Search results
Results from the WOW.Com Content Network
For correlated random variables the sample variance needs to be computed according to the Markov chain central limit theorem.. Independent and identically distributed random variables with random sample size
Propagation of uncertainty. In statistics, propagation of uncertainty (or propagation of error) is the effect of variables ' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have uncertainties due to measurement ...
In bioinformatics, the root mean square deviation of atomic positions is the measure of the average distance between the atoms of superimposed proteins. In structure based drug design, the RMSD is a measure of the difference between a crystal conformation of the ligand conformation and a docking prediction.
Definition and basic properties. The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled).
The topic of heteroskedasticity-consistent ( HC) standard errors arises in statistics and econometrics in the context of linear regression and time series analysis. These are also known as heteroskedasticity-robust standard errors (or simply robust standard errors ), Eicker–Huber–White standard errors (also Huber–White standard errors or ...
In statistics, the residual sum of squares ( RSS ), also known as the sum of squared residuals ( SSR) or the sum of squared estimate of errors ( SSE ), is the sum of the squares of residuals (deviations predicted from actual empirical values of data). It is a measure of the discrepancy between the data and an estimation model, such as a linear ...
Huber-White standard errors assume is diagonal but that the diagonal value varies, while other types of standard errors (e.g. Newey–West, Moulton SEs, Conley spatial SEs) make other restrictions on the form of this matrix to reduce the number of parameters that the practitioner needs to estimate.
Confusingly, sometimes when people refer to wMAPE they are talking about a different model in which the numerator and denominator of the wMAPE formula above are weighted again by another set of custom weights . Perhaps it would be more accurate to call this the double weighted MAPE (wwMAPE). Its formula is: