evaluating fit in an absolute sense. "present"? Multiple are available. ...
• 705
Accepted

### Modeling the precision and location parameters in beta regression

I wouldn't be aware of any such reason. I think it's a reasonable default to assume that all predictor variables that affect the mean $\mu$ of the response variable actually affect its entire ...
• 14.1k
Accepted

### Does the n >> p holds also for minibatches

I believe that this question arises from a misunderstanding about how neural networks are estimated compared to regression models. Consider the example of an OLS regression. In the OLS regression, the ...
• 79.6k
Accepted

### Models for testing non-linear dynamics (e.g., threshold effects), where threshold is not necessarily known

You could model this with probit or logistic regression. Then you model the probability \mathbb{P}(Y_i = y) = \begin{cases} p & \qquad \text{if $y=1$}\\ 1-p & \qquad \text{if $y=0$} \end{...
• 48.8k

### Models for testing non-linear dynamics (e.g., threshold effects), where threshold is not necessarily known

I think you're describing change point detection, and you can find an enormous amount of information on that topic once armed with the right term to search for. By the way, this kind of thresholding ...
• 5,541
Accepted

### Is this a valid model specification?

I think the seasonality in $x_t$ should be accounted for, as otherwise it would tend to make the residuals seasonal. You could seasonally adjust $x_t$ before putting it into the model or include some ...
• 56.4k

### Martingale residuals in Cox PH model for categorical variable

I don't know that separate martingale residual plots for individual levels of an unordered categorical predictor are of much help. There isn't any linearity or functional form to evaluate among the ...
• 64.5k
1 vote
Accepted

### Is it possible that GEE and mixed effect GLM give contradicting answers? If so, which one should be trusted?

Do you mean inference rather than "answer", in terms of the supposed contradictions? Then yes for a number of reasons. A non-comprehensive list: There is not a perfect 1-1 correspondence ...
• 53.3k