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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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Multilevel Model Residuals Scatterplot Assumptions

I am conducting multilevel modelling (MLM) in SPSS (mixed modeling) to analyze cross-sectional repeated measures data. One of my dependent variables is a survey question scaled 1 to 10, which ...
Mark S.'s user avatar
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Analysis of Variance Assumption Testing When Multiple Error Terms Are Used

I am conducting a repeated-measures analysis in R, where blocks were sampled repeatedly over a season. ...
David Moore's user avatar
1 vote
1 answer
34 views

Mixed ANCOVA Assumptions

I have a Mixed ANCOVA. my within-subjects factor is Time [Pre- and post-intervention) and my between-subjects factor is Group [4 intervention]). My IVs are group and time. My DV is happiness, which is ...
Johnny A's user avatar
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32 views

Two Way Anova with Heteroscedasticity

I'm trying to run a two way anova test but the homoscedasticity condition is not met. My analysis is not balanced and I have over 3000 observations in my sample. Is it okay to proceed even if the ...
computer_goblin's user avatar
2 votes
1 answer
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Variance ratio below 3

Can it be assumed that the repeated measures (RM) ANOVA is robust, even after having a significant Levene test for a variable? What about if the ratio between the maximum and minimum variance is below ...
mdscience's user avatar
2 votes
1 answer
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In linear regression, in what situation(s) would you transform the response variable BEFORE having checked the assumptions?

I have a non-normally distributed, right-skewed response (dependent) variable which will be used in an (OLS) linear regression model. Why would I want to transform this before having checked the ...
Jen's user avatar
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1 answer
68 views

What properties must be verified for a simple OLS regression model with time series?

Let's say I have 3 time series variables, $(X_t)$, $(Y_{t})$, $(Z_{t})$ and I estimate the following model with OLS estimator (I believe this form is called ARDL) : $$X_{t} \quad = \quad \alpha_1 X_{t-...
Johannes Konrad's user avatar
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16 views

For a MANCOVA or MANOVA, is it true that "the pattern of group differences expected for all of the dependent variables is in the same direction?"

I'm considering performing a MANCOVA for a project, and during my research I came across a statement that gave me pause, quoted in the question title. You can find the statement in the middle of the ...
Adam's user avatar
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Positivity Assumption in Propensity Score Methods for Pre- and Post-Treatment [duplicate]

I am designing a research project and could use some guidance. My research question focuses on estimating the effect of a new co-responder policing program on use-of-force and arrests. I want to see ...
galaxy-friday1017's user avatar
3 votes
2 answers
123 views

Necessary normality assumptions for a one-way ANOVA

I am wondering about the normality assumption. It is required because underneat all this, ANOVA is running a F test. The denominator of the F test is the sd of the residuals, thus we need these ...
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1 vote
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Can Cramér's V or contingency coefficient be used if chi-squared assumptions are not met?

I am testing for the independence of a specific set of variables with respect to a common event. Despite having a fairly decent sample size (n=236), the event I am testing for is relatively rare (2% ...
Daniel's user avatar
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4 votes
1 answer
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Model assumptions - not worth the effort?

This question was inspired by this discussion I read recently. After obtaining our results, the assumptions from the models we used should be checked, otherwise these results may be deceiving. ...
JED HK's user avatar
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154 views

Testing Assumption of Linearity for Multinominal Logistic Regression

I have a nominal DV (0 through 3). IVs are all continuous. I'm trying to test the linearity assumption, however I can't run the logistic regression function in SPSS with the LN IV variables because of ...
Bexx's user avatar
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-1 votes
1 answer
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Usefullness of Graphical Models in practice

Graphical Models uses that correlation 0 is equivalent to independence for multivariate normal distribution. Then we can make a graph where there is an edge between two nodes if the correlation is not ...
ScapeProf's user avatar
1 vote
2 answers
80 views

Query re Normal Distribution of Data for GLM [duplicate]

Ive collected data for force measurements (response variable) based on 3 factors in unique tests material type (2 off) (I assume this is categorical) tool radius (2 off) (assume this is discrete as ...
GTK's user avatar
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7 votes
1 answer
122 views

What distribution assumptions do Gupta, Podkopaev & Ramdas (NeuroIPS 2020) think could be made?

A 2020 NeuroIPS paper by Gupta, Podkopaev & Ramdas addresses the calibration of outputs to binary “classification” models, admitting that the raw scores, despite perhaps being on $\left[0, 1\right]...
Dave's user avatar
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Unifying predictions from the same model but with differing assumptions

I'm working with the same dataset and I'm exploring several approaches to modelize it. Each model applies the same model but operates under different assumptions, such as: Stationarity vs. Non-...
Anewone's user avatar
5 votes
2 answers
128 views

Sufficient conditions for asymptotic efficiency of MLE

Maximum-likelihood estimators are, according to Wikipedia, asymptotically efficient, that is they achieve the Cramér-Rao bound when sample size tends to infinity. But this seems to require some ...
Luis Mendo's user avatar
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2 votes
2 answers
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Why are error properties in linear regression assumptions if they are true by construction?

The following two results on the residuals ($\epsilon$) in the case of linear regression get stated as assumptions of the linear regressions $E(\epsilon) = 0$ $cov(X, \epsilon) = 0$ Here is MIT 18....
figs_and_nuts's user avatar
1 vote
0 answers
18 views

Assumptions to be met for a contrast test of mean against zero

When doing a contrast test (see R code below) or it's rather unusual regression style equivalent, both of which are basically a t-test, what assumptions have to be ...
Madamadam's user avatar
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2 answers
260 views

Check assumptions in generalized linear model binomial family

I have the following dataset ...
GiorgioS's user avatar
3 votes
0 answers
54 views

Checking the linearity assumption in multiple regression

If I wanted to check the mentioned assumption, it is quite easy for only 1 predictor, but what if I have several? I read online that I can plot the residuals vs predicted and see there is no pattern, ...
WalaWizon's user avatar
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7 votes
3 answers
325 views

OLS assumptions of uncorrelatedess

When dealing with data $(X,Y)$ that is not time series data, for example $X=\text{weight}$ and $Y=\text{height}$, we can use OLS to estimate the coefficients $b_1$ and $b_0$ of a linear regression ...
Brett Cooper's user avatar
8 votes
1 answer
157 views

Minimal number of features and observations for random forest regression analysis?

Linear regression is a suitable regression method even for small numbers of observations as long as there are enough observations per predictor (with factors 5 to 15 given as rules of thumb) and we ...
Bernhard's user avatar
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How to make the case for a parallel trends assumption in a within-person DiD with 1 pre-treatment time point 1 post-treatment time point?

Study design: Within a two-year period (2021-2022), both the people in the treatment group and the people in the control group did not receive the treatment of interest at time point #1, and only the ...
Ray's user avatar
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0 answers
29 views

Homogeneity of regression slopes and collinearly of covariates in ANCOVA (specific)

Thank you for such a great website for statistics learners, I am currently studying a factorial ANCOVA and have two questions: do we need to test homogeneity of regression slopes for an interaction ...
YuliaM's user avatar
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3 votes
1 answer
200 views

Does the sphericity assumption apply to linear mixed models?

I have recently been asked to check the sphericity of my data to confirm it meets the assumptions of the linear mixed models I have generated (using lmerTest in R). I have read conflicting information ...
HarD's user avatar
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0 answers
60 views

Assumption in DBSCAN Clustering

Does the non-multicollinearity assumption apply to DBSCAN? I've read that this clustering method makes no assumptions about the density or variance in clusters that may exist in the data set. Can that ...
Anna's user avatar
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1 vote
1 answer
44 views

Why do we require ordinality of the response with respect to the predictors in the proportional odds model

I've recently been reading about ordinal regression with a focus on the proportional odds model in the book regression modelling strategies. The author states "A basic assumption of all commonly ...
Albert Nilsson's user avatar
2 votes
2 answers
208 views

Do all GLM models not require equal variance?

I am trying to learn about generalized linear models (GLMs). For example, in a Poisson GLM: $\text{g}(\mu_i) = \text{log}(\mu_i) = \beta_0 + \beta_1*X1_i$ $E[Y_i|X_i] = \mu_i = \text{exp}(\beta_0 + \...
stats_noob's user avatar
5 votes
2 answers
482 views

OLS assumption, full rank of matrix $X$

One of the OLS assumptions concerning the $X$-matrix (with a constant) is that the columns $(1, x_{i1}, \ldots , x_{iK})$ are not linearly dependent. This looks intuitive to me, because of the dummy-...
Marlon Brando's user avatar
5 votes
1 answer
185 views

Assumption of Normality - do the residuals need to be normally distributed for each independent variable (or each level of an IV)?

Let's say I have 4 groups of football fans, and I want to see who screams loudest, and I want to run an ANOVA. My dependent variable is loudness, and my independent variable is Fan_Type, with 4 levels....
Bennett K.N.'s user avatar
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0 answers
29 views

Does it make sense to define non-multicollinearity as "an assumption" that can be "tested"?

In the case of multicollinearity, I wonder why: We typically talk about lack of it as an assumption (thus, we assume non-multicollinearity): https://www.statology.org/multiple-linear-regression-...
Federico Tedeschi's user avatar
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0 answers
7 views

Possible endogeneity issue with FE regression

I am doing a regression of the effects of sanctions on gdp: ...
slicey's user avatar
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0 votes
1 answer
228 views

If my logistic regression model is performing well, does it matter if my features don't pass the Box Tidwell Test?

I've built a logistic regression model for binary classification with a high F1 score, but when I run Box-Tidwell tests on continuous independent features/predictive variables, I find non-linearities ...
systems_engineer25's user avatar
1 vote
0 answers
52 views

Unbiasness of OLS estimates under Stochastic Regressor

I found although the Gauss-Markov Theorms are so widely used, it has so many different versions. Appreciate it if anyone could help me clarify this specific question I have. Given the OLS estimators: $...
Kay99's user avatar
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0 votes
1 answer
81 views

The correct condition for OLS estimates to be unbiased?

For the ordinary least square (OLS) estimates of regression ($\vec{y} =\mathbf{X} \cdot \vec{\beta} + \vec{\epsilon}$) to be unbiased (without considering the efficiency), which one of the three ...
Kay99's user avatar
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0 votes
0 answers
14 views

Help to interpret the residuals vs. fitted values plot for verifying the assumptions of a linear model [duplicate]

Consider this residuals vs. fitted values plot: Would you say this have no problems and I can go on the linear regression? I am interpreting this as heteroscedasticity and with that should not go ...
Naomi Pomella's user avatar
2 votes
1 answer
516 views

How to Check Linearity Assumption in Logistic Regression with a Large Dataset?

I am working with a very large dataset that essentially covers the entire population of interest. I want to assess the linearity assumption between an independent variable and the log(odds) of the ...
LeterPeko's user avatar
1 vote
0 answers
59 views

Robust Standard Errors as Remedy for Violation of Assumptions in Multi-Level Model

So I ran a multi-level model using the nlme/lme4 R packages. Testing the assumptions, I found that level 1 as well as level 2 residuals are not normally distributed, also there's heteroscedasticity on ...
Ben's user avatar
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0 votes
0 answers
51 views

How to check assumptions of a binomal GLM with categorical predictors

I have a data set that looks like this (subset below): ...
mels's user avatar
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1 vote
1 answer
490 views

How to interpret the DHARMa quantile residual plot?

We calculated a GLMM based on the beta distribution: ...
bos's user avatar
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0 votes
0 answers
130 views

Multi-level regression model: assumptions and their violations

Some context: I'm trying hypothesis testing using HLM/Multi-level regression modeling for the first time and ran into some problems testing the assumptions on my specified models. All in all I ...
Ben's user avatar
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3 votes
1 answer
85 views

Lavaan growth model: to treat endogenous variable as ordinal or continuous

I am modelling the trajectories of scores on two cognitive tests (i.e., PAL and SOS) measured at four time points. To do this I am creating separate latent growth curve models for each cognitive test, ...
Aepkr's user avatar
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0 votes
1 answer
71 views

How should I proceed with a one-way ANOVA if homogeneity of variance is violated, I have unequal sample sizes, and I want to control for covariates?

I'm using SPSS. I have a multi-level categorical IV and a few continuous DV's. My main analysis goals are to test the effect of the IV on the DV, and then to follow-up with pairwise comparisons of ...
Joanna Demaree-Cotton's user avatar
1 vote
0 answers
29 views

GVLMA give contradicting results on the same data compared with the inverse model

I was using GVLMA from R and this doc: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2820257/ But then I notice something weird with some models, working with the set of data, some tests of Y(X) can ...
Abs_0_'s user avatar
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1 vote
1 answer
72 views

What to do after violation of homogeneity of regression in ANCOVA

I wanted to run an ANCOVA. My independent variable is field of study (3 groups: science, humanities, and business). My dependent variable is IQ measured on a continuous scale. There are two covariates:...
FastBallooningHead's user avatar
0 votes
0 answers
29 views

Is identification assumption a necessary condition for causal inference?

I am confused about the identification assumptions mentioned in learning pearls causal inference book . May I ask is identification assumption a necessary condition for causal inference?
Leonard's user avatar
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0 votes
0 answers
54 views

Testing multicollinearity assumption for logistic regression

My model is dealing with survey data for a mixed-effects logistic regression model. All of my variables in the model are categorical (most are binary). What can I use in R to assess the ...
Mark Bayer's user avatar
3 votes
1 answer
75 views

Correct notation when proving that $\hat{\beta_1}$ is linear

When reviewing lecture slides for the proof that $\hat{\beta_1}$ is linear in OLS-regression my teacher posted the following on the lecture slides: $$\hat{\beta_1}=\frac{\sum(X_i-\bar{X})Y_i}{\sum(X_i-...
AoMRos's user avatar
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