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Estimation statistics

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Prepared by : BAYOUSSEF Imane
Powerpoint Templates EL GOURDIPage
Houda
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Plan

Introduction

I- General logic of statistical tests

II-Statistical estimation of causal


relationship between variables

Conclusion

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Introduction

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1- General logic of statistical tests

The approach of inference occupies a very important


Inference & place in research in management. Very often, the
statistics researcher is led to draw conclusions or to proceed to
generalizations from its observations or its results.

A theoritical corpus pre-existing, empirical results prior,


The research but also of personal impressions or of a simple
hypotheses conjecture may constitute the source of the research
hypotheses of the researcher. To skip a research
hypothesis in its test through the statistics, it must first
translate it into statistical hypothesis.
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1- General logic of statistical tests

Statistical
hypotheses

A statistical hypothesis is a quantitative statement


concerning the characteristics of a population. More
exactly, it is an assertion on the distribution of one or
several random variable.

A statistical hypothesis is traditionally presented under


the dual form of a first hypothesis H0 called "null
hypothesis" and a second hypothesis H1 called
"alternative hypothesis or otherwise ".

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Statistical
test

The assessment of the validity of a statistical hypothesis


is done by means of a "statistical test", carried out on
data from a representative sample of the population
studied.

A parametric test : A nonparametric test :


is a statistical test which is a statistical test for
assumes a parametric which it is not necessary
form in particular to specify the parametric
concerning distributions form of the distribution of
populations.
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the populations.

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Risk of error

Statistical tests are carried out with the purpose to take a


decision, in the occurrence reject or not the null
hypothesis H0. But because the decision is based on
partial information outcome of observations on A sample
of the population, it has a risk of error

Error of first species: Error of second species:


The observations of the The observations of the
sample can lead to reject the sample can lead not to
null hypothesis H0 whereas reject the null hypothesis
the population actually fulfils H0 whereas the population
the conditions of this
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meets the conditions of the
hypothesis alternative hypothesis H1
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Steps in the development of a statistical
test of significance

1- Formulate the assumptions (the null hypothesis H0 and the alternative hypothesis
H1).

2- Choose the threshold of meaning has of the test, that is to say the risk to reject the
null hypothesis H0 then that it would be true

3-Obtain a sample of observations at random from the population

4- For the parametric tests, determine the law of probability corresponding to the
distribution of sampling

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5- Determine a statistic X that are known to the law of probability when the null
hypothesis H0 is true. Page 8
6- Calculate from the threshold of significance has the critical values and deduct the
region of rejection and the region of the acceptance of the null hypothesis H0

7-Establish the rules of decision

8- Calculate the statistics and determine if it is located in the area of rejection or non-
rejection of the null hypothesis H0.

9- Take the decision not to reject or to reject the null hypothesis H0 on the basis of the
test performed on the sample studied.

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4-Statistical estimation of causal relationship
between variables

Power of the statistical tests


used

Statistics granted allows to calculate the number of observations to


include in a study. In general, it sets the desired power, the risk of a
first species (a) and the parameters associated with the groups to
obtain the number of observations necessary to the study.

The power of a study (or a test) depends on the size of the effect
detectable, of the distribution of parameters (in particular, the gap-
type) and the size of the sample.
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the power can be calculated after the test is performed but this is not
recommended, except to determine the appropriate sample size for a
follow-up study.

The classic approach to determine the appropriate


sample size is the following

 the Hypothesis Test


 the effect detectable
 an estimate of the gape-type

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the specification of the hypothesis test, it is to choose the parameter
which is most important in function of the research question. It is
recommended to always perform a test bilateral, unless you have a
very good reason to carry out a unilateral test

For the specification of the detectable effect, it is possible to determine


a lower terminal and/or a top terminal. In this way, we can calculate
several sizes of appropriate sample corresponding to the different
proposals to effect.

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Exogénéité des variables
explicatives

the techniques of traditional analyzes as the estimator of the ordinary least


squares - OLS can produce biased results in the case of non exogeneity
of explanatory variables and, therefore, compromise absolutely the merits
of the theoretical and practical implications derived of the results

these techniques are the fundamental hypothesis


of a independence between the explanatory
variables and the error term
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spécification des modèles

The crucial importance of the specification of the models


in the statistical estimation of causal relationships
between variables can be easily highlighted in
relationship with the previous developments relating to
the importance of the power of statistical tests mobilized
in the statistical estimation and the exogeneity of
explanatory variables

The power is a function of the


number of degrees of freedom, the specification of the models
which is itself directly determined directly determines the existence
by the number of latent variables or absence of an endogeneity
and problem.
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these latent variables
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Conclusion

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