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P values and multivariate distributions: Non-orthogonal terms in regression models

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Abstract The traditional use of p values both for univariate distributions and for Design of Experiments is described. In chemometrics they may additionally be calculated to provide an estimate of… Click to show full abstract

Abstract The traditional use of p values both for univariate distributions and for Design of Experiments is described. In chemometrics they may additionally be calculated to provide an estimate of the significance of variables in non-orthogonal experimental matrices, for example as potential markers in a metabolomic analysis. The difficulties of interpreting these non-orthogonal variables is discussed. A set of simulations, each consisting of four variables, two variables which have varying levels of correlation, is described. As the correlation reduces between these two variables, so their calculated p values become smaller. An incorrect conclusion about the significance of individual variables may be obtained if there is a high correlation between them, although this depends on the intensity, relative to noise, of the variables of interest. The paper provides a numerical illustration of how serious this distortion is.

Keywords: orthogonal terms; distributions non; non orthogonal; values multivariate; terms regression; multivariate distributions

Journal Title: Chemometrics and Intelligent Laboratory Systems
Year Published: 2021

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