All Questions
33
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
1
vote
0
answers
34
views
Providing biased data to analyst -- how could they use information about the bias? [closed]
I'm working on a project that provides an anonymized dataset to a service. Clients of this service will often use our data to make inferences to the population it's drawn from.
Our data is known to be ...
- 133
1
vote
0
answers
18
views
Can I use Shapley values with metadata (i.e. information about observations that I didn't train my model on)?
I'm training a set of models (random forest/XGBoost) for an ordinal regression task. I'm (tentatively) planning to use Shapley values to infer feature performance.
I also have some metadata that my ...
- 66
2
votes
0
answers
31
views
How can we compare biases of two estimators with no parametric form?
I was reading in my textbook that the bias of a statistical estimator $\hat{\theta}_n$ can be quantified as $B(\hat{\theta}_n,\theta)=E[\hat{\theta}_n-\theta]$. This expectation seems to be w.r.t. to ...
- 63
1
vote
1
answer
143
views
Can we apply hypothesis testing to not-actively sampled groups?
For argument's sake, in the below please assume that the hypothesis test we'd be considering would be a simple z-test to check whether an observed difference between two groups' means or proportions ...
- 11
0
votes
0
answers
21
views
inference for indicator from biased sample
I would like to develop an indicator. I was able to research 33 values from a population of about 1000 objects. It is now easy to calculate the mean value and a confidence interval.
Is this a ...
- 1
2
votes
1
answer
115
views
Using counterfactual modeling techniques to assess racial bias in predictive models
My team at a health insurance company is discussing how we might measure racial bias in the various predictive models our company uses to assess future health risk (such as annual medical cost or ...
- 6,184
1
vote
1
answer
7k
views
How to calculate the expected value of an estimator?
According to my book :
An estimator, say, T, of the parameter $ \theta $ is said to be an unbiased estimator of $\theta$ if $ E\left( T\right) = \theta$.
It then explains how to calculate $E\left( T\...
- 37
1
vote
1
answer
68
views
Boostrap estimator: sample or population?
As stated here: Do we use bootstrapping with population data?
"The general idea of bootstrap is that by sampling from your data you re-create the sampling process that happened when sampling your ...
- 187
2
votes
1
answer
55
views
One Sample or Two Sample Test [closed]
I have a large group of 40m with performance $P_i$ known for each month $i.$
Out of that group, I have a random sample of about 5k with performance $P_{1i}$ for each month $i.$
I want to be able ...
- 23
0
votes
1
answer
41
views
Biased Sampling - Representative but not randomised
I have a sample of N users. The sample is not randomly chosen but selected according to an particular event recorded for those users.
According to several validations i've made i can assume that the ...
- 23
4
votes
2
answers
193
views
Biased estimator obtained by optimal experiment design
I am using a model-based approach to infer the parameters of a given system. Namely, I represent my system by a model $\mathcal{M}$ with parameters $\theta$. To estimate the true value of $\theta$, I ...
- 2,651
1
vote
0
answers
23
views
Calculate proportions from biased datasets
I have two datasets coming from two different store selling computers.
Datasets :
The datasets are about people bringing their old computer to buy a new one, and has 4 columns.
Old computer's model
...
- 11
11
votes
2
answers
15k
views
Does too many variables in a regression model affect inference?
Regression models can be used for inference on the coefficients to describe predictor relationships or for prediction about an outcome. I'm aware of the bias-variance tradeoff and know that including ...
- 834
15
votes
2
answers
3k
views
Is the sample quantile unbiased for the true quantile?
I would like to find a way to show whether the sample quantile is an unbiased estimator of the true quantiles. Let $F$ be strictly increasing with density function $f$. I will define the $p$-th ...
user146980