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Mallows's Cp
In statistics, Mallows's ''Cp'', named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares. It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors. A small value of Cp means that the model is relatively precise. Mallows's ''Cp'' has been shown to be equivalent to Akaike information criterion in the special case of Gaussian linear regression. Definition and properties Mallows's ''Cp'' addresses the issue of overfitting, in which model selection statistics such as the residual sum of squares always get smaller as more variables are added to a model. Thus, if we aim to select the model giving the smallest residual sum of squares, the model including all variables would always be selected. Instead, the ''Cp'' statistic calculated on a sample of data es ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistics
Statistics (from German: '' Statistik'', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey samples. Representative sampling assures that inferences and conclusions can reasonably extend from the sample to the population as a whole. An ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Collinearity
In geometry, collinearity of a set of points is the property of their lying on a single line. A set of points with this property is said to be collinear (sometimes spelled as colinear). In greater generality, the term has been used for aligned objects, that is, things being "in a line" or "in a row". Points on a line In any geometry, the set of points on a line are said to be collinear. In Euclidean geometry this relation is intuitively visualized by points lying in a row on a "straight line". However, in most geometries (including Euclidean) a line is typically a primitive (undefined) object type, so such visualizations will not necessarily be appropriate. A model for the geometry offers an interpretation of how the points, lines and other object types relate to one another and a notion such as collinearity must be interpreted within the context of that model. For instance, in spherical geometry, where lines are represented in the standard model by great circles of a sphere, s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Biometrics (journal)
''Biometrics'' is a journal that publishes articles on the application of statistics and mathematics to the biological sciences. It is published by the International Biometric Society (IBS).Biometrics homepage Originally published in 1945 under the title ''Biometrics Bulletin'', the journal adopted the shorter title in 1947. Biometrics, Vol. 3, No. 1, Mar., 1947 Page 53 /ref> A notable contributor to the journal was R.A. Fisher, for whom a memorial edition was published in 1964. [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Coefficient Of Determination
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). It is a statistic used in the context of statistical models whose main purpose is either the prediction of future outcomes or the testing of hypotheses, on the basis of other related information. It provides a measure of how well observed outcomes are replicated by the model, based on the proportion of total variation of outcomes explained by the model. There are several definitions of ''R''2 that are only sometimes equivalent. One class of such cases includes that of simple linear regression where ''r''2 is used instead of ''R''2. When only an intercept is included, then ''r''2 is simply the square of the sample correlation coefficient (i.e., ''r'') between the observed outcomes and the observed predictor values. If additional regressors are included, ''R''2 i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Regression Analysis
In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships between a dependent variable (often called the 'outcome' or 'response' variable, or a 'label' in machine learning parlance) and one or more independent variables (often called 'predictors', 'covariates', 'explanatory variables' or 'features'). The most common form of regression analysis is linear regression, in which one finds the line (or a more complex linear combination) that most closely fits the data according to a specific mathematical criterion. For example, the method of ordinary least squares computes the unique line (or hyperplane) that minimizes the sum of squared differences between the true data and that line (or hyperplane). For specific mathematical reasons (see linear regression), this allows the researcher to estimate the conditional expectation (or population average value) of the dependent variable when the independent variables take on a given ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
