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Articles 31 - 60 of 109
Full-Text Articles in Physical Sciences and Mathematics
A Monte Carlo Power Analysis Of Traditional Repeated Measures And Hierarchical Multivariate Linear Models In Longitudinal Data Analysis, Hua Fang, Gordon P. Brooks, Maria L. Rizzo, Kimberly A. Espy, Robert S. Barcikowski
A Monte Carlo Power Analysis Of Traditional Repeated Measures And Hierarchical Multivariate Linear Models In Longitudinal Data Analysis, Hua Fang, Gordon P. Brooks, Maria L. Rizzo, Kimberly A. Espy, Robert S. Barcikowski
Journal of Modern Applied Statistical Methods
The power properties of traditional repeated measures and hierarchical linear models have not been clearly determined in the balanced design for longitudinal studies in the current literature. A Monte Carlo power analysis of traditional repeated measures and hierarchical multivariate linear models are presented under three variance-covariance structures. Results suggest that traditional repeated measures have higher power than hierarchical linear models for main effects, but lower power for interaction effects. Significant power differences are also exhibited when power is compared across different covariance structures. Results also supplement more comprehensive empirical indexes for estimating model precision via bootstrap estimates and the approximate …
Comparing Different Methods For Multiple Testing In Reaction Time Data, Massimiliano Pastore, Massimo Nucci, Giovanni Galfano
Comparing Different Methods For Multiple Testing In Reaction Time Data, Massimiliano Pastore, Massimo Nucci, Giovanni Galfano
Journal of Modern Applied Statistical Methods
Reaction times were simulated for examining the power of six methods for multiple testing, as a function of sample size and departures from normality. Power estimates were low for all methods for non-normal distributions. With normal distributions, even for small sample sizes, satisfactory power estimates were observed, especially for FDR-based procedures.
Probability Of Coverage And Interval Length For Two-Group Techniques Assessing The Median And Trimmed Mean, S. Jonathan Mends-Cole
Probability Of Coverage And Interval Length For Two-Group Techniques Assessing The Median And Trimmed Mean, S. Jonathan Mends-Cole
Journal of Modern Applied Statistical Methods
The purpose of the present study was to assess the probability of coverage and interval length of selected statistical techniques that have a higher finite sample breakdown point than the mean and appropriate levels of probability of coverage when using Bradley’s (1978) criterion. The techniques were examined using real education and psychology datasets (Sawilowsky & Fahoome, 2003, Sawilowsky & Blair, 1992). Welch’s test exhibited appropriate coverage for the smooth symmetric, mass at zero, digit preference, and extreme bimodal distributions. Yuen’s technique performed well under an extreme bimodal distribution. Results concerning the Maritz-Jarrett and the McKean-Schrader techniques are also presented.
A Weighted Moving Average Process For Forecasting, Shou Hsing Shih, Chris P. Tsokos
A Weighted Moving Average Process For Forecasting, Shou Hsing Shih, Chris P. Tsokos
Journal of Modern Applied Statistical Methods
The object of the present study is to propose a forecasting model for a nonstationary stochastic realization. The subject model is based on modifying a given time series into a new k-time moving average time series to begin the development of the model. The study is based on the autoregressive integrated moving average process along with its analytical constrains. The analytical procedure of the proposed model is given. A stock XYZ selected from the Fortune 500 list of companies and its daily closing price constitute the time series. Both the classical and proposed forecasting models were developed and a comparison …
Estimation Of Covariance Matrix In Signal Processing When The Noise Covariance Matrix Is Arbitrary, Madhusudan Bhandary
Estimation Of Covariance Matrix In Signal Processing When The Noise Covariance Matrix Is Arbitrary, Madhusudan Bhandary
Journal of Modern Applied Statistical Methods
An estimator of the covariance matrix in signal processing is derived when the noise covariance matrix is arbitrary based on the method of maximum likelihood estimation. The estimator is a continuous function of the eigenvalues and eigenvectors of the matrix Σ̂11/2S∗Σ̂11/2, where S∗ is the sample covariance matrix of observations consisting of both noise and signals and Σ̂1 is the estimator of covariance matrix based on observations consisting of noise only. Strong consistency and asymptotic normality of the estimator are briefly discussed.
Utility Of Weights For Weighted Kappa As A Measure Of Interrater Agreement On Ordinal Scale, Moonseong Heo
Utility Of Weights For Weighted Kappa As A Measure Of Interrater Agreement On Ordinal Scale, Moonseong Heo
Journal of Modern Applied Statistical Methods
Kappa statistics, unweighted or weighted, are widely used for assessing interrater agreement. The weights of the weighted kappa statistics in particular are defined in terms of absolute and squared distances in ratings between raters. It is proposed that those weights can be used for assessment of interrater agreements. A closed form expectations and variances of the agreement statistics referred to as AI1 and AI2, functions of absolute and squared distances in ratings between two raters, respectively, are obtained. AI1 and AI2 are compared with the weighted and unweighted kappa statistics in …
Two-Stage Short-Run (X, Mr) Control Charts, Matthew E. Elam, Kenneth E. Case
Two-Stage Short-Run (X, Mr) Control Charts, Matthew E. Elam, Kenneth E. Case
Journal of Modern Applied Statistical Methods
This article is the first in a series of two articles that applies two-stage short-run control charting to (X, MR) charts. Theory is developed and then used to derive the control chart factor equations. In the sequel, the control chart factor calculations are computerized and an example is presented.
On The Length Of Nhl Shootouts, W. J. Hurley
On The Length Of Nhl Shootouts, W. J. Hurley
Journal of Modern Applied Statistical Methods
When NHL teams are tied after 60 minutes of regulation time and 5 minutes of sudden-death overtime, they go to a shootout to determine who gets the overtime point. Teams alternate shots until a winner is determined. The probability of observing shootouts of various lengths is calculated.
Robust General Linear Models And Graphics Via A User Interface (Web Rglm), Kimberly Crimin, Asheber Abebe, Joseph W. Mckean
Robust General Linear Models And Graphics Via A User Interface (Web Rglm), Kimberly Crimin, Asheber Abebe, Joseph W. Mckean
Journal of Modern Applied Statistical Methods
Rank-based procedures provide superior estimation and testing techniques when the data deviate from normality or contain gross outliers. However, these robust techniques are rarely incorporated in a nonparametric statistics or methods courses due to the lack of computational tools. One reason for this is the existence of certain unavoidable complexities in the numerical methods due to the absence of a closedform solution for the rank estimation problem. This article introduces a user interface, Web RGLM, which may be used to perform rank-based analyses of linear models across the World Wide Web. These models include simple location problems to complicated ANOVA …
Effect On Recreation Benefit Estimates From Correcting For On-Site Sampling Biases And Heterogeneous Trip Overdispersion In Count Data Recreation Demand Models (Stata), Roberto Martínez-Espiñeira, Joseph M. Hilbe
Effect On Recreation Benefit Estimates From Correcting For On-Site Sampling Biases And Heterogeneous Trip Overdispersion In Count Data Recreation Demand Models (Stata), Roberto Martínez-Espiñeira, Joseph M. Hilbe
Journal of Modern Applied Statistical Methods
Correction procedures (STATA commands NBSTRAT and GNBSTRAT) are applied to simultaneously account for zero-truncation, endogenous stratification, and overdispersion, and also consider heterogeneity in the overdispersion parameter. Their effect is shown on welfare estimates from previous studies, confirming that the routines perform the appropriate correction and only when endogenous stratification is expected.
Jacques Salomon Hadamard And The Use Of Symbols In Teaching Differential Calculus, Daniel S. Drucker, Claude Schochet, John Cuzzocrea, Shlomo Sawilowsky
Jacques Salomon Hadamard And The Use Of Symbols In Teaching Differential Calculus, Daniel S. Drucker, Claude Schochet, John Cuzzocrea, Shlomo Sawilowsky
Journal of Modern Applied Statistical Methods
Scripta Universitatis, edited by Albert Einstein and first published in 1923, played a significant role in the establishment of Hebrew University in Jerusalem. Articles appeared on the left half of the journal in the author’s chosen language and they were translated into Hebrew on the right half. The inaugural issue contained an article by the French mathematician Jacques Hadamard (8 December 1865 – 17 October 1963). Y. Wolfson of Kharkov translated it into Hebrew. An English translation is presented here, along with scans of the original first pages that were published in French and Hebrew. Documents pertaining to the …
Using Exploratory Factor Analysis For Locating Invariant Referents In Factor Invariance Studies, W. Holmes Finch, Brian F. French
Using Exploratory Factor Analysis For Locating Invariant Referents In Factor Invariance Studies, W. Holmes Finch, Brian F. French
Journal of Modern Applied Statistical Methods
Model identification in multi-group confirmatory factor analysis (MCFA) requires an equality constraint of referent variables across groups. Invariance assumption violations make it difficult to locate parameters that actually differ. Suggested procedures for locating invariant referents are cumbersome, complex, and provide imperfect results. Exploratory factor analysis (EFA) may be an alternative because of its ease of use, yet empirical evaluation of its effectiveness is lacking. EFAs accuracy for distinguishing invariant from non-invariant referents was examined.
Using Connectionist Models To Evaluate Examinees’ Response Patterns To Achievement Tests, Mark J. Gierl, Ying Cui, Steve Hunka
Using Connectionist Models To Evaluate Examinees’ Response Patterns To Achievement Tests, Mark J. Gierl, Ying Cui, Steve Hunka
Journal of Modern Applied Statistical Methods
The attribute hierarchy method (AHM) applied to assessment engineering is described. It is a psychometric method for classifying examinees’ test item responses into a set of attribute mastery patterns associated with different components in a cognitive model of task performance. Attribute probabilities, computed using a neural network, can be estimated for each examinee thereby providing specific information about the examinee’s attribute-mastery level. The pattern recognition approach described in this study relies on an explicit cognitive model to produce the expected response patterns. The expected response patterns serve as the input to the neural network. The model also yields the cognitive …
Robustness Of Some Estimators Of Linear Model With Autocorrelated Error Terms When Stochastic Regressors Are Normally Distributed, Kayode Ayinde, J. O. Olaomi
Robustness Of Some Estimators Of Linear Model With Autocorrelated Error Terms When Stochastic Regressors Are Normally Distributed, Kayode Ayinde, J. O. Olaomi
Journal of Modern Applied Statistical Methods
Performances of estimators of the linear model under different level of autocorrelation (ρ) are known to be affected by different specifications of regressors. The robustness of some methods of parameter estimation of linear model to autocorrelation are examined when stochastic regressors are normally distributed. Monte Carlo experiments were conducted at both low and high replications. Comparison and preference of estimator(s) are based on their performances via bias, absolute bias, variance and more importantly the mean squared error of the estimated parameters of the model. Results show that the performances of the estimators improve with increased replication. In estimating …
Confidence Intervals Based On Robust Estimators, Meral Cetin, Serpil Aktas
Confidence Intervals Based On Robust Estimators, Meral Cetin, Serpil Aktas
Journal of Modern Applied Statistical Methods
Classical estimation of confidence intervals based on the sample mean and variance is sensitive to outliers. Robust methods were proposed for reducing the influence of outliers. The Minimum Volume Ellipsoid estimator (MVE), having a high breakdown point, is one of the robust estimators for location and scale parameters. The robust confidence interval for location parameter is constructed based on the MVE, and compared with the proposed robust confidence interval estimation methods. The performance of the robust confidence interval based on MVE is illustrated with a simulation study. The lengths of 100(1-α)% confidence intervals were investigated.
When Sensitivity Is A Function Of Age And Time Spent In The Preclinical State In Periodic Cancer Screening, Dongfeng Wu, Ricolindo L. Cariño, Xiaoqin Wu
When Sensitivity Is A Function Of Age And Time Spent In The Preclinical State In Periodic Cancer Screening, Dongfeng Wu, Ricolindo L. Cariño, Xiaoqin Wu
Journal of Modern Applied Statistical Methods
Probability models are extended for periodic cancer screening trials to model sensitivity when it is changing with an individual’s age and time spent in the preclinical state. Wu et al. (2005) showed that sensitivity is monotone increasing with age, but intuitively, sensitivity is also a function of the time one has spent in the preclinical stage. This allows us to infer sensitivity at a late stage, just before symptoms manifest. We developed the probability model and applied Bayesian inference to the HIP study group data. The methodology we developed is also applicable to other kinds of chronic diseases.
Confidence Intervals For The Squared Multiple Semipartial Correlation Coefficient, James Algina, H. J. Keselman, Randall D. Penfield
Confidence Intervals For The Squared Multiple Semipartial Correlation Coefficient, James Algina, H. J. Keselman, Randall D. Penfield
Journal of Modern Applied Statistical Methods
The squared multiple semipartial correlation coefficient is the increase in the squared multiple correlation coefficient that occurs when two or more predictors are added to a multiple regression model. Coverage probability was investigated for two variations of each of three methods for setting confidence intervals for the population squared multiple semipartial correlation coefficient. Results indicated that the procedure that provides coverage probability in the [.925, .975] interval for a 95% confidence interval depends primarily on the number of added predictors. Guidelines for selecting a procedure are presented.
Coverage Performance Of The Non-Central F-Based And Percentile Bootstrap Confidence Intervals For Root Mean Square Standardized Effect Size In One-Way Fixed-Effects Anova, Guili Zhang, James Algina
Coverage Performance Of The Non-Central F-Based And Percentile Bootstrap Confidence Intervals For Root Mean Square Standardized Effect Size In One-Way Fixed-Effects Anova, Guili Zhang, James Algina
Journal of Modern Applied Statistical Methods
The coverage performance of the confidence intervals (CIs) for the Root Mean Square Standardized Effect Size (RMSSE) was investigated in a balanced, one-way, fixed-effects, between-subjects ANOVA design. The noncentral F distribution-based and the percentile bootstrap CI construction methods were compared. The results indicated that the coverage probabilities of the CIs for RMSSE were not adequate.
An Evaluation Of Standard, Alternative, And Robust Slope Test Strategies, Tim Moses, Alan Klockars
An Evaluation Of Standard, Alternative, And Robust Slope Test Strategies, Tim Moses, Alan Klockars
Journal of Modern Applied Statistical Methods
The robustness and power of nine strategies for testing the differences between two groups’ regression slopes under nonnormality and residual variance heterogeneity are compared. The results showed that three most robust slope test strategies were the combination of the trimmed and Winsorized slopes with the James second order test, the combination of Theil-Sen with James, and Theil-Sen with percentile bootstrapping. The slope tests based on Theil-Sen slopes were more powerful than those based on trimmed and Winsorized slopes.
Estimating How Many Observations Are Needed To Obtain A Required Level Of Reliability, David A. Walker
Estimating How Many Observations Are Needed To Obtain A Required Level Of Reliability, David A. Walker
Journal of Modern Applied Statistical Methods
This article provides a detailed table containing estimations of how many observations are needed to obtain an increased reliability coefficient for situations such as observational data collection in the classroom. A SPSS program is provided for users to analyze situations where an initial reliability value is obtained and the user wants to determine how many more observations are needed to reach a required level of reliability.
Tests For Independence In Two-Way Contingency Tables With Small Samples, Stephen Sharp
Tests For Independence In Two-Way Contingency Tables With Small Samples, Stephen Sharp
Journal of Modern Applied Statistical Methods
When testing the null hypothesis of independence in a two-way contingency table, the likelihood ratio test statistic is approximately distributed as Chi-squared d for large sample sizes (N) but may not be for small samples. This paper presents expressions which match the mean of the statistic to Chi-squared d as far as N−1 and N−2, derives a method of estimating the expressions from observed data and evaluates them using Monte Carlo simulations. It is concluded that using appropriate dividing factors, rejection rates after matching are more accurate than for either the unadjusted likelihood ratio statistic …
Second-Order Latent Growth Models With Shifting Indicators, Gregory R. Hancock, Michelle M. Buehl
Second-Order Latent Growth Models With Shifting Indicators, Gregory R. Hancock, Michelle M. Buehl
Journal of Modern Applied Statistical Methods
Second-order latent growth models assess longitudinal change in a latent construct, typically employing identical manifest variables as indicators across time. However, the same indicators may be unavailable and/or inappropriate for all time points. This article details methods for second-order growth models in which constructs’ indicators shift over time.
Logit Estimation Using Warner’S Randomized Response Model, Zawar Hussain, Javid Shabbir
Logit Estimation Using Warner’S Randomized Response Model, Zawar Hussain, Javid Shabbir
Journal of Modern Applied Statistical Methods
A modified hidden logit estimation procedure is presented based on Warner (1965) randomized response model. Monte Carlo simulations explore the behavior of this estimator and compare its performance with the ordinary logits estimator. Warner’s model is more protective and less jeopardizing.
Test For Spatio-Temporal Counts Being Poisson, Haiyan Chen, Howard H. Stratton
Test For Spatio-Temporal Counts Being Poisson, Haiyan Chen, Howard H. Stratton
Journal of Modern Applied Statistical Methods
The new Log-Linear Test (TL) is proposed to identify when the Poisson model fails for a collection of count random variables. TL is shown to have better rejection rate with small sample size and essentially the same power compared to a classical Fisher-Bohning’s Statistic TF for standard alternatives to Poisson.
Measuring Overall Heterogeneity In Meta-Analyses: Application To Csf Biomarker Studies In Alzheimer’S Disease, Chengjie Xiong, Feng Gao, Yan Yan, Jingqin Luo, Yunju Sung, Gang Shi
Measuring Overall Heterogeneity In Meta-Analyses: Application To Csf Biomarker Studies In Alzheimer’S Disease, Chengjie Xiong, Feng Gao, Yan Yan, Jingqin Luo, Yunju Sung, Gang Shi
Journal of Modern Applied Statistical Methods
The interpretations of statistical inferences from meta-analyses depend on the degree of heterogeneity in the meta-analyses. Several new indices of heterogeneity in meta-analyses are proposed, and assessed the variation/difference of these indices through a large simulation study. The proposed methods are applied to biomakers of Alzheimer’s disease.
Computing Multivariate Process Capability Indices (Excel), Michele Scagliarini, Raffaele Vermiglio
Computing Multivariate Process Capability Indices (Excel), Michele Scagliarini, Raffaele Vermiglio
Journal of Modern Applied Statistical Methods
In manufacturing industry there is growing interest in measures of process capability under multivariate setting. Although there are many statistical packages to assess univariate capability, a current problem with the multivariate measures of capability is the shortage of user friendly software. In this article a Visual Basic program has been developed to realize an Excel spreadsheet that may be used to compute two multivariate measures of capability. The aim of this article is to provide a useful tool for practitioners dealing with multivariate capability assessment problems. The features of the program include easy data entry and clear report format.
After The System Upgrade Or Migration: A Cataloging Checklist, Sheryl Stump, Rick Torgerson
After The System Upgrade Or Migration: A Cataloging Checklist, Sheryl Stump, Rick Torgerson
The Southeastern Librarian
At present. integrated library system (ILS) upgrades and migrations seem to be coming faster and more frequently. The reasons for this trend are many. among them being: 1) hardware upgrades are common due to the need for more memory to run the software; 2) software upgrades and migrations are desired because of the promise of new or improved features; 3) changes in system vendor ownership can affect changes in their software; 4) software and hardware upgrades are needed due to the advanced age of either or both; and 5) system upgrades on a yearly basis may be necessary to prevent …
The 2007 Analysis Of Information Remaining On Disks Offered For Sale On The Second Hand Market, Andy Jones, Craig Valli, Glenn S. Dardick, Iain Sutherland
The 2007 Analysis Of Information Remaining On Disks Offered For Sale On The Second Hand Market, Andy Jones, Craig Valli, Glenn S. Dardick, Iain Sutherland
Journal of Digital Forensics, Security and Law
All organisations, whether in the public or private sector, increasingly use computers and other devices that contain computer hard disks for the storage and processing of information relating to their business, their employees or their customers. Individual home users also increasingly use computers and other devices containing computer hard disks for the storage and processing of information relating to their private, personal affairs. It continues to be clear that the majority of organisations and individual home users still remain ignorant or misinformed of the volume and type of information that is stored on the hard disks that these devices contain …
Book Review: Challenges To Digital Forensic Evidence, Gary C. Kessler
Book Review: Challenges To Digital Forensic Evidence, Gary C. Kessler
Journal of Digital Forensics, Security and Law
This issue presents the fifth Book Review column for the JDFSL. It is an experiment to broaden the services that the journal provides to readers, so we are anxious to get your reaction. Is the column useful and interesting? Should we include more than one review per issue? Should we also review products? Do you have suggested books/products for review and/or do you want to write a review? All of this type of feedback -- and more -- is appreciated. Please feel free to send comments to Gary Kessler (gary.kessler@champlain.edu) or Glenn S. Dardick (gdardick@dardick.net).
Editor's Introduction And Acknowledgments, Jennifer Hinton, Jim Sibthorp, Anderson B. Young, Michael A. Anderson
Editor's Introduction And Acknowledgments, Jennifer Hinton, Jim Sibthorp, Anderson B. Young, Michael A. Anderson
Research in Outdoor Education
The article offers information related to papers that were published in the publication "Research in Outdoor Education" Volume 9, as well as acknowledging the efforts of all who contributed to the publication.