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  2. Shrinkage (statistics) - Wikipedia

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

    This idea is complementary to overfitting and, separately, to the standard adjustment made in the coefficient of determination to compensate for the subjective effects of further sampling, like controlling for the potential of new explanatory terms improving the model by chance: that is, the adjustment formula itself provides "shrinkage." But ...

  3. PSPP - Wikipedia

    en.wikipedia.org/wiki/PSPP

    In the book "SPSS For Dummies", the author discusses PSPP under the heading of "Ten Useful Things You Can Find on the Internet". [4] Another review of free to use statistical software also finds that the statistical results from PSPP match statistical results for SAS, for frequencies, means, correlation and regression. [5]

  4. Seemingly unrelated regressions - Wikipedia

    en.wikipedia.org/wiki/Seemingly_unrelated...

    The SUR model can be viewed as either the simplification of the general linear model where certain coefficients in matrix are restricted to be equal to zero, or as the generalization of the general linear model where the regressors on the right-hand-side are allowed to be different in each equation.

  5. Chow test - Wikipedia

    en.wikipedia.org/wiki/Chow_test

    The Chow test (Chinese: 鄒檢定), proposed by econometrician Gregory Chow in 1960, is a statistical test of whether the true coefficients in two linear regressions on different data sets are equal. In econometrics, it is most commonly used in time series analysis to test for the presence of a structural break at a period which can be assumed ...

  6. Generalized least squares - Wikipedia

    en.wikipedia.org/wiki/Generalized_least_squares

    The feasible estimator is asymptotically more efficient (provided the errors covariance matrix is consistently estimated), but for a small to medium-sized sample, it can be actually less efficient than OLS. This is why some authors prefer to use OLS and reformulate their inferences by simply considering an alternative estimator for the variance ...

  7. Newman–Keuls method - Wikipedia

    en.wikipedia.org/wiki/Newman–Keuls_method

    [5] [6] Unlike Tukey's range test, the Newman–Keuls method uses different critical values for different pairs of mean comparisons. Thus, the procedure is more likely to reveal significant differences between group means and to commit type I errors by incorrectly rejecting a null hypothesis when it is true.

  8. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    The table shown on the right can be used in a two-sample t-test to estimate the sample sizes of an experimental group and a control group that are of equal size, that is, the total number of individuals in the trial is twice that of the number given, and the desired significance level is 0.05. [4]

  9. Dummy variable (statistics) - Wikipedia

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

    In the panel data fixed effects estimator dummies are created for each of the units in cross-sectional data (e.g. firms or countries) or periods in a pooled time-series. However in such regressions either the constant term has to be removed, or one of the dummies removed making this the base category against which the others are assessed, for ...