Questions tagged [bias]
The difference between the expected value of a parameter estimator & the true value of the parameter. Do NOT use this tag to refer to the [bias-term] / [bias-node] (ie the [intercept]).
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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 ...
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What are the conditions to specify the regressors in Heckman 2 step model
I have the issue of interpreting the STATA command Twostep Heckman model, and also adding fixed effects to the model.
My analysis is based on a panel dataset and I want to solve for the selection bias ...
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Standard practice to show Biased CRBs
I have a problem with four-parameter estimation. I have derived the variances for the estimated parameters using Monte Carlo simulations (numerical ones) and theoretical ones using the inverse of the ...
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Does the intuitive sense of overfitting in this mechanism design context exemplify bias-variance tradeoff?
Suppose the (we can say unanimous) preference of each individual in a society is to select roads for travel by placing 95% weight on the objective of minimizing travel time, and the remaining 5% ...
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Degrees of freedom for biased sample autocorrelation function
I want to find the expression for the a biased estimate of the autocorrelation function for a time series $X$, and am doing this from the biased estimated autocovariance function for lag $k$, divided ...
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conditional-on-positives bias
I am reading the Bad COP section on https://matheusfacure.github.io/python-causality-handbook/07-Beyond-Confounders.html#bad-cop. I am confused if
$$
E[Y|T = 1] - E[Y|T = 0] = \\
E[Y|Y > 0, T = 1]...
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How to calculate bias having three groups?
Three groups of people each tried one of the three different applications and answered a questionnaire on a Likert scale from 0 to 4. Their age and experience in video games were also asked (on a ...
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Is Assessment Bias a type of Observer Bias?
Based on the definitions of assessment bias and observer bias I have found bellow, seems like assessment bias is a type of observer bias?
Assessment bias:
If the observer knows the treatment being ...
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Regression Discontinuity Design, staggered treatment allocation
I'm unsure if this complex allocation rule is appropriate for RDD. I will have data for a staggered rollout treatment where there will be about 10 rounds of selection over two years for services (...
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Can we get the conditional bias of the estimator at a generic $x$?
Consider a standard ERM problem based on quadratic loss where we solve
$$
\hat{f}_n\in \operatorname*{arg min}_{f\in \mathcal{F}} R_\text{tr}(f)
$$
where $R_\text{tr}(f)=\frac{1}{n}\sum_{i=1}^n (Y_i-f(...
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Do autocorrelated residuals cause OLS coefficients to be biased?
I see different answers everywhere. Intuitively, I would think if residuals are autocorrelated then there is some information that you are not incorporating into your model and is a sign of a biased ...
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Derivation of bias of LASSO in the ortnormal case
In the following lecture slides by Breheny, P. (2016) titled "Adaptive lasso, MCP, and SCAD" from the High Dimensional Data Analysis course at the University of Iowa, slide 2 presents the ...
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Name of this fallacy and how to reach conclusion
While handling some demographic data, I stuck in a position where (I did not disclose the actual data set and whom it is concerning, therefore I replace it with hypothetical data) I could not reach a ...
user408973
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Check if method of moments estimator is unbiased for $X_1...X_n$ being a random sample from $\mathcal{U}_{[-\theta,\theta]}$
I am not sure how to do this. To find the method of moments estimator I did:
$$E[X] = \frac{-\theta + \theta}{2} = 0$$
use 2nd moment:
$$E[X^2] = \frac{(-\theta)^2 + -(\theta^2) + \theta^2}{3} = \frac{...
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On unbiasedness of an optimal forecast
Diebold "Forecasting in Economics, Business, Finance and Beyond" (v. 1 August 2017) section 10.1 lists absolute standards for point forecasts, with the first one being unbiasedness: Optimal ...
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