Statistical Analysis
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Written by AutoGineer from the skill’s own files, not by the author
This skill provides a structured framework for performing statistical analysis using Python libraries including Pingouin, SciPy, statsmodels, and PyMC. It guides users through the entire analytical process, from framing research questions and checking statistical assumptions to executing tests and generating APA-formatted reports. The skill emphasizes the importance of effect sizes, uncertainty estimation, and rigorous diagnostic procedures to support scientific research workflows.
What it does
- Performs hypothesis tests such as t-tests, ANOVA, and chi-square.
- Conducts regression and correlation analyses with diagnostic checks.
- Facilitates Bayesian statistical modeling and posterior estimation.
- Calculates effect sizes and conducts power analyses for study planning.
- Provides automated assumption checking for normality, variance, and outliers.
- Generates APA-style reporting templates for statistical results.
When to use it
- When comparing groups or testing hypotheses in experimental or survey data.
- When you need to verify statistical assumptions before interpreting results.
- When planning a study and calculating required sample sizes.
- When you need to report statistical findings in a standard academic format.
- When performing Bayesian analysis to incorporate prior information.
Advantages
- Integrates multiple statistical libraries into a unified workflow.
- Promotes rigorous research practices through mandatory assumption checking.
- Provides clear guidance on effect size interpretation and reporting.
- Supports both frequentist and Bayesian statistical approaches.
Usage examples
- “Perform an independent samples t-test on my two groups and provide an APA-style report.”
- The agent will execute the t-test, calculate Cohen's d, check assumptions, and output a formatted string containing the t-statistic, degrees of freedom, p-value, and effect size.
- “Check the assumptions for my regression model.”
- The agent will run residual diagnostics, including normality tests and variance checks, and provide an interpretation of the results with recommendations.
- “How many participants do I need for a study with an expected effect size of 0.5?”
- The agent will perform an a priori power analysis to calculate the required sample size per group for a given alpha and power level.
Install
Download the skill as a ZIP:
https://mp-staging.autogineer.com/agent-skills/k-dense-ai/statistical-analysis/downloadUnzip it into the cross-client skills folder of your project:
mkdir -p .agents/skills && unzip statistical-analysis.zip -d .agents/skills
Documentation by K-Dense Inc.
Statistical Analysis
Overview
Conduct hypothesis tests (t-tests, ANOVA, chi-square), regression, correlation, and Bayesian analyses with systematic assumption checking, effect sizes, and APA-style reporting. Define the estimand and sampling units, diagnose model limitations, and report effect estimates with uncertainty. Numerical screens cannot certify assumptions or scientific validity.
When to Use This Skill
Use this skill when:
Conducting statistical hypothesis tests (t-tests, ANOVA, chi-square, non-parametric)
Performing regression or correlation analyses
Running Bayesian statistical analyses
Checking statistical assumptions and diagnostics
Calculating effect sizes and conducting power analyses
Reporting statistical results in APA format
Analyzing experimental or observational data for research
Installation
Targets Pingouin 0.7.0, SciPy 1.18.1, statsmodels 0.15.0, PyMC 6.3.2 and ArviZ 1.3.0 (reviewed 2026-10-01). Create a separate environment; do not add mutually incompatible scientific stacks to a shared project environment.
uv venv --python 3.12 .venv-statistics
uv pip install --python .venv-statistics/bin/python "pingouin==0.7.0" "scipy==1.18.1" "statsmodels==0.15.0" pandas matplotlib seaborn
# Optional Bayesian examples:
uv pip install --python .venv-statistics/bin/python "pymc==6.3.2" "arviz==1.3.0"On Windows use .venv-statistics/Scripts/python.exe. Lock the resolved environment for reproduction.
Pingouin 0.7 fixes erroneous mixed/repeated-measures corrections, categorical ANOVA, and other results; do not reproduce an old analysis by merely changing its reported version. See the official changelog.
Pingouin 0.6+ names are
p_val,cohen_d,CI95,p_unc.ttestreports absolute Cohen's d; calculate a signed estimate explicitly. Itspowercolumn is observed power and should not be used to interpret a null result.correction='auto'chooses Welch by unequal sample sizes, not by variance evidence. Setcorrection=Truefor prespecified Welch inference.PyMC 6 returns an xarray
DataTree. ArviZ 1 usesci_probinsummary/plot_distandprobinhdi; specify 95% intervals explicitly. See Bayesian guidance.Pingouin omits
BF10for one-sided t-tests; posterior directional probabilities are not Bayes factors. A two-sidedBF10uses its own model/prior and is not the Bayesian counterpart of a Welch unequal-variance model.
For model-specific APIs (OLS, GLM, ARIMA), see the statsmodels skill. For PyMC workflows, see the pymc skill.
Analysis Workflow
Use the following workflow, documenting prespecified decisions and exploratory departures.
Frame the question before touching the data. State the hypothesis, the outcome and predictor variables, and the design (independent vs. paired, number of groups). Specify the target effect, sampling unit, dependence, contrasts and multiplicity family before outcome-driven selection. Label adaptive exploration explicitly.
Inspect the data. Per group: n, mean, SD, median, missing values. Plot the raw data (histograms or box plots) before any test. Unequal group sizes, missingness, floor/ceiling effects, and outliers all change what test is appropriate — surface them to the user rather than silently working around them.
Select the test using the quick reference below, or
references/test_selection_guide.mdfor designs beyond the basics (counts, time-to-event, reliability, factorial).Check assumptions with
scripts/assumption_checks.py. Interpret plots and screens alongside the design and estimand; do not switch tests automatically at a diagnostic p-value threshold. Report justified sensitivity analyses and any departures from the plan.Run the test and always compute the effect size alongside it — a p-value assesses incompatibility with the null model; the effect estimate and its uncertainty support judgments about practical importance.
Report using the APA templates below, including descriptives, exact statistics, effect sizes with CIs, and the assumption checks performed.
If the user only needs one step (e.g., "how many participants do I need?"), jump straight to that section — but still confirm the design assumptions the calculation rests on.
Test Selection Guide
Quick Reference: Choosing the Right Test
Use references/test_selection_guide.md for comprehensive guidance (counts, survival, reliability, factorial designs). Quick reference:
Group comparisons: Independent continuous means usually use prespecified Welch's t-test or Welch's ANOVA. Pooled Student/ANOVA inference needs justified equal variance. Paired means use a paired t-test on aligned within-person differences. Repeated or clustered observations require a model of that dependence.
Rank questions: Mann-Whitney or Kruskal-Wallis can address distribution/rank contrasts; they are not automatic tests of medians. Wilcoxon signed-rank requires meaningful, symmetrically distributed paired differences. Friedman addresses blocked/repeated rank contrasts. See the reference for ties, small samples, and exact/permutation choices.
Relationships: Pearson measures linear association; Spearman measures monotone rank association. Choose by the scientific question, not a normality pretest. Use a suitable regression likelihood for continuous, binary, count or time-to-event outcomes.
Bayesian alternatives: Specify the likelihood, prior and comparison explicitly. Posterior estimation does not automatically yield a Bayes factor for a point null.
Assumption Checking
Always check assumptions before interpreting test results, and report the checks — reviewers look for them.
Use the bundled scripts/assumption_checks.py module. Add the skill’s scripts/ directory to PYTHONPATH (the skill root alone is insufficient):
from assumption_checks import comprehensive_assumption_check
# Within-group outlier screens, normality and variance diagnostics; with plots
results = comprehensive_assumption_check(
data=df,
value_col='score',
group_col='group', # Independent groups; paired tests use difference scores
alpha=0.05
)For targeted checks, import individual functions:
from assumption_checks import (
check_normality, # Shapiro-Wilk + Q-Q plot + histogram
check_normality_per_group,
check_homogeneity_of_variance, # Levene's test + box plots
check_linearity, # scatter + residual plot for simple regression
check_regression_diagnostics, # full OLS diagnostics (see Regression below)
detect_outliers # IQR or z-score methods
)
result = check_normality(data=df['score'], name='Test Score', alpha=0.05, plot=True)
print(result['interpretation'])
print(result['recommendation'])What to Do When Assumptions Are Violated
A non-significant Shapiro/Levene result does not verify normality/equal variance. There is no universal n=30 robustness rule; tails, skewness, imbalance, dependence and the target estimator matter.
For paired t-tests diagnose differences; for regression inspect residuals. Rank tests change the question and retain assumptions.
Prespecify Welch for independent mean comparisons; use Games-Howell pairwise comparisons when appropriate to a heteroscedastic one-way design. Regression HC3 addresses heteroscedasticity, not clustering, confounding or a wrong mean model.
The helper rejects infinities, undersized or degenerate samples, reports omitted NaNs, retains original outlier positions, and rejects missing group labels. No binary Shapiro verdict is returned above 5000 observations, where its p-value may be inaccurate.
Grouped output uses
outliers_per_group; legacyis_normal/is_homogeneousand theNormaltable label mean only non-rejection. Independence is established through design review, never this helper. Passordered=Trueto regression diagnostics only for meaningful row order; Durbin-Watson is descriptive without a universal cutoff.
See assumptions and diagnostics.
Running Statistical Tests
Primary libraries:
pingouin: user-friendly tests that return effect sizes by default — prefer it for standard tests
scipy.stats: core statistical tests
statsmodels: regression, diagnostics, power analysis
pymc + arviz: Bayesian modeling and diagnostics
T-Test with Complete Reporting
import pingouin as pg
# Prespecified independent mean comparison; arrays must contain finite observations
result = pg.ttest(group_a, group_b, correction=True)
# Pingouin >= 0.6 column names
t_stat = result['T'].values[0]
dof = result['dof'].values[0]
p_value = result['p_val'].values[0]
cohens_d = pg.compute_effsize(group_a, group_b, eftype='cohen') # signed A - B
ci_lower, ci_upper = result['CI95'].values[0] # CI for the mean difference
p_text = "p < .001" if p_value < .001 else f"p = {p_value:.3f}"
print(f"Welch t({dof:.2f}) = {t_stat:.2f}, {p_text}, d = {cohens_d:.2f}")ANOVA with Post-Hoc Tests
import pingouin as pg
aov = pg.anova(dv='score', between='group', data=df, detailed=True)
print(aov)
# Effect size: partial eta-squared
eta_p2 = aov['np2'].values[0]
# A prespecified all-pairs family: Tukey HSD controls family-wise error
posthoc = pg.pairwise_tukey(dv='score', between='group', data=df)
print(posthoc) # Hedges' g, not Cohen's d
# Alternative prespecified unequal-variance workflow:
welch = pg.welch_anova(dv='score', between='group', data=df)
games_howell = pg.pairwise_gameshowell(dv='score', between='group', data=df)Linear Regression with Diagnostics
import statsmodels.api as sm
from assumption_checks import check_regression_diagnostics
X = sm.add_constant(X_predictors) # Add intercept
model = sm.OLS(y, X).fit()
print(model.summary())
# 4-panel residual plot + Shapiro-Wilk, Breusch-Pagan, Durbin-Watson, VIF
diag = check_regression_diagnostics(model)
print(diag['interpretation'])
print(diag['vif'])
# If HC3 was specified for independent errors, fit/report that inference explicitly
robust = model.get_robustcov_results('HC3')Bayesian T-Test
import pymc as pm
import arviz as az
import numpy as np
with pm.Model() as model:
# Priors
mu1 = pm.Normal('mu_group1', mu=0, sigma=10)
mu2 = pm.Normal('mu_group2', mu=0, sigma=10)
sigma = pm.HalfNormal('sigma', sigma=10)
# Likelihood
y1 = pm.Normal('y1', mu=mu1, sigma=sigma, observed=group_a)
y2 = pm.Normal('y2', mu=mu2, sigma=sigma, observed=group_b)
# Derived quantity
diff = pm.Deterministic('difference', mu1 - mu2)
trace = pm.sample(2000, tune=1000, chains=4, cores=1, random_seed=42, nuts_sampler='pymc')
# ArviZ 1.x defaults to 89% intervals; request 95% explicitly for reporting
print(az.summary(trace, var_names=['difference'], ci_prob=0.95))
# Direct probability statement (this is what one-sided questions become)
prob_greater = np.mean(trace.posterior['difference'].values > 0)
print(f"P(mu1 > mu2 | data) = {prob_greater:.3f}")
# ArviZ 1.x removed az.plot_posterior; use plot_dist (on 0.x, plot_posterior still works)
az.plot_dist(trace, var_names=['difference'], ci_prob=0.95)This is a shared-variance normal model, not Welch's model or a Bayes-factor calculation. Choose priors using meaningful units and external knowledge; inspect prior predictions and prior sensitivity. Short synthetic API smoke tests do not establish convergence; inspect finite R-hat/ESS/MCSE, divergences and posterior predictions before reporting.
Effect Sizes
Effect sizes quantify magnitude; p-values measure incompatibility with a specified null model under its assumptions. A p-value does not prove that an effect exists or measure its practical importance. Report an effect estimate and uncertainty for every test. See references/effect_sizes_and_power.md for the full guide.
Quick Reference: Common Effect Sizes
| Test | Effect Size | Small | Medium | Large |
|---|---|---|---|---|
| T-test | Cohen's d | 0.20 | 0.50 | 0.80 |
| ANOVA | η²_p | 0.01 | 0.06 | 0.14 |
| Correlation | r | 0.10 | 0.30 | 0.50 |
| Regression | R² | 0.02 | 0.13 | 0.26 |
| Chi-square (2×2) | Cramér's V | 0.10 | 0.30 | 0.50 |
Benchmarks are conventions, not laws — a "small" effect can matter enormously (drug side effects) and a "large" one can be trivial. Interpret in context.
Calculating Effect Sizes
Pingouin returns effect sizes with its tests (cohen_d magnitude from pg.ttest, np2 from pg.anova, hedges from pg.pairwise_tukey; r from pg.corr is already an effect size).
Confidence Intervals for Effect Sizes
Report a CI for the effect size to show its precision; use analyzed sample sizes after the declared missing-data policy. The following is an approximate pooled-d interval, not a heteroscedastic standardized-effect guarantee. Use pg.compute_esci (note: pg.compute_effsize_from_t returns only the point estimate — it does not return a CI):
import pingouin as pg
d = pg.compute_effsize(group_a, group_b, eftype='cohen')
ci_lower, ci_upper = pg.compute_esci(stat=d, nx=len(group_a), ny=len(group_b),
eftype='cohen', confidence=0.95)
print(f"d = {d:.2f}, 95% CI [{ci_lower:.2f}, {ci_upper:.2f}]")Power Analysis
A Priori Power Analysis (Study Planning)
Determine required sample size before data collection. These are independent, equal-variance planning models; unequal variances, clustering, attrition or a different estimand require appropriate design-specific calculations or simulation:
from statsmodels.stats.power import tt_ind_solve_power, FTestAnovaPower
# T-test: What n per group is needed to detect d = 0.5?
n_required = tt_ind_solve_power(
effect_size=0.5,
alpha=0.05,
power=0.80,
ratio=1.0,
alternative='two-sided'
)
import math
print(f"Required n per group: {math.ceil(n_required)}")
# One-way ANOVA: What n is needed to detect Cohen's f = 0.25?
# Notes: the parameter is k_groups; effect_size is Cohen's f (f = sqrt(eta2/(1-eta2)));
# and solve_power returns the TOTAL sample size, not n per group.
import math
anova_power = FTestAnovaPower()
n_total = anova_power.solve_power(
effect_size=0.25,
k_groups=3,
alpha=0.05,
power=0.80
)
per_group = math.ceil(n_total / 3)
print(f"Balanced design: {3 * per_group} total ({per_group} per group)")Sensitivity Analysis (Post-Study)
Determine what effect size the study could detect:
# With n=50 per group, what effect could we detect at 80% power?
detectable_d = tt_ind_solve_power(
effect_size=None, # Solve for this
nobs1=50,
alpha=0.05,
power=0.80,
ratio=1.0,
alternative='two-sided'
)
print(f"Study could detect d >= {detectable_d:.2f}")Note: Post-hoc "observed power" (computing power from the observed effect) is circular and misleading — it is a deterministic function of the p-value. If a study is done and someone asks about power, run a sensitivity analysis instead.
See references/effect_sizes_and_power.md for detailed guidance.
Reporting Results
Follow references/reporting_standards.md for APA style. Every report needs:
Descriptive statistics: M, SD, n for all groups/variables
Test statistics: Test name, statistic, df, exact p-value (
p = .034, notp < .05; usep < .001only below .001)Effect sizes: With confidence intervals
Assumption checks: Which tests were run, results, and actions taken
All planned analyses: Including non-significant findings — omitting them is cherry-picking
Example Report Templates
The numbers below are illustrative formatting examples, not computed results or a mutually consistent dataset. Replace every number, model and diagnostic statement with the actual analysis.
Independent T-Test
Group A (n = 48, M = 75.2, SD = 8.5) scored significantly higher than
Group B (n = 52, M = 68.3, SD = 9.2), t(98) = 3.82, p < .001, d = 0.77,
95% CI [0.36, 1.18], two-tailed. Assumptions of normality (Shapiro-Wilk:
Group A W = 0.97, p = .18; Group B W = 0.96, p = .12) and homogeneity
of variance (Levene's F(1, 98) = 1.23, p = .27) were not rejected; plots and design still require review.One-Way ANOVA
A one-way ANOVA revealed a significant main effect of treatment condition
on test scores, F(2, 147) = 8.45, p < .001, η²_p = .10. Post hoc
comparisons using Tukey's HSD indicated that Condition A (M = 78.2,
SD = 7.3) scored significantly higher than Condition B (M = 71.5,
SD = 8.1, p = .002, d = 0.87) and Condition C (M = 70.1, SD = 7.9,
p < .001, d = 1.07). Conditions B and C did not differ significantly
(p = .52, d = 0.18).Multiple Regression
Multiple linear regression was conducted to predict exam scores from
study hours, prior GPA, and attendance. The overall model was significant,
F(3, 146) = 45.2, p < .001, R² = .48, adjusted R² = .47. Study hours
(B = 1.80, SE = 0.31, β = .35, t = 5.78, p < .001, 95% CI [1.18, 2.42])
and prior GPA (B = 8.52, SE = 1.95, β = .28, t = 4.37, p < .001,
95% CI [4.66, 12.38]) were significant predictors, while attendance was
not (B = 0.15, SE = 0.12, β = .08, t = 1.25, p = .21, 95% CI [-0.09, 0.39]).
Multicollinearity was not a concern (all VIF < 1.5).Bayesian Analysis
A Bayesian independent samples t-test was conducted using weakly
informative priors (Normal(0, 10) for group means). The posterior
distribution indicated that Group A scored higher than Group B
(M_diff = 6.8, 95% credible interval [3.2, 10.4]), with a 99.8%
posterior probability that Group A's mean exceeded Group B's mean.
Convergence diagnostics were satisfactory (all R-hat < 1.01, ESS > 1000).For rank methods, report distribution summaries (often medians/IQRs), the U/W/H statistic, and a rank-based effect size (e.g., rank-biserial correlation, returned by pg.mwu as RBC).
Bayesian Statistics
Consider Bayesian approaches when:
You have prior information to incorporate
You want direct probability statements about hypotheses ("there is a 95% probability the effect lies in this interval")
Small samples or sequential collection require prior sensitivity and an explicit stopping/decision rule; Bayesian methods do not universally remove optional-stopping concerns
You need to quantify evidence for the null hypothesis
The model is complex (hierarchical structure, missing data)
See references/bayesian_statistics.md for prior specification, Bayes Factors, credible intervals, hierarchical models, and convergence checking (R-hat < 1.01, sufficient ESS, posterior predictive checks).
Bundled Resources
References (references/)
test_selection_guide.md: Decision tree covering group comparisons, relationships, counts, time-to-event, agreement/reliability, and categorical analysis
assumptions_and_diagnostics.md: Detailed guidance on checking and handling assumption violations
effect_sizes_and_power.md: Calculating, interpreting, and reporting effect sizes; power analysis
bayesian_statistics.md: Priors, Bayes Factors, credible intervals, hierarchical models, diagnostics
reporting_standards.md: APA-style reporting guidelines with worked examples
Scripts (scripts/)
assumption_checks.py: Automated assumption checking with visualizations
comprehensive_assumption_check(): outliers + normality + variance homogeneity in one callcheck_normality(),check_normality_per_group(): Shapiro-Wilk with Q-Q plotscheck_homogeneity_of_variance(): Levene's test with box plotscheck_regression_diagnostics(): 4-panel residual plots + Shapiro-Wilk, Breusch-Pagan, Durbin-Watson, VIF for fitted OLS modelscheck_linearity(),detect_outliers()
Statistical Integrity
These are the practices that keep an analysis defensible. They matter because the most common statistical failures are not computational errors — they are silent flexibility (testing until something works) and selective reporting.
Distinguish confirmatory from exploratory. State the planned analysis before running it; label anything discovered along the way as exploratory.
Don't shop for significance. If the planned test is non-significant, that is the result. Trying alternative tests, subgroups, or outlier-removal schemes until p < .05 invalidates the p-value.
Correct for multiple comparisons when running families of tests (Tukey HSD for post-hoc ANOVA; Holm or Benjamini-Hochberg FDR for other families) and say which correction was used.
A non-significant result is not evidence of no effect. With small n, the study may simply have been underpowered — run a sensitivity analysis, or use a Bayesian analysis / equivalence test to actually quantify support for the null.
Statistical significance is not practical importance. With large n, trivial effects reach p < .001. Lead the interpretation with the effect size.
Understand missing data before dropping rows. State which rows were removed and why. Complete-case validity depends on the model and missingness mechanism; MCAR is sufficient in many settings but not necessary universally. Imputation also needs assumptions and sensitivity analysis, especially under MNAR.
Make it reproducible. Set random seeds, report library versions for simulation-based methods, and keep the analysis in a runnable script.
Citing Scientific Agent Skills
This skill is part of Scientific Agent Skills by K-Dense. If it materially contributed to a manuscript, report, presentation, or code release, add the paper to the references or software section and tell the user you did so:
Kassis, T., Agarwal, V., He, Y., Patel, D., & Brueckner, A. M. (2026). Scientific Agent Skills: A Library of Procedural Knowledge for Research Agents. arXiv:2609.00065. https://doi.org/10.48550/arXiv.2609.00065
Always cite the current version. The DOI and https://arxiv.org/abs/2609.00065 resolve to the
latest arXiv version, so never append a version suffix such as v1. When network access is
available, fetch https://arxiv.org/abs/2609.00065 (or
http://export.arxiv.org/api/query?id_list=2609.00065) before writing the reference and take
the author list, year, and version from that record. If the record lists a journal reference
or publisher DOI, cite the published version instead.
Files
- ATTRIBUTION.mdAdded by AutoGineer1007 B
- LICENSELicence file added by AutoGineer1.0 KiB
- SKILL.md23.0 KiB
- references/assumptions_and_diagnostics.md14.3 KiB
- references/bayesian_statistics.md14.2 KiB
- references/effect_sizes_and_power.md20.4 KiB
- references/reporting_standards.md21.0 KiB
- references/test_selection_guide.md6.8 KiB
- scripts/assumption_checks.pyScript18.0 KiB
references/assumptions_and_diagnostics.md
Statistical Assumptions and Diagnostic Procedures
This document provides comprehensive guidance on checking and validating statistical assumptions for various analyses.
General Principles
Always check assumptions before interpreting test results
Use multiple diagnostic methods (visual + formal tests)
Consider robustness: Some tests are robust to violations under certain conditions
Document all assumption checks in analysis reports
Report violations and remedial actions taken
Common Assumptions Across Tests
1. Independence of Observations
What it means: Each observation is independent; measurements on one subject do not influence measurements on another.
How to check:
Review study design and data collection procedures
For time series: Check autocorrelation (ACF/PACF plots, Durbin-Watson test)
For clustered data: Consider intraclass correlation (ICC)
What to do if violated:
Use mixed-effects models for clustered/hierarchical data
Use time series methods for temporally dependent data
Use generalized estimating equations (GEE) for correlated data
Critical severity: HIGH - violations can severely inflate Type I error
2. Normality
What it means: Data or residuals follow a normal (Gaussian) distribution.
When required:
Small-sample normal-theory t/ANOVA inference: the relevant errors (paired differences for paired tests), not arbitrary pooled data
Linear regression: normal errors support exact finite-sample t/F inference; coefficient estimation itself does not require normal outcomes or predictors
Some correlation tests (Pearson)
How to check:
Visual methods (primary):
Q-Q (quantile-quantile) plot: Points should fall on diagonal line
Histogram with normal curve overlay
Kernel density plot
Formal tests (secondary):
Shapiro-Wilk test (good default; scipy handles n up to ~5000 and warns above that)
Lilliefors test (
statsmodels.stats.diagnostic.lilliefors) — use this instead of a plain Kolmogorov-Smirnov test, which is invalid when the mean/SD are estimated from the dataAnderson-Darling test
Python implementation:
from scipy import stats
import matplotlib.pyplot as plt
# Shapiro-Wilk test
statistic, p_value = stats.shapiro(data)
# Q-Q plot
stats.probplot(data, dist="norm", plot=plt)Interpretation guidance:
Assess plots, tail behavior, sample balance, dependence and the estimand at every sample size. Formal tests have low power in small samples and detect tiny departures in large samples; non-rejection does not validate a model.
Look for severe skewness, outliers, or bimodality
What to do if violated:
Departures: Evaluate robustness for the target effect and design; there is no universal n=30 threshold. Prespecify robust inference or simulation-based sensitivity. Rank methods change the target and retain assumptions; they are not automatic replacements.
Severe violations:
Transform data (log, square root, Box-Cox)
Use non-parametric methods
Use robust regression methods
Consider bootstrapping
Critical severity: MEDIUM - parametric tests are often robust to mild violations with adequate sample size
3. Homogeneity of Variance (Homoscedasticity)
What it means: Variances are equal across groups or across the range of predictors.
When required:
Pooled Student's t-test and classical equal-variance ANOVA (not Welch tests)
Usual homoscedastic OLS standard errors; HC3 addresses independent heteroscedastic errors, not clusters
How to check:
Visual methods (primary):
Box plots by group (for t-test/ANOVA)
Residuals vs. fitted values plot (for regression) - should show random scatter
Scale-location plot (square root of standardized residuals vs. fitted)
Formal tests (secondary):
Levene's test (robust to non-normality)
Bartlett's test (sensitive to non-normality, not recommended)
Brown-Forsythe test (median-based version of Levene's)
Breusch-Pagan test (for regression)
Python implementation:
from scipy import stats
import pingouin as pg
# Median-centered Levene is the Brown-Forsythe variance test
statistic, p_value = stats.levene(group1, group2, group3, center='median')
# For regression
# Breusch-Pagan test
# Note: exog must include the constant column (e.g. exog = sm.add_constant(X),
# or pass the fitted model's model.exog)
from statsmodels.stats.diagnostic import het_breuschpagan
_, p_value, _, _ = het_breuschpagan(residuals, exog)Interpretation guidance:
No variance-ratio cutoff certifies validity. Balanced designs can help robustness but do not remove tail, dependence or variance concerns.
Do not choose pooled versus Welch inference based only on a preliminary variance p-value.
For regression: Look for funnel patterns in residual plots
What to do if violated:
t-test: Use Welch's t-test (does not assume equal variances)
ANOVA: Use Welch's ANOVA or Brown-Forsythe ANOVA
Regression:
Transform dependent variable (log, square root)
Use weighted least squares (WLS)
Use robust standard errors (HC3)
Use generalized linear models (GLM) with appropriate variance function
Critical severity: MEDIUM - tests can be robust with equal sample sizes
Test-Specific Assumptions
T-Tests
Assumptions:
Independence of observations
Normality (each group for independent t-test; differences for paired t-test)
Homogeneity only for pooled Student's independent t-test; Welch permits unequal variances
Diagnostic workflow:
import scipy.stats as stats
import pingouin as pg
# Check normality for each group
stats.shapiro(group1)
stats.shapiro(group2)
# Check homogeneity of variance
stats.levene(group1, group2)
# Prespecify inference from the design/estimand rather than the screening p-values:
# Option 1: Welch's t-test (unequal variances)
pg.ttest(group1, group2, correction=True) # correction=True applies Welch's
# (correction='auto' applies Welch only when sample sizes are unequal;
# correction=False forces Student's t-test)
# Option 2: A separately justified rank/distribution question
pg.mwu(group1, group2) # Mann-Whitney UANOVA
Assumptions:
Independence of observations within and between groups
Normality in each group
Homogeneity of variance across groups
Additional considerations:
For repeated measures ANOVA: Sphericity assumption (Mauchly's test)
Diagnostic workflow:
import pingouin as pg
from scipy import stats
# Check normality per group
for group in df['group'].unique():
data = df[df['group'] == group]['value']
w, p = stats.shapiro(data)
print(f"{group}: W = {w:.3f}, p = {p:.4f}")
# Check homogeneity of variance
print(pg.homoscedasticity(df, dv='value', group='group'))
# For repeated measures: Check sphericity
# Pingouin 0.7 supports one/two-way sphericity diagnostics; earlier interaction
# corrections had bugs. Specify subject IDs and complete within-subject cells.What to do if sphericity violated (repeated measures):
Prespecify a correction such as Greenhouse-Geisser; Pingouin rm_anova reports GG.
Do not infer Huynh-Feldt is automatically available from an epsilon threshold.
Use multivariate approach (MANOVA)
Linear Regression
Assumptions:
Mean specification: Conditional mean is linear in fitted coefficients (can include justified nonlinear predictor terms)
Independence: Residuals are independent
Homoscedasticity: Constant variance of residuals
Normality: Normal errors for exact small-sample conventional inference; fitted residuals are correlated projections, so residual Shapiro is only a screen
Identifiability: Full-rank design; high collinearity affects precision but is not by itself bias
Exogeneity: The conditional error mean is zero; residual plots do not establish causal identification
Diagnostic workflow:
1. Linearity:
import matplotlib.pyplot as plt
import seaborn as sns
# Scatter plots of Y vs each X
# Residuals vs. fitted values (should be randomly scattered)
plt.scatter(fitted_values, residuals)
plt.axhline(y=0, color='r', linestyle='--')2. Independence:
from statsmodels.stats.stattools import durbin_watson
# Durbin-Watson test (for time series)
dw_statistic = durbin_watson(residuals)
# Meaningful row order is required; no universal 1.5-2.5 acceptance interval.
# This statistic cannot establish independence, particularly for clustered data.3. Homoscedasticity:
# Breusch-Pagan test
# Note: exog must include the constant column (e.g. sm.add_constant(X))
from statsmodels.stats.diagnostic import het_breuschpagan
_, p_value, _, _ = het_breuschpagan(residuals, exog)
# Visual: Scale-location plot
plt.scatter(fitted_values, np.sqrt(np.abs(std_residuals)))4. Normality of residuals:
# Q-Q plot of residuals
stats.probplot(residuals, dist="norm", plot=plt)
# Shapiro-Wilk test
stats.shapiro(residuals)5. Multicollinearity:
from statsmodels.stats.outliers_influence import variance_inflation_factor
# Calculate VIF for each predictor
vif_data = pd.DataFrame()
vif_data["feature"] = X.columns
vif_data["VIF"] = [variance_inflation_factor(X.values, i) for i in range(len(X.columns))]
# VIF > 10 indicates severe multicollinearity
# VIF > 5 indicates moderate multicollinearityWhat to do if violated:
Non-linearity: Add polynomial terms, use GAM, or transform variables
Heteroscedasticity: Transform Y, use WLS, use robust SE
Non-normal residuals: Transform Y, use robust methods, check for outliers
Multicollinearity: Examine precision and identification; dropping confounders can bias estimates. Regularization changes inference and must match the purpose.
Logistic Regression
Assumptions:
Independence: Observations are independent
Linearity: Linear relationship between log-odds and continuous predictors
No perfect multicollinearity: Predictors not perfectly correlated
Information and identification: Adequate events/non-events for parameters, effect sizes and precision; check separation and convergence. No fixed events-per-variable ratio guarantees valid inference.
Diagnostic workflow:
1. Linearity of logit:
# Box-Tidwell test: Add interaction with log of continuous predictor
# If interaction is significant, linearity violated2. Multicollinearity:
# Use VIF as in linear regression3. Influential observations:
# Cook's distance, DFBetas, leverage (statsmodels >= 0.10)
# Do NOT use OLSInfluence on Logit/GLM results; use get_influence(),
# which returns MLEInfluence (Logit) or GLMInfluence (GLM)
influence = model.get_influence()
cooks_d, cooks_p = influence.cooks_distance # tuple: (distances, approximate p-values)
# Outside Gaussian linear models these F-based p-values are approximate.4. Model fit / calibration:
# Calibration curve: compare predicted probabilities to observed event rates
# (e.g. sklearn.calibration.calibration_curve), plus the Brier score
# Pseudo R-squared
# Classification metrics (accuracy, AUC-ROC)
# Note: the Hosmer-Lemeshow test is not implemented in scipy/statsmodels
# and is sensitive to the choice of bins; prefer calibration curvesOutlier Detection
Methods:
Visual: Box plots, scatter plots
Statistical:
Z-scores: |z| > 3 suggests outlier
IQR method: Values < Q1 - 1.5×IQR or > Q3 + 1.5×IQR
Modified Z-score using median absolute deviation (robust to outliers)
For regression:
Leverage: High leverage points (hat values)
Influence: Cook's distance > 4/n suggests influential point
Outliers: Studentized residuals > ±3
What to do:
Investigate data entry errors
Consider if outliers are valid observations
Report sensitivity analysis (results with and without outliers)
Use robust methods if outliers are legitimate
Sample Size Considerations
Design-specific planning
Plan using the target effect or desired interval width, variance, prevalence, number of fitted parameters, clustering and attrition. Generic n=30/n=50 or events-per-variable thresholds do not establish power, robustness or model reliability. Simulate the actual planned estimator/design when closed-form assumptions do not apply.
Small Sample Considerations
For small samples:
Assumptions become more critical
Use exact tests when available (Fisher's exact, exact logistic regression)
Consider non-parametric alternatives
Use permutation tests or bootstrap methods
Be conservative with interpretation
Reporting Assumption Checks
When reporting analyses, include:
Statement of assumptions checked: List all assumptions tested
Methods used: Describe visual and formal tests employed
Results of diagnostic tests: Report test statistics and p-values
Assessment: State evidence of departures and limits of the screens; never equate non-rejection with verified assumptions
Actions taken: If violated, describe remedial actions (transformations, alternative tests, robust methods)
Example reporting statement:
"Normality was assessed using Shapiro-Wilk tests and Q-Q plots. Data for Group A (W = 0.97, p = .18) and Group B (W = 0.96, p = .12) showed no significant departure from normality. Homogeneity of variance was assessed using Levene's test, which was non-significant (F(1, 58) = 1.23, p = .27), providing no detected departure from equal variances at this sample size. Non-rejection does not verify equality; the prespecified Welch test and design review were retained."
Current API sources
Reviewed 2026-10-01: SciPy Shapiro requires at least three observations and warns that n>5000 p-values may be inaccurate; Levene defaults to median centering. statsmodels Breusch-Pagan defaults to the Koenker variant (robust=True), needs an intercept, and also returns the finite-sample F variant; report which one is used. Durbin-Watson is a statistic of adjacent residuals, not an independence certificate.
Requirements and compatibility
Works with: Claude Code, Claude apps, OpenAI Codex, GitHub Copilot, Cursor, Gemini CLI, Kiro, OpenCode, Goose, Amp, Roo Code, JetBrains Junie, Factory Droid, Devin (ex-Windsurf), Mistral Vibe, OpenHands, Letta
“Works with” means the tool reads the open Agent Skills format; a skill written for one tool may use features others lack.
Needs: Needs network access, Needs Python
The author says: Requires Python 3.12+ and the documented isolated scientific Python environment; network access only for installation and documentation.
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