DormanResearch : StatisticsHints?

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Dorman Lab Wiki
TestingSkew?: approximate standard error of skew is 6 n ; normal distribution has 0 skew
TestingKurtotis?: approximate standard error of kurtosis is 24 4 ; normal distribution has kurtosis 3
ComputePseudoinverse: essentially singular value decomposition with some standard matrix manipulation
StatisticalCorrelation: measure of strength of linear correlation between two variables
PRCC: a measure of strength of monotonic relationship between x j and y after the linear effects of other parameters x i , i j have been removed
Copula external link: useful for simulating dependent variables with given marginals or modeling dependence separate from marginal models.
Wald test external link: Asymptotic distribution of the Wald statistic, which is based on an estimate and its variance of a single parameter, allows one to test simple hypotheses regarding a single parameter in a parametric model.  Prefer LRT.
Likelihood Ratio Test external link: A mechanism for testing nested hypotheses about parameters in a parametric model.  Relies on asymptotic distribution of the LRT statistic.
Score test external link: Alternative to Wald test.
Hotelling's T^2 Statistic external link: generalization of Student's t.
Fieller's Theorem external link: for computing CI on ratios of means.
Generalized Additive Model external link: flexible models for parametrically or nonparametrically relating covariates to response via sums of functions of covariates.
Backfitting Algorithm external link: method to fit nonparametric generalized additive regression model
MDR external link: dimension reduction for discrete variables
Ordination: A method to take high dimensional objects and order them along axes, so most similar objects are closest to each other.
FA external link: factor analysis, observed variables are modeled as linear combinations of a few, unobserved latent variables; PCA is related, but a merely descriptive technique
Canonical correlation external link: extension of correlation to relationships between two sets of variables
Factor Analysis (CFA)?: like PCA, but seeks factors with highest canonical correlation with the response
Multiple Factor Analysis (MFA) external link: factor analysis when the variables are grouped (also see Canonical correlation)
LaplaceApproximation: approximation of an integral
FittingMarkovChain?: Lehmann, E. L. (1986) Testing Statistical Hypotheses. 2nd Ed. John Wiley and Sons, Hoboken, NJ, USA, section 10.2 claims that inference may be done conditional on the initial states if the goal is inference of transition probabilities only.  I guess this makes sense.  You still need the stationary distribution for computing likelihoods of test sequences.
Dantzig Selector external link
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