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  2. Shrinkage (statistics) - Wikipedia

    en.wikipedia.org/wiki/Shrinkage_(statistics)

    In statistics, shrinkage is the reduction in the effects of sampling variation. In regression analysis, a fitted relationship appears to perform less well on a new data set than on the data set used for fitting. [1] In particular the value of the coefficient of determination 'shrinks'.

  3. 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).

  4. Proportionate reduction of error - Wikipedia

    en.wikipedia.org/wiki/Proportionate_reduction_of...

    It is a goodness of fit measure of statistical models, and forms the mathematical basis for several correlation coefficients. [1] The summary statistics is particularly useful and popular when used to evaluate models where the dependent variable is binary, taking on values {0,1}.

  5. Variance reduction - Wikipedia

    en.wikipedia.org/wiki/Variance_reduction

    In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates obtained for a given simulation or computational effort. [1] Every output random variable from the simulation is associated with a variance which limits the precision of the simulation results.

  6. Reduced chi-squared statistic - Wikipedia

    en.wikipedia.org/wiki/Reduced_chi-squared_statistic

    In statistics, the reduced chi-square statistic is used extensively in goodness of fit testing. It is also known as mean squared weighted deviation (MSWD) in isotopic dating [1] and variance of unit weight in the context of weighted least squares. [2] [3]

  7. Inverse-variance weighting - Wikipedia

    en.wikipedia.org/wiki/Inverse-variance_weighting

    For normally distributed random variables inverse-variance weighted averages can also be derived as the maximum likelihood estimate for the true value. Furthermore, from a Bayesian perspective the posterior distribution for the true value given normally distributed observations and a flat prior is a normal distribution with the inverse-variance weighted average as a mean and variance ().

  8. Inverse probability weighting - Wikipedia

    en.wikipedia.org/wiki/Inverse_probability_weighting

    Inverse probability weighting is a statistical technique for estimating quantities related to a population other than the one from which the data was collected. Study designs with a disparate sampling population and population of target inference (target population) are common in application. [1]

  9. Weighted least squares - Wikipedia

    en.wikipedia.org/wiki/Weighted_least_squares

    Weighted least squares (WLS), also known as weighted linear regression, [1] [2] is a generalization of ordinary least squares and linear regression in which knowledge of the unequal variance of observations (heteroscedasticity) is incorporated into the regression.