Questions tagged [bias-correction]
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126 questions
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Correcting overlapped bias in time series? Moving window sum
I'm trying to calculate CDF tail slope of annual log returns $P \left(X \ge x \mid X>u \right) \sim C x^{-\alpha}$(Pareto tail exponent). The data - monthly log returns.
Problem - if annual log ...
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Intuition of Bessel-like corrections for higher-order moments
Bessel's correction is understood as an adjustment to the sample variance that renders it an unbiased estimator of the population variance for an iid sample. This is generalized for higher central ...
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Visualising Raw Data
I've a dataset that presents annual trends over a ten year period. We have calculated confidence intervals for each year. Essentially these are raw data points which are presented in columnar format ...
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Bias introduced by different interviewers—how to controll it
We have conducted a large study involving more than 10.000 thousand participants. These participants have been evaluated through phone interviews (some of them filled out an on-line questionnaire. The ...
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(Lack of) Relationship Between Neyman Orthogonality and Sobolev Norm
I've been reading about double/debiased/Neyman ML estimators as described in Chernozhukov et al. 2018. They use Neyman orthogonality to debias, which is stated here as
$$
\partial_\eta E\psi(W; \...
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Bias adjustment in a transformation - adjustment before and after transforming
Suppose $X\sim(\mu, \sigma^2)$ (I'm happy to also assume normality), and let $Y = h(X)$ where $h$ is at least twice continuously differentiable. I want an approximation of $E(Y) = E[h(X)]$.
One ...
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Bias estimation (after reversing the log transformation) in parameter estimation of fractional Brownian motion
I am learning these two literature,
1 [SIMULATION AND IDENTIFICATION OF THE FRACTIONAL B ROWNIAN MOTION : A BIBLIOGRAPHICAL AND COMPARATIVE STUDY COEURJOLLY Jean-François]
2 [Estimating the Parameters ...
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What is the difference between using logistf and brglm2 when dealing with complete separation in a logistic regression?
I am trying to looking at how the three factors A (5 levels, a-e), B (2 levels, a and b) and C (2 levels, a and b) affect the likelihood of event Y (1 = occured, 0 = did not occur). I initially ran a ...
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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 ...
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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 $\...
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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 ...
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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 ...
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How can I take into account multiple individuals with multiple observations across a data?
I have a set of data as this:
ID V1 V2 V3
A 12 10 8
A 11 9 10
B 7 10 8
C 13 10 9
C 10 12 6
This dataset is from health data, where each individual takes ...
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Correcting for spillover bias in experiments?
Suppose I have an experiment designed where I'm interested in observing the effect of daily walking on self-reported joint pain in elderly adults. The population of interest are elderly adults who ...
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How to estimate bias-corrected variance of a half-normal distribution?
Wikipedia says that for a given numbers $\{x_i\}_{i=1}^{n}$ drawn from a half-normal distribution, the variance of that distribution can be estimated by sample variance $\hat\sigma^2 = \frac{1}{n} \...
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