Questions tagged [small-sample]
Refers to statistical complications or problems due to having few data. If your question is about a small sample relative to the number of variables, please use the [underdetermined] tag instead.
730 questions
0 votes
0 answers
10 views
Endogeneity and Low DF in Annual FDI-GVC Model for Egypt: ARDL vs. VAR Alternatives
i am an undergraduate student working on an empirical project about the effect of FDI inflows on GVC integration in Egypt, using annual data from 1995–2023 (29 observations). My dependent variable is ...
3 votes
1 answer
173 views
Can I use a GAM for my data even though it's almost binary?
I’m working on my master’s thesis and decided in advance to use a GAM (using mgcv in R). I won't have a lot of data, but I think just enough to model it and just note that there are strong limitations ...
- 31
0 votes
1 answer
143 views
Comparing multiple groups to a reference group
I would like to compare several groups to a reference group, with the main idea being to show that the other groups are not inferior to the reference. Ideally, I would also like to test for ...
- 939
6 votes
2 answers
126 views
Repeated measures logistic regression with varying no. explanatory variables for each timestep?
I have a short time series of repeated measures of a binary response variable, with ~250 observations (1 per individual) per year over 3 years. An individual's response can be 1 or 0 in any year ...
- 61
3 votes
1 answer
94 views
How to optimise the selection of sample points to minimise total model uncertainty?
I am building a model to predict an output parameter based on three inputs, and collecting sample data is relatively expensive. I'd like to optimise the selection of the next sample points I take to ...
- 31
0 votes
0 answers
70 views
Modelling residual autocorrelation and heteroskedasticity in a small sample
I have monthly time series $\{y_t\}$ and $\{x_t\}$ (continuous variables) with just over 200 observations. I model $y_t$ conditional on $x_t$ them as follows: $$ y_t = \alpha_1Jan_t + \dots + \alpha_{...
- 71.5k
13 votes
3 answers
697 views
Confidence in mean of very small sample
I'm trying to calculate the 50% confidence interval of the true mean based on a sample of a gaussian distribution. I've written some code in python which tests if the 50% confidence interval of 3 ...
- 133
1 vote
0 answers
83 views
What are good ML alternatives to linear regression for monthly PV energy prediction with small datasets?
I'm working on a methodology to estimate energy production in photovoltaic parks using monthly data (around 42 data points: 3.5 years). I use radiation data as the independent variable and measured ...
- 11
1 vote
1 answer
110 views
Identifying potential food triggers for regurgitation using meal-level data
I'm helping someone track a recurring health symptom (regurgitation) that appears to be triggered by certain foods. We have a food log with 309 meals, each labeled as breakfast, lunch, or dinner. The ...
- 23
2 votes
1 answer
133 views
Is a linear mixed-effects model appropriate for repeated-measures data with a small sample size (n = 14)?
I’m analyzing data from a repeated-measures design involving 12 participants. For each subject we measured a continuous dependent variable extracting five different dynamics (Alpha - Beta - Gamma - ...
- 471
0 votes
0 answers
108 views
Minimum number of observations quantile regression
My goal is to estimate the market beta (so exposure of an asset returns to market shocks) in quantiles : $Q_{r_i|r_M} = a_0(\tau) + \beta_i(\tau)r_M+\varepsilon_i(\tau)$ where $r_i$ are asset returns (...
- 130
4 votes
1 answer
120 views
Highly unequal subsamples sizes in regression (city-level effects)
I am looking to estimate an OLS regression model, to gauge the relationship between various sociodemographic (Census) features and political data at the neighborhood level. As an example, this model ...
- 45
4 votes
2 answers
133 views
Is hurdle GAM analysis appropriate for this data?
I have a very small dataset of seabird count data (12 observations/28 samples prions, 22/28 shearwaters, 12/22 storm petrels) and am interested in the association of these taxa and zooplankton ...
- 41
6 votes
1 answer
133 views
Evaluating a model in a small sample using a test set: bootstrap vs. LOOCV
The thread Evaluating a classifier with small samples considers the problem in its title. Specifically, the question is about splitting off the test set from the rest of the data many times instead of ...
- 71.5k
6 votes
2 answers
203 views
Evaluating classifier with small samples
I'm trying to evaluate two classifiers splitting the sample into the training and tests samples with 50-50 split. The classifiers are fitted and tuned with K-fold CV on the training sample. The ...
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