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  2. 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 a parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...

  3. Probability of superiority - Wikipedia

    en.wikipedia.org/wiki/Probability_of_superiority

    In other words, the correlation is the difference between the common language effect size and its complement. For example, if the common language effect size is 60%, then the rank-biserial r equals 60% minus 40%, or r = 0.20. The Kerby formula is directional, with positive values indicating that the results support the hypothesis.

  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. Phi coefficient - Wikipedia

    en.wikipedia.org/wiki/Phi_coefficient

    In statistics, the phi coefficient (or mean square contingency coefficient and denoted by φ or r φ) is a measure of association for two binary variables.. In machine learning, it is known as the Matthews correlation coefficient (MCC) and used as a measure of the quality of binary (two-class) classifications, introduced by biochemist Brian W. Matthews in 1975.

  6. Fisher transformation - Wikipedia

    en.wikipedia.org/wiki/Fisher_transformation

    The application of Fisher's transformation can be enhanced using a software calculator as shown in the figure. Assuming that the r-squared value found is 0.80, that there are 30 data [clarification needed], and accepting a 90% confidence interval, the r-squared value in another random sample from the same population may range from 0.656 to 0.888.

  7. Linear discriminant analysis - Wikipedia

    en.wikipedia.org/wiki/Linear_discriminant_analysis

    Instead, the canonical correlation is the preferred measure of effect size. It is similar to the eigenvalue, but is the square root of the ratio of SS between and SS total. It is the correlation between groups and the function. [10] Another popular measure of effect size is the percent of variance [clarification needed] for each function.

  8. Canonical correlation - Wikipedia

    en.wikipedia.org/wiki/Canonical_correlation

    In statistics, canonical-correlation analysis (CCA), also called canonical variates analysis, is a way of inferring information from cross-covariance matrices.If we have two vectors X = (X 1, ..., X n) and Y = (Y 1, ..., Y m) of random variables, and there are correlations among the variables, then canonical-correlation analysis will find linear combinations of X and Y that have a maximum ...

  9. 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.