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  2. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    A development in medical statistics is the use of out-of-sample cross validation techniques in meta-analysis. It forms the basis of the validation statistic, Vn, which is used to test the statistical validity of meta-analysis summary estimates.

  3. Statistical model validation - Wikipedia

    en.wikipedia.org/wiki/Statistical_model_validation

    To combat this, model validation is used to test whether a statistical model can hold up to permutations in the data. This topic is not to be confused with the closely related task of model selection , the process of discriminating between multiple candidate models: model validation does not concern so much the conceptual design of models as it ...

  4. Test validity - Wikipedia

    en.wikipedia.org/wiki/Test_validity

    Test validity is the extent to which a test (such as a chemical, physical, or scholastic test) accurately measures what it is supposed to measure.In the fields of psychological testing and educational testing, "validity refers to the degree to which evidence and theory support the interpretations of test scores entailed by proposed uses of tests". [1]

  5. Goodness of fit - Wikipedia

    en.wikipedia.org/wiki/Goodness_of_fit

    The resulting value can be compared with a chi-square distribution to determine the goodness of fit. The chi-square distribution has ( k − c ) degrees of freedom , where k is the number of non-empty bins and c is the number of estimated parameters (including location and scale parameters and shape parameters) for the distribution plus one.

  6. Confidence interval - Wikipedia

    en.wikipedia.org/wiki/Confidence_interval

    If hypothesis tests are available for general values of a parameter, then confidence intervals/regions can be constructed by including in the 100 p % confidence region all those points for which the hypothesis test of the null hypothesis that the true value is the given value is not rejected at a significance level of (1 − p).

  7. Average variance extracted - Wikipedia

    en.wikipedia.org/wiki/Average_variance_extracted

    The average variance extracted has often been used to assess discriminant validity based on the following "rule of thumb": the positive square root of the AVE for each of the latent variables should be higher than the highest correlation with any other latent variable. If that is the case, discriminant validity is established at the construct ...

  8. Breusch–Godfrey test - Wikipedia

    en.wikipedia.org/wiki/Breusch–Godfrey_test

    In EViews, this test is already done after a regression, at "View" → "Residual Diagnostics" → "Serial Correlation LM Test". In Julia, the BreuschGodfreyTest function is available in the HypothesisTests package. [10] In gretl, this test can be obtained via the modtest command, or under the "Test" → "Autocorrelation" menu entry in the GUI ...

  9. Confirmatory factor analysis - Wikipedia

    en.wikipedia.org/wiki/Confirmatory_factor_analysis

    It is used to test whether measures of a construct are consistent with a researcher's understanding of the nature of that construct (or factor). As such, the objective of confirmatory factor analysis is to test whether the data fit a hypothesized measurement model. This hypothesized model is based on theory and/or previous analytic research. [2]