Statistical Analysis
K-DenseCommunityCreated by K-Dense Inc.
- Skill
- Role or persona
- Science and research
- MIT
- Low risk
- Has scripts
AutoGineer summary
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://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/bayesian_statistics.md
Bayesian Statistical Analysis
Reviewed 2026-10-01 for PyMC 6.3.2 and ArviZ 1.3.0 (Python 3.12+). The examples are local statistical APIs, with no authentication or service endpoint. PyMC returns xarray DataTree groups such as posterior, sample_stats, observed_data and posterior_predictive. ArviZ's current API is split across arviz-stats and arviz-plots, re-exported by arviz.
The model fragments below require finite, aligned data supplied by the analyst. Their API mechanics were exercised on small synthetic datasets with short native PyMC NUTS chains, using the Python PyTensor backend on the reviewed Mac. Those runs do not establish convergence or validate the scientific models. On this host C linking failed with missing -ld64; PYTENSOR_FLAGS=cxx= was an explicit runtime workaround, not evidence of successful C-backend execution.
Questions, priors and uncertainty
Bayes' theorem gives posterior density proportional to likelihood times prior density. A posterior probability statement is conditional on that likelihood, prior, sampling design and available data. A continuous prior generally assigns zero probability to an exact point null: posterior draws cannot by themselves give a Bayes factor for that null.
Specify the estimand, units, independent sampling unit, censoring/missingness and dependence before choosing a model. Small samples may be weakly identified and sensitive to priors; Bayesian inference does not create information absent from the data.
Scale priors using meaningful units and external knowledge. A Normal(0, 10) prior is not universally weakly informative. Using the same data to tune priors is an empirical choice that must be disclosed.
A HalfNormal or HalfCauchy prior on
sigmais a prior on standard deviation, not variance. Very heavy tails can cause computational problems.A flat prior over the real line is improper, not a proper Uniform(-infinity, infinity) distribution; it can yield an improper posterior or undefined marginal likelihood.
Examine prior predictions, fit the prespecified model, and repeat with scientifically plausible alternative priors. Similar outputs across a few priors do not prove robustness to model misspecification.
Sequential analysis needs an explicit stopping/decision rule. A fixed-prior Bayes factor has different optional-stopping properties from a posterior-threshold rule; there is no blanket exemption from calibration or multiplicity concerns.
Two independent normal groups
This estimates a mean difference under a shared residual SD; it is not Welch's unequal-variance model. Set the prior scales to the measurement units. For unequal variances, model separate SDs and state the resulting model.
import numpy as np
import pymc as pm
import arviz as az
with pm.Model() as group_model:
mu1 = pm.Normal('mu1', mu=0, sigma=10)
mu2 = pm.Normal('mu2', mu=0, sigma=10)
sigma = pm.HalfNormal('sigma', sigma=10)
pm.Normal('y1', mu=mu1, sigma=sigma, observed=group1)
pm.Normal('y2', mu=mu2, sigma=sigma, observed=group2)
pm.Deterministic('diff', mu1 - mu2)
trace = pm.sample(2000, tune=1000, chains=4, cores=1,
random_seed=42, nuts_sampler='pymc')
# Explicit interval probability/type; avoid rounded diagnostics for decisions.
print(az.summary(trace, var_names=['mu1', 'mu2', 'diff'],
ci_prob=0.95, ci_kind='eti', round_to='none'))
draws = trace.posterior['diff'].values
print(f"P(mu1 > mu2 | data, model) = {np.mean(draws > 0):.3f}")
az.plot_dist(trace, var_names=['diff'], ci_prob=0.95, ci_kind='eti')A posterior directional probability is not a one-sided Bayes factor. Pingouin 0.7 intentionally omits the BF10 column for a one-sided ttest. Its two-sided default uses the documented JZS prior on standardized effect (Cauchy scale r=0.707):
import pingouin as pg
result = pg.ttest(group1, group2, correction=False, r=0.707)
bf10 = float(result['BF10'].iloc[0]) # default output may be a formatted stringBF10 is the ratio of the data's marginal likelihoods under H1 and H0. Posterior odds equal BF10 times prior odds. BF10=3 means threefold evidence for H1 relative to H0 under those models; it does not by itself mean H1 is three times as probable. Conventional labels (3–10 moderate, 10–30 strong, 30–100 very strong, >100 extreme) are reporting conventions. State both models, priors and sensitivity. The BF printed beside a Welch statistic is not an unequal-variance Bayesian model comparison.
Credible intervals and practical equivalence
An equal-tailed 95% interval has 2.5% in each tail. A highest-density region favors high-density values and may be disconnected for multimodal posteriors; a single shortest interval need not contain every mode. Neither interval proves the model is correct.
posterior_samples = trace.posterior['diff']
eti = posterior_samples.quantile([0.025, 0.975], dim=('chain', 'draw'))
hdi = az.hdi(posterior_samples, prob=0.95, dim=['chain', 'draw'])
# Define a negligible raw-unit difference BEFORE looking at the result.
rope_lower, rope_upper = -0.1, 0.1
in_rope = ((posterior_samples >= rope_lower) &
(posterior_samples <= rope_upper)).mean().item()
print(f"Posterior probability inside the prespecified ROPE: {in_rope:.3f}")The ROPE must match the parameter's units: raw mean difference and standardized d cannot use the same threshold without justification. A posterior-mass decision rule and an HDI-inside-ROPE rule are distinct. Prespecify the rule and assess its consequences rather than presenting 95% as a universal decision threshold.
Hierarchical group comparisons / Bayesian ANOVA
Use integer group_idx aligned with y, ranging from 0 to n_groups-1. The noncentered parameterization below gives partial pooling of group means. Prior scales remain illustrative; compare pooling assumptions and within-group residual distributions.
with pm.Model() as hierarchical_model:
mu_global = pm.Normal('mu_global', mu=0, sigma=10)
sigma_between = pm.HalfNormal('sigma_between', sigma=5)
sigma_within = pm.HalfNormal('sigma_within', sigma=5)
z_group = pm.Normal('z_group', mu=0, sigma=1, shape=n_groups)
group_means = pm.Deterministic('group_means', mu_global + sigma_between * z_group)
pm.Normal('y_obs', mu=group_means[group_idx], sigma=sigma_within, observed=y)
group_trace = pm.sample(2000, tune=1000, chains=4, cores=1,
random_seed=42, nuts_sampler='pymc')
contrast_1_2 = (group_trace.posterior['group_means'].isel(group_means_dim_0=0)
- group_trace.posterior['group_means'].isel(group_means_dim_0=1))The hierarchy models group intercepts only. Repeated measures may need subject effects, slopes or residual correlation; cluster identity is not optional. Contrasts are posterior estimates, not automatically Bayes factors or multiplicity-calibrated decisions.
Correlation with uncertainty in location and scale
Standardizing observed data does not make population means and variances known. Infer those nuisance parameters rather than fixing covariance diagonals to one. Here xy contains two columns in reasonable units; prior scales must be adapted to those units.
xy = np.column_stack([x, y])
with pm.Model() as correlation_model:
mu = pm.Normal('mu', mu=0, sigma=10, shape=2)
chol, corr, sds = pm.LKJCholeskyCov(
'chol', n=2, eta=2, sd_dist=pm.HalfNormal.dist(sigma=10), compute_corr=True)
pm.Deterministic('rho', corr[0, 1])
pm.MvNormal('xy_obs', mu=mu, chol=chol, observed=xy)
correlation_trace = pm.sample(2000, tune=1000, chains=4, cores=1,
random_seed=42, nuts_sampler='pymc')
print(az.summary(correlation_trace, var_names=['rho'], ci_prob=0.95))The bivariate normal likelihood is a substantive assumption; this is not a distribution-free rank correlation model. LKJ eta=2 shrinks correlation toward zero.
Regression, posterior prediction and restoration
X is an n-by-p numeric array, y an aligned length-n array, and X_new has the same p features/coding. Fit any preprocessing on the training data and reuse it. pm.Data can change length, not rank; models using named observation coordinates also need updated coordinates via pm.set_data(..., coords=...).
with pm.Model() as regression_model:
X_data = pm.Data('X', X)
alpha = pm.Normal('alpha', mu=0, sigma=10)
beta = pm.Normal('beta', mu=0, sigma=10, shape=X.shape[1])
sigma = pm.HalfNormal('sigma', sigma=10)
mu = alpha + pm.math.dot(X_data, beta)
pm.Normal('y_obs', mu=mu, sigma=sigma, observed=y, shape=mu.shape)
regression_trace = pm.sample(2000, tune=1000, chains=4, cores=1,
random_seed=42, nuts_sampler='pymc')
ppc = pm.sample_posterior_predictive(regression_trace, random_seed=43)
try:
pm.set_data({'X': X_new})
predictions = pm.sample_posterior_predictive(
regression_trace, predictions=True, random_seed=44)
finally:
pm.set_data({'X': X})
az.plot_ppc_dist(ppc, var_names=['y_obs'], num_samples=100)
# Noisy future observations are in a separate predictions group.
predictive_interval = predictions.predictions['y_obs'].quantile(
[0.025, 0.975], dim=('chain', 'draw'))Observed-outcome predictions include residual noise. A posterior interval for the latent mean would be narrower and answers a different question. Do not compare changed-length predictions with the training outcomes as a posterior predictive check.
Model comparison
PSIS-LOO estimates predictive performance, not evidence for a point null. Compare models for the same observed outcomes, rows and likelihood units, with aligned pointwise log-likelihood coordinates. Ordinary observation-wise LOO is inappropriate when prediction targets new clusters or future dependent observations; use the appropriate grouped/temporal validation design.
with regression_model: # training inputs must have been restored
pm.compute_log_likelihood(regression_trace, var_names=['y_obs'])
loo = az.loo(regression_trace, var_name='y_obs', pointwise=True)
print(f"Expected log predictive density: {loo.elpd:.2f}") # higher is better
print(loo.pareto_k, loo.good_k, loo.warning)Investigate Pareto-k values above good_k, including refitting troublesome observations or suitable cross-validation. Differences small relative to their uncertainty do not identify a unique best model. For multiple prepared traces, az.compare({'model1': trace1, 'model2': trace2}, var_name='y_obs') reports rankings and stacking weights; stacking weights are not posterior model probabilities. ArviZ 1 removed az.waic; do not use an old WAIC fallback snippet. Default ArviZ intervals are configuration-dependent (89% in the reviewed defaults), so request ci_prob=0.95 when needed.
Diagnostics and posterior predictive checks
Use multiple independently initialized chains (usually at least four). Inspect finite rank-normalized R-hat, bulk/tail ESS and MCSE for every reported estimand; R-hat near 1, commonly below 1.01, is a screening target, not proof of convergence or identifiability.
Tail precision requires enough effective draws. An ESS cutoff does not establish precision for an extreme posterior probability. NaN diagnostics are unavailable/failed, not passed.
Inspect divergences, energy/BFMI and tree-depth warnings when using HMC; trace/rank plots can reveal slow exploration. Solve model geometry/identification problems rather than merely increasing draws.
Compare posterior replicated data with features relevant to the question: spread, tails, zeros, groups and dependence, not only the overall mean.
print(az.summary(regression_trace, kind='diagnostics', round_to='none'))
az.plot_trace(regression_trace)
az.plot_rank(regression_trace)
az.plot_forest(regression_trace, var_names=['beta'], ci_probs=[0.5, 0.95])
pp = ppc.posterior_predictive['y_obs']
# Mean over observation dimensions, retain chain/draw before aggregating.
obs_dims = [dim for dim in pp.dims if dim not in ('chain', 'draw')]
pred_means = pp.mean(dim=obs_dims)
posterior_predictive_tail = (pred_means >= np.mean(y)).mean().item()This posterior predictive tail area reuses the observed data through the posterior and is not a uniformly calibrated frequentist p-value. Visual distributional checks also do not certify predictive calibration.
Reporting
Report likelihood, parameterization, prior units/hyperparameters, missingness and dependence handling, chains/tune/draws, sampler/backend and package versions. State the interval type/probability, estimand units, posterior diagnostic results, sensitivity checks and predictive discrepancies. Report a Bayes factor only if actually calculated under explicitly described models; posterior sample fractions do not supply it. Report Bayesian intervals as credible intervals (CrI), not frequentist confidence intervals (CI).
For other front ends, Bambi provides formula-based modeling and CmdStanPy interfaces to Stan (requires a separate CmdStan toolchain). These optional tools are not required or runtime-validated by this workflow. Do not describe PyStan as discontinued; PyStan 3 is a separate supported interface with its own platform requirements.
Primary API sources
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.
Security
What our scanner noticed· Low risk
- Instructions that use the network
- Scripts that your agent may run
This skill includes scripts that your agent may run. Read them before you use it.
A static scan is not a guarantee. Skills are third-party content: review a skill before you let an agent use it.
Attribution and licence
- Created by
- K-Dense Inc.
- Publisher
- K-Dense (Community)
- Source
- K-Dense-AI/scientific-agent-skills · skills/statistical-analysis · commit a25cf9e
- Licence
- MIT License (redistribution allowed)
- LICENSE (added by AutoGineer from LICENSE.md)
- ATTRIBUTION.md (written by AutoGineer)
- Synced
AutoGineer is not affiliated with or endorsed by K-Dense Inc. or K-Dense.
Download ZIP
The ZIP holds the skill’s files, its licence files and an ATTRIBUTION.md. Download statistical-analysis.zip