Digital Commons Network^™

Crusading For The Helpless Or Biting The Hand That Feeds - Applying Landlord-Tenant Law To Residents In Shelters, Matthew R. Hays

Notre Dame Law Review

No abstract provided.

Gender And Women's Studies Newsletter For November 2007, Uri Gender And Women's Studies Department

Gender and Women's Studies Publications

The November 2007 issue of Gender and Women’s Studies Newsletter, a periodical with articles written by faculty members and some related to events within the Gender and Women’s Studies program.

The Integration Of Children's Literature Into Mathematics, Jaime Elrath Goldstein

Regis University Student Publications (comprehensive collection)

The Integration of Children's Literature into Mathematics By using children's literature in mathematics, teachers can help students see that life is full of problem solving opportunities. In this applied project, the author developed a handbook for upper elementary teachers to integrate literature into the mathematics curriculum while maintaining a commitment to a standards-based curriculum.

Box Office Sign Up: Bgg, Bdc, Amahl, Providence College

Promotion Materials

Providence College Department of Theatre, Dance & Film

Box office sign up sheet for: BGG, BDC, Amahl

Signs Of Our Times, November 2007

Signs of Our Times

A newsletter published for Deaf Catholics in Providence, RI

Signs of our Times Finding Aid

Mole Street Journal, November 2007, University Of Arkansas, Fayetteville. Dept. Of Chemistry And Biochemistry

Mole Street Journal

No abstract provided.

An Omnibus Test When Using A Regression Estimator With Multiple Predictors, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

In quantile regression, the goal is to estimate theγ quantile of Y given values for p predictors. Methods for making inferences about the individual slope parameters have been proposed, some of which have been found to perform very well in simulations. But for an omnibus test that all slope parameters are zero, it appears that little is known about how best to proceed. For the special case γ =.5, a drop-in-dispersion test has been recommended, but it requires a large sample size to control the probability of a Type I error and it assumes that the usual error term is …

Bayesian Subset Selection Of Binomial Parameters Using Possibly Misclassified Data, James D. Stamey, Thomas L. Bratcher, Dean M. Young

Journal of Modern Applied Statistical Methods

Three Bayesian approaches are considered for the selection of binomial proportion parameters when data is subject to misclassification. The cases where the misclassification is non-differential and differential were considered, thus extending previous work which considered only non-differential misclassification. In this article, various selection criteria are applied to a simulated data set and a real data set.

A Weighted Moving Average Process For Forcasting, Shou Hsing Shih, Chris P. Tsokos

Journal of Modern Applied Statistical Methods

A forecasting model for a nonstationary stochastic realization is proposed based on modifying a given time series into a new k-time moving average time series. 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 of the accuracy of their responses is given.

A Comparison Of Procedures For The Analysis Of Multivariate Repeated Measurements, Lisa M. Lix, Anita M. Lloyd

Journal of Modern Applied Statistical Methods

Three procedures for analyzing within-subjects effects in multivariate repeated measures designs are compared when group covariances are heterogeneous: the multiple regression model (MRM) with a structured covariance, Johansen’s (1980) procedure, and the multivariate Brown and Forsythe (1974) procedure. A preliminary likelihood ratio test of a Kronecker product covariance structure is sensitive to sample size and derivational assumption violations. Error rates of the procedures are generally well-controlled except when the distribution is skewed. The MRM procedure displayed few power advantages over the other procedures.

Interference On Overlapping Coefficients In Two Exponential Populations, Mohammad Fraiwan Al-Saleh, Hani M. Samawi

Journal of Modern Applied Statistical Methods

Three measures of overlap, namely Matusita’s measureρ , Morisita’s measure λ and Weitzman’s measure Δ are investigated in this article for two exponential populations with different means. It is well that the estimators of those measures of overlap are biased. The bias is of these estimators depends on the unknown overlap parameters. There are no closed-form, exact formulas, for those estimators variances or their exact sampling distributions. Monte Carlo evaluations are used to study the bias and precision of the proposed overlap measures. Bootstrap method and Taylor series approximation are used to construct confidence intervals for the overlap measures

Optimal Trimming And Outlier Elimination, Philip H. Ramsey, Patricia P. Ramsey

Journal of Modern Applied Statistical Methods

Five data sets with known true values are used to determine the optimal number of pairs that should be trimmed in order to produce the minimum relative error. The optimal trimming in the five data sets is found to be 1%, 5%, 7%, 10% and 28%. The 28% rate is shown to be an outlier among the five data sets. Results of four data sets are used to establish cutoff values for outlier detection in two robust methods of outlier detection.

The Non-Parametric Difference Score: A Workable Solution For Analyzing Two-Wave Change When The Measures Themselves Change Across Waves, Jennifer E. V. Lloyd, Bruno D. Zumbo

Journal of Modern Applied Statistical Methods

The non-parametric difference score is introduced. It is a workable solution to the problem of analyzing change over two waves (i.e., a pretest-posttest design) when the measures themselves vary over time. An example highlighting the solution’s implementation is provided, as is a discussion of the solution’s assumptions, strengths, and limitations.

Semi Parametric Estimation Of Some Reliability Measures Of Geometric Distribution, Mathachan Pathiyil, E.S. Jeevanand

Journal of Modern Applied Statistical Methods

Semi parametric estimators of the survival function, the hazard function, and the mean residual life function of geometric distribution using uncensored and Type II censored samples are obtained. The accuracy of the estimators so obtained is investigated empirically using simulated samples. The results are applied to a real life data set for illustration.

Tests For 2 X 2 Tables In Clinical Trials, Vic Hasselblad, Yulia Lokhnygina

Journal of Modern Applied Statistical Methods

Five standard tests are compared: chi-squared, Fisher's exact, Yates’ correction, Fisher’s exact mid-p, and Barnard’s. Yates’ is always inferior to Fisher’s exact. Fisher’s exact is so conservative that one should look for alternatives. For certain sample sizes, Fisher’s mid-p or Barnard’s test maintain the nominal alpha and have superior power.

Performance Of Some Correlation Coefficients When Applied To Zero-Clustered Data, L. W. Huson

Journal of Modern Applied Statistical Methods

Zero-clustered data occur widely in medical research and are characterised by the presence of a group of observations of value zero in a distribution of otherwise continuous non-negative responses. A simulation study was conducted to investigate the properties of a number of correlation coefficients applied to samples of zero-clustered data.

Covariate Dependent Markov Models For Analysis Of Repeated Binary Outcomes, M.A. Islam, R.I. Chowdhury, K.P. Singh

Journal of Modern Applied Statistical Methods

The covariate dependence in a higher order Markov models is examined. First order Markov models with covariate dependence are discussed and are generalized for higher order. A simple alternative is also proposed. The estimation procedure is discussed for higher order with a number of covariates. The proposed model takes into account the past transitions. Transitions are fitted and are tested in order to examine their influence on the most recent transitions. Applications are illustrated using maternal morbidity during pregnancy. The binary outcome at each visit during pregnancy is observed for each subject and then the covariate dependent Markov models are …

The Correlation Coefficients, Rudy A. Gideon

Journal of Modern Applied Statistical Methods

A generalized method of defining and interpreting correlation coefficients is given. Seven correlation coefficients are defined — three for continuous data and four on the ranks of the data. A quick calculation of the rank based correlation coefficients using a 0-1 graph-matrix is shown. Examples and comparisons are given.

A Simple Method For Finding Emperical Liklihood Type Intervals For The Roc Curve, Ayman Baklizi

Journal of Modern Applied Statistical Methods

Interval estimation of the ROC curve is considered using the empirical likelihood techniques. Suggested is a procedure that is very simple computationally and avoids the constrained optimization problems usually faced with empirical likelihood methods. Various modifications are suggested and the performance of the intervals is evaluated in terms of their coverage probability. The results show that some of the suggested intervals compete well with other intervals known in the literature.

The Effect Of Garch (1,1) On The Granger Causality Test In Stable Var Models, Panagiotis Mantalos, Ghazi Shukur, Pär Sjölander

Journal of Modern Applied Statistical Methods

Using Monte Carlo methods, the properties of Granger causality test in stable VAR models are studied under the presence of different magnitudes of GARCH effects in the error terms. Analysis reveals that substantial GARCH effects influence the size properties of the Granger causality test, especially in small samples. The power functions of the test are usually slightly lower when GARCH effects are imposed among the residuals compared with the case of white noise residuals.

Optimum Choice Of Covariates For A Series Of Sbibds Obtained Through Projective Geometry, Ganesh Dutta, Premadhis Das, Nripes Kumar Mandal

Journal of Modern Applied Statistical Methods

A block design set up is considered in presence of a number of controllable covariates. The problem is that of choosing the values of the covariates so that for a given block design, it is optimum in the sense of attaining minimum variance for the estimation of each of the covariate parameters. In case of incomplete block designs, the choice of the values of the covariates depends heavily on the allocation of treatments to the plots of blocks; more specifically on the method of construction of the incomplete block design. In this paper the situation where the block design is …

Reply (To Ian R. White), Kung-Jong Lui

Journal of Modern Applied Statistical Methods

No abstract provided.

A New Generalization Of Negative Ploya-Eggenberger Distribution And Its Applications, Anwar Hassan, Sheikh Nilal Ahmad

Journal of Modern Applied Statistical Methods

A new generalization of negative Polya-Eggenberger distribution (GNPED) has been obtained by mixing the negative binomial distribution with generalized beta distribution-Π defined by Nadarajah and Kotz (2003). Some special cases and properties of GNPED have been studied. Further, the proposed model has been fitted to two data sets (used by Gupta & Ong, 2004) that provide a satisfactory fit and better alternative as compared to negative binomial and some of its mixture models and extensions. Also, the negative Polya-Eggenberger distribution (NPED), obtained by mixing negative binomial with beta distribution of I-kind, has been fitted to the same data sets for …

Vol. 6, No. 2 (Full Issue), Jmasm Editors

Journal of Modern Applied Statistical Methods

No abstract provided.

From Information Lost To Knowledge Gained: The Benefits Of Analyzing All The Research Evidence, Joseph L. Balloun, Hilton Barrett

Journal of Modern Applied Statistical Methods

Data analyses should reveal truths about data. To the extent possible analyses should tell a complete picture. Data analyses should not inadvertently ignore phenomena that might be discovered in sample data sets. However, common univariate or multivariate data analysis methods tend to be based on only the means, standard deviations, and Pearson correlations. The result is that many important truths are discovered, but not the whole truth. This article illustrates in a sample data set that (a) data analyses of other properties of variables and groups are feasible and practical, and (b) such analyses may reveal important information not otherwise …

Faculty Senate Meeting Minutes – November 2007, Faculty Senators

Minutes 2007-2008

This is the archived record of the November 28, 2007 faculty senate meeting minutes.

Bill No. 07/F/115, Fhsu Student Government Association

SGA - Legislation

A bill from the Appropriations Committee discussing funding for the FHSU AMSA Pre-Medical Club's AMSA Region 8 Conference attendance.

Sga Minutes - November 1, 2007, Fhsu Student Government Association

SGA - Meeting Minutes

Minutes from an SGA meeting in November 2007, covering a variety of topics and announcements.

Agenda - Thursday, November 1, 2007, Fhsu Student Government Association

SGA - Meeting Agendas

An agenda for a meeting of the Student Government Association in November 2007.

Rhode Island Current Conditions Index — November 2007, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.