|
Somers' D
In statistics, Somers’ ''D'', sometimes incorrectly referred to as Somer’s ''D'', is a measure of ordinal association between two possibly dependent random variables and . Somers’ ''D'' takes values between -1 when all pairs of the variables disagree and 1 when all pairs of the variables agree. Somers’ ''D'' is named after Robert H. Somers, who proposed it in 1962. Somers’ ''D'' plays a central role in rank statistics and is the parameter behind many nonparametric methods. It is also used as a quality measure of binary choice or ordinal regression (e.g., logistic regressions) and credit scoring models. Somers’ ''D'' for sample We say that two pairs (x_i,y_i) and (x_j,y_j) are concordant if the ranks of both elements agree, or x_i>x_j and y_i>y_j or if x_i |
Ordinal Association
In statistics, a rank correlation is any of several statistics that measure an ordinal association—the relationship between rankings of different ordinal variables or different rankings of the same variable, where a "ranking" is the assignment of the ordering labels "first", "second", "third", etc. to different observations of a particular variable. A rank correlation coefficient measures the degree of similarity between two rankings, and can be used to assess the significance of the relation between them. For example, two common nonparametric methods of significance that use rank correlation are the Mann–Whitney U test and the Wilcoxon signed-rank test. Context If, for example, one variable is the identity of a college basketball program and another variable is the identity of a college football program, one could test for a relationship between the poll rankings of the two types of program: do colleges with a higher-ranked basketball program tend to have a higher-ranked ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Binary Classification
Binary classification is the task of classifying the elements of a set into two groups (each called ''class'') on the basis of a classification rule. Typical binary classification problems include: * Medical testing to determine if a patient has certain disease or not; * Quality control in industry, deciding whether a specification has been met; * In information retrieval, deciding whether a page should be in the result set of a search or not. Binary classification is dichotomization applied to a practical situation. In many practical binary classification problems, the two groups are not symmetric, and rather than overall accuracy, the relative proportion of different types of errors is of interest. For example, in medical testing, detecting a disease when it is not present (a ''false positive'') is considered differently from not detecting a disease when it is present (a '' false negative''). Statistical binary classification Statistical classification is a problem stud ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Discrete Variable
In mathematics and statistics, a quantitative variable may be continuous or discrete if they are typically obtained by ''measuring'' or ''counting'', respectively. If it can take on two particular real values such that it can also take on all real values between them (even values that are arbitrarily close together), the variable is continuous in that interval. If it can take on a value such that there is a non- infinitesimal gap on each side of it containing no values that the variable can take on, then it is discrete around that value. In some contexts a variable can be discrete in some ranges of the number line and continuous in others. Continuous variable A continuous variable is a variable whose value is obtained by measuring, i.e., one which can take on an uncountable set of values. For example, a variable over a non-empty range of the real numbers is continuous, if it can take on any value in that range. The reason is that any range of real numbers between a and ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Receiver Operating Characteristic
A receiver operating characteristic curve, or ROC curve, is a graphical plot that illustrates the diagnostic ability of a binary classifier system as its discrimination threshold is varied. The method was originally developed for operators of military radar receivers starting in 1941, which led to its name. The ROC curve is created by plotting the true positive rate (TPR) against the false positive rate (FPR) at various threshold settings. The true-positive rate is also known as sensitivity, recall or ''probability of detection''. The false-positive rate is also known as ''probability of false alarm'' and can be calculated as (1 − specificity). The ROC can also be thought of as a plot of the power as a function of the Type I Error of the decision rule (when the performance is calculated from just a sample of the population, it can be thought of as estimators of these quantities). The ROC curve is thus the sensitivity or recall as a function of fall-out. In general, if the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Goodman And Kruskal's Gamma
In statistics, Goodman and Kruskal's gamma is a measure of rank correlation, i.e., the similarity of the orderings of the data when ranked by each of the quantities. It measures the strength of association of the cross tabulated data when both variables are measured at the ordinal level. It makes no adjustment for either table size or ties. Values range from −1 (100% negative association, or perfect inversion) to +1 (100% positive association, or perfect agreement). A value of zero indicates the absence of association. This statistic (which is distinct from Goodman and Kruskal's lambda) is named after Leo Goodman and William Kruskal, who proposed it in a series of papers from 1954 to 1972. Definition The estimate of gamma, ''G'', depends on two quantities: :*''Ns'', the number of pairs of cases ranked in the same order on both variables (number of concordant pairs), :*''Nd'', the number of pairs of cases ranked in reversed order on both variables (number of reversed pai ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Receiver Operating Characteristic
A receiver operating characteristic curve, or ROC curve, is a graphical plot that illustrates the diagnostic ability of a binary classifier system as its discrimination threshold is varied. The method was originally developed for operators of military radar receivers starting in 1941, which led to its name. The ROC curve is created by plotting the true positive rate (TPR) against the false positive rate (FPR) at various threshold settings. The true-positive rate is also known as sensitivity, recall or ''probability of detection''. The false-positive rate is also known as ''probability of false alarm'' and can be calculated as (1 − specificity). The ROC can also be thought of as a plot of the power as a function of the Type I Error of the decision rule (when the performance is calculated from just a sample of the population, it can be thought of as estimators of these quantities). The ROC curve is thus the sensitivity or recall as a function of fall-out. In general, if the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probit Regression
In statistics, a probit model is a type of regression where the dependent variable can take only two values, for example married or not married. The word is a portmanteau, coming from ''probability'' + ''unit''. The purpose of the model is to estimate the probability that an observation with particular characteristics will fall into a specific one of the categories; moreover, classifying observations based on their predicted probabilities is a type of binary classification model. A probit model is a popular specification for a binary response model. As such it treats the same set of problems as does logistic regression using similar techniques. When viewed in the generalized linear model framework, the probit model employs a probit link function. It is most often estimated using the maximum likelihood procedure, such an estimation being called a probit regression. Conceptual framework Suppose a response variable ''Y'' is ''binary'', that is it can have only two possible ou ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Binary Choice Model
In economics, discrete choice models, or qualitative choice models, describe, explain, and predict choices between two or more discrete alternatives, such as entering or not entering the labor market, or choosing between modes of transport. Such choices contrast with standard consumption models in which the quantity of each good consumed is assumed to be a continuous variable. In the continuous case, calculus methods (e.g. first-order conditions) can be used to determine the optimum amount chosen, and demand can be modeled empirically using regression analysis. On the other hand, discrete choice analysis examines situations in which the potential outcomes are discrete, such that the optimum is not characterized by standard first-order conditions. Thus, instead of examining "how much" as in problems with continuous choice variables, discrete choice analysis examines "which one". However, discrete choice analysis can also be used to examine the chosen quantity when only a few distinc ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Binary Variable
Binary data is data whose unit can take on only two possible states. These are often labelled as 0 and 1 in accordance with the binary numeral system and Boolean algebra. Binary data occurs in many different technical and scientific fields, where it can be called by different names including ''bit'' (binary digit) in computer science, ''truth value'' in mathematical logic and related domains and '' binary variable'' in statistics. Mathematical and combinatoric foundations A discrete variable that can take only one state contains zero information, and is the next natural number after 1. That is why the bit, a variable with only two possible values, is a standard primary unit of information. A collection of bits may have states: see binary number for details. Number of states of a collection of discrete variables depends exponentially on the number of variables, and only as a power law on number of states of each variable. Ten bits have more () states than three decimal di ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Binary Choice
In economics, discrete choice models, or qualitative choice models, describe, explain, and predict choices between two or more discrete alternatives, such as entering or not entering the labor market, or choosing between modes of transport. Such choices contrast with standard consumption models in which the quantity of each good consumed is assumed to be a continuous variable. In the continuous case, calculus methods (e.g. first-order conditions) can be used to determine the optimum amount chosen, and demand can be modeled empirically using regression analysis. On the other hand, discrete choice analysis examines situations in which the potential outcomes are discrete, such that the optimum is not characterized by standard first-order conditions. Thus, instead of examining "how much" as in problems with continuous choice variables, discrete choice analysis examines "which one". However, discrete choice analysis can also be used to examine the chosen quantity when only a few dis ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dependent Variable
Dependent and independent variables are variables in mathematical modeling, statistical modeling and experimental sciences. Dependent variables receive this name because, in an experiment, their values are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical function), on the values of other variables. Independent variables, in turn, are not seen as depending on any other variable in the scope of the experiment in question. In this sense, some common independent variables are time, space, density, mass, fluid flow rate, and previous values of some observed value of interest (e.g. human population size) to predict future values (the dependent variable). Of the two, it is always the dependent variable whose variation is being studied, by altering inputs, also known as regressors in a statistical context. In an experiment, any variable that can be attributed a value without attributing a value to any other variable is called a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
