## What is the Mann Whitney U Test?

The Mann Whitney U test is a nonparametric hypothesis test that compares two independent groups. Statisticians also refer to it as the Wilcoxon rank sum test. [Read more…] about Mann Whitney U Test Explained

Making statistics intuitive

The Mann Whitney U test is a nonparametric hypothesis test that compares two independent groups. Statisticians also refer to it as the Wilcoxon rank sum test. [Read more…] about Mann Whitney U Test Explained

The trimmed mean is a statistical measure that calculates a datasetâ€™s average after removing a certain percentage of extreme values from both ends of the distribution. By excluding outliers, this statistic can provide a more accurate representation of a dataset’s typical or central values. Usually, youâ€™ll trim a percentage of values, such as 10% or 20%. [Read more…] about Trimmed Mean: Definition, Calculating & Benefits

ANCOVA, or the analysis of covariance, is a powerful statistical method that analyzes the differences between three or more group means while controlling for the effects of at least one continuous covariate. [Read more…] about ANCOVA: Uses, Assumptions & Example

Use a Z test when you need to compare group means. Use the 1-sample analysis to determine whether a population mean is different from a hypothesized value. Or use the 2-sample version to determine whether two population means differ. [Read more…] about Z Test: Uses, Formula & Examples

Use a paired t-test when each subject has a pair of measurements, such as a before and after score. A paired t-test determines whether the mean change for these pairs is significantly different from zero. This test is an inferential statistics procedure because it uses samples to draw conclusions about populations.

Paired t tests are also known as a paired sample t-test or a dependent samples t test. These names reflect the fact that the two samples are paired or dependent because they contain the same subjects. Conversely, an independent samples t test contains different subjects in the two samples. [Read more…] about Paired T Test: Definition & When to Use It

Use an independent samples t test when you want to compare the means of precisely two groupsâ€”no more and no less! Typically, you perform this test to determine whether two population means are different. This procedure is an inferential statistical hypothesis test, meaning it uses samples to draw conclusions about populations. The independent samples t test is also known as the two sample t test. [Read more…] about Independent Samples T Test: Definition, Using & Interpreting

Variance Inflation Factors (VIFs) measure the correlation among independent variables in least squares regression models. Statisticians refer to this type of correlation as multicollinearity. Excessive multicollinearity can cause problems for regression models.

In this post, I focus on VIFs and how they detect multicollinearity, why they’re better than pairwise correlations, how to calculate VIFs yourself, and interpreting VIFs. If you need a refresher about the types of problems that multicollinearity causes and how to fix them, read my post: Multicollinearity: Problems, Detection, and Solutions. [Read more…] about Variance Inflation Factors (VIFs)

Having independent and identically distributed (IID) data is a common assumption for statistical procedures and hypothesis tests. But what does that mouthful of words actually mean? Thatâ€™s the topic of this post! And, Iâ€™ll provide helpful tips for determining whether your data are IID. [Read more…] about Independent and Identically Distributed Data (IID)

Outliers are unusual values in your dataset, and they can distort statistical analyses and violate their assumptions. Unfortunately, all analysts will confront outliers and be forced to make decisions about what to do with them. Given the problems they can cause, you might think that itâ€™s best to remove them from your data. But, thatâ€™s not always the case. Removing outliers is legitimate only for specific reasons. [Read more…] about Guidelines for Removing and Handling Outliers in Data

One-tailed hypothesis tests offer the promise of more statistical power compared to an equivalent two-tailed design. While there is some debate about when you can use a one-tailed test, the general consensus among statisticians is that you should use two-tailed tests unless you have concrete reasons for using a one-tailed test.

In this post, I discuss when you should and should not use one-tailed tests. Iâ€™ll cover the different schools of thought and offer my own opinion. [Read more…] about When Can I Use One-Tailed Hypothesis Tests?

The central limit theorem in statistics states that, given a sufficiently large sample size, the sampling distribution of the mean for a variable will approximate a normal distribution regardless of that variable’s distribution in the population.

Unpacking the meaning from that complex definition can be difficult. Thatâ€™s the topic for this post! Iâ€™ll walk you through the various aspects of the central limit theorem (CLT) definition, and show you why it is vital in statistics. [Read more…] about Central Limit Theorem Explained

Bootstrapping is a statistical procedure that resamples a single dataset to create many simulated samples. This process allows you to calculate standard errors, construct confidence intervals, and perform hypothesis testing for numerous types of sample statistics. Bootstrap methods are alternative approaches to traditional hypothesis testing and are notable for being easier to understand and valid for more conditions.

In this blog post, I explain bootstrapping basics, compare bootstrapping to conventional statistical methods, and explain when it can be the better method. Additionally, Iâ€™ll work through an example using real data to create bootstrapped confidence intervals. [Read more…] about Introduction to Bootstrapping in Statistics with an Example

In research studies, confounding variables influence both the cause and effect that the researchers are assessing. Consequently, if the analysts do not include these confounders in their statistical model, it can exaggerate or mask the real relationship between two other variables. By omitting confounding variables, the statistical procedure is forced to attribute their effects to variables in the model, which biases the estimated effects and confounds the genuine relationship. Statisticians refer to this distortion as omitted variable bias.

[Read more…] about Confounding Variables Can Bias Your Results

The Gauss-Markov theorem states that if your linear regression model satisfies the first six classical assumptions, then ordinary least squares (OLS) regression produces unbiased estimates that have the smallest variance of all possible linear estimators. [Read more…] about The Gauss-Markov Theorem and BLUE OLS Coefficient Estimates

Ordinary Least Squares (OLS) is the most common estimation method for linear modelsâ€”and thatâ€™s true for a good reason. As long as your model satisfies the OLS assumptions for linear regression, you can rest easy knowing that youâ€™re getting the best possible estimates. [Read more…] about 7 Classical Assumptions of Ordinary Least Squares (OLS) Linear Regression

Typically, quality improvement analysts use control charts to assess business processes and donâ€™t have hypothesis tests in mind. Do you know how control charts provide tremendous benefits in other settings and with hypothesis testing? Spoilersâ€”control charts check an assumption that we often forget about for hypothesis tests! [Read more…] about Use Control Charts with Hypothesis Tests

Heteroscedasticity means unequal scatter. In regression analysis, we talk about heteroscedasticity in the context of the residuals or error term. Specifically, heteroscedasticity is a systematic change in the spread of the residuals over the range of measured values. Heteroscedasticity is a problem because ordinary least squares (OLS) regression assumes that all residuals are drawn from a population that has a constant variance (homoscedasticity).

To satisfy the regression assumptions and be able to trust the results, the residuals should have a constant variance. In this blog post, I show you how to identify heteroscedasticity, explain what produces it, the problems it causes, and work through an example to show you several solutions. [Read more…] about Heteroscedasticity in Regression Analysis

As you fit regression models, you might need to make a choice between linearÂ and nonlinear regression models. The field of statistics can be weird. Despite their names, both forms of regression can fit curvature in your data. So, how do you choose? In this blog post, I show you how to choose between linear and nonlinear regression models. [Read more…] about How to Choose Between Linear and Nonlinear Regression

If you were able to make predictions about something important to you, youâ€™d probably love that, right? Itâ€™s even better if you know that your predictions are sound. In this post, I show howÂ to use regression analysis to make predictions and determine whether they are bothÂ unbiased and precise. [Read more…] about Making Predictions with Regression Analysis

In regression analysis, curve fitting is the process of specifying the model that provides the best fit to the specific curves in your dataset. Curved relationships between variables are not as straightforward to fit and interpret as linear relationships. [Read more…] about Curve Fitting using Linear and Nonlinear Regression