Variance Inflation Factor
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Variance Inflation Factor
In statistics, the variance inflation factor (VIF) is the ratio (quotient) of the variance of estimating some parameter in a model that includes multiple other terms (parameters) by the variance of a model constructed using only one term. It quantifies the severity of multicollinearity in an ordinary least squares Linear regression, regression analysis. It provides an index that measures how much the variance (the square of the estimate's standard deviation) of an estimated regression coefficient is increased because of collinearity. Cuthbert Daniel claims to have invented the concept behind the variance inflation factor, but did not come up with the name. Definition Consider the following linear model with ''k'' independent variables: : ''Y'' = ''β''0 + ''β''1 ''X''1 + ''β''2 ''X'' 2 + ... + ''β''''k'' ''X''''k'' + ''ε''. The Standard error (statistics), standard error of the estimate of ''β''''j'' is the square root of the ''j'' + 1 diagonal element of ''s''2(''X ...
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Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "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.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 sample (statistics), samples. Representative sampling as ...
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Orthogonal
In mathematics, orthogonality is the generalization of the geometric notion of ''perpendicularity''. By extension, orthogonality is also used to refer to the separation of specific features of a system. The term also has specialized meanings in other fields including art and chemistry. Etymology The word comes from the Ancient Greek ('), meaning "upright", and ('), meaning "angle". The Ancient Greek (') and Classical Latin ' originally denoted a rectangle. Later, they came to mean a right triangle. In the 12th century, the post-classical Latin word ''orthogonalis'' came to mean a right angle or something related to a right angle. Mathematics Physics * In optics, polarization states are said to be orthogonal when they propagate independently of each other, as in vertical and horizontal linear polarization or right- and left-handed circular polarization. * In special relativity, a time axis determined by a rapidity of motion is hyperbolic-orthogonal to a space axis of s ...
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Statistical Ratios
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 experim ...
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Regression Diagnostics
In statistics, a regression diagnostic is one of a set of procedures available for regression analysis that seek to assess the validity of a model in any of a number of different ways. This assessment may be an exploration of the model's underlying statistical assumptions, an examination of the structure of the model by considering formulations that have fewer, more or different dependent and independent variables, explanatory variables, or a study of subgroups of observations, looking for those that are either poorly represented by the model (outliers) or that have a relatively large effect on the regression model's predictions. A regression diagnostic may take the form of a graphical result, informal quantitative results or a formal statistical hypothesis test, each of which provides guidance for further stages of a regression analysis. Introduction Regression diagnostics have often been developed or were initially proposed in the context of linear regression or, more particular ...
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Design Effect
In survey methodology, the design effect (generally denoted as D_ or D_^2) is a measure of the expected impact of a sampling design on the variance of an estimator for some parameter. It is calculated as the ratio of the variance of an estimator based on a sample from an (often) complex sampling design, to the variance of an alternative estimator based on a simple random sample (SRS) of the same number of elements. The Deff (be it estimated, or known a-priori) can be used to adjust the variance of an estimator in cases where the sample is not drawn using simple random sampling. It may also be useful in sample size calculations and for quantifying the representativeness of a sample. The term "design effect" was coined by Leslie Kish in 1965. The design effect is a positive real number that indicates an inflation (D_>1), or deflation (D_ A general formula for the (theoretical) design effect of estimating a total (not the mean), for some design, is given in Cochran 1977. Deft A r ...
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GRASS GIS
''Geographic Resources Analysis Support System'' (commonly termed ''GRASS GIS'') is a geographic information system (GIS) software suite used for geospatial data management and analysis, image processing, producing graphics and maps, spatial and temporal modeling, and visualizing. It can handle raster, topological vector, image processing, and graphic data. GRASS GIS contains over 350 modules to render maps and images on monitor and paper; manipulate raster and vector data including vector networks; process multispectral image data; and create, manage, and store spatial data. It is licensed and released as free and open-source software under the GNU General Public License (GPL). It runs on multiple operating systems, including , Windows and Linux. Users can interface with the software features through a graphical user interface (GUI) or by ''plugging into'' GRASS via other software such as QGIS. They can also interface with the modules directly through a bespoke shell that th ...
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Python (programming Language)
Python is a high-level, general-purpose programming language. Its design philosophy emphasizes code readability with the use of significant indentation. Python is dynamically-typed and garbage-collected. It supports multiple programming paradigms, including structured (particularly procedural), object-oriented and functional programming. It is often described as a "batteries included" language due to its comprehensive standard library. Guido van Rossum began working on Python in the late 1980s as a successor to the ABC programming language and first released it in 1991 as Python 0.9.0. Python 2.0 was released in 2000 and introduced new features such as list comprehensions, cycle-detecting garbage collection, reference counting, and Unicode support. Python 3.0, released in 2008, was a major revision that is not completely backward-compatible with earlier versions. Python 2 was discontinued with version 2.7.18 in 2020. Python consistently ranks as ...
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R (programming Language)
R is a programming language for statistical computing and graphics supported by the R Core Team and the R Foundation for Statistical Computing. Created by statisticians Ross Ihaka and Robert Gentleman, R is used among data miners, bioinformaticians and statisticians for data analysis and developing statistical software. Users have created packages to augment the functions of the R language. According to user surveys and studies of scholarly literature databases, R is one of the most commonly used programming languages used in data mining. R ranks 12th in the TIOBE index, a measure of programming language popularity, in which the language peaked in 8th place in August 2020. The official R software environment is an open-source free software environment within the GNU package, available under the GNU General Public License. It is written primarily in C, Fortran, and R itself (partially self-hosting). Precompiled executables are provided for various operating systems. R ...
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Errors And Residuals In Statistics
In statistics and optimization, errors and residuals are two closely related and easily confused measures of the deviation of an observed value of an element of a statistical sample from its "true value" (not necessarily observable). The error of an observation is the deviation of the observed value from the true value of a quantity of interest (for example, a population mean). The residual is the difference between the observed value and the ''estimated'' value of the quantity of interest (for example, a sample mean). The distinction is most important in regression analysis, where the concepts are sometimes called the regression errors and regression residuals and where they lead to the concept of studentized residuals. In econometrics, "errors" are also called disturbances. Introduction Suppose there is a series of observations from a univariate distribution and we want to estimate the mean of that distribution (the so-called location model). In this case, the errors are th ...
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Residual Sum Of Squares
In statistics, the residual sum of squares (RSS), also known as the sum of squared estimate of errors (SSE), is the sum of the squares of residuals (deviations predicted from actual empirical values of data). It is a measure of the discrepancy between the data and an estimation model, such as a linear regression. A small RSS indicates a tight fit of the model to the data. It is used as an optimality criterion in parameter selection and model selection. In general, total sum of squares = explained sum of squares + residual sum of squares. For a proof of this in the multivariate ordinary least squares (OLS) case, see partitioning in the general OLS model. One explanatory variable In a model with a single explanatory variable, RSS is given by: :\operatorname = \sum_^n (y_i - f(x_i))^2 where ''y''''i'' is the ''i''th value of the variable to be predicted, ''x''''i'' is the ''i''th value of the explanatory variable, and f(x_i) is the predicted value of ''y''''i'' (also te ...
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Schur Complement
In linear algebra and the theory of matrices, the Schur complement of a block matrix is defined as follows. Suppose ''p'', ''q'' are nonnegative integers, and suppose ''A'', ''B'', ''C'', ''D'' are respectively ''p'' × ''p'', ''p'' × ''q'', ''q'' × ''p'', and ''q'' × ''q'' matrices of complex numbers. Let :M = \left begin A & B \\ C & D \end\right/math> so that ''M'' is a (''p'' + ''q'') × (''p'' + ''q'') matrix. If ''D'' is invertible, then the Schur complement of the block ''D'' of the matrix ''M'' is the ''p'' × ''p'' matrix defined by :M/D := A - BD^C. If ''A'' is invertible, the Schur complement of the block ''A'' of the matrix ''M'' is the ''q'' × ''q'' matrix defined by :M/A := D - CA^B. In the case that ''A'' or ''D'' is singular, substituting a generalized inverse for the inverses on ''M/A'' and ''M/D'' yields the generalized Schur complement. The Schur complement is named after Issai Schur who used it to prove Schur's lemma, although it had been used previous ...
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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. 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 ...
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