Evaluation Of Using The Bootstrap Procedure To Estimate The Population Variance, 2018 Stephen F Austin State University

#### Evaluation Of Using The Bootstrap Procedure To Estimate The Population Variance, Nghia Trong Nguyen

*Electronic Theses and Dissertations*

The bootstrap procedure is widely used in nonparametric statistics to generate an empirical sampling distribution from a given sample data set for a statistic of interest. Generally, the results are good for location parameters such as population mean, median, and even for estimating a population correlation. However, the results for a population variance, which is a spread parameter, are not as good due to the resampling nature of the bootstrap method. Bootstrap samples are constructed using sampling with replacement; consequently, groups of observations with zero variance manifest in these samples. As a result, a bootstrap variance estimator will carry a ...

Modelling The Common Risk Among Equities Using A New Time Series Model, 2018 The University of Western Ontario

#### Modelling The Common Risk Among Equities Using A New Time Series Model, Jingjia Chu

*Electronic Thesis and Dissertation Repository*

A new additive structure of multivariate GARCH model is proposed where the dynamic changes of the conditional correlation between the stocks are aggregated by the common risk term. The observable sequence is divided into two parts, a common risk term and an individual risk term, both following a GARCH type structure. The conditional volatility of each stock will be the sum of these two conditional variance terms. All the conditional volatility of the stock can shoot up together because a sudden peak of the common volatility is a sign of the system shock.

We provide sufficient conditions for strict stationarity ...

A Note On The Unconditional Bias Of The Nadaraya-Watson Regression Estimator, 2018 University of Colorado, Boulder

#### A Note On The Unconditional Bias Of The Nadaraya-Watson Regression Estimator, Kellin Pelrine

*Undergraduate Honors Theses*

In this note we investigate the order of the unconditional bias of the Nadarya-Watson (Nadaraya, 1964; Watson, 1964) estimator for a multivariate regression. Surprisingly, previous attempts in establishing this result are either imprecise and technically deficient, or of limited use given the assumptions imposed (see* inter alia,* Glad (1998), Mack and Müller (1988), Pagan and Ullah (1999), and Scott (2015)). The results are also often conflicting (see *inter alia,* Choi et al. (2000), Chu and Marron (1991), Collomb (1981), and Glad (1998)). Unfortunately, our result here is incomplete, but we highlight the issues and suggest further ideas to resolve them.

On Variance Balanced Designs, 2017 Saurashtra University Rajkot, Gujarat, India

#### On Variance Balanced Designs, Dilip Kumar Ghosh, Sangeeta Ahuja

*Journal of Modern Applied Statistical Methods*

Balanced incomplete block designs are not always possible to construct because of their parametric relations. In such a situation another balanced design, the variance balanced design, is required. This construction of binary, equal replicated variance balanced designs are discussed using the half fraction of the 2n factorial designs with smaller block sizes. This method was also extended to construct another variance balanced design by deleting the last block of the resulting variance balanced designs. Its efficiency factor compared with randomized block designs was compared and found to be highly efficient.

'Parallel Universe' Or 'Proven Future'? The Language Of Dependent Means T-Test Interpretations, 2017 Université Laval, Quebec City

#### 'Parallel Universe' Or 'Proven Future'? The Language Of Dependent Means T-Test Interpretations, Anthony M. Gould, Jean-Etienne Joullié

*Journal of Modern Applied Statistical Methods*

Of the three kinds of two-mean comparisons which judge a test statistic against a critical value taken from a Student t-distribution, one – the repeated measures or dependent-means application – is distinctive because it is meant to assess the value of a parameter which is not part of the natural order. This absence forces a choice between two interpretations of a significant test result and the meaning of the test hypothesis. The parallel universe view advances a conditional, backward-looking conclusion. The more practical proven future interpretation is a non-conditional proposition about what will happen if an intervention is (now) applied to each ...

Semi-Parametric Method To Estimate The Time-To-Failure Distribution And Its Percentiles For Simple Linear Degradation Model, 2017 Yarmouk University, Irbid, Jordan

#### Semi-Parametric Method To Estimate The Time-To-Failure Distribution And Its Percentiles For Simple Linear Degradation Model, Laila Naji Ba Dakhn, Mohammed Al-Haj Ebrahem, Omar Eidous

*Journal of Modern Applied Statistical Methods*

Most reliability studies obtained reliability information by using degradation measurements over time, which contains useful data about the product reliability. Parametric methods like the maximum likelihood (ML) estimator and the ordinary least square (OLS) estimator are used widely to estimate the time-to-failure distribution and its percentiles. In this article, we estimate the time-to-failure distribution and its percentiles by using a semi-parametric estimator that assumes the parametric function to have a half- normal distribution or an exponential distribution. The performance of the semi-parametric estimator is compared via simulation study with the ML and OLS estimators by using the mean square error ...

Characterizations Of Distributions By Expected Values Of Lower Record Statistics With Spacing, 2017 Aligarh Muslim University, Aligarh, India

#### Characterizations Of Distributions By Expected Values Of Lower Record Statistics With Spacing, M. Faizan, Ziaul Haque, M. A. Ansari

*Journal of Modern Applied Statistical Methods*

The characterizations of a certain class of probability distributions are established through conditional expectation of lower record values when the conditioned record value may not be the adjacent one. Some of its important deductions are also discussed.

Front Matter, 2017 Wayne State University

Experimental Design And Data Analysis In Computer Simulation Studies In The Behavioral Sciences, 2017 University of Minnesota - Twin Cities

#### Experimental Design And Data Analysis In Computer Simulation Studies In The Behavioral Sciences, Michael Harwell, Nidhi Kohli, Yadira Peralta

*Journal of Modern Applied Statistical Methods*

Treating computer simulation studies as statistical sampling experiments subject to established principles of experimental design and data analysis should further enhance their ability to inform statistical practice and a program of statistical research. Latin hypercube designs to enhance generalizability and meta-analytic methods to analyze simulation results are presented.

Missing Data In Longitudinal Surveys: A Comparison Of Performance Of Modern Techniques, 2017 University College London

#### Missing Data In Longitudinal Surveys: A Comparison Of Performance Of Modern Techniques, Paola Zaninotto, Amanda Sacker

*Journal of Modern Applied Statistical Methods*

Using a simulation study, the performance of complete case analysis, full information maximum likelihood, multivariate normal imputation, multiple imputation by chained equations and two-fold fully conditional specification to handle missing data were compared in longitudinal surveys with continuous and binary outcomes, missing covariates, and an interaction term.

The Impact Of Predictor Variable(S) With Skewed Cell Probabilities On Wald Tests In Binary Logistic Regression, 2017 University of British Columbia

#### The Impact Of Predictor Variable(S) With Skewed Cell Probabilities On Wald Tests In Binary Logistic Regression, Arwa Alkhalaf, Bruno D. Zumbo

*Journal of Modern Applied Statistical Methods*

A series of simulation studies are reported that investigated the impact of a skewed predictor(s) on the Type I error rate and power of the Wald test in a logistic regression model. Five simulations were conducted for three different regression models. A detailed description of the impact of skewed cell predictor probabilities and sample size provide guidelines for practitioners wherein to expect the greatest problems.

Using Pratt's Importance Measures In Confirmatory Factor Analyses, 2017 University of British Columbia

#### Using Pratt's Importance Measures In Confirmatory Factor Analyses, Amrey D. Wu, Bruno D. Zumbo

*Journal of Modern Applied Statistical Methods*

When running a confirmatory factor analysis (CFA), users specify and interpret the pattern (loading) matrix. It has been recommended that the structure coefficients, indicating the factors’ correlation with the observed indicators, should also be reported when the factors are correlated (Graham, Guthrie, & Thompson, 2003; Thompson, 1997). The aims of this article are: (1) to note the structure coefficient should be interpreted with caution if the factors are specified to correlate. Because the structure coefficient is a zero-order correlation, it may be partially or entirely a reflection of factor correlations. This is elucidated by the matrix algebra of the structure coefficients based on ...

Unit Root Test For Panel Data Ar(1) Time Series Model With Linear Time Trend And Augmentation Term: A Bayesian Approach, 2017 Central University of Rajasthan, India

#### Unit Root Test For Panel Data Ar(1) Time Series Model With Linear Time Trend And Augmentation Term: A Bayesian Approach, Jitendra Kumar, Anoop Chaturvedi, Umme Afifa, Shafat Yousuf, Saurabh Kumar

*Journal of Modern Applied Statistical Methods*

The univariate time series models, in the case of unit root hypothesis, are more biased towards the acceptance of the Unit Root Hypothesis especially in a short time span. However, the panel data time series model is more appropriate in such situation. The Bayesian analysis of unit root testing for a panel data time series model is considered. An autoregressive panel data AR(1) model with linear time trend and augmentation term has been considered and derived the posterior odds ratio for testing the presence of unit root hypothesis under appropriate prior assumptions. A simulation study and real data analysis ...

Performance Evaluation Of Confidence Intervals For Ordinal Coefficient Alpha, 2017 Dallas Independent School District

#### Performance Evaluation Of Confidence Intervals For Ordinal Coefficient Alpha, Heather J. Turner, Prathiba Natesan, Robin K. Henson

*Journal of Modern Applied Statistical Methods*

The aim of this study was to investigate the performance of the Fisher, Feldt, Bonner, and Hakstian and Whalen (HW) confidence intervals methods for the non-parametric reliability estimate, ordinal alpha. All methods yielded unacceptably low coverage rates and potentially increased Type-I error rates.

Effectively Comparing Differences In Proportions, 2017 McNeese State University

#### Effectively Comparing Differences In Proportions, Lonnie Turpin Jr.

*Journal of Modern Applied Statistical Methods*

A single framework of developing and implementing tests about proportions is outlined. It avoids some of the pitfalls of methods commonly put forward in an introductory data analysis course.

Power And Sample Size Estimation For Nonparametric Composite Endpoints: Practical Implementation Using Data Simulations, 2017 University of Alberta, Edmonton

#### Power And Sample Size Estimation For Nonparametric Composite Endpoints: Practical Implementation Using Data Simulations, Paul M. Brown, Justin A. Ezekowitz

*Journal of Modern Applied Statistical Methods*

Composite endpoints are a popular outcome in controlled studies. However, the required sample size is not easily obtained due to the assortment of outcomes, correlations between them and the way in which the composite is constructed. Data simulations are required. A macro is developed that enables sample size and power estimation.

A Monte Carlo Study Of The Effects Of Variability And Outliers On The Linear Correlation Coefficient, 2017 University of Tabuk, Saudi Arabia

#### A Monte Carlo Study Of The Effects Of Variability And Outliers On The Linear Correlation Coefficient, Hussein Yousif Eledum

*Journal of Modern Applied Statistical Methods*

Monte Carlo simulations are used to investigate the effect of two factors, the amount of variability and an outlier, on the size of the Pearson correlation coefficient. Some simulation algorithms are developed, and two theorems for increasing or decreasing the amount of variability are suggested.

Modeling Agreement Between Binary Classifications Of Multiple Raters In R And Sas, 2017 Boston University

#### Modeling Agreement Between Binary Classifications Of Multiple Raters In R And Sas, Aya A. Mitani, Kerrie P. Nelson

*Journal of Modern Applied Statistical Methods*

Cancer screening and diagnostic tests often are classified using a binary outcome such as diseased or not diseased. Recently large-scale studies have been conducted to assess agreement between many raters. Measures of agreement using the class of generalized linear mixed models were implemented efficiently in four recently introduced R and SAS packages in large-scale agreement studies incorporating binary classifications. Simulation studies were conducted to compare the performance across the packages and apply the agreement methods to two cancer studies.

Approximating The Distribution Of Indefinite Quadratic Forms In Normal Variables By Maximum Entropy Density Estimation, 2017 Abadan Branch, Islamic Azad University, Abadan, Iran

#### Approximating The Distribution Of Indefinite Quadratic Forms In Normal Variables By Maximum Entropy Density Estimation, Ghasem Rekabdar, Rahim Chinipardaz

*Journal of Modern Applied Statistical Methods*

The quadratic form of non-central normal variables is presented based on a sum of weighted independent non-central chi-square variables. This presentation provides moments of quadratic form. The maximum entropy method is used to estimate the density function because distribution moments of quadratic forms are known. A Euclidean distance is proposed to select an appropriate maximum entropy density function. In order to compare with other methods some numerical examples were evaluated. Also, for discrimination between two groups by the Euclidean distances, we obtained a stochastic representation for the linear discriminant function using the quadratic form. The maximum entropy estimation was an ...

The Regression Smoother Lowess: A Confidence Band That Allows Heteroscedasticity And Has Some Specified Simultaneous Probability Coverage, 2017 University of Southern California

#### The Regression Smoother Lowess: A Confidence Band That Allows Heteroscedasticity And Has Some Specified Simultaneous Probability Coverage, Rand Wilcox

*Journal of Modern Applied Statistical Methods*

Many nonparametric regression estimators (smoothers) have been proposed that provide a more flexible method for estimating the true regression line compared to using some of the more obvious parametric models. A basic goal when using any smoother is computing a confidence band for the true regression line. Let M(Y|X) be some conditional measure of location associated with the random variable Y, given X and let x be some specific value of the covariate. When using the LOWESS estimator, an extant method that assumes homoscedasticity can be used to compute a confidence interval for M(Y|X = x). A ...