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10 votes

What does it mean for observations to be uncorrelated and have constant variance?

Random variables VS observations. Strictly speaking, there are random variables (which take values in $\mathbb{R}$) and realizations of these random variables (which are elements of $\mathbb{R}$). ...
Idontgetit's user avatar
10 votes
Accepted

What does it mean for observations to be uncorrelated and have constant variance?

These are assumptions made for certain models to ensure certain properties, like valid test statistics. There's a great overview here. The key word here is assumption. These need not hold up in real ...
Frans Rodenburg's user avatar
7 votes

What does it mean for observations to be uncorrelated and have constant variance?

$y_i$'s are not just real numbers. They are random variable. Specifically, the simplest linear model assumes $$y_i = x_i^T\beta+\varepsilon_i,\quad \varepsilon_i\overset{iid}{\sim}\mathcal{N}(0,\sigma^...
Voyager's user avatar
  • 305
4 votes

Generating highly non-independent random samples

No, you can't! Let's look at an example from your code. ...
Thomas Lumley's user avatar
2 votes

Multivariable analysis for an ordinal dependent variable

It is crucial to select a good method for checking the proportional odds (PO) assumption. Which method did you use? Please note that the Bland test is very anti-conservative and that SAS should not ...
Frank Harrell's user avatar
1 vote
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Regression with dependent observations of only one individual

My Y variable will likely be binary (agrees/disagrees) or on a Likert scale (1-5) I'd recommend the Likert scale since it's more informative. For analysis you can use an ordinal logistic model. https:...
Lukas Lohse's user avatar
  • 2,842

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