Refers to the conditions under which a statistics procedure yields valid estimates and/or inference. E.g., many statistical techniques require the assumption that the data are randomly sampled in some way. Theoretical results about estimators usually require assumptions about the data generating ...

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20 views

Does uncorrelated imply mean independence? Which part of linear regression needs mean independence?

If $X$ and $U$ are independent, then they are mean independent by 'Pulling out independent factors'. If $X$ and $U$ are mean independent, then they are uncorrelated. What I tried: $$Cov(X,U) = ...
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34 views

Prove that $E[(\hat{\beta_1} - \beta_1)\bar{u}] = 0$. Are the errors uncorrelated? [on hold]

In simple linear regression, prove that $E[(\hat{\beta_1} - \beta_1)\bar{u}] = 0$. Note: This was asked here, but my question involves conditional expectation and asks about assumptions or ...
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0answers
18 views

What to do with non-normality and heterogeneous variances in Two-Way ANOVA when transformations do not work?

I'm conducting a Two-Way ANOVA with my two factors being Sex and Cohort. I have data from two cohorts of subjects, with each cohort consisting of males and females that were measured on one response ...
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0answers
9 views

Factorial ANCOVA: Independence of the covariate and treatment effects

I would like to test whether the assumptions of a 2x3 ANCOVA are met. How do I exactly test the assumption "independence of the covariate and treatment effects" in this case? I proceeded as follows: ...
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1answer
11 views

What kind of assumptions do I need to test when running a fixed effects panel model?

I am running a regression analysis on a panel data set. The Hausman test and the logical setup of the research question indicate that a fixed effects model would be best for running the regression. ...
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2answers
40 views

Appropriate test for comparison of 50+ groups

I am currently working with a data set containing several hundreds of thousands of instances for which I am trying to find the most appropriate analysis. The goal is to determine whether there are ...
1
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1answer
20 views

Checking model assumptions for a one-way ANOVA model with unequal sample sizes

Given an unbalanced completely randomized design with two treatment groups of unequal sizes and an appropriate one-way ANOVA parametric test, how can I properly check the validity of my model ...
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9 views

Regression: Finding meaningful counterexamples for a claim about implications of population rank conditions

Situation: In regression settings with stochastic regressor matrix $X$, one needs to impose assumptions on $X$ to validate inference. It is custom to specify these assumptions with respect to the ...
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7 views

reconciling Linearity and Multicollinearity assumptions in ANCOVA

For ANCOVA, many textbooks and other resources require, among other assumptions, that covariates be linearly related to the dependent variable, which makes sense. However, many of the same sources ...
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33 views

assumptions OLS regression met?

When I was checking the assumptions for a normal distribution these plots appeared: I was wondering what I could conclude from these... the dependent variable is winsorized between 0 and 1 ( and ...
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1answer
45 views

Survival Analysis: Cox Proportion Assumption

I know i'm missing something here, please help me understand the cox proportion assumption. What is the point of having a hazard rate function over time if it first has to meet the cox proportion ...
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1answer
47 views

ANOVA - Assumption of Independence

I am also a little bit confused about the assumption of independence. I have the following situation: one continuous dependent variable (radiant power of a medical device) a few independent ...
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2answers
119 views

Why is high positive kurtosis problematic for hypothesis tests?

I've heard (sorry cannot provide a link to a text, something I have been told) that a high positive kurtosis of residuals can be problematic for accurate hypothesis tests and confidence intervals (and ...
4
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1answer
182 views

What is the difference between these two Breusch-Pagan Tests?

Using R on some data and trying to see whether or not my data is heteroscedastic, I've found two implementations of the Breusch-Pagan test, bptest (package lmtest) and ncvTest (package car). However, ...
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1answer
30 views

Why 'Assumption of Uniformity' for Mean?

I am teaching some very basic statistics for grouped data. In a different class a few years ago I made an 'assumption of uniformity' about the data: within bins, data is uniformly distributed ...
20
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1answer
793 views

How incorrect is a regression model when assumptions are not met?

When fitting a regression model, what happens if the assumptions of the outputs are not met, specifically: What happens if the residuals are not homoscedastic? If the residuals show an increasing or ...
3
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1answer
116 views

Multicollinearity in simple linear regression (not multiple)?

I am doing a simple linear regression analysis with 1 independent variable. I am checking data against assumptions. As I am checking against Tolerance and VIF level, I get the their values equal to 1 ...
3
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2answers
51 views

Uses and estimation of Student-t distribution

My question relates to a confusion between how the Student-t distribution is often documented versus how it is used. In the documentation the Student-t is used (from Wikipedia): when estimating ...
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0answers
19 views

Can I use an independent t-test if my data is skewed?

I want to compare the means of two independent data sets. However, both the data sets are extremely skewed right. I was considering using an independent t-test, but according to this, it's an ...
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0answers
42 views

Relationship between linear mixed model assumption checks and repeated-measures ANOVA assumptions

Based on a previous question that I asked about checking assumptions of repeated-measures ANOVAs in R (which turns out to be not so trivial), I'm wondering about the relationship between a ...
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0answers
33 views

Assess moments & normality of data from histogram

I have produced a histogram of my actual data; then I plotted its normalized graph on the same plot. How can I compare the first four moments (mean, variance, skewness and kurtosis) of the actual data ...
2
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0answers
31 views

Violation of 1) normality of error terms, 2) heteroscedasticity and 3) spatially correlated error terms.Alternatives?

I am using linear (Ordinary Least Squares) regression to estimate the coefficients and model fitness for vegetation in an ecological study. However, after model fit, tests showed that the linear ...
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0answers
21 views

Newbie question: can a categorical IV be included in ANCOVA with only a couple observations in 1 group

I think this is a pretty simple question, but I have been unable to find an appropriate answer. Please help. I have identified a sub-sample of my treatment group that were taking a medication that ...
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0answers
31 views

Tests for Normality

I have conducted an experimental study with three conditions. I had 60 participants allocated to three different conditions, with 20 participants per group following a between-subject design. I want ...
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0answers
13 views

Is it valid to use the full dataset to determine important variables and a partial datasets for training a classification algorithm?

Given a dataset with n variables and a binary outcome: Are there assumption violations/risks to drawing conclusions if the entire dataset is used to determine which variables are valid if the second ...
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0answers
18 views

different weights 0 and 1 in logitsic regression in R [duplicate]

I have three questions about the assumptions of the logistic regression: I read that the percentages of zeros and ones should be equal. If there's a data set where one of them is abundand, i.e. ...
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0answers
19 views

Late Cross of Kaplan-Meier Curves - Does it matter?

Does a late cross of Kaplan-Meier curves necessarily violate the proportional hazards assumption? I have seen it argued (e.g. here) that it matters less if the curves cross late in the graph because ...
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2answers
312 views

Plotting to check Homoskedasticity assumption for repeated-measures ANOVA in R

I've run a fully within-subjects repeated-measures ANOVA using the aov() function. My dependent variable is not normally distributed, so I'm very interested in ...
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0answers
8 views

ANCOVA- Linearity with three CVs

I'm conducting an ANCOVA with a categorical IV (gender), obviously a DV and 3 CVs (one of which are also gender, but for a different group of population). I've tried assessing linearity for the three ...
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0answers
13 views

How to test assumptions for Intra Class Correlation coefficients?

I want to calculate inter-rater reliability using Shrout & Fleiss' Model 2 (intra class correlation). The general model is: The authors mention different assumptions such as normally ...
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0answers
20 views

Assumption of homogeneity of variance when performing an independent t-test with bootstrap

An important assumption of the independent-samples t-test is that the two group's variances are equal in the population. To test whether these variances are different in the population, we can perform ...
3
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1answer
87 views

Interpretation of residuals vs fitted plot

I am checking that I have met the assumptions for multiple regression using the built in diagnostics within R. I think that from my online research, the DV violates the assumption of homoscedasticity ...
2
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1answer
58 views

Classical vs Bayesian logistic regression assumptions

In most books, Bayesian logistic regression is usually referred as "better" more advanced than the classical non-Bayesian one. However every time I need to decide which one is most suited to my ...
0
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1answer
35 views

Why is Normal Distribution required to perform an independent t-test? [duplicate]

I've been told many times that, when carrying an independent t-test, I have to determine whether my dependent variable (DP) is normally distributed on boths levels of my independent variable (IV). On ...
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2answers
57 views

Clarification on t-test assumptions

I don't quite understand the assumptions of the t-test Wikipedia gives. I'm currently taking an intro statistics course, and when we covered t-tests, we learned the assumptions for a t-test are that: ...
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1answer
9 views

Is the independence assumption broken when collecting data from two people who interacted with each other?

If data was collected from two participants who were interacting in an experiment, would this be breaking the independence assumption?
0
votes
1answer
18 views

Chi-squared test not meeting assumptions

I am doing a chi-squared test to compare two treatment groups for any baseline differences eg gender, ethnicity etc. Most of these are 2x2 but ethnicity has at least 5 categories. In several ...
4
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0answers
135 views

Assumptions of correlation test vs regression slope test (significance testing)

If my understanding is correct, then 1) the test on a regression slope in a simple bivariate regression - i.e. the test of H0: b = 0 in Y' = a + bX and 2) the test of a correlation, i.e. H0: rho=0 ...
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0answers
30 views

How to interpret a covariate in ANOVA and why are type II vs type III SS so different?

I am trying to understand the effect of a covariate (COVAR) in a linear mixed effects model with 2 categorical IVs (IV1, IV2). In order to illustrate where I am struggling, I had to paste the rather ...
0
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0answers
23 views

Classification trees and assumptions

I've already asked this question on stackoverflow.com and I've been suggested that it would be better if I asked the question here. I am new to Classification trees and I cannot quite work out ...
2
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0answers
113 views

Testing Key Assumptions of Cultural Psychology with Bayesian Analysis [closed]

I have been trying to come up with a way to represent some of the key assumptions of culture in actual measurement and statistical modeling practices. For all of these points, it seems like the ...
4
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1answer
48 views

Standardized residuals vs fitted values: OLS assumptions satisfied?

Based on only the above plot, what comments would you make about whether the OLS assumptions are satisfied? In particular homoskedasticity, normality. I just want to know if I'm right. It seems to ...
1
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1answer
75 views

Why is the residual independence assumption important in OLS regression and how may it be violated?

I haven't found a clear answer to this question yet. What parts of the equation does it affect exactly, and how can b weights still be unbiased? Does it bias your results? I know the answer to the ...
3
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1answer
119 views

Question about the assumption that residuals are uncorrelated with the predictors

I'm studying the review for one of my graduate classes, Correlation and Regression Analysis, and this is one of the questions: A friend says that you don't have to worry about the assumption that ...
2
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1answer
68 views

Research paper claims to have used PCA, but it sounds like factor analysis

I'm currently reading a research paper entitled Relationships between national economic culture, institutions, and accounting: Implications for IFRS and I am looking at trying to replicate the ...
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0answers
30 views

Proportional hazard assumption in survival analysis

Which is the best method to check proportional hazard assumption in survival analysis?
1
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1answer
85 views

Parametric tests and Likert Scales (Ordinal data) - Two different view

Following articles reach quite different conclusion and I start to believe that there is no clear answer to this problem. The conclusions are below and the first author reacts on second author. My ...
1
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1answer
30 views

Interpretation of simultaneous and independent ordinary least squares regression

I'm using ordinary least squares to regress a noisy overdetermined system. $$y = \beta_0 x_0 + \beta_1 x_1$$ For comparison, I'm also solving the independent equations \begin{align} y &= ...
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0answers
33 views

Violating Multinomical Logistic Regression Assumptions?

Dear Cross Validated Community, Our lab is trying to develop a classification-type model that categorizes chemicals into one of three groups using data from cell culture experiments. We have been ...
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0answers
12 views

Dealing with violations of assumptions of OLS regression, normality and linearity of residuals [duplicate]

I am trying to do OLS regression to identify value-added predictors of an outcome. I've chosen predictors that are all zero-order correlates of my outcome. Then I began checking assumptions for each ...