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Analyze

All tests, models, and statistical analyses.

Descriptives & basic tests​

Descriptives​

What it is. Mean, median, SD, min, max, quartiles, skewness, kurtosis.

When to use. First thing to run on any numeric variable.

Frequencies​

What it is. Frequency table: counts, %, and cumulative % per value.

When to use. For categorical or discrete variables.

T-Test​

What it is. Compare means. One-sample (vs value), Independent (two groups), Paired (repeated measures).

Options / Parameters

  • Levene's test — Checks equality of variances (important for independent-samples).
  • Cohen's d — Effect size — small 0.2, medium 0.5, large 0.8.

ANOVA​

What it is. Compare means across 3+ groups.

Options / Parameters

  • One-Way — Single categorical factor.
  • Two-Way — Two crossed factors — tests main effects + interaction.
  • Repeated Measures — Same subjects measured under several conditions.
  • Post-hoc Tukey HSD — Pairwise comparisons if the ANOVA is significant.
  • Levene — Homogeneity of variance (assumption check).
  • eta² — Proportion of variance explained by the factor.

Chi-Square​

What it is. Tests association between two categoricals, or goodness-of-fit to an expected distribution.

Options / Parameters

  • Independence — Two categorical vars — produces crosstab + Cramer's V.
  • Goodness of Fit — One variable — tests if observed freqs match expected (uniform or custom).

Correlation​

What it is. Linear (Pearson), monotonic (Spearman), or rank-based (Kendall) association.

Options / Parameters

  • Pearson — Linear. Requires normality and interval scale.
  • Spearman — Robust to outliers; measures monotonic relationships.
  • Kendall — Better for small samples, more conservative.
  • Partial — Correlation controlling for a third variable.

Regression​

Linear Regression and Variants​

What it is. Model a numeric outcome as a function of predictors.

Options / Parameters

  • OLS — Standard — minimizes sum of squared residuals.
  • Ridge (L2) — Regularized — shrinks coefficients; helps with multicollinearity.
  • LASSO (L1) — Can drive coefficients to zero — automatic feature selection.
  • Elastic Net — L1+L2; alpha controls strength, l1_ratio mixes the penalties.
  • Robust (Huber) — Resistant to outliers.
  • Quantile — Estimates quantiles (e.g., median) instead of the mean.
  • Stepwise — Adds/removes predictors automatically by AIC/BIC.
  • WLS — Weighted LS — each observation has a weight (pick a weight variable).
  • FGLS — Feasible Generalized LS — corrects heteroscedasticity/serial correlation.
  • IV-2SLS — Instrumental variables — endogenous predictors replaced via instruments.
  • ARDL — Autoregressive Distributed Lag — short- and long-run effects.
  • Truncated — Y bounded (e.g., Y≥0).
  • NLS — Nonlinear LS — provide a formula and starting values (JSON).
  • Robust SE (HC3) — Heteroscedasticity-consistent standard errors.
  • Standardized β — Coefficients in SD units — compare relative importance.
tip

For a binary outcome, use Logistic (dedicated menu entry), not OLS.

Logistic Regression​

What it is. Binary (0/1) outcome modeled as a probability.

Options / Parameters

  • Odds ratios — exp(β) — odds-ratio interpretation.
  • McFadden R² — Pseudo-R² equivalent.
  • Classification accuracy — How many cases are correctly classified.

Count Models​

What it is. For Y that is a count (non-negative integer).

Options / Parameters

  • Poisson — Assumes E(Y)=Var(Y).
  • Negative Binomial — For data with overdispersion (Var > E).
  • ZIP — Zero-inflated Poisson — mixes structural zeros with counts.
  • ZINB — Like ZIP but with overdispersion.
  • Hurdle — Binary (zero/non-zero) + truncated count model.

Non-Parametric​

Mann-Whitney U​

What it is. Alternative to independent-samples t-test when normality fails.

Wilcoxon signed-rank​

What it is. Alternative to paired t-test.

Kruskal-Wallis​

What it is. Alternative to one-way ANOVA.

Non-Parametric Extended​

What it is. Bundle of additional distribution-free tests.

Options / Parameters

  • KS 2-sample — Do two samples come from the same distribution?
  • Sign test — Simple alternative to paired t-test.
  • Runs test — Tests randomness of a sequence.
  • McNemar — Paired nominal (before/after).
  • Cochran Q — Multiple related samples with binary outcomes.
  • Kendall's W — Agreement between raters/rankings.
  • Jonckheere-Terpstra — Ordered alternative to Kruskal-Wallis.
  • Mood's median — Tests equality of medians across k groups.
  • Permutation — Exact resampling-based tests.
  • Panel Unit Root — Stationarity for panel data.
  • KDE — Kernel density estimation.
  • LOESS — Local regression / smoothing.

Dimension reduction & reliability​

PCA / EFA / Canonical Correlation​

What it is. Dimension reduction and latent structure.

Options / Parameters

  • PCA — Orthogonal components maximizing variance. Use Kaiser (eigenvalue>1) to pick count.
  • EFA — Factor analysis with rotation (varimax/promax/oblimin). Includes KMO + Bartlett.
  • Canonical Corr. — Correlations between TWO sets of variables.

Clustering​

What it is. Group similar observations.

Options / Parameters

  • K-Means — K-cluster partition by centroids. Pick K via silhouette score.
  • Hierarchical — Agglomerative — produces a dendrogram. Linkage: ward / complete / average / single.

Reliability​

What it is. Internal consistency of a scale.

Options / Parameters

  • Cronbach α — α ≥ 0.9 excellent, ≥ 0.8 good, ≥ 0.7 acceptable.
  • Split-Half — Splits the scale in halves, correlates, applies Spearman-Brown correction.

Time Series​

Unit Root Tests​

What it is. Tests whether a series is stationary.

Options / Parameters

  • ADF — H0 = unit root (non-stationary).
  • KPSS — Opposite null — stationarity.
  • Phillips-Perron — Non-parametric correction for serial correlation.
tip

Run ADF + KPSS together for a robust conclusion.

ARIMA​

What it is. Autoregressive Integrated Moving Average model.

Options / Parameters

  • Auto-select (p,d,q) — Grid search minimizing AIC.
  • p, d, q (manual) — AR lags, differencing, MA lags.
  • Combine Forecasts — Combine forecasts from multiple models (mean/weighted).

GARCH family​

What it is. Models time-varying volatility (volatility clustering).

Options / Parameters

  • GARCH(p,q) — Standard symmetric.
  • EGARCH — Exponential — captures asymmetry (leverage effect).
  • GJR-GARCH — Threshold — bad news increases volatility more.
  • DCC-GARCH — Multivariate — dynamic conditional correlations across series.
  • TAR — Threshold AR — different regimes above/below a threshold.

VAR & Granger Causality​

What it is. Model multiple series jointly.

Options / Parameters

  • VAR — Vector autoregression with auto lag selection.
  • Granger test — X 'causes' Y if lags of X improve Y's forecast.
  • Cointegration — Individually non-stationary series whose linear combo is.

Panel & Causal​

Panel Data (FE/RE/Hausman)​

What it is. Longitudinal data (multiple entities × time).

Options / Parameters

  • Fixed Effects — Removes time-invariant unobserved heterogeneity.
  • Random Effects — Assumes effects uncorrelated with X — more efficient.
  • Hausman test — Decides FE vs RE. Rejecting H0 → use FE.

Causal Inference​

What it is. Causal identification via quasi-experimental designs.

Options / Parameters

  • DiD — Difference-in-Differences. Requires parallel trends.
  • RDD — Regression Discontinuity at a running-variable cutoff.
  • RKD — Regression Kink — change in slope, not level.
  • Bunching — Estimator from mass concentrated near a threshold.
  • PSM — Propensity Score Matching — matches treated/control on score.
  • IPW/DR — Inverse-Probability Weighting / Doubly Robust.
  • Event Study — Dynamic effects over time relative to an event.
  • Synthetic Control — Builds a synthetic control from weighted units.
  • LATE — Local ATE via IV — compliers only.
  • Lee Bounds — Nonparametric bounds under sample selection.
  • Mediation — Decomposes total effect into direct + indirect.

Missing / Bootstrap / Survey / Bayesian​

Missing Data​

What it is. Imputation and pattern analysis.

Options / Parameters

  • Simple — mean/median/mode — fast but understates SEs.
  • KNN — Uses k nearest complete rows.
  • MICE — Multiple imputation via chained equations — pooled with Rubin's rules.
  • EM — Assumes multivariate normality.
  • PMM — Predictive Mean Matching — preserves observed distribution.
  • Patterns — Little's MCAR test + pattern visualization.
  • Sensitivity — How results change under MNAR assumptions.

Bootstrap​

What it is. Resampling for SE, CI, validation.

Options / Parameters

  • SE / CI — Bootstrap standard error / CI for a statistic.
  • CI types — percentile / basic / BCa / studentized.
  • Regression — Bootstrap coefficient estimates.
  • Jackknife — Leave-one-out.
  • Permutation (2-sample) — Exact test for difference of means.
  • Bayesian bootstrap — Dirichlet weights — Bayesian variant.

Survey / Complex Samples​

What it is. Design-based analysis (strata, clusters, weights).

Options / Parameters

  • Design — Specify strata / cluster / weights vars.
  • Means / Totals / Proportions — Design-based estimates.
  • DEFF — Design effect — variance inflation relative to SRS.
  • Rao-Scott χ² — Chi-square corrected for complex design.
  • Replicate Weights — BRR / JKn via replicate weight columns.

Bayesian Models​

What it is. MCMC-based Bayesian inference (PyMC).

Options / Parameters

  • Linear / Logistic / Hierarchical — Base models.
  • Draws / Tuning / Chains — MCMC settings (defaults 2000/1000/4).
  • Posterior Predictive Check — Simulate data from posterior and compare to observed.
  • Prior vs Posterior — Visualize how beliefs updated.
  • Credible Interval — 94% HDI per parameter.
  • Bayes Factor — Compare evidence between two models.
  • MCMC Diagnostics — R-hat, ESS, trace plots.

ML & SHAP​

ML Models​

What it is. Random Forest, XGBoost, SVM, Decision Tree, Gradient Boosting.

Options / Parameters

  • Hyperparameters — Per-model — n_estimators, max_depth, etc.
  • Train/Test Predict — Fit on train, predict on held-out test (test_size configurable).
  • Tree Diagram Export — Export decision tree as Graphviz DOT for visualization.

ML Evaluation​

What it is. Performance metrics.

Options / Parameters

  • Cross-Validation — K-fold CV (default 5).
  • ROC / AUC — Binary classification performance.
  • Confusion Matrix — TP/FP/TN/FN counts.
  • Feature Importance — From tree-based models.

SHAP​

What it is. Explainability: per-feature contribution per prediction.

tip

Works with xgboost / random_forest / decision_tree.

Niche​

Niche (DSGE / Conjoint / Neural / MIDAS)​

What it is. DSGE macro, Conjoint analysis, Deep NN, MIDAS (mixed-frequency data).

tip

Accessible via Command Palette (Ctrl+K) for the less common ones.