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  2. Heckman correction - Wikipedia

    en.wikipedia.org/wiki/Heckman_correction

    Heckman's correction involves a normality assumption, provides a test for sample selection bias and formula for bias corrected model. Suppose that a researcher wants to estimate the determinants of wage offers, but has access to wage observations for only those who work.

  3. Model selection - Wikipedia

    en.wikipedia.org/wiki/Model_selection

    Model selection is the task of selecting a model from among various candidates on the basis of performance criterion to choose the best one. [1] In the context of machine learning and more generally statistical analysis , this may be the selection of a statistical model from a set of candidate models, given data.

  4. Design effect - Wikipedia

    en.wikipedia.org/wiki/Design_effect

    Henry's [26] proposes an extended model-assisted weighting design-effect measure for single-stage sampling and calibration weight adjustments for a case where = + +, where is a vector of covariates, the model errors are independent, and the estimator of the population total is the general regression estimator (GREG) of Särndal, Swensson, and ...

  5. Jackknife resampling - Wikipedia

    en.wikipedia.org/wiki/Jackknife_resampling

    The jackknife technique can be used to estimate (and correct) the bias of an estimator calculated over the entire sample. Suppose θ {\displaystyle \theta } is the target parameter of interest, which is assumed to be some functional of the distribution of x {\displaystyle x} .

  6. Akaike information criterion - Wikipedia

    en.wikipedia.org/wiki/Akaike_information_criterion

    To apply AIC in practice, we start with a set of candidate models, and then find the models' corresponding AIC values. There will almost always be information lost due to using a candidate model to represent the "true model," i.e. the process that generated the data.

  7. Bias of an estimator - Wikipedia

    en.wikipedia.org/wiki/Bias_of_an_estimator

    The theory of median-unbiased estimators was revived by George W. Brown in 1947: [8]. An estimate of a one-dimensional parameter θ will be said to be median-unbiased, if, for fixed θ, the median of the distribution of the estimate is at the value θ; i.e., the estimate underestimates just as often as it overestimates.

  8. Senator says Trump cannot ignore law requiring ByteDance to ...

    www.aol.com/news/senator-says-trump-cannot...

    WASHINGTON (Reuters) -President-elect Donald Trump cannot ignore a law requiring Chinese-based ByteDance to divest its popular short video app TikTok in the U.S. by early next year or face a ban ...

  9. Efficiency (statistics) - Wikipedia

    en.wikipedia.org/wiki/Efficiency_(statistics)

    In statistics, efficiency is a measure of quality of an estimator, of an experimental design, [1] or of a hypothesis testing procedure. [2] Essentially, a more efficient estimator needs fewer input data or observations than a less efficient one to achieve the Cramér–Rao bound.

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