Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [assumptions]

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 mechanism.

0
votes
0answers
26 views

How to check SEM assumptions?

This question is related to SEMs that include latent variables e those that not include in lavaan package. SEM assumes normality/multivariate normality, but it is being very difficult to found a way ...
0
votes
1answer
23 views

Classical linear regression model assumptions [closed]

I apologize if this question has been asked before, I did search the forum beforehand but I was unable to find a question that seems to address mine directly. I've taken several courses in linear ...
5
votes
1answer
28 views

When does the boundedness of the dependent variable become problematic in linear regression?

Linear regression assumes that the dependent variable ranges from $-\infty$ to $\infty$. Many (most? all?) real DVs do not actually have such a range. For instance, the weight of adult male humans can'...
0
votes
0answers
16 views

How to check the assumption of homogeneity of variance visually using box-plots

Can anyone confirm if APA no longer recommends using statistical tests for checking assumptions? If so, what are the alternatives? I have been told to check visually but I am unsure how to check ...
0
votes
0answers
36 views

rmANOVA or mixed models when all assumptions are violated

I conducted a balanced 3x2x2 (Distance x Scale x Object) within subject design with 13 participants in my final analysis. The dependent variable is a continuous physiological measurement with about ...
-1
votes
1answer
28 views

Statistical test to use to test mean equality given non-independence assumptions

In a survey conducted, 75 survey participants were asked to rate randomized keywords from groups 1-5. Every keyword belongs to a group and subjects were asked to rate each keyword. I would like to ...
1
vote
1answer
35 views

Application of logistic regerssion

Please, I have a question about the application of the logistic regression. If we measure the glycemia (blood glucose) among the same subjects group in three time (measures were operated in 3 ...
0
votes
1answer
36 views

Violating the assumptions of one sample t-test and wilcoxon's sign test

As far as the background of my research is concerned, I developed a framework for sustainability management in organizations through a systematic review of literature and sustainability reports. That ...
0
votes
1answer
14 views

How do I report a Friedman Test when the sample violates the assumption: 'Group is a random sample from the population'?

How do I report a Friedman Test when the sample violates the assumption: 'Group is a random sample from the population'? My study involves a group of participants receiving an intervention and a ...
1
vote
0answers
21 views

Functional data analysis references

I am working on a inferential framework for functional data. I have categorical independent variables and a functional response variables. Different implementations of functional linear models are ...
1
vote
1answer
46 views

weird assumption of one-way random effects ANOVA

$$Y_{ij} = μ \, +\, A_i \, +\,ε_{ij}$$ In Ch5 (random effects one-way ANOVA) of my textbook, it mentioned that $A_i$ (see the model above) is assumed to be $\sim N( 0, \text{constant_variance} )$ ...
0
votes
1answer
50 views

How to interpret a boxplot to check for assumptions?

This boxplot shows 5 different forms of dancing, on the y axis we have the number of injuries. This is an ANOVA model. The question is, what assumptions could not be met according to this boxplot? I ...
0
votes
0answers
37 views

Which one of these is correct for linear regression?

Only one of these is supposed to be the correct one for simple linear regression. Which pair of plots would you say has constant variance and normal distribution? I feel like none of them have both ...
1
vote
0answers
27 views

Violation of normality of residuals in glmm [duplicate]

I'm a newbie, so apologies in advance if this Q is missing any useful detail. I'm trying to test the effect of condition upon the number of times certain behaviors are produced by a group of ...
1
vote
1answer
52 views

Proof of contemporaneous exogeneity, and its implications for an AR(1) model

It can be shown by contradiction that exogeneity fails to hold for an AR(1) model. Is there any proof that contemporaneous exogeneity does not fail to hold? All I've come across is assuming it does ...
0
votes
1answer
75 views

Implications of strict exogeneity for OLS in time series

Zero Conditional Mean (ZCM), or Strict Exogeneity, is given by: $E[u|X]=0$ Equivalently, $E[u_t|X]=0, t=1,...,T$ Is it true that this implies: Zero Unconditional Mean: $E[u_t]=0, \forall t$ ...
1
vote
1answer
38 views

Why are t-tests rather than z-tests used in linear regression? [duplicate]

Do the explanatory variables need to have normal distribution in linear regression? Why are there z-tests rather than t-tests in logistic regression?
1
vote
0answers
80 views

How to verify the “random sampling” Gauss-Markov Assumption with Stata (or anything else)?

According to the book I am using, Introductory Econometrics by J.M. Wooldridge, there are 5 Gauss-Markov assumptions necessary to obtain BLUE. However, by looking in other literature, there is one ...
2
votes
0answers
45 views

Data Transformation to achieve Linearity

One assumption of OLS regression is Linearity. To check whether the assumption holds, you can plot component + residual plots or partial residual plots. When a linear relationship is apparent, is's ...
0
votes
1answer
61 views

The assumptions regarding the t-test

The t-test has an assumption that the sample provided has to be random in nature. Do we test our sample for randomness before carrying out the t-test ?
1
vote
0answers
34 views

How much Autocorrelation is acceptable in Regression Analysis?

One assumption of regression analysis is independence of residuals. I checked this assumption and found small autocorrelation (see figure). One remedy would be to incroporate dummy variables for the ...
0
votes
0answers
19 views

Transforming panel data OLS into cross-sectional data model

I am currently stuck on a task where I am interested in estimating the production function for agricultural output using panel data as follows: \begin{equation} y_{it} = x_{it}\beta + \alpha_i + \...
1
vote
0answers
29 views

How can one verify distributional assumptions for testing procedures, if only one draw from each distribution is available

I am currently dealing with a situation in which the Wilcoxon signed rank test (WSRT) is a possible candidate to be applied to the data. So let`s say we have $n$ pairs of Random Variables $(X_i, Y_i)$ ...
1
vote
0answers
26 views

When to report the check for linear regression assumptions?

Here's the steps for an analysis. I know there is some past research implying there is a linear relationship between $Y$ and $X_1, \cdots, X_n$ So I set a hypothesis that $Y$ is a linear function of $...
3
votes
2answers
67 views

Is “joint probability” assumption necessary for regression purposes?

I state beforehand that my question may sound odd and captious (and maybe it is). In regression theory basically we assume that explanatory variables and independent variable are joined togheter ...
0
votes
1answer
55 views

whats should i do if my data is remain not normally distributed every after log, log10 [closed]

I have a dataset about body vibration; the values are not normally distributed. For that, I tried the normal log, log10, but it remains not normally distributed. What should I do?
0
votes
0answers
65 views

Is it okay to use non-parametric tests on normalized data?

I'm doing experiments with 3 conditions: A, B, and C. I have done the experiment 3 times, so each condition gets 3 values for a total of 9 values. Each value is actually an average of 5 measurements. ...
1
vote
0answers
34 views

Normality assumption for Chi Square goodness of fit

Does Chi Square goodness of fit require normality assumption? Is it a parameteric or non-parametric test? What it its relation with t-test (parametric test) and u-test (non-parametric test)?
0
votes
1answer
104 views

Proportional odds assumption for multilevel data

I'm running model in which I analyze salary of recent graduates. People graduated from different majors and in different years. The dependent variable (salary) is measured using intervals, e.g., "less ...
2
votes
0answers
28 views

How to test multiple regression assumptions when multiple imputation has been used?

I used multiple imputation on SPSS to deal with missing data in my study. I then carried out multiple regression from the imputed and original data-sets, using a split-file. I now have output for each ...
6
votes
1answer
71 views

What is the difference between $E[\varepsilon\mid X]=0$ and $E[\varepsilon X]=0$ in OLS regression?

Why is the assumption $E[\varepsilon X]=0$ weaker than $E[\varepsilon\mid X]=0$?
10
votes
2answers
475 views

Family of GLM represents the distribution of the response variable or residuals?

I have been discussing with several lab members about this one, and we have gone to several sources but still don't quite have the answer: When we say a GLM has a family of poisson let's say are we ...
1
vote
1answer
41 views

Distributional assumption for a VAR model: is normality needed?

Do all variables in a VAR (Vector Autoregressive model) need to be normally distributed? Or there is no restriction about the distributions of the variables in this model (normal or otherwise)?
2
votes
0answers
44 views

z-test of proportions vs chi-squared

A 2-sample z-test of proportions and a chi-squared test can both be used to analyze a $2\times 2$ contingency table. In fact, for $2\times 2$, $\chi^2=z^2$. Why can the same table, being used with two ...
3
votes
1answer
334 views

Ways of Testing Linearity Assumption in Multiple Regression apart from Residual Plots

I was going through the assumptions of linear regression and of course one of them was linearity between the dependent and the independent variables - to be precise I should say that the assumption is ...
3
votes
1answer
109 views

Does 'Conditional Independence' means there should be no multicollinearity among features?

I was reading the Naive Bayes article on Wikipedia and I read that, In Naive Bayes, the naive assumption that Naive Bayes make is "each feature is conditionally independent of every other feature, ...
0
votes
1answer
10 views

Repeated measures factorial assessed using planned contrasts

I have dependent data that can be arrayed as a factorial. I understand that although factorials can be assessed through ANOVA, it is not necessary or always desirable to do so. A second option is 1-...
0
votes
2answers
56 views

Checking the Assumptions for T-tests

I am in the porcess of checking the assumptions of some data in order to perform a T-Test and had a few questions about how they should be set up. I was able to find the assumptions for a T-test here....
2
votes
1answer
341 views

Assumption of homoscedasticity/equal variance violated in a 2-way ANOVA

I'm analyzing results from an experiment where 56 samples were tested for a specific response to electrical stimulation. Electrical stimulation was done at 2 different stimulation frequencies, and at ...
1
vote
0answers
44 views

ANCOVA - Non-linearity of covariate

I have a dataset where I calculated genetic distances between populations of some animals (a continuous variable). I want to know if these differences are explained by physical or/and ecological ...
4
votes
0answers
48 views

Why are statistical assumptions not reported in published journal articles?

In universitiy theses I often see students including details about their model in the appendix (distribution residuals, heteroscedasticity, durbin watson, multicolinearity values). However in ...
3
votes
2answers
57 views

When are the linear regression parameters of Y and X the same as the parameters of Y' and X'?

I am working on some simple linear modeling of a physical system and assumed that taking the derivative of an equation $$Y = \beta_1 + \beta_2 X + \varepsilon$$ would give me $$\frac{dY}{dt} = \...
0
votes
1answer
75 views

Poisson assumptions

I am dealing with a dependent variable that is either 0, 1 or 2 in theory it is unbounded and it can take values more than 2 so I am motivated to test Poisson model first. The frequency counts for ...
3
votes
0answers
46 views

confusion about the link between residuals, error terms, sample size and CLT in ANOVA

I feel a little confused about the assumption of the ANOVA and what it ensures mathematically the errors have to be iid and normally distributed N(0,1). independance of observation. Is it not a ...
2
votes
2answers
123 views

Is it possible to derive joint probabilities from marginals with assumptions about the conditionals?

I understand the title is too generic. I tried to look for similar questions and although there were a few that were seemingly about the same issue, either they provided answers in the negative or had ...
14
votes
5answers
2k views

What is the need of assumptions in linear regression?

In linear regression, we make the following assumptions The mean of the response, $E(Y_i)$, at each set of values of the predictors, $(x_{1i}, x_{2i},…)$, is a Linear function of the predictors. The ...
5
votes
1answer
192 views

How to account for multiple measurements of same person in either two-group comparision or regression?

I am running analysis on clinical data collected from patients which are correlated either by time (longitudinally) or more commonly different measurements of the same person at same time (eg. ...
0
votes
0answers
25 views

Friedman test when subjects are not a random sample from a population/ when subjects are dependent

Imagine that you measure all $n$ people from a school class in $k$ $\geq2$ different treatment conditions. My goal is to find out whether the there is a systematic difference in Ranks (i.e. the $H_0$ ...
1
vote
1answer
63 views

Multicollinearity and predictive performance

Looking at this statement: "Multicollinearity does not affect the predictive power but individual predictor variable’s impact on the response variable could be calculated wrongly." Is this ...
3
votes
1answer
37 views

Which model assumptions are important for prediction?

Disguised as other questions, there are frequent questions where the OP checks for violations of model assumptions (e.g. normality, homogeneity of variance in linear regression) in models they intend ...