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Articles 781 - 810 of 2316

Full-Text Articles in Physical Sciences and Mathematics

Jmasm34: Two Group Program For Cohen's D, Hedges’ G, Η2, Radj2, Ω2, Ɛ2, Confidence Intervals, And Power, David A. Walker Nov 2015

Jmasm34: Two Group Program For Cohen's D, Hedges’ G, Η2, Radj2, Ω2, Ɛ2, Confidence Intervals, And Power, David A. Walker

Journal of Modern Applied Statistical Methods

The purpose of this research is to provide an application for users interested in a SPSS syntax program to determine an array of commonly-employed effect sizes and confidence intervals not readily available in SPSS functionality, such as the standardized mean difference and r-related squared indices, for a between-group design.

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Monte Carlo Comparison Of The Parameter Estimation Methods For The Two-Parameter Gumbel Distribution, Demet Aydin, Birdal Şenoğlu Nov 2015

Monte Carlo Comparison Of The Parameter Estimation Methods For The Two-Parameter Gumbel Distribution, Demet Aydin, Birdal Şenoğlu

Journal of Modern Applied Statistical Methods

The performances of the seven different parameter estimation methods for the Gumbel distribution are compared with numerical simulations. Estimation methods used in this study are the method of moments (ME), the method of maximum likelihood (ML), the method of modified maximum likelihood (MML), the method of least squares (LS), the method of weighted least squares (WLS), the method of percentile (PE) and the method of probability weighted moments (PWM). Performance of the estimators is compared with respect to their biases, MSE and deficiency (Def) values via Monte-Carlo simulation. A Monte Carlo Simulation study showed that the method of PWM was …

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Contrails: Causal Inference Using Propensity Scores, Dean S. Barron Nov 2015

Contrails: Causal Inference Using Propensity Scores, Dean S. Barron

Journal of Modern Applied Statistical Methods

Contrails are clouds caused by airplane exhausts, which geologists contend decrease daily temperature ranges on Earth. Following the 2001 World Trade Center attack, cancelled domestic flights triggered the first absence of contrails in decades. Resultant exceptional data capacitated causal inference analysis by propensity score matching. Estimated contrail effect was 6.8981°F.

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Two Stage Robust Ridge Method In A Linear Regression Model, Adewale Folaranmi Lukman, Oyedeji Isola Osowole, Kayode Ayinde Nov 2015

Two Stage Robust Ridge Method In A Linear Regression Model, Adewale Folaranmi Lukman, Oyedeji Isola Osowole, Kayode Ayinde

Journal of Modern Applied Statistical Methods

Two Stage Robust Ridge Estimators based on robust estimators M, MM, S, LTS are examined in the presence of autocorrelation, multicollinearity and outliers as alternative to Ordinary Least Square Estimator (OLS). The estimator based on S estimator performs better. Mean square error was used as a criterion for examining the performances of these estimators.

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The Bayes Factor For Case-Control Studies With Misclassified Data, Tzesan Lee Nov 2015

The Bayes Factor For Case-Control Studies With Misclassified Data, Tzesan Lee

Journal of Modern Applied Statistical Methods

The question of how to test if collected data for a case-control study are misclassified was investigated. A mixed approach was employed to calculate the Bayes factor to assess the validity of the null hypothesis of no-misclassification. A real-world data set on the association between lung cancer and smoking status was used as an example to illustrate the proposed method.

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Resolving The Issue Of How Reliability Is Related To Statistical Power: Adhering To Mathematical Definitions, Donald W. Zimmerman, Bruno D. Zumbo Nov 2015

Resolving The Issue Of How Reliability Is Related To Statistical Power: Adhering To Mathematical Definitions, Donald W. Zimmerman, Bruno D. Zumbo

Journal of Modern Applied Statistical Methods

Reliability in classical test theory is a population-dependent concept, defined as a ratio of true-score variance and observed-score variance, where observed-score variance is a sum of true and error components. On the other hand, the power of a statistical significance test is a function of the total variance, irrespective of its decomposition into true and error components. For that reason, the reliability of a dependent variable is a function of the ratio of true-score variance and observed-score variance, whereas statistical power is a function of the sum of the same two variances. Controversies about how reliability is related to statistical …

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In (Partial) Defense Of .05, Thomas R. Knapp Nov 2015

In (Partial) Defense Of .05, Thomas R. Knapp

Journal of Modern Applied Statistical Methods

Researchers are frequently chided for choosing the .05 alpha level as the determiner of statistical significance (or non-significance). A partial justification is provided.

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Vol. 14, No. 2 (Full Issue), Jmasm Editors Nov 2015

Vol. 14, No. 2 (Full Issue), Jmasm Editors

Journal of Modern Applied Statistical Methods

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Semi-Parametric Non-Proportional Hazard Model With Time Varying Covariate, Kazeem A. Adeleke, Alfred A. Abiodun, R. A. Ipinyomi Nov 2015

Semi-Parametric Non-Proportional Hazard Model With Time Varying Covariate, Kazeem A. Adeleke, Alfred A. Abiodun, R. A. Ipinyomi

Journal of Modern Applied Statistical Methods

The application of survival analysis has extended the importance of statistical methods for time to event data that incorporate time dependent covariates. The Cox proportional hazards model is one such method that is widely used. An extension of the Cox model with time-dependent covariates was adopted when proportionality assumption are violated. The purpose of this study is to validate the model assumption when hazard rate varies with time. This approach is applied to model data on duration of infertility subject to time varying covariate. Validity is assessed by a set of simulation experiments and results indicate that a non proportional …

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Bayesian Analysis Under Progressively Censored Rayleigh Data, Gyan Prakash Nov 2015

Bayesian Analysis Under Progressively Censored Rayleigh Data, Gyan Prakash

Journal of Modern Applied Statistical Methods

The one-parameter Rayleigh model is considered as an underlying model for evaluating the properties of Bayes estimator under Progressive Type-II right censored data. The One‑Sample Bayes prediction bound length (OSBPBL) is also measured. Based on two different asymmetric loss functions a comparative study presented for Bayes estimation. A simulation study was used to evaluate their comparative properties.

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Statistical Modeling Of Migration Attractiveness Of The Eu Member States, Tatiana Tikhomirova, Yulia Lebedeva Nov 2015

Statistical Modeling Of Migration Attractiveness Of The Eu Member States, Tatiana Tikhomirova, Yulia Lebedeva

Journal of Modern Applied Statistical Methods

Identifying the relationship between the migration attractiveness of the European Union countries and their level of socio-economic development is investigated. An approach is proposed identify influences on migration socio-economic characteristics, by aggregating and reducing their diversity, and substantiating the cause-and-effect relationships of the studied phenomenon. A stable classification of countries scheme is developed according to the attractiveness of migration on aggregate factors, and then an econometric model of a binary choice using panel data for 2008-2010 was applying, quantifying the impact of aggregate designed factors on immigration and emigration.

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The Distribution Of The Inverse Square Root Transformed Error Component Of The Multiplicative Time Series Model, Bright F. Ajibade, Chinwe R. Nwosu, J. I. Mbegdu Nov 2015

The Distribution Of The Inverse Square Root Transformed Error Component Of The Multiplicative Time Series Model, Bright F. Ajibade, Chinwe R. Nwosu, J. I. Mbegdu

Journal of Modern Applied Statistical Methods

The probability density function, mean and variance of the inverse square-root transformed left-truncated N(1,σ2) error component e*t(=1/ √et) of the multiplicative time series model were established. A comparison of key-statistical properties of e*t and et confirmed normality with mean 1 but with Var(e*t) ≈1/4Var(et) when σ≤0.14. Hence σ≤0.14 is the required condition for successful transformation.

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Approaches For Detection Of Unstable Processes: A Comparative Study, Yerriswamy Wooluru, D. R. Swamy, P. Nagesh Nov 2015

Approaches For Detection Of Unstable Processes: A Comparative Study, Yerriswamy Wooluru, D. R. Swamy, P. Nagesh

Journal of Modern Applied Statistical Methods

A process is stable only when parameters of the distribution of a process or product characteristic remain same over time. Only a stable process has the ability to perform in a predictable manner over time. Statistical analysis of process data usually assume that data are obtained from stable process. In the absence of control charts, the hypothesis of process stability is usually assessed by visual examination of the pattern in the run chart. In this paper appropriate statistical approaches have been adopted to detect instability in the process and compared their performance with the run chart of considerably shorter length …

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A Robust Panel Unit Root Test In The Presence Of Cross Sectional Dependence, Nurul Sima Mohamad Shariff, Nor Aishah Hamzah Nov 2015

A Robust Panel Unit Root Test In The Presence Of Cross Sectional Dependence, Nurul Sima Mohamad Shariff, Nor Aishah Hamzah

Journal of Modern Applied Statistical Methods

Problems arise in testing the stationarity of the panel in the presence of cross sectional dependence and outliers. The currently available panel unit root tests are very much affected by the presence of outliers. As such, this article introduces an alternative test which is robust to outliers and cross sectional dependence. The performance and robustness of the proposed test is discussed and comparisons are made to the existing tests via simulation studies.

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Dynamics Of Anisotropic Gold Nanopartilces In Synthetic And Biopolymer Solutions, Sharmine Alam Aug 2015

Dynamics Of Anisotropic Gold Nanopartilces In Synthetic And Biopolymer Solutions, Sharmine Alam

Wayne State University Dissertations

Soft matter is a subfield of condensed matter physics including systems such as polymers, colloids, amphiphiles and liquid crystals. Understanding their interaction and dynamics is essential for many interdisciplinary fields of study as well as important for technological advancements. We used gold nanorods (AuNRs) to investigate the length-scale dependent dynamics in semidilute polymer solutions, their conjugation and interaction with a protein bovine serum albumin (BSA), and the effect of shape anisotropy on the dynamics within a crowded solution of spheres. Multiphoton fluctuation correlation spectroscopy (MP-FCS) technique was used to investigate the translation and rotational diffusion of AuNRs. For polymer solutions, …

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A Cultural Diffusion Model For The Rise And Fall Of Programming Languages, Sergi Valverde, Ricard V. Solé Jun 2015

A Cultural Diffusion Model For The Rise And Fall Of Programming Languages, Sergi Valverde, Ricard V. Solé

Human Biology Open Access Pre-Prints

Our interaction with complex computing machines is mediated by programming languages (PLs) which constitute one of the major innovations in the evolution of technology. PLs allowed a flexible, scalable and fast use of hardware and are largely responsible for shaping the history of information technology since the rise of computers in the 1950s. The rapid growth and impact of computers was followed closely by the development of programming languages. As it occurs with natural, human languages, they emerged and got extinct. There has been always a diversity of coexisting PLs that somewhat compete among them, while occupying special niches. Here …

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No-Arbitrage Option Pricing And The Binomial Asset Pricing Model, Nicholas S. Hurley May 2015

No-Arbitrage Option Pricing And The Binomial Asset Pricing Model, Nicholas S. Hurley

Honors College Theses

Financial markets often employ the use of securities, which are defined to be any kind of tradable financial asset. Common types of securities include stocks and bonds. A particular type of security, known as a derivative security (or simply, a derivative), are financial instruments whose value is derived from another underlying security or asset (such as a stock). A common kind of derivative is an option, which is a contract that gives the holder the right but not the obligation to go through with the terms of said contract. An example of an option is the European Option, which we …

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Inferring The Oriented Elastic Tensor From Surface Wave Observations: Preliminary Application Across The Western United States, Jiayi Xie, Michael H. Ritzwoller, S. J. Brownlee, B. R. Hacker May 2015

Inferring The Oriented Elastic Tensor From Surface Wave Observations: Preliminary Application Across The Western United States, Jiayi Xie, Michael H. Ritzwoller, S. J. Brownlee, B. R. Hacker

Environmental Science and Geology Faculty Research Publications

Radial and azimuthal anisotropy in seismic wave speeds have long been observed using surface waves and are believed to be controlled by deformation within the Earth’s crust and uppermost mantle. Although radial and azimuthal anisotropy reflect important aspects of anisotropic media, few studies have tried to interpret them jointly. We describe a method of inversion that interprets simultaneous observations of radial and azimuthal anisotropy under the assumption of a hexagonally symmetric elastic tensor with a tilted symmetry axis defined by dip and strike angles. We show that observations of radial anisotropy and the 2ψ component of azimuthal anisotropy for Rayleigh …

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Applying Penalized Binary Logistic Regression With Correlation Based Elastic Net For Variables Selection, Zakariya Yahya Algamal, Muhammad Hisyam Lee May 2015

Applying Penalized Binary Logistic Regression With Correlation Based Elastic Net For Variables Selection, Zakariya Yahya Algamal, Muhammad Hisyam Lee

Journal of Modern Applied Statistical Methods

Reduction of the high dimensional classification using penalized logistic regression is one of the challenges in applying binary logistic regression. The applied penalized method, correlation based elastic penalty (CBEP), was used to overcome the limitation of LASSO and elastic net in variable selection when there are perfect correlation among explanatory variables. The performance of the CBEP was demonstrated through its application in analyzing two well-known high dimensional binary classification data sets. The CBEP provided superior classification performance and variable selection compared with other existing penalized methods. It is a reliable penalized method in binary logistic regression.

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Spss Programs For Addressing Two Forms Of Power For Multiple Regression Coefficients, Christopher Aberson May 2015

Spss Programs For Addressing Two Forms Of Power For Multiple Regression Coefficients, Christopher Aberson

Journal of Modern Applied Statistical Methods

This paper presents power analysis tools for multiple regression. The first takes input of correlations between variables and sample size and outputs power for multiple predictors. The second addresses power to detect significant effects for all of the predictors in the model. Both employ user-friendly SPSS Custom Dialogs.

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Are Per-Family Type I Error Rates Relevant In Social And Behavioral Science?, Andrew V. Frane May 2015

Are Per-Family Type I Error Rates Relevant In Social And Behavioral Science?, Andrew V. Frane

Journal of Modern Applied Statistical Methods

The familywise Type I error rate is a familiar concept in hypothesis testing, whereas the per‑family Type I error rate is rarely addressed. This article uses Monte Carlo simulations and graphics to make a case for the relevance of the per‑family Type I error rate in research practice and pedagogy.

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Per Family Error Rates: A Response, James F. Troendle, Keshia-Lee Martin, Vance W. Berger May 2015

Per Family Error Rates: A Response, James F. Troendle, Keshia-Lee Martin, Vance W. Berger

Journal of Modern Applied Statistical Methods

As the authors note, the familywise error rate (FWER) is used rather often, whereas the per-family error rate (PFER) is not. Is this as it should be? It would seem that no universal answer is possible, as context determines which is more appropriate in any given application. In the general scenario of testing the benefit of an intervention, one might ideally want an error rate that aligns with the decision for benefit. In most cases the FWER does this pretty well, while allowing one to identify those endpoints for which benefit exists. The PFER does not seem to have any …

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Maximum Likelihood Estimation Of The Kumaraswamy Exponential Distribution With Applications, K. A. Adepoju, O. I. Chukwu May 2015

Maximum Likelihood Estimation Of The Kumaraswamy Exponential Distribution With Applications, K. A. Adepoju, O. I. Chukwu

Journal of Modern Applied Statistical Methods

The Kumaraswamy exponential distribution, a generalization of the exponential, is developed as a model for problems in environmental studies, survival analysis and reliability. The estimation of parameters is approached by maximum likelihood and the observed information matrix is derived. The proposed models are applied to three real data sets.

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Test For The Equality Of Partial Correlation Coefficients For Two Populations, Madhusudan Bhandary, Arjun K. Gupta May 2015

Test For The Equality Of Partial Correlation Coefficients For Two Populations, Madhusudan Bhandary, Arjun K. Gupta

Journal of Modern Applied Statistical Methods

A likelihood ratio test for the equality of two partial correlation coefficients based on two independent multinormal samples has been derived. The large sample Z-test for the same problem has also been discussed. The power analysis of the two tests is obtained. It has been found that the approximate likelihood ratio (ALR) test showed consistently better results than Z -test in terms of power. The size of the ALR test is slightly more than the alpha level. The ALR test is recommended strongly for use in practice.

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Comparison Of Model Fit Indices Used In Structural Equation Modeling Under Multivariate Normality, Sengul Cangur, Ilker Ercan May 2015

Comparison Of Model Fit Indices Used In Structural Equation Modeling Under Multivariate Normality, Sengul Cangur, Ilker Ercan

Journal of Modern Applied Statistical Methods

The purpose of this study is to investigate the impact of estimation techniques and sample sizes on model fit indices in structural equation models constructed according to the number of exogenous latent variables under multivariate normality. The performances of fit indices are compared by considering effects of related factors. The Ratio Chi-square Test Statistic to Degree of Freedom, Root Mean Square Error of Approximation, and Comparative Fit Index are the least affected indices by estimation technique and sample size under multivariate normality, especially with large sample size.

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Method Of Estimation In The Presence Of Non-Response And Measurement Errors Simultaneously, Rajesh Singh Singh, Prayas Sharma May 2015

Method Of Estimation In The Presence Of Non-Response And Measurement Errors Simultaneously, Rajesh Singh Singh, Prayas Sharma

Journal of Modern Applied Statistical Methods

The problem of estimating the finite population mean of in simple random sampling in the presence of non-response and response error was considered. The estimators use auxiliary information to improve efficiency, assuming non–response and measurement error are present in both the study and auxiliary variables. A class of estimators was proposed and its properties studied in the simultaneous presence of non-response and response errors. It was shown that the proposed class of estimators is more efficient than the usual unbiased estimator, ratio and product estimators under non-response and response error together. A numerical study was carried out to compare its …

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Pseudo-Random Number Generators For Vector Processors And Multicore Processors, Agner Fog May 2015

Pseudo-Random Number Generators For Vector Processors And Multicore Processors, Agner Fog

Journal of Modern Applied Statistical Methods

Large scale Monte Carlo applications need a good pseudo-random number generator capable of utilizing both the vector processing capabilities and multiprocessing capabilities of modern computers in order to get the maximum performance. The requirements for such a generator are discussed. New ways of avoiding overlapping subsequences by combining two generators are proposed. Some fundamental philosophical problems in proving independence of random streams are discussed. Remedies for hitherto ignored quantization errors are offered. An open source C++ implementation is provided for a generator that meets these needs.

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Estimating The Accuracy Of Automated Classification Systems Using Only Expert Ratings That Are Less Accurate Than The System, Paul E. Lehner May 2015

Estimating The Accuracy Of Automated Classification Systems Using Only Expert Ratings That Are Less Accurate Than The System, Paul E. Lehner

Journal of Modern Applied Statistical Methods

A method is presented to estimate the accuracy of an automated classification system based only on expert ratings on test cases, where the system may be substantially more accurate than the raters. In this method an estimate of overall rater accuracy is derived from the level of inter-rater agreement, Bayesian updating based on estimated rater accuracy is applied to estimate a ground truth probability for each classification on each test case, and then overall system accuracy is estimated by comparing the relative frequency that the system agrees with the most probable classification at different probability levels. A simulation analysis provides …

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Modeling Probability Of Causal And Random Impacts, Stan Lipovetsky, Igor Mandel May 2015

Modeling Probability Of Causal And Random Impacts, Stan Lipovetsky, Igor Mandel

Journal of Modern Applied Statistical Methods

The method of the estimation of the probability of an event occurring under the influence of the causal and random effects is considered. Epistemological differences from the traditional approaches to causality are discussed, and a new model of the statistical estimation of the parameters of each effect is proposed. The simple and effective algorithms of the model parameters estimation are presented, and numerical simulations are performed. A practical marketing example is analyzed. The results support the validity of the estimation procedure and open the perspective for the application of the method for various decision making problems, where different causes can …

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Estimation For The Parameters Of The Exponentiated Exponential Distribution Using A Median Ranked Set Sampling, Monjed H. Samuh, Areen Qtait May 2015

Estimation For The Parameters Of The Exponentiated Exponential Distribution Using A Median Ranked Set Sampling, Monjed H. Samuh, Areen Qtait

Journal of Modern Applied Statistical Methods

The method of maximum likelihood estimation based on Median Ranked Set Sampling (MRSS) was used to estimate the shape and scale parameters of the Exponentiated Exponential Distribution (EED). They were compared with the conventional estimators. The relative efficiency was used for comparison. The amount of information (in Fisher's sense) available from the MRSS about the parameters of the EED were be evaluated. Confidence intervals for the parameters were constructed using MRSS.

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