All Questions
Tagged with bias bias-correction
37
questions
7
votes
2
answers
131
views
What to show as error-bar if the bootstrap distribution is biased?
Say I have a sample, of finite size $N$, and I compute some statistic $\theta$ from it. I want to plot this sample estimate, $\hat{\theta}$, with an error-bar.
To compute the error, I am using ...
- 170
0
votes
0
answers
15
views
Methods to level spatiotemporal data when simultaneous measurements of the same physical quantity are different
I have data of (simulated) measurements of the density content of ionized ozone in the atmosphere with three different satellites. Specifically, I have a unique set of observations x1,x2,x3,...xN for ...
0
votes
0
answers
29
views
Why does the jackknife reduce bias? [duplicate]
Given a sample $x = (x_1, \ldots, x_n)$, define $x_{(-i)}$ as the sample values excluding sample $x_i$. That is,
$$
x_{(-i)} = (x_1, \ldots, x_{i-1}, x_{i+1}, \ldots x_n).
$$
Now given estimator $T(x)$...
- 121
1
vote
1
answer
41
views
For a biased estimator, how does one call the point for which the expected value of the estimator is equal to the observed sample estimate? [closed]
Let $\hat{\theta}$ be a biased estimator whose bias depends on the true value $\theta_0$, such that $E[\hat\theta|\theta_0]= f(\theta_0)\neq \theta_0$. Let $t_{sample}$ be a sample realization of $\...
- 3,094
1
vote
1
answer
56
views
Is it possible to use poststratification when some observations have missing values on the variables used as strata?
This is a theoretical question, so I don't have data to share.
Let's say I know the percentage of men and women in my population of interest, as well as the distribution of occupations and age ...
- 13
0
votes
1
answer
147
views
How to avoid bias/avoid overfitting when choosing a machine learning model? [closed]
My typical workflow in the past, when creating machine learning models, has been to do the following:
Decide on some candidate model families for the task at hand.
Divide dataset into train and test ...
anon
0
votes
0
answers
39
views
Correction of biased probabilities
I have a classifier that outputs biased predictions, that I want to correct for in a mathematically sound way.
I define bias as the difference between the true class distribution and the average ...
- 211
2
votes
2
answers
125
views
Correcting for pre-experiment bias in proportions test?
Say I have an obstacle course, which not everyone completes, though, globally, most do. I hypothesize that the treatment, drinking Gatorade, will cause an increase in the obstacle course completion ...
- 3,382
1
vote
1
answer
179
views
Reasons to prefer low bias with higher variance over the alternative (and vice versa)
I am trying to understand the bias-variance tradeoff in practice. I have read several related questions and answers, but still have a few questions:
Assume we are estimating a structural equation ...
- 115
0
votes
1
answer
4k
views
Linear Regression of non-normally distributed data [duplicate]
I am trying to understand the relationship between royalties received (independent variable) and health expenditures (dependent variable) for each municipality through a linear regression.
My ...
- 5
1
vote
0
answers
54
views
How can I understand ATT estimator for matching discrepancies in Causal Inference Mixtape?
While studying 'Causal Inference: Mixtape' by myself, something I didn't know happened.
link: https://mixtape.scunning.com/matching-and-subclassification.html#bias-correction
$\begin{align} \...
- 73
4
votes
0
answers
213
views
Bias correcting penalized maximum likelihood / maximum a posteriori estimates
Suppose an estimator $\hat\theta_T$ is defined as the value of $\theta$ maximizing:
$$\sum_{t=1}^T{l(y_t|\theta)}+\mu_T g(\theta),$$
where $l(y_t|\theta)$ is the log-likelihood of observation $t$, $\...
- 535
1
vote
0
answers
38
views
Selection bias estimation in feedback loops [closed]
I'm trying to design a feedback loop for improving logistic regression model over time, it consists of following steps:
a user submits text for analysis;
back-end system (model) runs multilabel ...
0
votes
1
answer
274
views
Effect autocorrelation on bias in (sample) standard deviation
I am trying to quantify the effect of autocorrelation on my estimates of the standard deviation.
Let's say I have a variable $x = (x_1, x_2, ..., x_n)$ of which I want to estimate its standard ...
- 13
1
vote
0
answers
216
views
Does bias in regression coefficients affect the prediction?
Goal is to create ols model for out of sample prediction for log(wages). Theory say I could have a sample selection bias. So I choose the heckit method to correct for it. The correction term lambda (...
