New answers tagged goodness-of-fit
1
The variance of the sample cdf in the tails is smaller than near the median.
I assume we're talking about a one-sample Kolmogorov-Smirnov (though similar comments come into the two-sample case).
Specifically, the variance is proportional to $F(1-F)$, so as $F$ approaches $0$ or $1$ the variance goes to zero, and so does the standard error of the ecdf.
...
answered Nov 27 at 2:31
Glen_b -Reinstate Monica
229k2525 gold badges460460 silver badges813813 bronze badges
0
TSS
TSS <- function(y){
y_ = mean(y)
y = y - y_
y = y^2
sum(y)
}
RSS
RSS <- function(error){
sum(error^2)
}
F-statistics
FS <- function(tss, rss, num_of_predictors, num_of_sample){
a=(tss-rss)/num_of_predictors
b = rss/(num_of_sample-num_of_predictors-1)
a/b
}
num_of_predictors = length(cars)-1
num_of_sample = length(y)
error = ...
Top 50 recent answers are included
Related Tags
goodness-of-fit × 852chi-squared × 165
r × 133
regression × 126
distributions × 86
hypothesis-testing × 84
logistic × 78
kolmogorov-smirnov × 48
generalized-linear-model × 45
r-squared × 38
fitting × 36
normal-distribution × 25
normality-assumption × 24
deviance × 23
model-selection × 21
curve-fitting × 21
statistical-significance × 19
aic × 19
p-value × 18
poisson-distribution × 18
multiple-regression × 17
sem × 17
time-series × 16
probability × 16
modeling × 16