Statistics — Page 25
Explore statistical methods, their assumptions, interpretation and limitations.
Research field
Method family
Global Spatial Autocorrelation
Global Spatial Autocorrelation measures the degree to which similar values cluster together across an entire study area. Rather than identifying where clusters occur, it yields a single summary statistic — most commonly Moran's I — that qua...
Global Spatial Durbin Model
The Global Spatial Durbin Model extends the spatial lag model by including not only a spatially lagged dependent variable but also spatially lagged independent variables (WX). A single set of global coefficients applies uniformly across all...
Global Spatial Error Model
The Global Spatial Error Model (SEM) is a spatial regression technique that accounts for spatially autocorrelated error terms using a single, globally constant spatial parameter. It separates genuine predictor effects from spatial nuisance...
Global Spatial Panel Model
The Global Spatial Panel Model extends panel data regression by incorporating a global spatial weights matrix that links every location to every other location simultaneously. It jointly accounts for cross-sectional spatial dependence, time...
Global Universal Kriging
Global Universal Kriging is a geostatistical interpolation method that models a spatially varying trend (drift) as a deterministic function of coordinates and uses the entire dataset to fit both the trend coefficients and the residual vario...
Global VAR
Global VAR (GVAR) is a large-scale macroeconomic modeling framework linking multiple countries (or regions) via trade and financial channels, allowing shocks in one country to propagate through the global system. Introduced by Pesaran et al...
Glock-Stark Religiosity Dimensions
The Glock-Stark framework, set out in Charles Glock and Rodney Stark's 1965 Religion and Society in Tension, recast religiosity from a single global trait into five analytically distinct dimensions of religious commitment: belief (ideologic...
God Image Measurement
God image measurement quantifies the emotional, relational picture a believer holds of God — not the doctrines they affirm, but how they experience the divine as, say, loving or wrathful, accepting or rejecting, near or distant, controlling...
Goldfeld-Quandt Test
The Goldfeld-Quandt test, introduced by Stephen Goldfeld and Richard Quandt in 1965, is a classical diagnostic procedure for detecting heteroskedasticity in OLS regression. It operates by sorting observations according to a variable suspect...
Gompertz-Makeham Law of Mortality
The Gompertz-Makeham law is the foundational parametric model of adult human mortality. Benjamin Gompertz showed in 1825 that the force of mortality rises exponentially with age, and William Makeham added an age-independent background term...
Goodman Association Model
Goodman's association models, especially the row-column (RC) model, analyze the association in a two-way contingency table by representing it as a product of estimated scores for the row categories and scores for the column categories, scal...
Granger Causality
The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictiv...
Granger Causality Test
The Granger causality test is a statistical hypothesis test that determines whether past values of one time series help predict future values of another, beyond what that series' own past already explains. Introduced by Clive Granger in 196...
Gravity Model of Migration
The gravity model of migration explains the volume of movement between two places as proportional to the product of their populations (masses) and inversely proportional to the distance separating them, by direct analogy to Newton's law of...
Gravity Model of Tourist Flows
The gravity model of tourist flows explains travel between an origin and a destination by analogy to Newton's law of gravitation: bilateral flows increase with the economic 'mass' of both the origin and the destination and decrease with the...
Gravity Model of Trade
The gravity model of trade explains bilateral trade flows by analogy to Newton's law of gravitation: trade between two economies is proportional to their economic sizes and inversely related to the trade costs (such as distance) between the...
Gregory-Hansen Test
The Gregory-Hansen test, introduced by Allan Gregory and Bruce Hansen in 1996, extends the standard Engle-Granger cointegration framework to allow for a single unknown structural break in the cointegrating relationship. It is designed for r...
Groningen Frailty Indicator
The Groningen Frailty Indicator (GFI) is a brief 15-item self-report screening instrument that measures frailty across four domains: physical, cognitive, social, and psychological. Developed at the University of Groningen by Nardi Steverink...
Group-Based Trajectory Model
Group-based trajectory modeling (GBTM) is a finite-mixture method that identifies clusters of individuals who follow similar developmental paths of a behavior — most famously offending — over age or time. Introduced to criminology by Daniel...
Growth Accounting
Growth accounting is a production-function-based framework that decomposes the growth rate of aggregate output into the contributions of growth in measured inputs — typically capital and labour — and a residual that captures the growth in t...
HAR-RV Model
The HAR-RV model, introduced by Fulvio Corsi in 2009, forecasts realized volatility by decomposing it into daily, weekly, and monthly components. It is a simple linear regression that mirrors how market participants with different investmen...
HISTOQUAL Heritage Service Quality Scale
HISTOQUAL is a service-quality assessment scale developed by Isabelle Frochot and Howard Hughes in 2000 specifically for historic houses and, by extension, heritage attractions. Recognizing that the generic SERVQUAL model did not fully capt...
HJM Framework
The Heath-Jarrow-Morton (HJM) framework (1992) is a general no-arbitrage approach to modeling the entire term structure of forward rates. Unlike short-rate models, HJM works directly with forward rates f(t,T) and specifies their volatility;...
Hamiltonian Monte Carlo
Hamiltonian Monte Carlo (HMC) is a gradient-based Markov chain Monte Carlo algorithm that uses the geometry of the log-posterior surface to make large, informed jumps through parameter space instead of the small random steps of classical MC...