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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.

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Mixed ANOVA - can I ignore Box's M if sample size is equal in each group?

I have read that Box's M tests can be ignored for MANOVA given equal cell size, is the same true for mixed ANOVA? For example, if I have an equal number of participants in two groups who each complete ...
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Assumptions of L1 Regression [duplicate]

I know that the L2 regression (regression-based L2 loss function/least square regression) assumptions are as follows. 1- Little or no Multicollinearity between the features. 2- Homoscedasticity ...
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Relationship between strict exogeneity and exogeneity in Time Series ADL models

I am currently learning about ADL models in Time series regression. The textbook notes down two types of exogeneity: Strict exogeneity and exogeneity. Exogeneity is defined as $$E(u_t|X_t,X_{t-1},...)...
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Rule of Sample Proporitions - What is the minimum sample size for a 2 Proportion Z Test?

I've been reading different resources, and I've been confused over the requirements for the minimum sample sizes to perform a 2 Proportion Z-Test. I'll be listing the rule, and the corresponding ...
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Are the assumptions of linear regression fulfilled? (Dummy variables only)

the dependent variable of my linear regression are stock returns of different companies. I have determined these stock returns with an event study and would now like to test the influence of different ...
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Do we need parametric tests? [duplicate]

First of all, sorry for catchy title, my question is not that broad as it suggests. I just came to conclusion that I don't need parametric tests. Instead, I need some feedback if my reasoning makes ...
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When should you check if assumptions are met when using stepwise selection?

Suppose I want to find a linear model with Gaussian error for a given data set. (The data set contains insurance claims and the end goal is to predict claim cost from claim features.) Also, suppose ...
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Assumptions for difference-in-difference regression using panel data

I'm doing a difference-in-difference analysis to measure the impact of removing financial incentives from healthcare quality indicators. I have data from 450 clinics, for 26 indicators in the '...
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2answers
51 views

poisson vs ordinal regression

I have an outcome variable in my dataset that follows a Poisson distribution Y Frequency 0 52121 1 2831 2 34 0 - None, 1 - Moderate, 2- Severe : ...
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What are assumptions of generalized linear model?

can anyone help me and tell me what I have to check to conduct the generalized linear model in SPSS. (What are assumptions of generalized linear model?). thank you so much for any try to help.
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1answer
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coefficient multiple logistic regression flips sign when adding second predictor [duplicate]

I have a binary outcome variable (word not learned = 0; word learned = 1) and two continuous predictors: how many phonemes/sounds the word contains (phonemic length) phonotactic probability (average ...
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conditional independence mixed linear models

I'm analyzing an experiment using linear mixed models but am not sure whether my model is appropriate or whether I'm violating the assumption of conditional independence. I've asked a statistician at ...
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Assumptions failed in experimental design model

I'm dealing with a three-factor experimental design with two-factor interactions. The problem is model residuals does not fit any assumption (normality, homocedasticity and non-correlated residuals) ...
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Number of Variables in Elastic Net

I have a data set with 1000 observations and 150 independent variables. When I apply elastic net, I end up with 100 variables. I wonder if I need to do any additional feature selection or if I can use ...
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Are the errors in this formulation of the simple linear regression model random variables?

On page 21 of Applied Linear Regression, fourth edition, by Sanford Weisberg, the error $e_i$ for case $i$ under the simple linear regression model is defined to be $y_i - E(Y | X = x_i)$, where $E(Y |...
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ncvTest vs Graph reliability

I am performing Multiple linear resgression The ncvTest has a p value of 0.02 or so which means that 95% level we have heteroskedasticity but the graph looks well and randomly distributed quite good ...
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Homogeneity of variances but non normal residuals of a two way ANOVA

I have a problem, actually two. I am doing a bunch two-way ANOVAs and some of them can't fullfil the assumptions, no matter what I transform the data to. Question: Does there exist a suitable non-...
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1answer
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Comparing heteroscedastic groups with sample sizes from 1 to 24… No valid tests?

I'm comparing 1 continuous variable across 36 groups (nurses grouped into 36 hospital units). Several groups have only 1 observation, but most have more, ranging from 1-24 observations per group. ...
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What are the weakest assumptions about the errors needed to derive the ordinary least squares estimator? [duplicate]

This is a question from a past paper. The answer given in the mark scheme is that the minimal assumption is just $\textrm{Var}(\epsilon)=\sigma^2I_n$. I'm struggling to understand why this is the case,...
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Assumptions for multiple regression

I have a question about some assumptions in multiple regression. Based on the theory in my university we have been taught that before running regression we have to analyze the following assumptions: ...
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What is the fundamental assumption for using resampling methods?

Suppose that I observe a set of non-i.i.d. data (time series) $\mathcal{L} = \left\lbrace (y_{t}, x_{t}) \right\rbrace_{t=1}^{T}$ with $x_{t} = (x_{t1},\ldots,x_{tP})$ a real valued vector of $P$ ...
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33 views

Does the t-test require randomization?

Can I use t test for a non-equivalent quasi-experimemtal design? As there is no randomization, can it violate the assumptions of the t-test? What statistical technique should I use?
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Problem from Introductory Wooldridge regarding WLS

I was reading the book introductory econometrics by "Wooldridge", and in Chapter 8 (Heteroscedasticity), it is stated that (see pink part) I could not understand, if $u$ and $x$ are uncorrelated, ...
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Asymptotic exactness of Welch's t-test under arbitrary distributions

A common recommendation when using the Welch t-test for comparing two unpaired sample means is that the assumption of normality is not a problem when the sample size $n$ is bigger than some constant $...
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Do the assumptions for linear regression apply to AR(p) models?

If we have a stationary time series and we want to model it as an AR(p) process, what conditions must hold besides the stationarity itself? Are they the same a the assumptions for linear regression: ...
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1answer
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Validity of the linearity assumption

I have to research unaided recall of commercials given a set of variables. So, I formulated the following model: $unaided = \beta_0 + \beta_1duration + \beta_2blocksize + \beta_3position + \beta_4 ...
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1answer
309 views

Error term conditional mean of 0. Linear regression

From my econometrics book i understand that the most important assumption of linear regression is that the error term has a conditional mean of 0, thus is independent of all the x values. How can i ...
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How to interpret plot residuals vs fitted values?

I run a ols regression and want now check the linearity assumption. I found out that i have to plot the residuals vs the fitted values and if there is no non linear pattern the linearity assumption ...
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1answer
47 views

How to check if a data is poisson sampled?

I was reading one article which develops a theory for the Poisson sampled data. That is the data is collected over time-points $\{T_k, k>1\}$, which are jump-moments of a homogeneous Poisson ...
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Assumption testing for a large amount of individual regression models and averaging R-squared?

I am running the following model for my thesis, a simple regression: \begin{equation} y_{i,t} = \alpha_t+\beta_tx_{p,t}+\varepsilon_{i,t} \end{equation} where Y is an observed variable (...
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What are the validity test of the Maximum likelihood estimation?

I know that the OLS has the standard validity test for assumption violation but when it come to the MLE how can we tell that the coefficients are valid for the conclusion
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1answer
109 views

Model assumption of linearity

I am trying to interpret the outcome of a test for assumption of linearity. This is the dataframe: ...
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2answers
89 views

10% rule for sample sizes

In an introductory stats book by Nicole Radziwell "Statistics the easy way with R" , an assumption used for nearly every statistical test (e.g.t-tets, anova, etc) is that the sample size should not ...
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Gaussian Processes: A Crucial Assumption?

I'm reading this paper, and I've come to what seems to be a pretty crucial assumption: Now, the n observations in an arbitrary data set, y = {y1, . . . , yn}, can always be imagined as a single ...
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BoxTidwell and Interaction term sginifance vs plotting predictors against logit in logistic regression

I am running a logistic regression in R. After boxTidwell() I discoevered that the linearity assumption of logistic regression is violated. Decided to explore further with ploting the predictors ...
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310 views

Fixed effects - correcting for autocorrelation and heteroskedasticity, panel data analysis in R

I have a datset of 25 counties over 11 years, with response variable unemployment ( in %), and 6 explanatory variables (proportion with high school, some economic indicators, etc). After some tests ...
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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 ...
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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'...
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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 ...
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56 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 ...
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1answer
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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 ...
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1answer
37 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 ...
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1answer
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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 ...
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1answer
21 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 ...
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33 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 ...
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1answer
56 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 $\sim N( 0, \text{constant_variance} )$ ...
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Unit-root and Johansen- lack of normal distribution

I have a question concerning unit-root data and normal distribution. As an assignment, I am checking the long-term relationship between unemployment rates and labor force participation rate. First I ...
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1answer
262 views

How to check the assumptions of ANOVA from a boxplot?

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 ...
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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 ...
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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 ...