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  2. Mean squared prediction error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_prediction_error

    First, with a data sample of length n, the data analyst may run the regression over only q of the data points (with q < n), holding back the other n – q data points with the specific purpose of using them to compute the estimated model’s MSPE out of sample (i.e., not using data that were used in the model estimation process).

  3. 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 ...

  4. Bland–Altman plot - Wikipedia

    en.wikipedia.org/wiki/Bland–Altman_plot

    A Bland–Altman plot (difference plot) in analytical chemistry or biomedicine is a method of data plotting used in analyzing the agreement between two different assays. It is identical to a Tukey mean-difference plot , [ 1 ] the name by which it is known in other fields, but was popularised in medical statistics by J. Martin Bland and Douglas ...

  5. F-test - Wikipedia

    en.wikipedia.org/wiki/F-test

    The hypothesis that a data set in a regression analysis follows the simpler of two proposed linear models that are nested within each other. Multiple-comparison testing is conducted using needed data in already completed F-test, if F-test leads to rejection of null hypothesis and the factor under study has an impact on the dependent variable. [1]

  6. Leverage (statistics) - Wikipedia

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

    In statistics and in particular in regression analysis, leverage is a measure of how far away the independent variable values of an observation are from those of the other observations. High-leverage points , if any, are outliers with respect to the independent variables .

  7. Multiple correspondence analysis - Wikipedia

    en.wikipedia.org/wiki/Multiple_correspondence...

    This is the aim of multiple factor analysis which balances the different issues (i.e. the different groups of variables) within a global analysis and provides, beyond the classical results of factorial analysis (mainly graphics of individuals and of categories), several results (indicators and graphics) specific of the group structure.

  8. Phi coefficient - Wikipedia

    en.wikipedia.org/wiki/Phi_coefficient

    In statistics, the phi coefficient (or mean square contingency coefficient and denoted by φ or r φ) is a measure of association for two binary variables.. In machine learning, it is known as the Matthews correlation coefficient (MCC) and used as a measure of the quality of binary (two-class) classifications, introduced by biochemist Brian W. Matthews in 1975.

  9. Youden's J statistic - Wikipedia

    en.wikipedia.org/wiki/Youden's_J_statistic

    When the true prevalences for the two positive variables are equal as assumed in Fleiss kappa and F-score, that is the number of positive predictions matches the number of positive classes in the dichotomous (two class) case, the different kappa and correlation measure collapse to identity with Youden's J, and recall, precision and F-score are ...