Questions tagged [simulation]
A vast area which includes generating results from computer models.
1,928
questions
0
votes
0
answers
12
views
Simulate Gaussian copula with negative pair-wise correlations
I am now trying to simulate a multidimensional (let's say 4 dimensions) Gaussian copula. Given software restrictions, I can only use Excel for this simulation. That is why I am trying to implement the ...
- 1
2
votes
1
answer
42
views
Steps for Forecasting with known copula's parameters
I want to calculate the Mean absolute percentage error (MAPE) for my copula model. I am stuck at the forecasting step. I am not specifying the copula here for different data pairs.
I have two time ...
- 23
0
votes
0
answers
6
views
Is "relative risk time" meaningful? (transient relative risk)
Context:
I'm trying to specify a data-generating / mechanistic model for a simulation study. I assume that exposure $e$ (a short event) has a transient effect on the relative rate of another process $...
- 215
0
votes
0
answers
32
views
Simulate $p$-value of $\chi^2$-test
The R function chisq.test has an simulate.p.value argument that uses permutation for resampling. I know how to implement this ...
- 399
3
votes
1
answer
35
views
Can I use simulated data only for testing a Random Forest regression already trained on real data?
I am working, using Python, on a Random Forest Regression for the prediction of a target variable. I have trained it and tested it on real data, obtaining satisfying results. Now, I would like to ...
0
votes
0
answers
25
views
Difference in means and variances of dependent samples
I am performing a simulation study where different values of an exposure X are repeatedly assigned to the same individual (200x in a sample of >10000 people). The way that assignment is done is ...
- 21
1
vote
0
answers
12
views
Recycling MCMC samples for another data set from the same distribution
Suppose I'm given $\theta_0$ and I want to sample data from a density $f(Y|\theta_0)$ and then sample from the posterior of $\theta|Y$ (given, obviously, some prior). I want to do this lots of times, ...
- 41.6k
1
vote
0
answers
26
views
How to simulate this AR(1): Xt =2+0.8(Xt_1 −2)+εt series in R? [duplicate]
I want to simulate an AR(1) model defined as follows:
$$X_t = 2 + 0.8(X_{t-1} −2) + \varepsilon t$$
but I do not know how to interpret the constant $2$ in this term.
How do I simulate this in R?
- 11
0
votes
0
answers
18
views
Is this a reasonable way to check the quality of simulated data in MCMC inference?
I have a hierarchical Bayesian model that looks like this:
$\alpha_i \sim \mathcal{N}\left(\mu_\alpha, \sigma_\alpha\right) \tag{1}$
$\beta_i \sim \mathcal{N}\left(\mu_\beta, \sigma_\beta\right) \tag{...
- 211
2
votes
1
answer
145
views
Expected Value Chi Square distribution
I'm trying to simulate the distribution from the sample variance $s^2$ and compare it with the theoretical distribution.
Therefore, I perform a fairly simple simulation (upfront, I'm not a ...
- 33
1
vote
0
answers
57
views
Least-bad stepwise procedure for a simulation that shows issues with stepwise regression
I am well-aware of the issues that stepwise regression causes. I want to demonstrate some of them via simulation in a particular situation.
I am thinking of a regression where I have some categorical ...
- 65k
5
votes
2
answers
80
views
How to deal with competition for variance between a fixed and random effect?
I am performing an analysis on data in which there is a hypothesized relationship between X (predictor) and Y (the response) across a broad area, but random (no relationship) within groups of ...
- 61
2
votes
1
answer
59
views
Power calculation with a binary outcome (using a R package & manual simulation)
I am trying to compare three different methods for power calculation under the same setting. Although I understand that the power estimates from each method cannot be exactly identical due to ...
- 335
9
votes
2
answers
234
views
How to Simulate Data for a SEM Model with Moderation Effect Using R?
I'm working on a project where I need to simulate data for a Structural Equation Model (SEM) that includes a moderation effect. Specifically, I have three latent variables: an independent variable (IV)...
- 201
2
votes
1
answer
37
views
How to simulate a time-series based on other time-series that have different seasonality (and other effects)?
I have a list of solar production data time-series for a set of houses in a given area, and I need to simulate the solar production vs time curve of a new house in the area. The sum of the total ...
- 21
0
votes
0
answers
27
views
Sample size for a vector of proportions and simulation
Currently, there are more than 10 variants of omicron virus.
Say, variant proportions are X1=0.1, X2=0.35, X3=0.15, etc. I need to calculate the number of samples needed to detect the proportion of ...
0
votes
0
answers
37
views
How to guess a random walk to achieve max sample correlation?
Define this 1-D discrete random walk start from 0: roll a die (the die may or may not be fair, the fixed probability of each face is unknown to the observer/guessor)...
- 53
2
votes
2
answers
46
views
Data modelling as a surface
I want to model waste generation in a city using data from the containers. I have the location and fill levels of each container over time. My idea is to use the average amount of waste in each ...
- 21
0
votes
1
answer
45
views
Are the p-values obtained on the same sample using synthetic AA tests (Monte Carlo) independent values?
Let's say we have the following procedure.
We take a fixed sample of size n and perform the procedure 1000 time:
we divide (split) it equally into 2 groups;
we calculate p value using the F function (...
3
votes
2
answers
81
views
Didactic example of mean-variance dependency in linear models
I'd like to illustrate the importance of accounting for the dependency between mean and variance in inference with linear models. Is my example below a good one? Do you agree with my comments on it?
...
- 4,754
1
vote
0
answers
73
views
Simulation of Random Processes to Check Stationarity
I am wondering if this is a valid approach:
I want to validate that certain random processes are not weakly stationary (constant mean, covariance depends on the lag, finite variance) through ...
- 101
2
votes
4
answers
467
views
I want to show by simulation that the Wilcoxon test is more robust than the Student test for non-normally distributed data
I want to test by simulation that the Wilcoxon test is more robust than the Student test for non-normally distributed data.
For example, I'm testing the ...
- 919
1
vote
2
answers
65
views
Mixed model: Which parameters to provide for sample size calculations?
I am currently planning an analysis in a relatively new area of research and would like to provide data that will allow for future power analyses. Unfortunately, I am completely lost in the ...
- 415
0
votes
0
answers
19
views
What is the standard deviation/uncertainty of a single observation in a meta-analysis?
I am running a simulation with parameters based on an existing random-effects meta-analysis. I would like to draw individual patients in the treatment group from a normal distribution with µ=the ...
0
votes
0
answers
15
views
When can I use bootstrapping in a microsimulation model?
I'm investigating uncertainty in a linked series of microsimulation models, the outputs of each feeding into the next.
The first model (model A) generates individuals by resampling them - using a ...
- 11
0
votes
0
answers
35
views
Calculating Sample Size for Cumulative Link Mixed Model (CLMM)
I am going to collect data in which each participant answers to 3 questions to 18 vignettes (each vignette has 3 questions), each question with likert scales 1-5. The dependent variables (questions) ...
0
votes
0
answers
41
views
Beta-binomial relationship between dispersion and correlation parameters
Context: I have created a beta-binomial model using glmmTMB() from the glmmTMB package and I am now trying to simulate a beta-...
- 13
3
votes
1
answer
47
views
How to simulate non-standardized artificial data for logistic regression?
I would like to simulate data for a logistic regression with the predictor variables on their original scale.
There are, of course, a litany of similar previous questions (e.g., here, here, and here). ...
- 133
0
votes
0
answers
23
views
How can I simulate the path between two defined points but also define the overall step variance?
As stated in the question. I’m wondering if it’s possible to simulate a random walk between two fixed points (always start at A and finish at B) where the variance of the difference of steps is also ...
- 1
1
vote
1
answer
23
views
Forecasting positive time series with missing values and few observations
I am working on forecasting a positive time series dataset of prices with missing values and only a limited number of observations. Specifically, I have 150 observations, one per week, and I need to ...
- 11