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  2. Proofs involving ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Proofs_involving_ordinary...

    Note in the later section “Maximum likelihood” we show that under the additional assumption that errors are distributed normally, the estimator ^ is proportional to a chi-squared distribution with n – p degrees of freedom, from which the formula for expected value would immediately follow. However the result we have shown in this section ...

  3. Analysis of variance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_variance

    Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences between groups. It uses F-test by comparing variance between groups and taking noise, or assumed normal distribution of group, into consideration by ...

  4. Cohen's h - Wikipedia

    en.wikipedia.org/wiki/Cohen's_h

    In statistics, Cohen's h, popularized by Jacob Cohen, is a measure of distance between two proportions or probabilities. Cohen's h has several related uses: It can be used to describe the difference between two proportions as "small", "medium", or "large". It can be used to determine if the difference between two proportions is "meaningful".

  5. Autoregressive conditional heteroskedasticity - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_conditional...

    In a sample of T residuals under the null hypothesis of no ARCH errors, the test statistic T'R² follows distribution with q degrees of freedom, where ′ is the number of equations in the model which fits the residuals vs the lags (i.e. ′ =).

  6. Matrix F-distribution - Wikipedia

    en.wikipedia.org/wiki/Matrix_F-distribution

    In statistics, the matrix F distribution (or matrix variate F distribution) is a matrix variate generalization of the F distribution which is defined on real-valued positive-definite matrices. In Bayesian statistics it can be used as the semi conjugate prior for the covariance matrix or precision matrix of multivariate normal distributions, and ...

  7. Category:Errors and residuals - Wikipedia

    en.wikipedia.org/wiki/Category:Errors_and_residuals

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  8. NYT ‘Connections’ Hints and Answers Today, Tuesday, January 7

    www.aol.com/nyt-connections-hints-answers-today...

    If you've been having trouble with any of the connections or words in Tuesday's puzzle, you're not alone and these hints should definitely help you out. Plus, I'll reveal the answers further down ...

  9. Bayesian linear regression - Wikipedia

    en.wikipedia.org/wiki/Bayesian_linear_regression

    Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often ...