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  2. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    The χ 2 distribution given by Wilks' theorem converts the region's log-likelihood differences into the "confidence" that the population's "true" parameter set lies inside. The art of choosing the fixed log-likelihood difference is to make the confidence acceptably high while keeping the region acceptably small (narrow range of estimates).

  3. Generalized least squares - Wikipedia

    en.wikipedia.org/wiki/Generalized_least_squares

    The feasible estimator is asymptotically more efficient (provided the errors covariance matrix is consistently estimated), but for a small to medium-sized sample, it can be actually less efficient than OLS. This is why some authors prefer to use OLS and reformulate their inferences by simply considering an alternative estimator for the variance ...

  4. Cohen's h - Wikipedia

    en.wikipedia.org/wiki/Cohen's_h

    Describe the differences in proportions using the rule of thumb criteria set out by Cohen. [1] Namely, h = 0.2 is a "small" difference, h = 0.5 is a "medium" difference, and h = 0.8 is a "large" difference. [2] [3] Only discuss differences that have h greater than some threshold value, such as 0.2. [4]

  5. Relative change - Wikipedia

    en.wikipedia.org/wiki/Relative_change

    A percentage change is a way to express a change in a variable. It represents the relative change between the old value and the new one. [6]For example, if a house is worth $100,000 today and the year after its value goes up to $110,000, the percentage change of its value can be expressed as = = %.

  6. Inequality (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Inequality_(mathematics)

    The relation not greater than can also be represented by , the symbol for "greater than" bisected by a slash, "not". The same is true for not less than , a ≮ b . {\displaystyle a\nless b.} The notation a ≠ b means that a is not equal to b ; this inequation sometimes is considered a form of strict inequality. [ 4 ]

  7. Wilks' theorem - Wikipedia

    en.wikipedia.org/wiki/Wilks'_theorem

    The model with more parameters (here alternative) will always fit at least as well — i.e., have the same or greater log-likelihood — than the model with fewer parameters (here null). Whether the fit is significantly better and should thus be preferred is determined by deriving how likely ( p -value ) it is to observe such a difference D by ...

  8. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    To see how, consider that a theoretical probability distribution can be used as a generator of hypothetical observations. If an infinite number of observations are generated using a distribution, then the sample variance calculated from that infinite set will match the value calculated using the distribution's equation for variance.

  9. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    If equation 1 of Kvålseth [12] is used (this is the equation used most often), R 2 can be less than zero. If equation 2 of Kvålseth is used, R 2 can be greater than one. In all instances where R 2 is used, the predictors are calculated by ordinary least-squares regression: that is, by minimizing SS res .