Statistics and Probability Commons^™

The Shift From Defined Benefit Pensions To 401(K) Plans And The Pension Assets Of The Baby Boom Cohort, James Poterba, Steven Venti, David A. Wise

Dartmouth Scholarship

The rise of 401(k) plans and the decline of defined benefit plans will have an important effect on the wealth of future retirees. Changing demographic structure also will affect the aggregate stock of retirement wealth. We project the stock of assets held in retirement plans and the average retirement saving of retirees through 2040. Our projections show large increases in wealth at retirement, especially if the returns on corporate equities are comparable with historical returns. Retirement wealth will grow, however, even if equity returns fall substantially below their historical level.

Analysis Of Shanghai Port's Competitiveness After The Operation Of Yangshan Deep-Water Port, Wei Jiang

World Maritime University Dissertations

No abstract provided.

The Study On Sinochem Shipping Corporation’S Fleet Expansion, Yunhao Ji

World Maritime University Dissertations

No abstract provided.

Study On Modern Port Logistics (Mpl) And Forecasting Container Throughput Of Shanghai Port, Jingye Li

World Maritime University Dissertations

No abstract provided.

Study On Grade Evaluation Of Port Shoreline In Jiangsu Province, Wei Li

World Maritime University Dissertations

No abstract provided.

Research Of Be550 Rigs Transportation Projects, Lifeng Shi

World Maritime University Dissertations

No abstract provided.

Research On Competitiveness Of Dalian Port, Zhaobo Xu

World Maritime University Dissertations

No abstract provided.

Predictors Of Emotional Reactions In Women Treated For Breast Cancer, Erin E. Ramirez

Loma Linda University Electronic Theses, Dissertations & Projects

Breast cancer can be a devastating disease that impacts a woman in all spheres of her life (Ingram, 1989). Previous studies have examined the impact of breast cancer on body satisfaction, as well as the impact on emotional well-being. Studies have also examined the role of the coping style that a woman engages in response to the diagnosis and treatment of breast cancer in the woman's psychological adjustment to the disease. However, to date, no research has introduced and tested a multifaceted model.

The purpose of this study was to develop a model predicting psychological maladjustment in women treated for …

Predictors Of Female Sexual Dysfunction, Julie M. Merrell

Loma Linda University Electronic Theses, Dissertations & Projects

Tiefer, Hall, and Tavris (2002) described factors comprising four categories of female sexual dysfunction. They suggested that unique factors need to be examined to understand sexual dysfunction in women. Socio-cultural, political, or economic factors, partner and relationship factors, psychological factors, and medical factors described as aspects of women’s lives that can be the source of sexual dysfunction. The current study examined indicators of the above factors-body shame, relationship satisfaction, sexual self-schema, positive and negative affect, and overall health-as predictors of female sexual dysfunction. The hypotheses were: Body shame and negative affect will be negatively associated with sexual function; and relationship …

A Dynamic-Trend Exponential Smoothing Model, Don Miller, Dan Williams

Publications and Research

Forecasters often encounter situations in which the local pattern of a time series is not expected to persist over the forecasting horizon. Since exponential smoothing models emphasize recent behavior, their forecasts may not be appropriate over longer horizons. In this paper, we develop a new model in which the local trend line projected by exponential smoothing converges asymptotically to an assumed future long-run trend line, which might be an extension of a historical long-run trend line. The rapidity of convergence is governed by a parameter. A familiar example is an economic series exhibiting persistent long-run trend with cyclic variation. This …

Responses To Weight Loss Treatment Among Obese Individuals With And Without Bed: A Matched-Study Meta-Analysis, Bruce E. Blaine, J. Rodman

Statistics Faculty/Staff Publications

The moderating influence of binge eating status on obese individuals’ responses to weight loss treatment was evaluated with a meta-analysis of 36 tests of weight loss treatment (n=792) that were matched to control key background variables. After controlling for pre-treatment weight, treatment produced more weight loss in samples of obese non- BED compared with obese BED participants. Weight loss treatment produced large posttreatment reductions in depression in both obese BED and non-BED samples. The results indicate that BED status moderated post-treatment weight loss among people in weight treatment programs. Obese BED (average weight loss= 1.3 kg) samples lost negligible weight …

Ordinal Versions Of Coefficients Alpha And Theta For Likert Rating Scales, Bruno D. Zumbo, Anne M. Gadermann, Cornelia Zeisser

Journal of Modern Applied Statistical Methods

Two new reliability indices, ordinal coefficient alpha and ordinal coefficient theta, are introduced. A simulation study was conducted in order to compare the new ordinal reliability estimates to each other and to coefficient alpha with Likert data. Results indicate that ordinal coefficients alpha and theta are consistently suitable estimates of the theoretical reliability, regardless of the magnitude of the theoretical reliability, the number of scale points, and the skewness of the scale point distributions. In contrast, coefficient alpha is in general a negatively biased estimate of reliability. The use of ordinal coefficients alpha and theta as alternatives to coefficient alpha …

Lq-Moments For Statistical Analysis Of Extreme Events, Ani Shabri, Abdul Aziz Jemain

Journal of Modern Applied Statistical Methods

Statistical analysis of extremes is conducted for predicting large return periods events. LQ-moments that are based on linear combinations are reviewed for characterizing the upper quantiles of distributions and larger events in data. The LQ-moments method is presented based on a new quick estimator using five points quantiles and the weighted kernel estimator to estimate the parameters of the generalized extreme value (GEV) distribution. Monte Carlo methods illustrate the performance of LQ-moments in fitting the GEV distribution to both GEV and non-GEV samples. The proposed estimators of the GEV distribution were compared with conventional L-moments and LQ-moments based on linear …

Jmasm 26: Hettmansperger And Mckean Linear Model Aligned Rank Test For The Single Covariate And One-Way Ancova Case (Sas), Paul A. Nakonezny, Robert D. Shull

Journal of Modern Applied Statistical Methods

A SAS program (SAS 9.1.3 release, SAS Institute, Cary, N.C.) is presented to implement the Hettmansperger and McKean (1983) linear model aligned rank test (nonparametric ANCOVA) for the single covariate and one-way ANCOVA case. As part of this program, SAS code is also provided to derive the residuals from the regression of Y on X (which is step 1 in the Hettmansperger and McKean procedure) using either ordinary least squares regression (proc reg in SAS) or robust regression with MM estimation (proc robustreg in SAS).

Reliability And Statistical Power: How Measurement Fallibility Affects Power And Required Sample Sizes For Several Parametric And Nonparametric Statistics, Gibbs Y. Kanyongo, Gordon P. Brook, Lydia Kyei-Blankson, Gulsah Gocmen

Journal of Modern Applied Statistical Methods

The relationship between reliability and statistical power is considered, and tables that account for reduced reliability are presented. A series of Monte Carlo experiments were conducted to determine the effect of changes in reliability on parametric and nonparametric statistical methods, including the paired samples dependent t test, pooled-variance independent t test, one-way analysis of variance with three levels, Wilcoxon signed-rank test for paired samples, and Mann-Whitney-Wilcoxon test for independent groups. Power tables were created that illustrate the reduction in statistical power from decreased reliability for given sample sizes. Sample size tables were created to provide the approximate sample sizes required …

On Flexible Tests Of Independence And Homoscedasticity, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

Consider the nonparametric regression model Y = m(X) + τ(X)ε , where X and ε are independent random variables, ε has a mean of zero and variance σ², τ is some unknown function used to model heteroscedasticity, and m(X) is an unknown function reflecting some conditional measure of location associated with Y, given X. Detecting dependence, by testing the hypothesis that m(X) does not vary with X, has the potential of being more sensitive to a wider range of associations compared to using Pearson's correlation. This note has two goals. The first is to point …

Using The Fractional Imputation Methodology To Evaluate Variance Due To Hot Deck Imputation In Survey Data, Adriana Pérez

Journal of Modern Applied Statistical Methods

This article examines empirically the effect on the variance estimate due to the use of hot deck imputation with a nearest neighbor donor in comparison with the pairwise fractional hot deck imputation methodology in the 1999 Survey of Doctorate Recipients.

A Comparison Of Eight Shrinkage Formulas Under Extreme Conditions, David A. Walker

Journal of Modern Applied Statistical Methods

The performance of various shrinkage formulas for estimating the population squared multiple correlation coefficient (ρ2) were compared under extreme conditions often found in educational research with small sample sizes of 10, 15, 20, 25, 30 and regressor variates ranging from 2 to 4. A new formula for estimating ρ2, Adj R2 DW, was examined in terms of its performance under various conditions of N, p, ρ2, along with its bias properties and standard error estimates. The two shrinkage formulas that performed most consistently were the Claudy (Adj R2 C) and Walker (Adj R2 DW)

Examining Cronbach Alpha, Theta, Omega Reliability Coefficients According To Sample Size, Ilker Ercan, Berna Yazici, Deniz Sigirli, Bulent Ediz, Ismet Kan

Journal of Modern Applied Statistical Methods

Differentiations according to the sample size of different reliability coefficients are examined. It is concluded that the estimates obtained by Cronbach alpha and teta coefficients are not related with the sample size, even the estimates obtained from the small samples can represent the population parameter. However, the Omega coefficient requires large sample sizes.

Analyses Of Unbalanced Groups-Versus-Individual Research Designs Using Three Alternative Approximate Degrees Of Freedom Tests: Test Development And Type I Error Rates, Stephanie Wehry, James Algina

Journal of Modern Applied Statistical Methods

Three approximate degrees of freedom quasi-F tests of treatment effectiveness were developed for use in research designs when one treatment is individually delivered and the other is delivered to individuals nested in groups of unequal size. Imbalance in the data was studied from the prospective of subject attrition. The results indicated the test that best controls the Type I error rate depends on the number of groups in the group-administered treatment but does not depend on the subject attrition rates included in the study.

Another Look At The Confidence Intervals For The Noncentral T Distribution, Bruno Lecoutre

Journal of Modern Applied Statistical Methods

An alternative approach to the computation of confidence intervals for the noncentrality parameter of the Noncentral t distribution is proposed. It involves the percent points of a statistical distribution. This conceptual improvement renders the technical process for deriving the limits more comprehensible. Accurate approximations can be derived and easily used.

Better Binomial Confidence Intervals, James F. Reed Iii

Journal of Modern Applied Statistical Methods

The construction of a confidence interval for a binomial parameter is a basic analysis in statistical inference. Most introductory statistics textbook authors present the binomial confidence interval based on the asymptotic normality of the sample proportion and estimating the standard error - the Wald method. For the one sample binomial confidence interval the Clopper-Pearson exact method has been regarded as definitive as it eliminates both overshoot and zero width intervals. The Clopper-Pearson exact method is the most conservative and is unquestionably a better alternative to the Wald method. Other viable alternatives include Wilson's Score, the Agresti-Coull method, and the Borkowf …

A Spline-Based Lack-Of-Fit Test For Independent Variable Effect, Chin-Shang Li, Wanzhu Tu

Journal of Modern Applied Statistical Methods

In regression analysis of count data, independent variables are often modeled by their linear effects under the assumption of log-linearity. In reality, the validity of such an assumption is rarely tested, and its use is at times unjustifiable. A lack-of-fit test is proposed for the adequacy of a postulated functional form of an independent variable within the framework of semiparametric Poisson regression models based on penalized splines. It offers added flexibility in accommodating the potentially non-loglinear effect of the independent variable. A likelihood ratio test is constructed for the adequacy of the postulated parametric form, for example log-linearity, of the …

A Comparison Of One-High-Threshold And Two-High-Threshold Multinomial Models Of Source Monitoring, Mahesh Menon, Todd S. Woodward

Journal of Modern Applied Statistical Methods

A data simulation study comparing the one-high-threshold (1HT) and two-high-threshold (2HT) multinomial models suggested that 2HT models are more likely to misestimate the underlying parameter values, due to inflation of some parameters (b and d), and deflation of others (D).

Multinomial Logistic Regression Model For The Inferential Risk Age Groups For Infection Caused By Vibrio Cholerae In Kolkata, India, Krishnan Rajendran, Thandavarayan Ramamurthy, Dipika Sur

Journal of Modern Applied Statistical Methods

Multinomial Logistic Regression (MLR) modeling is an effective approach for categorical outcomes, as compared with discriminant function analysis and log-linear models for profiling individual category of dependent variable. To explore the yearly change of inferential age groups of acute diarrhoeal patients infected with Vibrio cholerae during 1996-2000 by MLR, systematic sampling data were generated from an active surveillance study. Among 1330 V.cholerae infected cases, the predominant age category was up to 5 years accounting for 478 (30.5%) cases. The independent variables V.cholerae O1 (p<0.001) and non-O1 and non-O139 (p < 0.001) were significantly associated with children under 5 years age group. V.cholerae O139 inferential age group was > 40 years. The infection mediated by V.cholerae O1 had significantly decreasing trend Exp(B) year wise from …

Estimation Of Risk For Developing Cardiac Problem In Patients Of Type 2 Diabetes As Obtained By The Technique Of Density Estimation, Ajit Mukherjee, Ajit Mathur, Rakesh Mittal

Journal of Modern Applied Statistical Methods

High levels of cholesterol and triglyceride are known to be strongly associated with development of cardiac problem in patients of type 2 diabetes. In a hospital-based study, patients showing ECG positive were compared with those who were not. The observations on cholesterol and triglyceride were considered for estimation of risk for developing the cardiac problem. The technique of density estimation employing Epanechnikov kernel was used for estimating bivariate probability density functions with respect to observations on cholesterol and triglyceride of the two groups. Using the odds form of Bayes’ rule, the estimates of posterior odds were computed.

Effects Of Physical Activity On Psychological Change In Advanced Age: A Multivariate Meta-Analysis, Meng-Jia Wu, Betsy Jane Becker, Yael Netz

Journal of Modern Applied Statistical Methods

An example of multivariate meta-analysis is demonstrated by synthesizing the treatment effects of exercise of 15 groups on six mood state changes in elders measured by the Profile of Mood States (POMS) scale. Two different methods were used to analyze this multivariate dataset. The SAS codes for two set of the analyses were provided. Results showed that exercise has a modest and positive impact on elders mood change.

Application Of A New Procedure For Power Analysis And Comparison Of The Adjusted Univariate And Multivariate Tests In Repeated Measures Designs, Sean W. Mulvenon, M. Austin Betz, Kening Wang, Bruno D. Zumbo

Journal of Modern Applied Statistical Methods

A relationship between the multivariate and univariate noncentrality parameters in repeated measures designs was developed for the purpose of assessing the relative power of the univariate and multivariate approaches. An application is provided examining the use of repeated measures designs to evaluate student achievement in a K-12 school system

The Effects Of Heteroscedasticity On Tests Of Equivalence, Jamie A. Gruman, Robert A. Cribbie, Chantal A. Arpin-Cribbie

Journal of Modern Applied Statistical Methods

Tests of equivalence, which are designed to assess the similarity of group means, are becoming more popular, yet very little is known about the statistical properties of these tests. Monte Carlo methods are used to compare the test of equivalence proposed by Schuirmann with modified tests of equivalence that incorporate a heteroscedastic error term. It was found that the latter were more accurate than the Schuirmann test in detecting equivalence when sample sizes and variances were unequal.

On The Properties Of Beta-Gamma Distribution, Lingji Kong, Carl Lee, J.H. Sepanski

Journal of Modern Applied Statistical Methods

A class of generalized gamma distribution called the beta-gamma distribution is proposed. Some of its properties are examined. Its shape can be reversed J-shaped, unimodal, or bimodal. Reliability and hazard functions are also derived, and applications are discussed.