It refers to the immunity of user applications to changes made in the definition and organization of data. Stack Overflow for Teams is a private, secure spot for you and
For example, if I wanted to know whether I was losing weight, I could weigh my self every day and then do a regression of weight vs. day. 1. your coworkers to find and share information. Most statistical tests assume that you have a sample of independent observations, meaning that the value of one observation does not affect the value of other observations. Is it a usual practice from pianists to remove the hand that does not play during a certain time, far from the keyboard? Find the coordinates of a hand drawn curve, How could I align the statements under a same theorem. For Sally the tiger, you might know from previous research that bouts of activity or inactivity in tigers last for 5 to 10 minutes, so that you could treat one-minute observations made an hour apart as independent. Is there (or can there be) a general algorithm to solve Rubik's cubes of any dimension? Regression and correlation assume that observations are independent. As a simple synthetic example, assume you have a special dice with 6 faces. Sparky House Publishing, Baltimore, Maryland. Its address is http://www.biostathandbook.com/independence.html. It may be cited as: McDonald, J.H. How this is not independent: To learn more, see our tips on writing great answers. If you treat the number of steps Sally takes between 10:00 and 10:01 a.m. as one observation, and the number of steps between 10:01 and 10:02 a.m. as a separate observation, these observations are not independent. It is the variable you control. In many cases, this helps because the data is actually generated by a nonstationary stochastic process. Metadata itself follows a layered architecture, so that when we change data at one layer, it does not affect the data at another level. (Caveat Emptor: I'm not an expert in this area) If you just want to talk about differences in time spent per location, then submitting the "time-per-location" data as counts in a multinomial mixed model (see the MCMCglmm package for R), using subject as a random effect, should do the trick. "Independent and identically distributed" implies an element in the sequence is independent of the random variables that came before it. As you flip the coin, one result does not influence or predict the next outcome at all. Can the Battle Master fighter's Precision Attack maneuver be used on a melee spell attack? The actual data that we get out might not look independent, because covariates or other features of the model might tell us to use different probability distributions for different draws (or sets of draws). Can someone help me on this? Even if the null hypothesis is true that I'm not gaining or losing weight, the non-independence will make the probability of getting a P value less than 0.05 much greater than 5%. When we say data are independent, we mean that the data for different subjects do not depend on each other. Or you might know from previous research that the activity of one tiger has no effect on other tigers, so measuring activity of five tigers at the same time would actually be okay. we violate that assumption, our results may suffer from a severe decrease in validity (Kenny et al., 2002). Anyone can generate artificial data according to some distribution which necessarily leads to data that is iid. There are other ways you could get lack of independence in your tiger study. This is not made very clear in the literature where iid is often presented as a property of real-world data. I see Non-identical and Non-independent (e.g, Markovian) data in some machine learning scenarios, which can be thought of as non-iid examples. However, it may be that when one tiger gets up and starts walking around, the other tigers are likely to follow it around and see what it's doing, while at other times all five tigers are likely to be resting. Asking for help, clarification, or responding to other answers. To subscribe to this RSS feed, copy and paste this URL into your RSS reader. So if I have 3,6,7 then the probability of this is equal to the probability of 7,6,3 is equal to 6,7,3 etc. How can a hard drive provide a host device with file/directory listings when the drive isn't spinning? Variables are connected thru dependence relations. This assumption is violated when the value of one observation tends to be too similar to the values of other observations. I don't cover them in this handbook; if you need to analyze time series data, find out how other people in your field analyze similar data. Two events are independent, statistically independent, or stochastically independent if the occurrence of one does not affect the probability of occurrence of the other (equivalently, does not … site design / logo © 2020 Stack Exchange Inc; user contributions licensed under cc by-sa. Learning / making inference with graphical models. In statistics, 28 students yawn and 15 don't yawn; in evolution, 6 yawn and 50 don't yawn. However, my weight on one day is very similar to my weight on the next day. Handbook of Biological Statistics (3rd ed.). That would mean that Bob's amount of activity is not independent of Sally's; when Sally is more active, Bob is likely to be more active. Sometimes you may hear this variable called the "controlled variable" because it is the one that is changed. To really see whether students yawn more in my statistics class, I should set up partitions so that students can't see or hear each other yawning while I lecture. A common source of non-independence is that observations are close together in space or time. This is an example when the probability distribution for the nth random variable (the result of the nth throw) is a function of the previous random variable in the sequence.

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