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Many computational statistical problems (including some estimation problems, such as fitting GLMs) cannot be solved in a single calculation step - their algorithms must be iterated repeatedly until co…
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a criterion used to help decide the number of principal components or principal factors/common factors to retain. It is based on retaining eigenvalues of observed data greater tha…
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an XML-based markup language developed to provide a way for applications to define and share models.
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The geometrical analysis of probability spaces
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The response of an endogenous system to an exogenous shock. This is an important topic in time-series econometrics.
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gretl refers to Gnu Regression, Econometrics and Time-series Library.
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"In data mining, hierarchical clustering (also called hierarchical cluster analysis or HCA) is a method of cluster analysis which seeks to build a hierarchy of clusters." (Wikipedia)
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An alternative to the frequentists and Bayesian principled arguments
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Best Linear Unbiased Estimator
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a synonym for incidence. This is a "measure of the rate at which people without a disease develop it during a specific period of time"
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a list of plain text values delimited by commas, or a file containing one or more lists in that format.
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an `R` function in package `boot` to do cross-validation for generalized linear models (GLM).
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an iterative clustering algorithm that allows one to partition a data set into clusters based on the data's log-likelihood.
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Error Correction Model
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an R package to perform analysis and diagnostics for Markov Chain Monte Carlo simulations.
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