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  2. 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).

  3. Positive and negative predictive values - Wikipedia

    en.wikipedia.org/wiki/Positive_and_negative...

    The positive predictive value (PPV), or precision, is defined as = + = where a "true positive" is the event that the test makes a positive prediction, and the subject has a positive result under the gold standard, and a "false positive" is the event that the test makes a positive prediction, and the subject has a negative result under the gold standard.

  4. L-moment - Wikipedia

    en.wikipedia.org/wiki/L-moment

    As summary statistics for data. To derive estimators for the parameters of probability distributions , applying the method of moments to the L-moments rather than conventional moments. In addition to doing these with standard moments, the latter (estimation) is more commonly done using maximum likelihood methods; however using L-moments ...

  5. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    Strictly speaking, this interpretation is applicable for the estimation time frame only. Outside of this time frame, it cannot be determined how these immeasurable factors behave both qualitatively and quantitatively. Research results by mathematicians, statisticians, econometricians, and economists have been published in response to those ...

  6. 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 ...

  7. Likelihood-ratio test - Wikipedia

    en.wikipedia.org/wiki/Likelihood-ratio_test

    The likelihood-ratio test, also known as Wilks test, [2] is the oldest of the three classical approaches to hypothesis testing, together with the Lagrange multiplier test and the Wald test. [3] In fact, the latter two can be conceptualized as approximations to the likelihood-ratio test, and are asymptotically equivalent.

  8. Total sum of squares - Wikipedia

    en.wikipedia.org/wiki/Total_sum_of_squares

    In statistical data analysis the total sum of squares (TSS or SST) is a quantity that appears as part of a standard way of presenting results of such analyses. For a set of observations, y i , i ≤ n {\displaystyle y_{i},i\leq n} , it is defined as the sum over all squared differences between the observations and their overall mean y ...

  9. Mean squared prediction error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_prediction_error

    If the increase in the MSPE out of sample compared to in sample is relatively slight, that results in the model being viewed favorably. And if two models are to be compared, the one with the lower MSPE over the n – q out-of-sample data points is viewed more favorably, regardless of the models’ relative in-sample performances. The out-of ...