Data generating process
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Data generating process
empirical sciences, a data generating process is a process in the real world that "generates" the data one is interested in. This process encompasses the underlying...
Statistical model
data (and similar data from a larger population). A statistical model represents, often in considerably idealized form, the data-generating process....
Robust regression
limit the effect that violations of assumptions by the underlying data-generating process have on regression estimates. For example, least squares estimates...
Statistical model specification
independent variables poorly represent relevant aspects of the true data-generating process. In particular, bias (the expected value of the difference of an...
Generative model
it describes a full data-generating process, a generative model can be used to draw new samples that resemble the observed data. Generative models are...
Portmanteau test
different ways in which the model may depart from the underlying data generating process. The use of such tests avoids having to be very specific about...
Causal graph
probabilistic graphical models used to encode assumptions about the data-generating process. Causal graphs can be used for communication and for inference...
Ramsey RESET test
response variable, the model is misspecified in the sense that the data generating process might be better approximated by a polynomial or another non-linear...
Vuong's closeness test
null hypothesis that the two models are equally close to the true data generating process, against the alternative that one model is closer. It cannot make...
Solomonoff's theory of inductive inference
upper-bounded by the Kolmogorov complexity of the (stochastic) data generating process. The errors can be measured using the Kullback–Leibler divergence...