Glossary of Statistical Terms

Great suggestions. Done. I did not add anything for “general linear model” but did for “generalized linear model”. Thanks for joining datamethods!

Thanks to my colleague @SpiekerStats we now also have a definition of causal inference.


Excellent addition. I think that the reference to Judea Pearl should be added to the references section at the end.

To the paper I link to or is there a better reference from him?

That paper is very comprehensive, readable, and freely available so I think it serves as a great reference.

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It would be great to add the definition of the likelihood or likelihood function. I am desperately looking for a good definition!

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Great idea. Done. I added also definitions for probability density functions, and added to the definition for maximum likelihood estimator. Any suggestions for improving these definitions are most welcomed.


Recently in a meta-analysis I wrote “between study variability” and “within study variability” and was told it should never be within study variability but rather precision. In the literature I have seen within study variability used, is that an error?

I hope that a meta-analysis expert will answer that.

I remember vaguely from modern epidemiology book or so: a rate is a change in one unit by a change in another unit. which fits perfectly to velocity e. g. So denominator is not something static too.

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Perhaps add this elementary but important definition:

Variable: In statistics, a variable is a characteristic of interest that you measure, record, and analyze.

credit :

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