Statistics — Page 33
Explore statistical methods, their assumptions, interpretation and limitations.
Research field
Method family
Local Universal Kriging
Local Universal Kriging is a geostatistical interpolation method that combines a spatially varying deterministic trend with a stochastic residual, estimated using only nearby observations within a defined search neighborhood. It generalizes...
Local Volatility (Dupire)
Dupire's local volatility model (1994) is a deterministic framework that extracts a term and strike-dependent volatility function from market option prices. Unlike constant volatility, local volatility perfectly fits the observed implied vo...
Log-Linear Mobility Model
Log-linear mobility models analyze an origin-by-destination mobility table by modeling the logarithm of its expected cell counts as a sum of terms: separate effects for the origin and destination marginals plus interaction terms that captur...
Log-Rank Test
The log-rank test, developed by Nathan Mantel in 1966, is a non-parametric hypothesis test that compares the overall survival experience of two or more groups throughout the entire follow-up period. It is the standard companion to Kaplan-Me...
Long-Memory Models
Long-memory models are fractional-integration methods that capture genuine long memory through a hyperbolically decaying autocorrelation structure. ARFIMA, introduced by Granger and Joyeux (1980), models long memory in return series, while...
Longitudinal CFA
Longitudinal confirmatory factor analysis (longitudinal CFA) applies a theoretically specified measurement model to data collected at two or more time points. Its primary purpose is to verify that a scale measures the same latent construct...
Longitudinal Construct Validity
Longitudinal construct validity evaluates whether a psychological scale measures the same latent construct in the same way across multiple time points. It is tested by progressively constraining a confirmatory factor model across waves and...
Longitudinal Cronbach's Alpha
Longitudinal Cronbach's alpha assesses the internal consistency reliability of a scale at each wave of a repeated-measures study and examines whether that reliability remains stable across time. It is an essential step in longitudinal scale...
Longitudinal DIF
Longitudinal differential item functioning detects whether individual test or scale items behave differently across measurement occasions for the same respondents. It extends standard DIF methodology to repeated-measures designs, ensuring t...
Longitudinal Discriminant Validity
Longitudinal discriminant validity tests whether a psychological construct measured at two or more time points is empirically distinct across occasions — ensuring that the same construct does not collapse into a single undifferentiated mass...
Longitudinal EFA
Longitudinal EFA applies exploratory factor analysis separately at each measurement occasion — or jointly across occasions — to discover whether the same latent factor structure emerges over time and whether factor loadings remain stable ac...
Longitudinal Generalizability Theory
Longitudinal generalizability theory extends classical G-theory to repeated-measures and longitudinal designs, decomposing score variance across persons, measurement occasions, raters, and items simultaneously. It quantifies how reliably sc...
Longitudinal IRT
Longitudinal IRT extends classical item response theory to data collected at multiple time points, allowing researchers to model both the initial latent trait level and its change over time. It is used in educational assessment, clinical tr...
Longitudinal Item Analysis
Longitudinal item analysis examines how the statistical properties of individual scale items — difficulty, discrimination, factor loadings, and fit — remain stable or change systematically across repeated measurement occasions. It is the it...
Longitudinal McDonald's omega
Longitudinal McDonald's omega estimates scale reliability separately at each measurement occasion in a panel or repeated-measures study. By fitting a confirmatory factor model at each wave, it tracks how consistently a set of items measures...
Longitudinal Measurement Invariance
Longitudinal measurement invariance testing determines whether a psychological scale measures the same construct in the same way across two or more time points. It is a prerequisite for interpreting mean-level change scores in panel and rep...
Longitudinal Nomological Validity
Longitudinal nomological validity evaluates whether a construct's theoretically predicted relationships with other constructs hold consistently across multiple measurement occasions. It extends the nomological network framework of Cronbach...
Longitudinal Reliability Analysis
Longitudinal reliability analysis evaluates the consistency and stability of measurement instruments across two or more time points. It extends classical reliability concepts — internal consistency, test-retest stability, and measurement pr...
Longitudinal Test-Retest Reliability
Longitudinal test-retest reliability quantifies how consistently a scale or measure performs across two or more time points in a longitudinal study. It extends the classic test-retest paradigm by accounting for planned, often substantive, t...
Longitudinal content validity
Longitudinal content validity evaluates whether the items of a measure adequately and consistently represent the intended content domain not only at a single point in time but across repeated administrations. It ensures that the conceptual...
Longitudinal convergent validity
Longitudinal convergent validity evaluates whether a scale's indicators correlate with theoretically related constructs not just at a single time point but consistently across repeated measurement occasions. It extends standard convergent v...
Longitudinal scale development
Longitudinal scale development is the systematic process of constructing and validating a measurement instrument using data collected at multiple time points. It extends classical scale development by additionally testing whether the scale...
Loss Distribution Model
A Loss Distribution Model is a parametric statistical framework used in actuarial science to characterise the probabilistic behaviour of insurance claim amounts and frequencies. Developed comprehensively by Klugman, Panjer, and Willmot in t...
Lubben Social Network Scale
The Lubben Social Network Scale (LSNS) is a brief self-report instrument that gauges an older adult's level of social engagement by measuring the size of, and contact with, their family and friendship networks. Developed by James Lubben in...