Mallow's Cp
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Mallow's Cp
In statistics, Mallows's \boldsymbol, 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 C_p means that the model is relatively precise. Mallows's ''Cp'' is ’essentially equivalent‘ to the Akaike Information Criterion in the case of linear regression. This equivalence is only asymptotic; Akaike notes that ''Cp'' requires some subjective judgment in the choice of \hat\sigma^2. 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 m ...
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Statistics
Statistics (from German language, German: ', "description of a State (polity), 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 statistical survey, surveys and experimental design, experiments. When census data (comprising every member of the target population) cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling assures that inferences and conclusions can reasonably extend from the sample ...
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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 spher ...
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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.
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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. In simple linear regression (which includes an intercept), ''r''2 is simply the square of the sample ''correlation coefficient'' (''r''), between the observed outcomes and the observed predictor values. If additional regressors are included, ''R''2 is the square of the '' coefficient of multiple correlation''. In both such cases, the coeffi ...
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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 error-free independent variables (often called ''regressors'', ''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 i ...
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Stepwise Regression
In statistics, stepwise regression is a method of fitting regression models in which the choice of predictive variables is carried out by an automatic procedure. In each step, a variable is considered for addition to or subtraction from the set of explanatory variables based on some prespecified criterion. Usually, this takes the form of a forward, backward, or combined sequence of ''F''-tests or ''t''-tests. The frequent practice of fitting the final selected model followed by reporting estimates and confidence intervals without adjusting them to take the model building process into account has led to calls to stop using stepwise model building altogetherFlom, P. L. and Cassell, D. L. (2007) "Stopping stepwise: Why stepwise and similar selection methods are bad, and what you should use," NESUG 2007. or to at least make sure model uncertainty is correctly reflected by using prespecified, automatic criteria together with more complex standard error estimates that remain unbiased. ...
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Feature Selection
In machine learning, feature selection is the process of selecting a subset of relevant Feature (machine learning), features (variables, predictors) for use in model construction. Feature selection techniques are used for several reasons: * simplification of models to make them easier to interpret, * shorter training times, * to avoid the curse of dimensionality, * improve the compatibility of the data with a certain learning model class, * to encode inherent Symmetric space, symmetries present in the input space. The central premise when using feature selection is that data sometimes contains features that are ''redundant'' or ''irrelevant'', and can thus be removed without incurring much loss of information. Redundancy and irrelevance are two distinct notions, since one relevant feature may be redundant in the presence of another relevant feature with which it is strongly correlated. Feature extraction creates new features from functions of the original features, whereas feat ...
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Sample Size
Sample size determination or estimation is the act of choosing the number of observations or replicates to include in a statistical sample. The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is usually determined based on the cost, time, or convenience of collecting the data, and the need for it to offer sufficient statistical power. In complex studies, different sample sizes may be allocated, such as in stratified surveys or experimental designs with multiple treatment groups. In a census, data is sought for an entire population, hence the intended sample size is equal to the population. In experimental design, where a study may be divided into different treatment groups, there may be different sample sizes for each group. Sample sizes may be chosen in several ways: *using experience – small samples, though sometimes unavoidable, can result in wid ...
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Predict
A prediction (Latin ''præ-'', "before," and ''dictum'', "something said") or forecast is a statement about a future event or about future data. Predictions are often, but not always, based upon experience or knowledge of forecasters. There is no universal agreement about the exact difference between "prediction" and "estimation"; different authors and disciplines ascribe different connotations. Future events are necessarily uncertain, so guaranteed accurate information about the future is impossible. Prediction can be useful to assist in making plans about possible developments. Opinion In a non-statistical sense, the term "prediction" is often used to refer to an informed guess or opinion. A prediction of this kind might be informed by a predicting person's abductive reasoning, inductive reasoning, deductive reasoning, and experience; and may be useful—if the predicting person is a knowledgeable person in the field. The Delphi method is a technique for eliciting suc ...
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