# Glossary of Statistical Terms

**URL:** <https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220>\
**Category:** statistical\
**Created:** [January 10, 2019, 5:17pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220 "2019-01-10T17:17:35Z")\
**Posts on this page:** 20\
**Page:** 1

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [January 10, 2019, 5:17pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/1 "2019-01-10T17:17:35Z")

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A glossary of statistical terms, intended primarily for non-statisticians, may be found [here](http://hbiostat.org/glossary). The purpose of this topic is to provide a place for suggested improvements to any of the existing definitions, or to add new definitions for terms not already covered in the glossary. Feel free to propose your own definitions. You will be credited for material that is added to the glossary.

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**Author:** ![SameeraDaniels](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/sameeradaniels/32/496_2.png) [@SameeraDaniels](https://discourse.datamethods.org/u/SameeraDaniels)\
**Post date:** [January 11, 2019, 5:01am UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/2 "2019-01-11T05:01:48Z")

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Thank you Frank. Very helpful for review and revision purposes.

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**Author:** ![RBrinks](https://discourse.datamethods.org/letter_avatar_proxy/v4/letter/r/ce73a5/32.png) [@RBrinks](https://discourse.datamethods.org/u/RBrinks)\
**Post date:** [January 11, 2019, 9:28am UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/3 "2019-01-11T09:28:28Z")

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Thanks Frank, this is great and helps me (and possibly my students) a lot.  
Pls allow a comment for the item “rate” which you write is unconstrained. As far as I see it, a rate is always non-negative.  
As an aside, I appreciate thay you see a rate as something “unit per time” and that it shouldn’t be confused with probabilities. In the definition of type I and type II errors, you use “false positive rate” and “false negative rate” as synonyms. I guess in this sense, you interpret type I and type II errors “rates” as probs (sry for nitpicking).

Thanks and best wishes,  
Ralph

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [January 11, 2019, 1:11pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/4 "2019-01-11T13:11:41Z")

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Great input. I’ll correct the phrase about the constraint and change rates to probabilities in type I and type II errors. I’m glad you caught that because I’m always fussing about type I error _rates_ being the wrong term when I want to be nitpicky.

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**Author:** ![Peter\_R\_S](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/peter_r_s/32/398_2.png) [@Peter\_R\_S](https://discourse.datamethods.org/u/Peter_R_S)\
**Post date:** [January 11, 2019, 2:19pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/5 "2019-01-11T14:19:33Z")

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@RBrinks agree to all your points, except rates and “unit per time”. In my opinion the denominator does not necessarily have to be time. I consider e.g. “falls per distance walked” or “bacteria per surface area” as rates too. Guess the point is, that the numerator is not a sub set of the denominator.

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [January 11, 2019, 2:20pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/6 "2019-01-11T14:20:52Z")

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I think you’re right. Does anyone else think that a rate needs to be a derivative? Or do others agree that falls per distance walked is truly a rate? [Here](https://en.oxforddictionaries.com/definition/rate) are the Oxford Dictionary definitions for _rate_ as a noun. Seems pretty inclusive.

🆕 I updated the glossary with @Peter_R_S suggestions.

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**Author:** ![zinkov](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/zinkov/32/401_2.png) [@zinkov](https://discourse.datamethods.org/u/zinkov)\
**Post date:** [January 12, 2019, 4:25pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/7 "2019-01-12T16:25:23Z")

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I’d like a definition for randomized controlled trials (RCT).

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [January 12, 2019, 6:27pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/8 "2019-01-12T18:27:19Z")

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Good suggestion. I lean towards extracted from [this](https://en.wikipedia.org/wiki/Randomized_controlled_trial).

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**Author:** ![zinkov](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/zinkov/32/401_2.png) [@zinkov](https://discourse.datamethods.org/u/zinkov)\
**Post date:** [January 12, 2019, 8:13pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/9 "2019-01-12T20:13:23Z")

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I was considering some definition like [https://emj.bmj.com/content/20/2/164:](https://emj.bmj.com/content/20/2/164:)

A randomized controlled trial is a type of experiment where we control for the effect of a confounding variable by randomly assigning subjects into groups which will or will not receive a treatment. It is the gold-standard for establishing causality.

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [January 13, 2019, 1:21pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/10 "2019-01-13T13:21:40Z")

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Not bad but I hesitate to keep using the word _control_ to mean standard treatment or no treatment, or in the BMJ definition the use of “will not receive a treatment”. An active-control trial or just a head-to-head comparison of two modern treatments is a perfectly good RCT. Also there are randomized crossover studies. I’ve never been clear on whether we should imply only a parallel-group design when using the term RCT.

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**Author:** ![Peter\_R\_S](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/peter_r_s/32/398_2.png) [@Peter\_R\_S](https://discourse.datamethods.org/u/Peter_R_S)\
**Post date:** [January 13, 2019, 8:04pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/11 "2019-01-13T20:04:34Z")

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I feel there are good points in both sources. It should be clear that an RCT avoids bias, due to _known and unknown_ confounders _at the time of randomization_.

The former is mentioned on Wikipedia, the latter in the BMJ paper.

RCTs are not restricted to two groups either

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [January 14, 2019, 2:45pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/12 "2019-01-14T14:45:13Z")

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I added a somewhat comprehensive definition under _clinical trials_. Thanks both of you for input.

🆕 I’m adding Julia Rohrer’s [definitions](https://twitter.com/dingding_peng/status/1084733851409305601) of reproducibiity etc.

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**Author:** ![RonanConroy](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/ronanconroy/32/242_2.png) [@RonanConroy](https://discourse.datamethods.org/u/RonanConroy)\
**Post date:** [January 15, 2019, 2:59pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/13 "2019-01-15T14:59:51Z")

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I guess the important question is the intended purpose of the glossary. The definitions are often _what is_ definitions rather than _what’s the purpose of_ definitions.

For example, interquartile range is simply defined as the range between the outer quartiles. Fair enough, but we’re not told it’s a measure of data spread.

And observational studies are defined as _Study in which no experimental condition (e.g., treatment) is manipulated by the investigator, i.e., randomization is not used_ which defines them by the absence of a feature. It would help to mention that they are frequently used to measure the characteristics of a study population and to look for associations between these characteristics. And maybe that they are frequently used in health research.

The level of detail, both in terms of formulas and examples, varies widely – _paired data_, for example, is quite comprehensive, while _parametric model_ simply says _A model based on a mathematical function having a few unknown parameters_.

My advice would be to define a readership and to do a think-aloud protocol. I am constantly surprised by the explanations that practising doctors do and do not understand. Markov models, for example, are easy, while degrees of freedom (found in every paper in a journal club) is one that I still haven’t found an easy explanation for.

I must welcome the project, though, and wish it well. When two peoples speak different languages, the person who makes a good dictionary deserves to be honoured.

As a footnote : I have a very ancient copy of Johnson’s dictionary, and it does, indeed, define a lexicographer as _A writer of dictionaries; a harmless drudge_.

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**Author:** ![cvmsteve](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/cvmsteve/32/2024_2.png) [@cvmsteve](https://discourse.datamethods.org/u/cvmsteve)\
**Post date:** [January 15, 2019, 3:06pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/14 "2019-01-15T15:06:06Z")

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I am still chuckling over the definition of “data science”. These definitions should be distributed Week 1 to any biostatistics course.

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [January 15, 2019, 5:04pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/15 "2019-01-15T17:04:33Z")

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> [@RonanConroy](#):
>
> I guess the important question is the intended purpose of the glossary. The definitions are often _what is_ definitions rather than _what’s the purpose of_ definitions.
> 
> For example, interquartile range is simply defined as the range between the outer quartiles. Fair enough, but we’re not told it’s a measure of data spread.

Ronan I think these are great observations. I would like to not have to think so much, by avoiding the issue of the particular audience (other than emphasizing clinicians). So my inclination is to just try to make each definition better. I would like to incorporate the fantastic suggestions you listed here. Further contributions welcomed!

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**Author:** ![drjgauthier](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/drjgauthier/32/122_2.png) [@drjgauthier](https://discourse.datamethods.org/u/drjgauthier)\
**Post date:** [August 8, 2019, 4:14am UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/16 "2019-08-08T04:14:45Z")

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Hi Frank! It would be very helpful to define the term “overfitting” in your glossary, in the context of regression modeling.

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [August 8, 2019, 2:20pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/17 "2019-08-08T14:20:05Z")

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Excellent suggestion. Just added it. See if the definition does the trick.

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**Author:** ![jumbanhounc](https://discourse.datamethods.org/letter_avatar_proxy/v4/letter/j/45deac/32.png) [@jumbanhounc](https://discourse.datamethods.org/u/jumbanhounc)\
**Post date:** [August 13, 2019, 1:23pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/18 "2019-08-13T13:23:06Z")

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This is really excellent. I think an entry for causal inference could be useful.

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**Author:** ![f2harrell](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/f2harrell/32/165_2.png) [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Post date:** [August 13, 2019, 1:47pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/19 "2019-08-13T13:47:09Z")

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I’ll need a volunteer for that one. I’m unqualified and would be too tempted to write “something that comes strictly from the study design and not the data, and for which further discussion is not very fruitful”. 🙂

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**Author:** ![fmaguire](https://discourse.datamethods.org/user_avatar/discourse.datamethods.org/fmaguire/32/809_2.png) [@fmaguire](https://discourse.datamethods.org/u/fmaguire)\
**Post date:** [August 13, 2019, 2:21pm UTC](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220/20 "2019-08-13T14:21:34Z")

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Very useful!

- Suggest adding a “number needed to treat” definition.

- There is a typo in the AI definition “AI is **n** procedure”.

- Might be worth adding general and generalized linear model terms separately with a “see linear regression”

[Next page](https://discourse.datamethods.org/t/glossary-of-statistical-terms/1220.md?page=2)