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Results tagged with iid
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user 8013
iid is an acronym for independent and identically distributed. Many statistical methods assume that the data are iid; that is, that each observation comes from the same distribution and is independent of other observations.
6
votes
Why GLM don't have an error term and why shouldn't residuals be i.i.d?
Arguably, regression concerns modeling the expected response. If we focus on this aspect of modeling, the "error" is less something intrinsic to a model than it is a way of calculating the uncertainty …
- 64.8k
1
vote
How do I create an iid Rademacher sequence?
This is just a change of variable calculation. Use the CDF method. The CDF of a Rademacher RV is just $0$ if $x < -1$, $0.5$ if $-1 < x < 1$ and $1$ if $x > 1$. You can show $2\omega - [2\omega]$ sati …
- 64.8k
2
votes
Why i.i.d. is the most conservative distribution assumption
If the errors are not in fact IID, the optimal solution due to the Gauss Markov Theorem, as @Aksakal mentioned, is the inverse variance weighted least squares. …
- 64.8k
1
vote
SEM-LPA model fit using BIC
If the data are not IID, you have to account for it with the correct log likelihood. If so there's no problem. …
- 64.8k
5
votes
Accepted
Is exact power analysis of the permutation (or randomization) test possible without i.i.d as...
The short answer is yes. You will need to go about this with a simulation study. The only wrinkle to it is that you will need to make specific assumptions about the error distribution, the nature of t …
- 64.8k
3
votes
Accepted
Statistical Power of ROC/AUC Test with non-IID Samples :: To how many IID Samples are my non...
This is a power calculation that can only be achieved via simulation. Assuming that you are fine with the simulation components of the analysis up to simulating correlated binary outcomes, I will atte …
- 64.8k
0
votes
Autocorrelation and evidence of iid
In addition to others' comments, I would advocate plotting the variogram for these data which is very effective at showing temporal or spatial sources of correlation in data. You can estimate the kern …
- 64.8k