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.

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How to determine degrees of freedom for regression when not all observations are independent?

I'm trying to determine the degrees of freedom for my dataset. (Purpose: to determine the confidence interval for the slope of the regression line.) The problem is, the explanations of degrees of ...
29 views

Degrees of freedom in covariance calculation [duplicate]

When calculating the sample covariance, why do we divide by $n-1$ instead of $n-2$? Don't we lose two degrees of freedom since we need to calculate two sample means? For example, when estimating the ...
80 views

Parameter estimation from single dynamic experiment. How many degrees of freedom?

I am estimating a parameter (diffusivity) from a set of experimental data coming from the same dynamic experiment: it can be summarised as changing the oxygen partial pressure around a solid and ...
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RCB ANOVA: Degrees of Freedom wrong?

I am running an ANOVA analysis on randomised complete block RCB design: 7 Genotypes 6 Blocks Ratings The model I am fitting is: ...
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Degrees of freedom in uncertainty budgets

While perfoming an uncertainty budget according to GUM, the degrees of freedom of each contribution must be determined. I have found in multiple sources online that by convention, type B contributions ...
36 views

Bayesian MCMC inference with more free parameters than data points

I've come across Bayesian inference analysis with models that include more free parameters than observed data points (even up to three times more). It is my understanding that although Bayesian MCMC ...
25 views

Why are my DF for denominator so large? Reporting mixed model output

I've never used linear mixed effects models before, so I'm new to reporting the results. Following a paper that used the exact same procedures as mine (pre and post test of this specific task), I'm ...
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Effective degrees of freedom for a booster? Complexity of a booster?

I was asked recently (in a job interview) about the complexity of a booster, and I had a decent intuitive answer, but I'm unsure about how to formalize it. Clearly it'll be a function of the ...
18 views

What are ways to save degrees of freedom?

I know that mixed models save us from having to estimate the individual subject effect for every individual individually which would cost us df, as well as ANOVA does that also. I mean I don't have ...
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Is there any benefit in reporting a model's regression and residual degree of freedom if I already report the no. of obs, F-value, RMSE, and R-sq?

Is there any benefit in reporting a model's regression and residual degrees of freedom in the regression results table if I already report the following: Number of observation used in the model ...
105 views

Why is $\frac{\sum^n_{i=1}(X_i-\bar{X})^2}{\sigma^2}$chi-square distributed with $n-1$ degrees of freedom?

On Wikipedia, it says If $X_{i};i=1,\ldots ,n$ are independent normal $(\mu ,\sigma ^{2})$ random variables, the statistic $$\frac{\sum\limits^n_{i=1}(X_i-\bar{X})^2}{\sigma^2}$$ ...
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Accounting for the reduced DoF after z-transforming by group

I have a design where the values of the dependent variable (DV) differ by group. If I normalize DV by group with z-transformation, should I account for the reduced degrees of freedom in subsequent ...
31 views

Negative degrees of freedom in multilevel SEM

Can someone please help me understand why I have negative amount of degrees of freedom in my output? I am doing a multilevel sem in lavaan and have 1 level 2 variable and 3 level 1 variables Thanks! <...
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Testing when the profile of a sample has changed - degrees of freedom?

I've been messing around with the Shannon index for diversity $H' = -\sum_i^R {p_i \ln{p_i}}$, and it's associated 'evenness' measure $E = H'/H_{\text{max}}$. I'm trying to come up with a way of ...
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Correlated samples from t copula

I want to generate correlated samples from t copula for some data. If I cannot estimate linear correlation parameters and degrees of freedom from copulafit, can I ...
29 views

Degrees of freedom in matching for calculating p-value of t-score

I am running a matching analysis using the Match function from the Matching R-package. My sample includes 86048 firms, from which 611 have received treatment. After matching on sector(exact), number ...
27 views

Why is the Degrees of Freedom 1 higher when model run with Poisson than Negative Binomial

Because the Negative Binomial distribution would result in there be an extra parameter to estimate the over dispersion, I am confused as to why I am getting a DF of 94 when I run the model with ...
24 views

Significance of the parameter fitdf in Box.test

When reading ?Box.test, I learned about a rarely mentioned parameter fitdf, which specified the "number of degrees of freedom to ...
51 views

groups, levels and denominator dof in mixed effect models

I am trying very hard (I am not a statistician) to understand the concepts of "groups" and "levels" in mixed effect models. In particular, I am trying to understand this in the context of the ...
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nested random effects in mixed effect models across different levels, and associated DF

I would like to fit a mixed effect model to the following dataset, but I am having difficulties figuring out the best way to define the random effects. For each subjects (...
27 views

Degrees of freedom in Chi-squared test of homogeneity

Assume a contingency table $I\times J$, which consists of counts of multinomial r.v. with $I$ categories from $J$ populations with fixed marginal totals $n_{\cdot j}=\sum^I_{i=1}n_{ij}$ for each ...
28 views

Understanding formula for Short Term / Long Term Degrees of freedom in minitab

Now I'm new to statistics, but the last time I did degrees of freedom, the formula I used was $df = n-1,$ but I've just been playing with Minitab and reading the help to files, and I noticed it is ...
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Chargaff's rule and degrees of freedom of the chisquare

I have a question regarding if and how one should take into account for the extra knowledge that he/she has of a model when determining the degrees of freedom of a distribution, in my case the chi-...
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Degrees of Freedom In Sample Variance

Recall the formula for sample variance $$s_{n - 1}^2 = \dfrac{1}{n -1} \sum_{i = 1}^n (\bar{x} - x_i)^2,$$ where $\bar{x}$ is the sample mean. There are many proofs for why $s_{n - 1}^2$ is an ...
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Why is there a change in the number of degrees of freedom when the following modification is made?

In the notes that I'm working through it says the following: "Let $X_1,...,X_n$ be a random sample from $N(\mu,\sigma)$ $$\sum^{n}_{i=1}\Bigg[\frac{(X_i-\mu)}{\sigma}\Bigg]^2$$ has a $\chi^2$ ...
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How to determine the df (degrees of freedom) in DLNM?

I am working on distributed lag nonlinear models (DLNM) for one of the problems. I have been going through the vignette provided to understand the concept in detail. I am trying to understand how to ...
30 views

Building a Logistic regression with multiple dummies

I am building a model that has 10 dummy variables for a category called operator. The operator values are string, so I created binary variables to make sure each operator is within the model. I am ...
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Why is degree of freedom so important? [duplicate]

As far as I'm concerned, the degree of freedom is simply the number of linear equations need to be satisfied. However, it seems closely related to the statistical deduction. For example Dividing by ...
15 views

Unclear “mathematical notation” in a polynomial

Although, the Enigma here is a protocol for enhancing the privacy in blockchain; however, the question is about mathematical notation, where we want to calculate the coefficients in a polynomial. ...
69 views

ARIMA MODEL DEGREE OF FREEDOM PROOF

According to arima(p,0,q) model if we have n data and our total parameter is p+q then it is said that degree of freedom is n-(p+q). Could you mathematically demonstrate it? No sufficient information ...
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(How) can “de-meaning” help me solve this “clustering” issue?

I'm not particularly advanced when it comes to statistics and data analysis and have a problem I can't seem to solve. Basically, suppose you're doing school research and have three groups (to which ...
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Do generative models have less degrees of freedom than discriminant models?

I've read here that generative models have less degrees of freedom than discriminant ones, so they are more robust and less prone to overfitting. I would like to understand this statement with a ...
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Are degrees-of-freedom corrections necessary or possible for the exact multinomial goodness-of-fit test?

As the title: I have a discrete distribution with a small number of categories. I want to test if it is compatible with a parameterized distribution. If I were to do a chi-squared or G-test, I ...
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Question of Degrees of freedom negative in SEM [closed]

I have a "F_A_T_A_L E_R_R_O_R: Degrees of freedom is negative.", what can be the solution?
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Degree of freedom on Titanic Dataset

I am working on Titanic Dataset and I was trying to figure the relationship out between gender and surviving situation with Chi-Square Test. In a first glance, I said that there is four different ...
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Calculating degrees of freedom in a Mann Whitney U

I have completed a series of Mann Whitney U tests in R, and am looking for the degrees freedom. I'm comparing two datasets of n1=29 and n2=5, with StandardDev1 0.4525 and StandardDev2 0.3652. What ...
160 views

What does the degree of freedom (df) mean in the results of log-likelihood logLik

After doing the regression using lm for fixed effect model or lmer for mixed effects model, I pass the results to the ...
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What is the degree of freedom of a t-statistic when computed by using multiple samples of the two types of experiments?

Let's say I have samples 1, 2, 3, and 4. Out of these, 1 and ...
124 views

The exact value of Welch's t test degrees of freedom

Wikipedia defines an equation to approximate the degrees of freedom in Welch's t test and does not state anything about the exact value. Is there a reason why we could not evaluate the exact df and ...
147 views

Why is 'degrees of freedom' defined in completely different ways for neural network and linear regression?

I'm trying to compare the statistical evaluation of neural network and linear regression. From some articles I found, the DOF increases with model complexity for neural network "Degrees of freedom, ...
103 views

When is it ok to remove observations from a dataset

I have a dataset, equal to 135,997 rows and 9 columns, the head of the table looks like this ...
225 views

How can RMSE be compared between a regression model and a neural network model?

In the calculation of RMSE, linear regression uses degrees of freedom(n-p) as divisor and neural network(feed-forward in my case) uses the total data number(does it have degrees of freedom as well?). ...
90 views

Degrees of freedom in OLS regresison vs Bootstrap

I understand that in OLS, the degrees of freedom for estimating the variance of the residuals is n-q-1. We loose q+1 degrees because they are "used" to analytically determine the q parameters and 1 ...
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Are there always two degrees of freedom in any probability distribution?

Take any random variable $X$ that follows some distribution $P(X)$. I was looking at this Wikipedia page and I'm trying to get some intuition for why we choose to define standard moments the way we do....
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According to the statistical learning book ISLR (or ESL), we know that the degrees of freedom (df) for (common) $n$-spline (regression spline, based on the $n$-polynomial) with $K$ knots is $$(n+1)(K+... 0answers 13 views Using a t-test on distribution of a derived value I have a data set of people making estimates with a lowest plausible, highest plausible and most likely values, with an estimate of confidence. I also have demographic factors (sex, age, education). ... 1answer 181 views Latent Class Analysis - negative degrees of freedom I want to see how many profiles (latent classes) can be differentiated based on respondents’ patterns of responses to four binary variables (accepting or rejecting four different immigration policies).... 1answer 48 views Orthogonal contrasts, ANOVA, why are there only as many contrasts there are degrees of freedom? For example, if I have the data$$ \begin{array}{l|l|l|l|l|l|l} A & low & & medium & & high & \\ \hline B & standard & new & ...
I am working with a meta-analysis, and attempting to quantify heterogeneity across several data sources. I am using the following formula: $Q = \sum_i(w_i \cdot (y_i - \mu_F)^2)$ where $y_i$ is the ...