Open Access. Powered by Scholars. Published by Universities.®

Statistical Theory Commons™

Open Access. Powered by Scholars. Published by Universities.®

Applied Statistics

Institution
Keyword
Publication Year
Publication
Publication Type

Articles 691 - 720 of 1191

Full-Text Articles in Statistical Theory

Adjusted Confidence Interval For The Population Median Of The Exponential Distribution, Moustafa Omar Ahmed Abu-Shawiesh Nov 2010

Adjusted Confidence Interval For The Population Median Of The Exponential Distribution, Moustafa Omar Ahmed Abu-Shawiesh

Journal of Modern Applied Statistical Methods

The median confidence interval is useful for one parameter families, such as the exponential distribution, and it may not need to be adjusted if censored observations are present. In this article, two estimators for the median of the exponential distribution, MD, are considered and compared based on the sample median and the maximum likelihood method. The first estimator is the sample median, MD1, and the second estimator is the maximum likelihood estimator of the median, MDMLE. Both estimators are used to propose a modified confidence interval for the population median of the exponential distribution, MD …


A Comparison Between Unbiased Ridge And Least Squares Regression Methods Using Simulation Technique, Mowafaq M. Al-Kassab, Omar Q. Qwaider Nov 2010

A Comparison Between Unbiased Ridge And Least Squares Regression Methods Using Simulation Technique, Mowafaq M. Al-Kassab, Omar Q. Qwaider

Journal of Modern Applied Statistical Methods

The parameters of the multiple linear regression are estimated using least squares ( B̂LS ) and unbiased ridge regression methods (B̂(KI,J)). Data was created for fourteen independent variables with four different values of correlation between these variables using Monte Carlo techniques. The above methods were compared using the mean squares error criterion. Results show that the unbiased ridge method is preferable to the least squares method.


A General Class Of Chain-Type Estimators In The Presence Of Non-Response Under Double Sampling Scheme, Sunil Kumar, Housila P. Singh, Sandeep Bhougal Nov 2010

A General Class Of Chain-Type Estimators In The Presence Of Non-Response Under Double Sampling Scheme, Sunil Kumar, Housila P. Singh, Sandeep Bhougal

Journal of Modern Applied Statistical Methods

General class chain ratio type estimators for estimating the population mean of a study variable are examined in the presence of non-response under a double sampling scheme using a factor-type estimator (FTE). Properties of the suggested estimators are studied and compared to those of existing estimators. An empirical study is carried out to demonstrate the performance of the suggested estimators; empirical results support the theoretical study.


On Scientific Research: The Role Of Statistical Modeling And Hypothesis Testing, Lisa L. Harlow Nov 2010

On Scientific Research: The Role Of Statistical Modeling And Hypothesis Testing, Lisa L. Harlow

Journal of Modern Applied Statistical Methods

Comments on Rodgers (2010a, 2010b) and Robinson and Levin (2010) are presented. Rodgers (2010a) initially reported on a growing trend towards more mathematical and statistical modeling; and a move away from null hypothesis significance testing (NHST). He defended and clarified those views in his sequel. Robinson and Levin argued against the perspective espoused by Rodgers and called for more research using experimentally manipulated interventions and less emphasis on correlational research and ill-founded prescriptive statements. In this response, the goal of science and major scientific approaches are discussed as well as their strengths and shortcomings. Consideration is given to how their …


Nonlinear Trigonometric Transformation Time Series Modeling, K. A. Bashiru, O. E. Olowofeso, S. A. Owabumoye Nov 2010

Nonlinear Trigonometric Transformation Time Series Modeling, K. A. Bashiru, O. E. Olowofeso, S. A. Owabumoye

Journal of Modern Applied Statistical Methods

The nonlinear trigonometric transformation and augmented nonlinear trigonometric transformation with a polynomial of order two was examined. The two models were tested and compared using daily mean temperatures for 6 major towns in Nigeria with different rates of missing values. The results were used to determine the consistency and efficiency of the models formulated.


Derivation Of Mass Independent Quantum Treatment Of Phenomenon, David Parker May 2010

Derivation Of Mass Independent Quantum Treatment Of Phenomenon, David Parker

Journal of Modern Applied Statistical Methods

The derivation and applications is presented of a spatial variable or spatial radius which is related to the inertia or mass-energy of any quantum body by a Lorentz invariant relation. Mass independent DeBroglie and Schroedinger equations are derived and applied to the resolution of the linguistic incompatibility between quantum theory and the geometrical weak equivalence principle. The equivalence principle is restated in terms of the spatial radius. The gravitational attraction between bodies and the relativistic energy are both presented in terms of the spatial radius follows. The ratio of the gravitational force to the Coulomb force at the Planck scale …


Ranked Set Sampling Using Auxiliary Variables Of A Randomized Response Procedure For Estimating The Mean Of A Sensitive Quantitative Character, Carlos N. Bouza May 2010

Ranked Set Sampling Using Auxiliary Variables Of A Randomized Response Procedure For Estimating The Mean Of A Sensitive Quantitative Character, Carlos N. Bouza

Journal of Modern Applied Statistical Methods

The analysis of the behavior of estimators of the mean of a sensitive variable is considered when a randomized response procedure is used. The results deal with the inference based on simple random sampling with replacement study design. A study of the behavior of the procedures for a ranked set sampling design is developed. A gain in accuracy is generally associated with the proposed alternative model.


An Equivalence Test Based On N And P, Markus Neuhäeuser May 2010

An Equivalence Test Based On N And P, Markus Neuhäeuser

Journal of Modern Applied Statistical Methods

An equivalence test is proposed which is based on the P-value of a test for a difference and the sample size. This test may be especially appropriate for an exploratory re-analysis if only a non-significant test for a difference was reported. Thus, neither a confidence interval is available, nor is there access to the raw data. The test is illustrated using two examples; for both applications the smallest equivalence range for which equivalence could be demonstrated is calculated.


The Effectiveness Of Stepwise Discriminant Analysis As A Post Hoc Procedure To A Significant Manova, Erik L. Heiny, Daniel J. Mundform May 2010

The Effectiveness Of Stepwise Discriminant Analysis As A Post Hoc Procedure To A Significant Manova, Erik L. Heiny, Daniel J. Mundform

Journal of Modern Applied Statistical Methods

The effectiveness of SWDA as a post hoc procedure in a two-way MANOVA was examined using various numbers of dependent variables, sample sizes, effect sizes, correlation structures, and significance levels. The procedure did not work well in general except with small numbers of variables, larger samples and low correlations between variables.


Model Based Vs. Model Independent Tests For Cross-Correlation, H.E.T. Holgersson, Peter S. Karlsson May 2010

Model Based Vs. Model Independent Tests For Cross-Correlation, H.E.T. Holgersson, Peter S. Karlsson

Journal of Modern Applied Statistical Methods

This article discusses the issue of whether cross correlation should be tested by model dependent or model independent methods. Several different tests are proposed and their main properties are investigated analytically and with simulations. It is argued that model independent tests should be used in applied work.


On Exact 100(1-Α)% Confidence Interval Of Autocorrelation Coefficient In Multivariate Data When The Errors Are Autocorrelated, Madhusudan Bhandary May 2010

On Exact 100(1-Α)% Confidence Interval Of Autocorrelation Coefficient In Multivariate Data When The Errors Are Autocorrelated, Madhusudan Bhandary

Journal of Modern Applied Statistical Methods

An exact 100(1−α)% confidence interval for the autocorrelation coefficient ρ is derived based on a single multinormal sample. The confidence interval is the interval between the two roots of a quadratic equation in ρ . A real life example is also presented.


The Performance Of Multiple Imputation For Likert-Type Items With Missing Data, Walter Leite, S. Natasha Beretvas May 2010

The Performance Of Multiple Imputation For Likert-Type Items With Missing Data, Walter Leite, S. Natasha Beretvas

Journal of Modern Applied Statistical Methods

The performance of multiple imputation (MI) for missing data in Likert-type items assuming multivariate normality was assessed using simulation methods. MI was robust to violations of continuity and normality. With 30% of missing data, MAR conditions resulted in negatively biased correlations. With 50% missingness, all results were negatively biased.


Median-Unbiased Optimal Smoothing And Trend Extraction, Dimitrios D. Thomakos May 2010

Median-Unbiased Optimal Smoothing And Trend Extraction, Dimitrios D. Thomakos

Journal of Modern Applied Statistical Methods

The problem of smoothing a time series for extracting its low frequency characteristics, collectively called its trend, is considered. A competitive approach is proposed and compared with existing methods in choosing the optimal degree of smoothing based on the distribution of the residuals from the smooth trend.


On A Comparison Between Two Measures Of Spatial Association, Faisal G. Khamis, Abdul Aziz Jemain, Kamarulzaman Ibrahim May 2010

On A Comparison Between Two Measures Of Spatial Association, Faisal G. Khamis, Abdul Aziz Jemain, Kamarulzaman Ibrahim

Journal of Modern Applied Statistical Methods

Two measures of spatial association between two variables were used by many researchers. These are the Wartenberg (1985) and Lee (2001) measures. Based on simulation for lattice data, the sensitivity of both measures was studied and compared with different choices of spatial structures, spatial weights and sample sizes using bias and mean square error. Different scenarios are used in terms of assumed numbers and sample sizes. Moran’s I is used to examine the spatial autocorrelation of such a variable with itself. Both the Wartenberg and Lee measures are found to be sensitive, however, Wartenberg’s measure is found to be somewhat …


An Evaluation Of Multiple Imputation For Meta-Analytic Structural Equation Modeling, Carolyn F. Furlow, S. Natasha Beretvas May 2010

An Evaluation Of Multiple Imputation For Meta-Analytic Structural Equation Modeling, Carolyn F. Furlow, S. Natasha Beretvas

Journal of Modern Applied Statistical Methods

A simulation study was used to evaluate multiple imputation (MI) to handle MCAR correlations in the first step of meta-analytic structural equation modeling: the synthesis of the correlation matrix and the test of homogeneity. No substantial parameter bias resulted from using MI. Although some SE bias was found for meta-analyses involving smaller numbers of studies, the homogeneity test was never rejected when using MI.


Impact Of Measurement Model Modification On Structural Parameter Integrity When Measurement Model Is Misspecified, Weihua Fan May 2010

Impact Of Measurement Model Modification On Structural Parameter Integrity When Measurement Model Is Misspecified, Weihua Fan

Journal of Modern Applied Statistical Methods

In the process of model modification, parameters of residual covariances are often treated as free parameters to improve model fit. However, the effect of such measurement model modifications on the important structural parameter estimates under various measurement model misspecifications has not been systematically studied. Monte Carlo simulation was conducted to compare structural estimates before and after measurement model modifications of adding residual covariances under varying sample sizes and model misspecifications. Results showed that researchers should pay attention when such measurement model modifications are made to initially misspecified model with missing path(s).


Can Specification Searches Be Useful For Hypothesis Generation?, Samuel B. Green, Marilyn S. Thompson May 2010

Can Specification Searches Be Useful For Hypothesis Generation?, Samuel B. Green, Marilyn S. Thompson

Journal of Modern Applied Statistical Methods

Previous studies suggest that results from specification searches, as typically employed in structural equation modeling, should not be used to reach strong research conclusions due to their poor reliability. Analyses of computer generated data indicate that search results can be sufficiently reliable for exploratory purposes with properly designed and analyzed studies.


Measuring Openness, Gaetano Ferrieri May 2010

Measuring Openness, Gaetano Ferrieri

Journal of Modern Applied Statistical Methods

A method for measuring international openness is elaborated. This synthetic indicator measures the capacity of countries for a given phenomenon adjusted for their weight in the same phenomenon. The method implemented and applied to international trade and illustrated here as a case study in merchandise exports, has a wide range of applications in the socio-economic field.


On The Appropriate Transformation Technique And Model Selection In Forecasting Economic Time Series: An Application To Botswana Gdp Data, D. K. Shangodoyin, K. Setlhare, K. K. Moseki, K. Sediakgotla May 2010

On The Appropriate Transformation Technique And Model Selection In Forecasting Economic Time Series: An Application To Botswana Gdp Data, D. K. Shangodoyin, K. Setlhare, K. K. Moseki, K. Sediakgotla

Journal of Modern Applied Statistical Methods

Selected data transformation techniques in time series modeling are evaluated using real-life data on Botswana Gross Domestic Product (GDP). The transformation techniques considered were modified, although reasonable estimates of the original with no significant difference at α = 0.05 level were obtained: minimizing square of first difference (MFD) and minimizing square of second difference (MSD) provided the best transformation for GDP, whereas the Goldstein and Khan (GKM) method had a deficiency of losing data points. The Box-Jenkins procedure was adapted to fit suitable ARIMA (p, d, q) models to both the original and transformed series, with AIC and SIC as …


A New Biased Estimator Derived From Principal Component Regression Estimator, Set Foong Ng, Heng Chin Low, Soon Hoe Quah May 2010

A New Biased Estimator Derived From Principal Component Regression Estimator, Set Foong Ng, Heng Chin Low, Soon Hoe Quah

Journal of Modern Applied Statistical Methods

A new biased estimator obtained by combining the Principal Component Regression Estimator and the special case of Liu-type estimator is proposed. The properties of the new estimator are derived and comparisons between the new estimator and other estimators in terms of mean squared error are presented.


Optimal Meter Placement By Reconciliation Conventional Measurements And Phasor Measurement Units (Pmus), Reza Kaihani, Ali Reza Seifi May 2010

Optimal Meter Placement By Reconciliation Conventional Measurements And Phasor Measurement Units (Pmus), Reza Kaihani, Ali Reza Seifi

Journal of Modern Applied Statistical Methods

The success of state estimation depends on the number, type and location of the established meters and RTUs on the system. A new method by incorporating conventional measurements and New Technology of Phasor Measurement Units (PMU) is proposed. Conventional meters (power injection and power flow measurements) are allocated in order to reduce the number of meters, RTUs, critical measurements, critical sets and leverage points, and also to improve the numerical stability of equations; a genetic algorithm is used for optimization. A second step involves adding PMUs in areas in which it is expected that the accuracy of state estimation will …


Fisher Was Right, Ronald C. Serlin May 2010

Fisher Was Right, Ronald C. Serlin

Journal of Modern Applied Statistical Methods

Invited address presented to the Educational Statistician’s Special Interest Group at the annual meeting of the American Educational Research Association, Denver, May 1, 2010.


Inferences About The Population Mean: Empirical Likelihood Versus Bootstrap-T, Rand R. Wilcox May 2010

Inferences About The Population Mean: Empirical Likelihood Versus Bootstrap-T, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

The problem of making inferences about the population mean, μ, is considered. Known theoretical results suggest that a Bartlett corrected empirical likelihood method is preferable to two basic bootstrap techniques: a symmetric two-sided bootstrap-t and an equal-tailed bootstrap-t. However, simulations in this study indicate that, when the sample size is small, these two bootstrap methods are generally better in terms of Type I errors and probability coverage. As the sample size increases, situations are found where the Bartlett corrected empirical likelihood method performs better than the equal-tailed bootstrap-t, but the symmetric bootstrap-t gives the best results. None of the four …


The Influence Of Data Generation On Simulation Study Results: Tests Of Mean Differences, Tim Moses, Alan Klockars May 2010

The Influence Of Data Generation On Simulation Study Results: Tests Of Mean Differences, Tim Moses, Alan Klockars

Journal of Modern Applied Statistical Methods

Type I error and power of the standard independent samples t-test were compared with the trimmed and Winsorized t-test with respect to continuous distributions and various discrete distributions known to occur in applied data. The continuous and discrete distributions were generated with similar levels of skew and kurtosis but the discrete distributions had a variety of structural features not reflected in the continuous distributions. The results showed that the Type I error rates of the t-tests were not seriously affected, but the power rate of the trimmed and Winsorized t-test varied greatly across the considered distributions.


The Small-Sample Efficiency Of Some Recently Proposed Multivariate Measures Of Location, Marie Ng, Rand R. Wilcox May 2010

The Small-Sample Efficiency Of Some Recently Proposed Multivariate Measures Of Location, Marie Ng, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

Numerous multivariate robust measures of location have been proposed and many have been found to be unsatisfactory in terms of their small-sample efficiency. Several new measures of location have recently been derived, however, nothing is known about their small-sample efficiency or how they compare to the sample mean under normality. This research compared the efficiency for p = 2, 5, and 8 with sample sizes n = 20 and 50 for p-variate data. Although previous studies indicate that so-called skipped estimators are efficient, this study found that variations of this approach can perform poorly when n is small and p …


Assessing Classification Bias In Latent Class Analysis: Comparing Resubstitution And Leave-One-Out Methods, Marc H. Kroopnick, Jinsong Chen, Jaehwa Choi, C. Mitchell Dayton May 2010

Assessing Classification Bias In Latent Class Analysis: Comparing Resubstitution And Leave-One-Out Methods, Marc H. Kroopnick, Jinsong Chen, Jaehwa Choi, C. Mitchell Dayton

Journal of Modern Applied Statistical Methods

This Monte Carlo simulation study assessed the degree of classification success associated with resubstitution methods in latent class analysis (LCA) and compared those results to those of the leaveone- out (L-O-O) method for computing classification success. Specifically, this study considered a latent class model with two classes, dichotomous manifest variables, restricted conditional probabilities for each latent class and relatively small sample sizes. The performance of resubstitution and L-O-O methods on the lambda classification index was assessed by examining the degree of bias.


Nonlinear Parameterization In Bi-Criteria Sample Balancing, Stan Lipovetsky May 2010

Nonlinear Parameterization In Bi-Criteria Sample Balancing, Stan Lipovetsky

Journal of Modern Applied Statistical Methods

Sample balancing is widely used in applied research to adjust a sample data to achieve better correspondence to Census statistics. The classic Deming-Stephan iterative proportional approach finds the weights of observations by fitting the cross-tables of sample counts to known margins. This work considers a bi-criteria objective for finding weights with maximum possible effective base size. This approach is presented as a ridge regression with the exponential nonlinear parameterization that produces nonnegative weights for sample balancing.


Jmasm30 Pi-Lca: A Sas Program Computing The Two-Point Mixture Index Of Fit For Two-Class Lca Models With Dichotomous Variables (Sas), Dongquan Zhang, C. Mitchell Dayton May 2010

Jmasm30 Pi-Lca: A Sas Program Computing The Two-Point Mixture Index Of Fit For Two-Class Lca Models With Dichotomous Variables (Sas), Dongquan Zhang, C. Mitchell Dayton

Journal of Modern Applied Statistical Methods

The two-point mixture index of fit enjoys some desirable features in model fit assessment and model selection, however, a need exists for efficient computational strategies. Applying an NLP algorithm, a program using the SAS matrix language is presented to estimate the two-point index of fit for two-class LCA models with dichotomous response variables. The program offers a tool to compute π ∗ for twoclass models and it also provides an alternative program for conducting latent class analysis with SAS. This study builds a foundation for further research on computational approaches for M-class models.


Another Look At Resampling: Replenishing Small Samples With Virtual Data Through S-Smart, Haiyan Bai, Wei Pan, Leigh Lihshing Wang, Phillip Neal Ritchey May 2010

Another Look At Resampling: Replenishing Small Samples With Virtual Data Through S-Smart, Haiyan Bai, Wei Pan, Leigh Lihshing Wang, Phillip Neal Ritchey

Journal of Modern Applied Statistical Methods

A new resampling method is introduced to generate virtual data through a smoothing technique for replenishing small samples. The replenished analyzable sample retains the statistical properties of the original small sample, has small standard errors and possesses adequate statistical power.


Estimations On The Generalized Exponential Distribution Using Grouped Data, Hassan Pazira, Parviz Nasiri May 2010

Estimations On The Generalized Exponential Distribution Using Grouped Data, Hassan Pazira, Parviz Nasiri

Journal of Modern Applied Statistical Methods

Classical and Bayesian estimators are obtained for the shape parameter of the Generalized-Exponential distribution under grouped data. In Bayesian estimation, three types of loss functions are considered: the Squared Error loss function which is classified as a symmetric function, the LINEX and Precautionary loss functions which are asymmetric. These estimators are compared with the corresponding estimators derived from un-grouped data empirically using Monte-Carlo simulation.