Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [weighted]

The use of this tag is discouraged. Please use more specific "weighted-data", "weighted-sampling", "survey-weights", "weighted-regression" instead.

21 questions
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Is explained variance a valid measure for weighted regression?

How should we calculate the R^2 statistics in weighted linear regression? Should we also weight each residual to decrease the sum of squares of the residuals? If so, isn't this a biased estimate since we first fit the model with these weights and…
Basak Eraslan
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1 answer

Weighted Average and Expectation in machine learning

Bishop's book defines expectation as "weighted average of a function". $$E[f(x)] = \int f(x)p(x)\text dx$$ However, the Wikipedia page of weighted function defines a weighted average as $$E[f(x)] = \frac{\int w(x)f(x)\text dx}{\int w(x)\text…
samsambakster
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1 answer

R weighted least squares vs ordinary least squares residuals

In base R, what do the unweighted residuals from weighted least squares (WLS) represent? Below I estimate ordinary least squares (OLS) and calculate the residual standard error (RSE). Then I estimate WLS and calculate the RSE with the weighted…
user1491868
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how do i calculate a population size weighted risk ratio?

I am a bit stuck. I have age startified risk ratios from published data from which i have sampled 10,000 iterations. I have a population census data of the population that i am going to apply the data to. I effectively want to calculate an overall…
user3919790
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1 answer

Can I conduct a weighted regression if I have one observation per year?

I am conducting a word analysis project where I find the relative frequency of a certain word over time in a corpus of film reviews. The corpus changes in size over time so someone suggested to me that I conduct a weighted regression to take this…
Pete C
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Calculating a weighted mean and weighted SD from multiple mean/SD/different sample sizes?

QUESTION EDITED: I have 10 different patients, who have undergone heart procedures and we have collected some measurements of cardiac electrical activity from the same region of all ten hearts. Due to a number of reasons, the data collected from…
KS87
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1
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1 answer

Quadratic weighted kappa error

I have recently downloaded the extension for weighted kappa on SPSS. I followed the procedure of this video. However, at the end I have the following error "some ratings are not integers". Do you have any idea about this kind of error?
Francesca Amenduni
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What is a mean zero time series?

Is a mean-zero time series simply minusing the average value of the series. Say I have data $Y=1,1,2,2,3,3$ would a mean zero series simply be, $$y=(1-2),(1-2),(2-2),(2-2),(3-2),(3-2)$$ as the mean of $Y$ is 2?
user22485
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How to use weighted data in linear modeling?

I have data from studies where each study has the means for that sub sample and the sample size is n, so the n is a frequency. There is one categorical predictor. The dependent variable is a % (the % issue has a separate question). I used n/sum(n)…
Ray Tayek
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1 answer

what is the meaning of deriving two new set by adding noise features?

I was reading Constrained Clustering with Minkowski Weighted K-Means paper. In this paper, they are using 4 datasets and deriving 2 new datasets from each of the 4. So, total 12 datasets. The description for derivation is given like this: "This…
Baba Rocks
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Quartic From Gaussian Expectation

$x$ is $d$-dimensional vector, Gaussian distributed with mean $\mu$ and covariance $\Sigma$. I want to simplify the same expression attached below but replacing $x$ with $x^2$ in the beginning of the expression s.t: $$ E[x^2(x-m)^\intercal M(x-m)]…
Khalil Messaoudi
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1 answer

How to decide if I need to use weights in regressions in R

I have a dataset which is a combination of some survey results and some demographics. All survey results are normalized by population density. Now I want to design a model to see the relationship between some of the variables. The model looks like…
Sani
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How do you test homogeneity of variances with weighted sample design?

I am working with a weighted sample design and I am trying to perform a one-way ANOVA, but I need to test for homogeneity of variance first through the Levene test. SAS offers the option to add weights for proc glm, but the HOVTEST and WELCH option…
mimi
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Can/How you run correlations with weighted data (csvplan data file in SPSS)?

I would like to run correlation analysis in SPSS using data from a national dataset that uses stratified random sampling. The dataset came with a csvplan datafile to be used when running weighted data analysis in SPSS. In my study, I need to use…
Ana Rees
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Using variance of y variable as weights for weighted linear regression when both x and y variables contain negative values?

I am currently dealing with a weighted linear regression problem in the context of an instrument calibration in analytical chemistry. Let's assume I have a response variable y and a predictor variable x. Both contain several negative values. Both…
XEZ
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