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  2. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Similarly, the reduced chi-square is calculated as the SSR divided by the degrees of freedom. Both R 2 and the norm of residuals have their relative merits. For least squares analysis R 2 varies between 0 and 1, with larger numbers indicating better fits and 1 representing a perfect fit. The norm of residuals varies from 0 to infinity with ...

  3. D'Agostino's K-squared test - Wikipedia

    en.wikipedia.org/wiki/D'Agostino's_K-squared_test

    If the null hypothesis of normality is true, then K 2 is approximately χ 2-distributed with 2 degrees of freedom. Note that the statistics g 1, g 2 are not independent, only uncorrelated. Therefore, their transforms Z 1, Z 2 will be dependent also (Shenton & Bowman 1977), rendering the validity of χ 2 approximation questionable.

  4. Omnibus test - Wikipedia

    en.wikipedia.org/wiki/Omnibus_test

    The table shows the "Omnibus Test of Model Coefficients" based on Chi-Square test, which implies that the overall model is predictive of re-arrest (focus is on row three—"Model"): (4 degrees of freedom) = 41.15, p < .001, and the null can be rejected.

  5. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    The following table lists values for t distributions with ν degrees of freedom for a range of one-sided or two-sided critical regions. The first column is ν , the percentages along the top are confidence levels α , {\displaystyle \ \alpha \ ,} and the numbers in the body of the table are the t α , n − 1 {\displaystyle t_{\alpha ,n-1 ...

  6. Delta method - Wikipedia

    en.wikipedia.org/wiki/Delta_method

    Toggle the table of contents. ... notation for the gradient, ... the weighted sum of a standard normal and a chi-square with degree-of-freedom of 1. ...

  7. Breusch–Pagan test - Wikipedia

    en.wikipedia.org/wiki/Breusch–Pagan_test

    This is the basis of the Breusch–Pagan test. It is a chi-squared test: the test statistic is distributed nχ 2 with k degrees of freedom. If the test statistic has a p-value below an appropriate threshold (e.g. p < 0.05) then the null hypothesis of homoskedasticity is rejected and heteroskedasticity assumed.

  8. Benford's law - Wikipedia

    en.wikipedia.org/wiki/Benford's_law

    The fit of chi-squared distribution depends on the degrees of freedom (df) with good agreement with df = 1 and decreasing agreement as the df increases. The F-distribution is fitted well for low degrees of freedom. With increasing dfs the fit decreases but much more slowly than the chi-squared distribution.

  9. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    In statistics, an effect size is a value measuring the strength of the relationship between two variables in a population, or a sample-based estimate of that quantity. It can refer to the value of a statistic calculated from a sample of data, the value of one parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...