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Physical Sciences and Mathematics Commons

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Statistical Theory

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Wayne State University

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Full-Text Articles in Physical Sciences and Mathematics

Detecting Lag-One Autocorrelation In Interrupted Time Series Experiments With Small Datasets, Clare Riviello, S. Natasha Beretvas Nov 2009

Detecting Lag-One Autocorrelation In Interrupted Time Series Experiments With Small Datasets, Clare Riviello, S. Natasha Beretvas

Journal of Modern Applied Statistical Methods

The power and type I error rates of eight indices for lag-one autocorrelation detection were assessed for interrupted time series experiments (ITSEs) with small numbers of data points. Performance of Huitema and McKean’s (2000) zHM statistic was modified and compared with the zHM, five information criteria and the Durbin-Watson statistic.


Practical Unit-Root Analysis Using Information Criteria: Simulation Evidence, Kosei Fukuda May 2007

Practical Unit-Root Analysis Using Information Criteria: Simulation Evidence, Kosei Fukuda

Journal of Modern Applied Statistical Methods

The information-criterion-based model selection method for detecting a unit root is proposed. The simulation results suggest that the performances of the proposed method are usually comparable to and sometimes better than those of the conventional unit-root tests. The advantages of the proposed method in practical applications are also discussed.


Sample Size Selection For Pair-Wise Comparisons Using Information Criteria, Xuemei Pan, C. Mitchell Dayton Nov 2005

Sample Size Selection For Pair-Wise Comparisons Using Information Criteria, Xuemei Pan, C. Mitchell Dayton

Journal of Modern Applied Statistical Methods

This article provides results for rates of correct identifications of paired-comparison information criteria and Tukey HSD as functions of the pattern of mean differences and of sample size. Therefore, the tables provided are useful for selecting sample sizes in real world applications.


Jmasm21: Pcic_Sas: Best Subsets Using Information Criteria, C. Mitchell Dayton, Xuemei Pan Nov 2005

Jmasm21: Pcic_Sas: Best Subsets Using Information Criteria, C. Mitchell Dayton, Xuemei Pan

Journal of Modern Applied Statistical Methods

PCIC_SAS is a SAS program for identifying optimal subsets of means based on independent groups. All possible configurations of ordered subsets of groups are considered and a best model is identified using both the AIC and BIC information criteria. Results for models with homogeneous variances as well as models with heterogeneity of variance in the same pattern as the means are reported.


Best Regression Model Using Information Criteria, Phill Gagné, C. Mitchell Dayton Nov 2002

Best Regression Model Using Information Criteria, Phill Gagné, C. Mitchell Dayton

Journal of Modern Applied Statistical Methods

The accuracy of AIC and BIC is evaluated under simulated multiple regression conditions, varying number of total and valid predictors, R2, and n. AIC and BIC were increasingly accurate as n increased and as total predictors decreased. Interactions of the ratio of valid/total predictors affected accuracy.