Statistics How To

Regression Analysis > Breusch-Pagan-Godfrey Test You might find it helpful to read this article first: What is heteroscedasticity? What is the Breusch-Pagan-Godfrey Test? The Breusch-Pagan-Godfrey Test (sometimes shorted to the Breusch-Pagan test) is a test for heteroscedasticity of errors in regression. Heteroscedasticity means “differently scattered”; this is opposite to homoscedastic, which means “same scatter.” Homoscedasticity … Read more

Regression Analysis > Detrend Data What does it mean to Detrend Data? Detrending is removing a trend from a time series; a trend usually refers to a change in the mean over time. When you detrend data, you remove an aspect from the data that you think is causing some kind of distortion. For example, … Read more

Hypothesis Testing > KPSS Test What is the KPSS Test? The Kwiatkowski–Phillips–Schmidt–Shin (KPSS) test figures out if a time series is stationary around a mean or linear trend, or is non-stationary due to a unit root. A stationary time series is one where statistical properties — like the mean and variance — are constant over … Read more

Unit Roots > AGF Test What is the Augmented Dickey Fuller Test? The Augmented Dickey Fuller Test (ADF) is unit root test for stationarity. Unit roots can cause unpredictable results in your time series analysis. The Augmented Dickey-Fuller test can be used with serial correlation. The ADF test can handle more complex models than the … Read more

Design of Experiments > Recall Bias What is Recall Bias? When people remember past events, they don’t usually have a complete or accurate picture of what happened. In fact, it’s been shown that our brains continuously rewrite memories, clouding them with current events, or even editing them completely; five years after an event, 50% of … Read more

Bias > What is Misclassification? Misclassification (or classification error) happens when a participant is placed into the wrong population subgroup or category because of some kind of observational or measurement error. When this happens, the true link between exposure and outcome is distorted. People might be placed into the wrong groups because of: Incomplete medical … Read more

Bias in Statistics > Observer Bias (Research or Experimenter Bias) What is Observer Bias? Observer bias (also called experimenter bias or research bias) is the tendency to see what we expect to see, or what we want to see. When a researcher studies a certain group, they usually come to an experiment with prior knowledge … Read more

Time Series > What is Sen’s Slope Estimator? Sens’ slope estimator can be used to discover trends in univariate time series. It is fairly resistant to outliers, with a breakdown point of .29 (Wilcox, 2001, p.208). The method, first outlined by Theil and later expanded upon by Sen (1968), is sometimes called the Thiel-Sen estimator. … Read more

Statistics Definitions > Seasonal Kendall Test You may want to read this article first: What is the What is the Mann kendall Trend Test? What is the Seasonal Kendall Test? The Seasonal Kendall test (SK test) is a nonparametric test that analyzes data for monotonic trends in seasonal data. Developed by Hirsch, Smith, and Slack … Read more

Homogeneity of Variance > Hartley’s Test / Fmax What is The Fmax Test? The Fmax test (also called Hartley’s Fmax) is a test for homogeneity of variance. In other words, the spread (variance) of your data should be similar across groups or levels. Compared to Levene’s test, Hartley’s test is fairly simple to figure out … Read more