enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Stepwise regression - Wikipedia

    en.wikipedia.org/wiki/Stepwise_regression

    The main approaches for stepwise regression are: Forward selection, which involves starting with no variables in the model, testing the addition of each variable using a chosen model fit criterion, adding the variable (if any) whose inclusion gives the most statistically significant improvement of the fit, and repeating this process until none improves the model to a statistically significant ...

  3. Moderation (statistics) - Wikipedia

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

    If both of the independent variables are continuous, it is helpful for interpretation to either center or standardize the independent variables, X and Z. (Centering involves subtracting the overall sample mean score from the original score; standardizing does the same followed by dividing by the overall sample standard deviation.)

  4. Fractional factorial design - Wikipedia

    en.wikipedia.org/wiki/Fractional_factorial_design

    Dropping B results in a full factorial 2 3 design for the factors A, C, and D. Performing the anova using factors A, C, and D, and the interaction terms A:C and A:D, gives the results shown in the table, which are very similar to the results for the full factorial experiment experiment, but have the advantage of requiring only a half-fraction 8 ...

  5. Design of experiments - Wikipedia

    en.wikipedia.org/wiki/Design_of_experiments

    These are efficient at evaluating the effects and possible interactions of several factors (independent variables). Analysis of experiment design is built on the foundation of the analysis of variance, a collection of models that partition the observed variance into components, according to what factors the experiment must estimate or test.

  6. Confirmatory factor analysis - Wikipedia

    en.wikipedia.org/wiki/Confirmatory_factor_analysis

    The chi-squared test indicates the difference between observed and expected covariance matrices. Values closer to zero indicate a better fit; smaller difference between expected and observed covariance matrices. [21] Chi-squared statistics can also be used to directly compare the fit of nested models to the data.

  7. Overlap coefficient - Wikipedia

    en.wikipedia.org/wiki/Overlap_coefficient

    The overlap coefficient, [note 1] or Szymkiewicz–Simpson coefficient, [citation needed] [3] [4] [5] is a similarity measure that measures the overlap between two finite sets.It is related to the Jaccard index and is defined as the size of the intersection divided by the size of the smaller of two sets:

  8. Horner's method - Wikipedia

    en.wikipedia.org/wiki/Horner's_method

    In binary (base-2) math, multiplication by a power of 2 is merely a register shift operation. Thus, multiplying by 2 is calculated in base-2 by an arithmetic shift. The factor (2 −1) is a right arithmetic shift, a (0) results in no operation (since 2 0 = 1 is the multiplicative identity element), and a (2 1) results in a left arithmetic shift ...

  9. Iterative proportional fitting - Wikipedia

    en.wikipedia.org/wiki/Iterative_proportional_fitting

    The iterative proportional fitting procedure (IPF or IPFP, also known as biproportional fitting or biproportion in statistics or economics (input-output analysis, etc.), RAS algorithm [1] in economics, raking in survey statistics, and matrix scaling in computer science) is the operation of finding the fitted matrix which is the closest to an initial matrix but with the row and column totals of ...