Interval Estimate
A range of values, such as a confidence interval, calculated to convey the uncertainty surrounding a point estimate of a parameter.
Encyclopaedia
Explore comprehensive, evidence-informed explanations of key health economics concepts, including their development, application and relationships to other concepts. Published entries are validated through human expert review.
Intraclass Correlation
A measure quantifying the proportion of total variance in an outcome attributable to differences between groups or clusters, relative to variance within them.
Jackknife
A resampling technique estimating a statistic's variability by systematically recalculating it after removing one observation at a time.
Jackknife Standard Error
An estimate of a parameter's statistical uncertainty calculated using the jackknife technique of omitting one observation at a time and examining resulting variability.
Joint Model
A statistical approach analysing a longitudinal outcome, such as a repeated biomarker, alongside a time-to-event outcome, accounting for the link between them.
Joint Probability
The probability that two or more events all occur together, calculated as one event's probability multiplied by the others' conditional probability.
K-Fold Cross-Validation
A technique assessing how well a model generalises by dividing data into equal folds, training on all but one and testing on the rest.
Kaiser Criterion
A factor analysis rule retaining only factors with an eigenvalue greater than one, since these explain more variance than a single original variable.
Kakwani Index
A measure of the progressivity of a tax or financing system, calculated as the concentration index of payments minus the Gini coefficient of pre-tax income.
Kalman Filter
A recursive algorithm estimating a dynamic system's unknown state over time by combining noisy observations with a model of how the system evolves.
Kaplan-Meier Curve
A graphical display of the Kaplan-Meier survival estimate, shown as a step function that decreases at each observed event over time.
Kaplan-Meier Estimator
A non-parametric method for estimating the survival function from censored data, calculated as the product of conditional survival probabilities at each event.
Kaplan-Meier Method
The overall approach of estimating and comparing survival functions using the Kaplan-Meier estimator, accounting for censored observations in time-to-event data.
Kendall Tau
A non-parametric measure of association between two ranked variables, based on the number of concordant and discordant pairs of observations.
Kurtosis
A measure describing a distribution's tail shape relative to a normal distribution, higher values indicating heavier tails and more extreme outliers.
Landmark Analysis
A survival technique restricting analysis to patients event-free up to a predefined time point, then examining survival from that point forward.
Last Observation Carried Forward
A missing data method substituting a participant's most recent value for all subsequent missing time points, assuming their condition stayed unchanged.
Latent Class Analysis
A technique identifying unobserved, categorical subgroups within a population from patterns of responses, assuming these fully explain the observed associations.
Latent Class Model
A statistical model that assumes a population consists of unobserved subgroups with distinct preferences, estimating both each subgroup's traits and individual membership probability.
Latent Growth Model
A modelling framework representing an individual's trajectory using unobserved latent variables for starting level and rate of change, both varying across people.