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  2. Propensity score matching - Wikipedia

    en.wikipedia.org/wiki/Propensity_score_matching

    1. Estimate propensity scores, e.g. with logistic regression: Dependent variable: Z = 1, if unit participated (i.e. is member of the treatment group); Z = 0, if unit did not participate (i.e. is member of the control group). Choose appropriate confounders (variables hypothesized to be associated with both treatment and outcome)

  3. 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.

  4. Portmanteau test - Wikipedia

    en.wikipedia.org/wiki/Portmanteau_test

    This test is the Ljung–Box test, [1] which is an improved version of the Box–Pierce test, [2] having been devised at essentially the same time; a seemingly trivial simplification (omitted in the improved test) was found to have a deleterious effect. [1] This portmanteau test is useful in working with ARIMA models.

  5. Stata - Wikipedia

    en.wikipedia.org/wiki/Stata

    Stata (/ ˈ s t eɪ t ə /, [2] STAY-ta, alternatively / ˈ s t æ t ə /, occasionally stylized as STATA [3] [4]) is a general-purpose statistical software package developed by StataCorp for data manipulation, visualization, statistics, and automated reporting.

  6. Šidák correction - Wikipedia

    en.wikipedia.org/wiki/Šidák_correction

    The Šidák correction is derived by assuming that the individual tests are independent.Let the significance threshold for each test be ; then the probability that at least one of the tests is significant under this threshold is (1 - the probability that none of them are significant).

  7. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/Newey–West_estimator

    In Stata, the command newey produces Newey–West standard errors for coefficients estimated by OLS regression. [13] In MATLAB, the command hac in the Econometrics toolbox produces the Newey–West estimator (among others). [14] In Python, the statsmodels [15] module includes functions for the covariance matrix using Newey–West.

  8. Multiple comparisons problem - Wikipedia

    en.wikipedia.org/wiki/Multiple_comparisons_problem

    The departure of the upper tail of the distribution from the expected trend along the diagonal is due to the presence of substantially more large test statistic values than would be expected if all null hypotheses were true. The red point corresponds to the fourth largest observed test statistic, which is 3.13, versus an expected value of 2.06.

  9. Cochran–Armitage test for trend - Wikipedia

    en.wikipedia.org/wiki/Cochran–Armitage_test_for...

    where R 1 = N 11 + N 12 + N 13, and C 1 = N 11 + N 21, etc. . The trend test statistic is = (), where the t i are weights, and the difference N 1i R 2 −N 2i R 1 can be seen as the difference between N 1i and N 2i after reweighting the rows to have the same total.