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  2. 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.

  3. Generalized estimating equation - Wikipedia

    en.wikipedia.org/wiki/Generalized_estimating...

    When the true working correlation is known, consistency does not require the assumption that missing data is missing completely at random. [1] Huber-White standard errors improve the efficiency of Liang-Zeger GEE in the absence of serial autocorrelation but may remove the marginal interpretation.

  4. Correlation - Wikipedia

    en.wikipedia.org/wiki/Correlation

    The correlation matrix is symmetric because the correlation between and is the same as the correlation between and . A correlation matrix appears, for example, in one formula for the coefficient of multiple determination , a measure of goodness of fit in multiple regression .

  5. 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.

  6. Factor analysis - Wikipedia

    en.wikipedia.org/wiki/Factor_analysis

    The correlation matrix can be geometrically interpreted as the cosine of the angle between the two data ... SAS, Stata, STATISTICA, JMP, and SYSTAT. Analysis.

  7. Covariance and correlation - Wikipedia

    en.wikipedia.org/wiki/Covariance_and_correlation

    With any number of random variables in excess of 1, the variables can be stacked into a random vector whose i th element is the i th random variable. Then the variances and covariances can be placed in a covariance matrix, in which the (i, j) element is the covariance between the i th random variable and the j th one.

  8. Autocorrelation - Wikipedia

    en.wikipedia.org/wiki/Autocorrelation

    Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them.

  9. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. [ a ] The variables may be two columns of a given data set of observations, often called a sample , or two components of a multivariate random variable with a known distribution .