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Full-Text Articles in Statistics and Probability
Detecting Lag-One Autocorrelation In Interrupted Time Series Experiments With Small Datasets, Clare Riviello, S. Natasha Beretvas
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.
Quel Test For Two Linear Restrictions In The Nonlinear Models, Krishna K. Saha
Quel Test For Two Linear Restrictions In The Nonlinear Models, Krishna K. Saha
Journal of Modern Applied Statistical Methods
An alternative Wald type test called the quel test is developed for two linear restrictions by finding the critical region based on the quel utilizing the repeated values of estimated parameters of interest under the null. Simulation shows evidence that the full quel test performs best in that it holds nominal level well and shows monotonic increasing power properties.
Comparative Power Of The Independent T, Permutation T, And Wilcoxontests, Michèle Weber, Shlomo Sawilowsky
Comparative Power Of The Independent T, Permutation T, And Wilcoxontests, Michèle Weber, Shlomo Sawilowsky
Journal of Modern Applied Statistical Methods
The nonparametric Wilcoxon Rank Sum (also known as the Mann-Whitney U) and the permutation t-tests are robust with respect to Type I error for departures from population normality, and both are powerful alternatives to the independent samples Student’s t-test for detecting shift in location. The question remains regarding their comparative statistical power for small samples, particularly for non-normal distributions. Monte Carlo simulations indicated the rank-based Wilcoxon test was found to be more powerful than both the t and the permutation t-tests.
Robustness To Non-Independence And Power Of The I Test For Trend In Construct Validity, John L. Cuzzocrea, Shlomo Sawilowsky
Robustness To Non-Independence And Power Of The I Test For Trend In Construct Validity, John L. Cuzzocrea, Shlomo Sawilowsky
Journal of Modern Applied Statistical Methods
The Multitrait-Multimethod Matrix is used to evaluate construct validity; Sawilowsky (2002) created the I test to analyze the matrix. This article examined the robustness and power of the Sawilowsky I test. Ad hoc critical values were determined to improve the statistical power of the technique for analyzing the Multitrait-Multimethod Matrix.