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  2. Durbin–Watson statistic - Wikipedia

    en.wikipedia.org/wiki/Durbin–Watson_statistic

    SAS: Is a standard output when using proc model and is an option (dw) when using proc reg. EViews: Automatically calculated when using OLS regression; gretl: Automatically calculated when using OLS regression; Stata: the command estat dwatson, following regress in time series data. [6]

  3. PRESS statistic - Wikipedia

    en.wikipedia.org/wiki/PRESS_statistic

    Given this procedure, the PRESS statistic can be calculated for a number of candidate model structures for the same dataset, with the lowest values of PRESS indicating the best structures. Models that are over-parameterised ( over-fitted ) would tend to give small residuals for observations included in the model-fitting but large residuals for ...

  4. Prediction interval - Wikipedia

    en.wikipedia.org/wiki/Prediction_interval

    Given a sample from a normal distribution, whose parameters are unknown, it is possible to give prediction intervals in the frequentist sense, i.e., an interval [a, b] based on statistics of the sample such that on repeated experiments, X n+1 falls in the interval the desired percentage of the time; one may call these "predictive confidence intervals".

  5. Projection matrix - Wikipedia

    en.wikipedia.org/wiki/Projection_matrix

    A matrix, has its column space depicted as the green line. The projection of some vector onto the column space of is the vector . From the figure, it is clear that the closest point from the vector onto the column space of , is , and is one where we can draw a line orthogonal to the column space of .

  6. Explained sum of squares - Wikipedia

    en.wikipedia.org/wiki/Explained_sum_of_squares

    The explained sum of squares (ESS) is the sum of the squares of the deviations of the predicted values from the mean value of a response variable, in a standard regression model — for example, y i = a + b 1 x 1i + b 2 x 2i + ... + ε i, where y i is the i th observation of the response variable, x ji is the i th observation of the j th ...

  7. Wilcoxon signed-rank test - Wikipedia

    en.wikipedia.org/wiki/Wilcoxon_signed-rank_test

    SAS PROC UNIVARIATE includes the Wilcoxon-Signed Rank Test in the frame titles "Tests for Location" as "Signed Rank". Even though this procedure calculates an S-Statistic rather than a W-Statistic, the resulting p-value can still be used for this test. [ 57 ]

  8. 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.

  9. Linear predictor function - Wikipedia

    en.wikipedia.org/wiki/Linear_predictor_function

    The basic form of a linear predictor function () for data point i (consisting of p explanatory variables), for i = 1, ..., n, is = + + +,where , for k = 1, ..., p, is the value of the k-th explanatory variable for data point i, and , …, are the coefficients (regression coefficients, weights, etc.) indicating the relative effect of a particular explanatory variable on the outcome.