- Tytuł:
-
Using Permutation Tests in Multiple Correlation Investigation
Wykorzystanie testu permutacyjnego w badaniach korelacji wielowymiarowej - Autorzy:
- Stelmach, Jacek
- Powiązania:
- https://bibliotekanauki.pl/articles/906864.pdf
- Data publikacji:
- 2012
- Wydawca:
- Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
- Tematy:
-
permutation tests
Data Mining
correlation analysis
batch process
Monte Carlo - Opis:
- An indication of correlation between dependent variable and predictors is a crucial point in building statistical regression model. The test of Pearson correlation coefficient – with relatively good power – needs to fulfill the assumption about normal distribution. In other cases only non-parametric tests can be used. This article presents a possibility and advantages of permutation tests with the discussion about proposed test statistics. The power of proposed tests was estimated on the basis of Monte Carlo experiments. The investigations were carried out for real data – a sample of refinery process parameters, where the indication of changes in correlation, even for sample with small size is very important. It creates an opportunity to react to changes and update statistical models quickly and keep acceptable quality of prediction
- Źródło:
-
Acta Universitatis Lodziensis. Folia Oeconomica; 2012, 269
0208-6018
2353-7663 - Pojawia się w:
- Acta Universitatis Lodziensis. Folia Oeconomica
- Dostawca treści:
- Biblioteka Nauki