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  2. Mallows's Cp - Wikipedia

    en.wikipedia.org/wiki/Mallows's_Cp

    In statistics, Mallows's, [1] [2] named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares.It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors.

  3. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  4. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

  5. G-test - Wikipedia

    en.wikipedia.org/wiki/G-test

    McDonald recommends to always use an exact test (exact test of goodness-of-fit, Fisher's exact test) if the total sample size is less than 1 000 . There is nothing magical about a sample size of 1 000, it's just a nice round number that is well within the range where an exact test, chi-square test, and G –test will give almost identical p values.

  6. Coherence (signal processing) - Wikipedia

    en.wikipedia.org/wiki/Coherence_(signal_processing)

    If C xy is less than one but greater than zero it is an indication that either: noise is entering the measurements, that the assumed function relating x(t) and y(t) is not linear, or that y(t) is producing output due to input x(t) as well as other inputs. If the coherence is equal to zero, it is an indication that x(t) and y(t) are completely ...

  7. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    In statistics, an effect size is a value measuring the strength of the relationship between two variables in a population, or a sample-based estimate of that quantity. It can refer to the value of a statistic calculated from a sample of data, the value of one parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...

  8. Reduced chi-squared statistic - Wikipedia

    en.wikipedia.org/wiki/Reduced_chi-squared_statistic

    MSWD < 1 if the observed scatter is less than that predicted by the analytical uncertainties. In this case, the data are said to be "underdispersed", indicating that the analytical uncertainties were overestimated. MSWD > 1 if the observed scatter exceeds that predicted by the analytical uncertainties.

  9. Conditional variance - Wikipedia

    en.wikipedia.org/wiki/Conditional_variance

    Here, as usual, ⁡ stands for the conditional expectation of Y given X, which we may recall, is a random variable itself (a function of X, determined up to probability one). As a result, Var ⁡ ( Y ∣ X ) {\displaystyle \operatorname {Var} (Y\mid X)} itself is a random variable (and is a function of X ).