From the point of view of exploratory analysis, the eigenvalues of PCA are inflated component loadings, i . e ., contaminated with error variance.
12.
The amount of forecast error variance of variable j accounted for by exogenous shocks to variable k is given by \ omega _ { jk, h },
13.
In a random effects model, \ epsilon _ { it } is assumed to vary stochastically over i or t requiring special treatment of the error variance matrix.
14.
Each element of the diagonal weight matrix "'W "'should, ideally, be equal to the reciprocal of the error variance of the measurement.
15.
First, the F-statistic to test for overall significance of the regression may be inflated under positive serial correlation because the mean squared error ( MSE ) will tend to underestimate the population error variance.
16.
This equation, which formulates a signal-to-noise ratio, has intuitive appeal : The reliability of test scores becomes higher as the proportion of error variance in the test scores becomes lower and vice versa.
17.
If an autoregressive moving average model ( ARMA model ) is assumed for the error variance, the model is a "'generalized autoregressive conditional heteroscedasticity "'( "'GARCH ) "'model.
18.
With this in mind, he teamed up with two other members and developed a " random model " ( introduced by the British statistician R . A . Fisher ) where he was determined to figure out the complexities of error variance.
19.
In regression analysis, the term " mean squared error " is sometimes used to refer to the unbiased estimate of error variance : the residual sum of squares divided by the number of consistent, given the consistency of the predictor.
20.
This test statistic corresponds to an F-test of equality of variances, and a one-or two-sided test may be appropriate depending on whether or not the direction of the supposed relation of the error variance to the explanatory variable is known.
