Statistical Glossary Weighted Kappa: Weighted kappa is a measure of agreement for Categorical data . It is a generalization of the Kappa statistic to situations in which the categories are not equal in some respect - that is, weighted by an objective or subjective fuction. See also Kappa Statistic ,...
View Full DescriptionWilcoxon - Mann - Whitney U Test: The Wilcoxon-Mann-Whitney test uses the ranks of data to test the hypothesis that two samples of sizes m and n might come from the same population. The procedure is as follows: Combine the data from both samples Rank each value Take the ranks...
View Full DescriptionWilcoxon Rank Sums: Wilcoxon rank sums are two statistic s T+ and T- computed from paired replicates data . Suppose we have two sets of pairs of measurements (xi,yi), i=1,...,N for each of N experimental units. We compute differences di = yi - xi; i=1,...,N and their absolute values:...
View Full DescriptionWilcoxon Signed Ranks Test: The Wilcoxon signed ranks test is aimed at testing a null hypothesis from paired replicates data - that both treatments are equivalent. This test is based on one of the two Wilcoxon rank sums as the test statistic. The Wilcoxon signed ranks test allows you to...
View Full DescriptionWilks´s Lambda: Wilks´s lambda is a general test statistic used in multivariate tests of mean differences among more than two groups. Several other statistics are special cases of Wilks´s lambda. Browse Other Glossary Entries
View Full DescriptionAutocorrelation: See Serial correlation. Browse Other Glossary Entries
View Full DescriptionAutoregression: Autoregression refers to a special branch of regression analysis aimed at analysis of time series. It rests on autoregressive models - that is, models where the dependent variable is the current value and the independent variables are N previous values of the time series. The N is called "the...
View Full DescriptionCointegration: Cointegration is a statistical tool for describing the co-movement of data measured over time. The concept of cointegration is widely used in applied time series analysis, especially in econometrics. Two (or a greater number) of nonstationary time series are called to be cointegrated if there exists a stationary linear...
View Full DescriptionNonstationary time series: A time series x_t is called to be nonstationary if its statistical properties depend on time. The opposite concept is stationary time series . Most real world time series are nonstationary. An example of a nonstationary time series is a record of readings of the atmosphere temperature...
View Full DescriptionEffect: An edge is a link between two people or entities in a network. Edges can be directed or undirected. A directed edge has a clear origin and destination: lender > borrower, tweeter > follower. An undirected edge connects two people or entities with a mutual relationship: Facebook friends, teams...
View Full DescriptionContinuous vs. Discrete Distributions: A discrete distribution is one in which the data can only take on certain values, for example integers. A continuous distribution is one in which data can take on any value within a specified range (which may be infinite). For a discrete distribution, probabilities can be...
View Full DescriptionSerial Correlation: In analysis of time series, the Nth order serial correlation is the correlation between the current value and the Nth previous value of the same time series. For this reason serial correlation is often called "autocorrelation". Browse Other Glossary Entries
View Full DescriptionStationary time series: A time series x(t); t=1,... is called to be stationary if its statistical properties do not depend on time t . A time series may be stationary in respect to one characteristic, e.g. the mean, but not stationary in respect to another, e.g. the variance: M(x(t)) =...
View Full DescriptionStatistical Glossary Random Walk: A random walk is a process of random steps, motions, or transitions. It might be in one dimension (movement along a line), in two dimensions (movements in a plane), or in three dimensions or more. There are many different types of random walks, characterized by different...
View Full DescriptionVector time series: Vector time series are a natural generalization of ordinary (scalar) time series . Vector time series are measurements of a vector variable taken at regular intervals over time. They are represented as sequences of vector values like V(1), V(2), ... An simplest example of vector time...
View Full DescriptionConvolution of Distribution Functions: If F1(·) and F1(·) are distribution functions, then the function F(·) is called the convolution of distribution functions F1 and F2. This is often denoted as . The convolution provides the distribution function of the sum of two independent random variables with distribution functions F1 and...
View Full DescriptionConcurrent Validity: The concurrent validity of survey instruments, like the tests used in psychometrics , is a measure of agreement between the results obtained by the given survey instrument and the results obtained for the same population by another instrument acknowledged as the "gold standard". The concurrent validity is often...
View Full DescriptionContent Validity: The content validity of survey instruments, like psychological tests, is assessed by overview of the items by trained individuals and/or by the individuals from the target population. The individuals make their judgments about the relevance of the items and about the unambiguity of their formulation. The major distinction...
View Full DescriptionContinuous Distribution: A continuous distribution describes probabilistic properties of a random variable which takes on a continuous (not countable) set of values - a continuous random variable . In contrast to discrete distributions , continuous distributions do not ascribe values of probability to possible values of the random variable. Strictly...
View Full DescriptionConstruct Validity: In psychometrics , the construct validity of a survey instrument or psychometric test measures how well the instrument performs in practice from the standpoint of the specialists who use it. In psychology, a construct is a phenomenon or a variable in a model that is not directly observable...
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