Matrix Algebra And Introduction Flashcards
Diagonal matrix
Square matrix, with off diagonal elements equal to zero
Definition of a symmetric matrix
Square matrix where each element (i,j) is identical to element (j,i)
How to check of two matrices are the inverse of each other?
Multiply them, if the outcome is an identity matrix, it is correct.
What is an identity matrix?
Diagonal elements are 1, off diagonal elements are 0
How to calculate the determinant of a matrix?
(a x d) - (b x c)
Definition of type 1 error
The chance that you reject H0 when H0 is actually true. This chance is alpha
What is the difference between actual alpha and nominal alpha ?
Nominal alpha is the alpha the researcher chooses. Actual alpha is the actual alpha from the test.
When actual alpha is larger than nominal alpha, the test is too liberal
When actual alpha is smaller than nominal alpha, the test is too conservative
Definition of a square matrix
Equal number of rows and columns (d x d)
What is power ?
Chance that you reject H0 when H0 is not true.
How to increase the power?
Test multivariate in stead of univariate, increase alpha, add an covariate or blocking variable, increase N
What is chance capitalization?
When you do multiple analysis, the chance on type 1 error increases