Questions tagged [degrees-of-freedom]

The term "degrees of freedom" is used to describe the number of values in the final calculation of a statistic that are free to vary. Use also for "effective degrees of freedom".

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Is it normal to have thousands of df in a logistic regression model?

I'll admit right off the bat that degrees of freedom is not a concept I understand very well in general. That being said, I was reading a study that reported the following results: I struck me that ...
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How to define degree of freedom for Ljung Box text?

I am using Ljung-box test after fitting an ARIMA model to a time series to investigate whether residuals do look like white ...
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Is there a way to correct for degrees of freedom when using a generalized linear model with a Poisson distribution featuring random effects?

I am running a generalized linear mixed effect model with a Poisson distribution to analyse count data. The model has a random effect that takes into account multiple observation obtained by the same ...
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What is $F_{k,\infty}$, i.e., $F$ distribution when the second degree of freedom approaches infinity?

What is $F_{k,\infty}$, i.e., $F$ distribution when the second degree of freedom approaches infinity? I'm wondering if there is a known distribution(such as $\chi_k^2$) that it converges to.
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Why do df.residual in R and df_resid in Python (statsmodels) produce different results? [closed]

The statsmodels result is consistently higher by 2. This is using lme4 (R) and MixedLm (Python).
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What Degree of Freedom should I be using for this Q-test

This is a Time Series problem. I am testing whether I have significance of residues at $lag=3$ using an $ARMA(1,1)$ model. From the $ACF$ plot, the autocorrelation of residues is significant. The ...
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Degrees of Freedom for Linear Combination of Variables

I have three mean estimates, all from variables assumed to follow a Normal distribution. The following is a mock example. x1 is estimated at 4, with a standard error of 5 and 6 degrees of freedom x2 ...
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huge degrees of freedom for post-hoc tests of lmer model using emmeans

I have a trial-wise linear mixed model with a categorial between-subjects factor group (A vs B) and two categorical within-subjects factors itemEmotion (neutral vs. negative) and neuralArea (frontal ...
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Degrees of Freedom for Variances in SAS Proc MIXED

Below is a SAS proc Mixed code generated by JMP. Both JMP and SAS give me a confidence interval for the variance components (in the table "covariance parameter estimates"). I would like the ...
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How to do a MANOVA if my three dependent variables have only two degrees of freedom?

In my experiment-design I have 3 dependent variables. They are related to percentages of time during which the subjects exhibit a certain behavior. As they always must exhibit exactly one of these ...
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Fit indices showing "na" in lavaan path analysis using DWLS

I am doing a path analysis using lavaan in R. I have two models of interest: Model 1. Model 2. As one of the variables in the model is ordinal, I specified the ordered="Y2" command when ...
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Large degrees of freedom (df) reported in lmer model

I am running a 3-way interaction linear mixed effect model using lmer function to see how reaction time varies as a function of age (older vs. younger), task (AJ vs....
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Satterthwaite degrees of freedom in cross-classified linear mixed models

My colleagues and I are running a few experiments using multiple stimuli and participants, where participants were asked to rate a series of targets that varied in perceived strength (strong, weak) on ...
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How did Acheson Duncan calculate degrees of freedom for ranges in his d2* table?

As found in Acheson Duncan, Quality Control and Industrial Statistics (and earlier), there is a table for d2* for estimating the variance from the range based on the number of subgroups and the ...
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Df calculations seem off in lmer with 3-level categorical predictor comparison

This is a MLM analysis of a physiological variable (so big dataset) with a time x condition fixed effect, where condition has 3 levels. Model code is: ...
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t-test with data in long-format including levels of non-interesting factor in R

I've computed an ANOVA with one between-subjects factor (2 groups each including 26 participants) and 2 within-subjects factors (item type with 3 levels and emotion with 2 levels) in ezANOVA. ...
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Confused about degrees of freedom

Everything I've read about degrees of freedom says more is better - it is an indication of a model's flexibility. I'm now running a power analysis in R and I've noticed that lower degrees of freedom ...
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How to calculate the degrees of freedom for L1 and L2 regularised GLMs?

My goal is to calculate various information criteria for generalised linear models (e.g., the AIC). To do this, we need to calculate the effective degrees of freedom of the trained model. In an ...
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Intuition for bandwidth and degrees of freedom in kernel smoothers

For Kernel smoothers such as local polynomial regression smoothers (the Nadaraya-Watson smoother), we consider $y = m(x) + \epsilon$, for $m(x)$ some smooth function we are trying to estimate and $\...
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degrees of freedom in estimation of sigma squared (HLM)

In HLM software, when running 2 level null model, its come out There are no degrees of freedom to estimate sigma_squared. Set sigma_squared to a constant, or delete one or more of the random effects ...
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Conflicting omnibus results for a mixed-effects model

I am attempting to get omnibus tests of interactions with a multicategorical variable ("strategy") in mixed-effects models. When running this in ...
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Degrees of freedom in conditional independence of categorical variables

I'm new to the concept of degrees of freedom and so far I only saw example of degrees of freedom in settings that are different from the one of this question therefore I decided to post my doubts here....
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Can one specify a fractional degree of freedom for a constrained parameter?

There is a good explanation of degrees of freedom elsewhere. But which heuristic applies in the following is not so clear from that explanation. There is also a different question elsewhere. Is there ...
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Why are degrees of freedom an issue for statistics only not parameters?

I just spent the last 2 hours trying to understand degrees of freedom, i read multiple interpertations, however one really stuck with me: it's the number of data points that are free to vary AFTER the ...
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Choice of Size of Latent Representations in Variational Autoencoders

Are there any guidelines concerning the choice of the size of the latent space when using VAEs? It does of course depend on the data. I found the following in Christopher Bishop's Book Pattern ...
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Welch-Satterthwaite equation for effective degrees of freedom

Using Welch-Satterthwaite equation to calculate the effective degrees of freedom i got 0.29, is that possible? What is the meaning of that equation and how can i know if I messed up somewhere?
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correct degrees of freedom

I want to compare two models via BIC in a regression. My conditional error distribution is gaussian. The existing model (not changeable) is: model 1: ...
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Does parametrized Box Cox transform take degrees of freedom away from subsequent models?

The Box-Cox transform has two parameters that equate to a shift $\alpha$ and a power $\lambda$. Implementations such as scipy.stats.boxcox have the option of either ...
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Implications of using up degrees of freedom

I'm not sure if this is true, but is something 'lost' when we attempt to estimate the grand mean when doing an ANOVA or a coefficient in linear regression? I've heard phrases like, you "burn up/...
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Degrees of freedom in lme4 models

How are Kenwood-Rodger degrees of freedom approximated in lme4 models? In particular, I am interested in a model of the form: ...
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Does chi-square with N degrees of freedom stochastically dominate chi-square with M degrees of freedom whenever N>M?

Does chi-square with N degrees of freedom stochastically dominate chi-square with M degrees of freedom whenever N>M? My guess is yes. As $\chi^2_{N}=\sum_{i=1}^NZ_i^2$ and $\chi^2_{M}=\sum_{i=1}^M ...
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(How to find the) Degrees of Freedom for multivariate distributions?

Pardon me asking this comparatively elementary question. I want to make sure I understand the definition of DoF by Efron, as in Eq. 8 of this article by Janson et al. Suppose I have 2 data set $A = \{...
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At first if I fail, ....should I keep trying

The final goal is to predict the effect of intervention(A) on outcome(Y) in the presence of some confounders (x). Before running the model to evaluate the effect of A on Y, I am doing some Exploratory ...
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Where is our consideration of "nuisance degrees of freedom" in modelling?

I am concerned about a lack of attention among researchers towards whether (or how) nuisance parameters affect degrees of freedom. For our purposes here we are considering $$\underbrace{\text{df}}_{\...
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Is having only degree of freedom left in SEM acceptable?

I was creating a latent variable with 4 indicator variables in AMOS. 2 of the variables have shared covariance) and was concerned about the "perfect fit" of CFI = 1 and RMSEA = 0. There is ...
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Calculating 95% confidence interval for Repeated Measurement ANOVA output

I'm conducting a repeated measurement ANOVA analysis below (both factors are within-subject factors): ...
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Trying to apply cross validation with a cubic B-spline as the model

Using the caret package, I try to do cross-validtion as follows: ...
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Repeated measures ANOVA - degrees of freedom

I'm studying repeated measures ANOVAs, found this example online and can't understand how are the df calculated. What would be the mathematical expression for calculating both df values in this ...
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number of degrees of freedom - afex repeated measures ANOVA

I am running a repeated-measures ANOVA using the afex package. My subset information: The variables are all factors, execpt the dependent variable, and I have 2 ...
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Correct formulation for getting the F-test, p-value

I am reviewing some code that is used to calculate the efficiency of the elecitrical distribution companies in Denmark. In short, this method measures all the companies up against each other, and then ...
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Estimating the number of degrees of freedom for an F test

I have a question regarding how to estimate the number of degrees of freedom for an F-test as discussed in the following image. In this paper (https://rmets.onlinelibrary.wiley.com/doi/abs/10.1002/...
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Where do the degrees of freedom in the F-test come from?

In the context of a linear regression, say \begin{align} y_{i} & = \beta_{0} + \beta_{1}x_{1i} + \beta_{2}x_{2i} + \ldots + \beta_{k}x_{ki} + \epsilon_{i} \end{align} the F-test is \begin{align} ...
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What is the degrees of freedom of a linear model when some of the variables sum to 1?

If I have a linear model $$ y_i = \beta_0 +\beta_1 X_{1i} + \beta_2X_{2i} + \beta_3X_{3i} + \beta_4X_{4i}+ \beta_5X_{5i}+\beta_6X_{6i} + \epsilon_i$$ the degrees of freedom is $n-(6+1)$ because I have ...
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Difference between Welch's and Satterthwaite's approximations

Stata's ttest command has two options for approximating the degrees of freedom when performing t-tests between two groups with unequal variances. One uses Welch's 1947 approximation, the other using ...
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Introducing correction based on intersection of two datasets and usage of the resulting values

Imagine having a set of samples, f.e. id# 1 - 10. Samples 1-7 were analyzed by some trusted method, and samples 4-10 - by a less trusted technique. These methods give different results on a subset of ...
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If one fits a linear model with just one $x_i$ then does this mean df=1-2=-1?

If one fits a linear model with just one $x_i$ then does this mean that the number of degrees of freedom $=1-2=-1$? For a linear model the degrees of freedom is: $${\rm df}=n-k$$ where $k$ is number ...
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How many degrees of freedom do the estimators of a panel regression have?

I have multiple observations for multiple people stored in a panel. Here's a sample of my data (where id is a unique person identifier and ...
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Chi-squared Significance, P-values and Degrees of freedom correct use

I'm in a dilemma about correct use of degrees of freedom (df) for contingency table For example: Set alpha <=0.05 PREDICTOR = colours: red, green, blue TARGET = binary: yes, no df formula is (r-1)(...
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Obtaining standardized mean differences or pooled standard deviation for linear contrasts

I have a weighted linear regression with three categorical predictor variables (each with 4 levels), and have tested three contrasts using the multcomp package in R: ...
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Very confused by residual degrees of freedom in REML

I am trying to estimate a LMEM model with three fixed effects (two regressors and their interaction) and one random effect (a by-subject random intercept). Both regressors are dichotomous. I'm using R'...
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