Stat test to test for dependents of continous variables.

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SUMMARY

The discussion focuses on determining the independence of a continuous variable from multiple other continuous variables using statistical tests. The chi-square test is deemed inappropriate for this purpose as it is designed for categorical variables. Instead, the F test of significance is recommended to assess various models of dependence, such as linear, quadratic, and sigmoid. Caution is advised regarding the increased likelihood of false positives when testing multiple models, necessitating adjustments to the alpha level.

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  • Understanding of continuous variables in statistics
  • F test of significance methodology
  • Concept of statistical independence
  • Knowledge of model testing and alpha adjustment
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Alta
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I have N sets of data with M variables. The variables are continous. I want to know if variable a is independent of the M-1 other variables. What stat test do I use? The chi-square test is sort of what I want but it is for non-continous, catagorized variables.
 
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Well, you can't in general know by sampling whether 2 variables are actually independent. All you can do is rule out certain _kinds_ of statistical dependence, e.g. linear, quadratic, sigmoid, etc., which you do by an F test of significance for each of those models. (though be careful because the more models you run the more likely one of them will be accepted by sheer chance--you have to reduce alpha accordingly as you increase the number of models tried).
 

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