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摘要: 可决系数 可决系数(coefficient of determination) 如果样本回归线对样本观测值拟合程度越好,各样本观测点与回归线靠得越近,由样本回归做出解释的离差平方和与总离差平方和越相近;反之,拟合程度越差,相差越大。 可决系数的计算式: 可决系数可以作为综合度量回归模型对样本观测值拟合优度的度量指标。 可决系数是测定多个变量间相关关系密切程度的统计分析指标,它也是反映多个自变量对因... 阅读全文
posted @ 2011-06-20 23:07 emanlee 阅读(10510) 评论(0) 推荐(0)
摘要: 《极大似然估计的 Bahadur 渐近有效性》,成平, 《数学学报》, 1980年06期 asymptotically efficient estimator 渐近有效估计量 asymptotically normal 渐近正态 asymptotic variance 渐近方差 -- 对数似然函数对估计量的二阶偏导,然后取负号,再对这个数(矩阵)求逆。 阅读全文
posted @ 2011-06-20 22:00 emanlee 阅读(5695) 评论(0) 推荐(0)
摘要: In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution. In many applications it is the right tail of the distribution that is of interest, but a distribution may hav 阅读全文
posted @ 2011-06-19 20:07 emanlee 阅读(4407) 评论(0) 推荐(1)
摘要: The goodness of fit of a statistical model describes how well it fits a set of observations. Measures of goodness of fit typically summarize the discrepancy between observed values and the values expe... 阅读全文
posted @ 2011-06-19 15:16 emanlee 阅读(824) 评论(0) 推荐(0)
摘要: Multiple comparisons In statistics, the multiple comparisons or multiple testing problem occurs when one considers a set of statistical inferences simultaneously. Errors in inference, including confid... 阅读全文
posted @ 2011-06-19 09:31 emanlee 阅读(529) 评论(0) 推荐(0)
摘要: 与Permutation Tests有关的英文书籍: Permutation Tests for Complex Data: Theory, Applications and Software (Wiley Series in Probability and Statistics) http://www.amazon.com/Permutation-Tests-Complex-Data-App... 阅读全文
posted @ 2011-06-18 22:31 emanlee 阅读(254) 评论(0) 推荐(0)
摘要: For most hypothesis tests, we start with the assumptions and work forward to derive the sampling distribution of the test statistic under the null hypothesis. For permutation tests we will reverse the procedure, since the sampling distribution involves the permutations which give the procedure its n 阅读全文
posted @ 2011-06-18 21:29 emanlee 阅读(812) 评论(0) 推荐(0)
摘要: Randomization Tests Constrained ordination methods such as CCA and RDA find the ' best possible' relationship (defined in a mathematical sense) between species composition and the environment. Therefo... 阅读全文
posted @ 2011-06-18 21:23 emanlee 阅读(586) 评论(0) 推荐(0)
摘要: Randomization Tests We will begin with randomization tests, because they are closer in intent to more traditional parametric tests than are bootstrapping procedures. Their primary goal is to test some... 阅读全文
posted @ 2011-06-18 21:03 emanlee 阅读(383) 评论(0) 推荐(0)
摘要: Randomization Tests (1 of 6) Most distribution-free tests are based on the principle of randomization. The best way to understand the principle of randomization is in terms of a specific example of a ... 阅读全文
posted @ 2011-06-18 20:48 emanlee 阅读(467) 评论(0) 推荐(0)
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