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  2. Shapiro–Wilk test - Wikipedia

    en.wikipedia.org/wiki/Shapiro–Wilk_test

    The Shapiro–Wilk test tests the null hypothesis that a sample x 1, ..., x n came from a normally distributed population. The test statistic is = (= ()) = (¯), where with parentheses enclosing the subscript index i is the ith order statistic, i.e., the ith-smallest number in the sample (not to be confused with ).

  3. Mauchly's sphericity test - Wikipedia

    en.wikipedia.org/wiki/Mauchly's_sphericity_test

    Interpreting Mauchly's test is fairly straightforward. When the probability of Mauchly's test statistic is greater than or equal to α {\displaystyle \alpha } (i.e., p > α {\displaystyle \alpha } , with α {\displaystyle \alpha } commonly being set to .05), we fail to reject the null hypothesis that the variances are equal.

  4. Standardized coefficient - Wikipedia

    en.wikipedia.org/wiki/Standardized_coefficient

    Some statistical software packages like PSPP, SPSS and SYSTAT label the standardized regression coefficients as "Beta" while the unstandardized coefficients are labeled "B". Others, like DAP/SAS label them "Standardized Coefficient". Sometimes the unstandardized variables are also labeled as "b".

  5. Levene's test - Wikipedia

    en.wikipedia.org/wiki/Levene's_test

    The Brown–Forsythe test uses the median instead of the mean in computing the spread within each group (¯ vs. ~, above).Although the optimal choice depends on the underlying distribution, the definition based on the median is recommended as the choice that provides good robustness against many types of non-normal data while retaining good statistical power. [3]

  6. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  7. McNemar's test - Wikipedia

    en.wikipedia.org/wiki/McNemar's_test

    McNemar's test is a statistical test used on paired nominal data.It is applied to 2 × 2 contingency tables with a dichotomous trait, with matched pairs of subjects, to determine whether the row and column marginal frequencies are equal (that is, whether there is "marginal homogeneity").

  8. Omnibus test - Wikipedia

    en.wikipedia.org/wiki/Omnibus_test

    The F-test in ANOVA is an example of an omnibus test, which tests the overall significance of the model. A significant F test means that among the tested means, at least two of the means are significantly different, but this result doesn't specify exactly which means are different one from the other.

  9. Ramsey RESET test - Wikipedia

    en.wikipedia.org/wiki/Ramsey_RESET_test

    Consider the model ^ = {} =. The Ramsey test then tests whether (), (), …, has any power in explaining y.This is executed by estimating the following linear regression = + ^ + + ^ +,