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Applied Statistics

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Articles 931 - 960 of 1191

Full-Text Articles in Statistical Theory

Variance Estimation And Construction Of Confidence Intervals For Gee Estimator, Shenghai Zhang, Mary E. Thompson May 2006

Variance Estimation And Construction Of Confidence Intervals For Gee Estimator, Shenghai Zhang, Mary E. Thompson

Journal of Modern Applied Statistical Methods

The sandwich estimator, also known as the robust covariance matrix estimator, has achieved increasing use in the statistical literature as well as with the growing popularity of generalized estimating equations (GEE). A modified sandwich variance estimator is proposed, and its consistency and efficiency are studied. It is compared with other variance estimators, such as a model based estimator, the sandwich estimator and a corrected sandwich estimator. Confidence intervals for regression parameters based on these estimators are discussed. Simulation studies using clustered data to compare the performance of variance estimators are reported.

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Jmasm22: A Convenient Way Of Generating Normal Random Variables Using Generalized Exponential Distribution, Debasis Kundu, Anubhav Manglick May 2006

Jmasm22: A Convenient Way Of Generating Normal Random Variables Using Generalized Exponential Distribution, Debasis Kundu, Anubhav Manglick

Journal of Modern Applied Statistical Methods

A convenient method to generate normal random variable using a generalized exponential distribution is proposed. The new method is compared with the other existing methods and it is observed that the proposed method is quite competitive with most of the existing methods in terms of the K − S distances and the corresponding p-values.

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A Combined Individuals And Moving Range Control Chart, Michael B. C. Khoo, S. H. Quah, C. K. Ch'ng May 2006

A Combined Individuals And Moving Range Control Chart, Michael B. C. Khoo, S. H. Quah, C. K. Ch'ng

Journal of Modern Applied Statistical Methods

An individuals control chart is usually used to monitor shifts in the process mean when it is not possible to form subgroups. The moving range of two successive process measures is used as the basis for estimating the process variability. Similar to the case of the X − R and X − S charts, the individualsmoving range (I-MR) charts are used simultaneously in the monitoring of the process mean and variance respectively for individual observations, requiring maintaining two different charts. In this article, a new approach is suggested where the measurements of both the process mean and variance are plotted …

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A Combined Standard Deviation Based Data Clustering Algorithm, Kuttiannan Thangavel, Durairaj Ashok Kumar May 2006

A Combined Standard Deviation Based Data Clustering Algorithm, Kuttiannan Thangavel, Durairaj Ashok Kumar

Journal of Modern Applied Statistical Methods

The clustering problem has been widely studied because it arises in many knowledge management oriented applications. It aims at identifying the distribution of patterns and intrinsic correlations in data sets by partitioning the data points into similarity clusters. Traditional clustering algorithms use distance functions to measure similarity centroid, which subside the influences of data points. Hence, in this article a novel non-distance based clustering algorithm is proposed which uses Combined Standard Deviation (CSD) as measure of similarity. The performance of CSD based K-means approach, called K-CSD clustering algorithm, is tested on synthetic data sets. It compared favorably to widely used …

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The Use Of Hierarchical Ancova In Curriculum Studies, Show-Mann Liou, Chao-Ying Joanne Peng May 2006

The Use Of Hierarchical Ancova In Curriculum Studies, Show-Mann Liou, Chao-Ying Joanne Peng

Journal of Modern Applied Statistical Methods

Many educational studies are carried out in intact settings, such as classrooms or groups in which individual data were collected before and after a treatment. Researchers advocate either the use of individual scores as the unit of analysis or class means. Both approaches suffer from conceptual and methodological limitations. In this article, the use of hierarchical ANCOVA for analyzing quasiexperimental data including baseline measures is designed and promoted. It is illustrated with a realworld data set collected from a curriculum study. Results showed that the hierarchical ANCOVA is a conceptually and methodologically sound approach, and is better than ANCOVA based …

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Comparison Of Statistical Tests In Logistic Regression: The Case Of Hypernatreamia, Stylianos Katsaragakis, Christos Koukouvinos, Stella Stylianou, Eleni-Maria Theodoraki, Eleni-Maria Theodoraki Nov 2005

Comparison Of Statistical Tests In Logistic Regression: The Case Of Hypernatreamia, Stylianos Katsaragakis, Christos Koukouvinos, Stella Stylianou, Eleni-Maria Theodoraki, Eleni-Maria Theodoraki

Journal of Modern Applied Statistical Methods

The logistic regression has become an integral component of any medical data analysis concerning binary responses. The main issue rising after the adaptation of the final model is its goodness-of-fit. The fit of the model is assessed via the overall measures and summary statistics and comparing them in the case of hypernateamia.

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An Estimator Of Intervention Effect On Disease Severity, David Siev Nov 2005

An Estimator Of Intervention Effect On Disease Severity, David Siev

Journal of Modern Applied Statistical Methods

When a medical intervention prevents a dichotomous outcome, the size of its effect is often estimated with the prevented fraction. Some interventions may reduce the severity of an outcome without entirely preventing it. To quantify the effect of a severity-moderating intervention, a measure termed the mitigated fraction (MF) is proposed. MF has broad applicability, because it measures the overlap of two empirical distributions based on their stochastic ordering. It is also useful in the specific context of medical interventions, because it shares certain structural and functional features with the prevented fraction. The two measures may be applied together …

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Bootstrap Intervals Of The Parameters Of Lognormal Distribution Using Power Rule Model And Accelerated Life Tests, Mohammed Al-Haj Ebrahem Nov 2005

Bootstrap Intervals Of The Parameters Of Lognormal Distribution Using Power Rule Model And Accelerated Life Tests, Mohammed Al-Haj Ebrahem

Journal of Modern Applied Statistical Methods

Assumed that the distribution of the lifetime of any unit follows a lognormal distribution with parameters μ and σ . Also, assume that the relationship between μ and the stress level V is given by the power rule model. Several types of bootstrap intervals of the parameters were studied and their performance was studied using simulations and compared in term of attainment of the nominal confidence level, symmetry of lower and upper error rates and the expected width. Conclusions and recommendations are given.

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Large Sample And Bootstrap Intervals For The Gamma Scale Parameter Based On Grouped Data, Ayman Baklizi, Amjad Al-Nasser Nov 2005

Large Sample And Bootstrap Intervals For The Gamma Scale Parameter Based On Grouped Data, Ayman Baklizi, Amjad Al-Nasser

Journal of Modern Applied Statistical Methods

Interval estimation of the scale parameter of the gamma distribution using grouped data is considered in this article. Exact intervals do not exist and approximate intervals are needed Recently, Chen and Mi (2001) proposed alternative approximate intervals. In this article, some bootstrap and jackknife type intervals are proposed. The performance of these intervals is investigated and compared. The results show that some of the suggested intervals have a satisfactory statistical performance in situations where the sample size is small with heavy proportion of censoring.

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A Comparison Of The Spearman-Brown And Flanagan-Rulon Formulas For Split Half Reliability Under Various Variance Parameter Conditions, David A. Walker Nov 2005

A Comparison Of The Spearman-Brown And Flanagan-Rulon Formulas For Split Half Reliability Under Various Variance Parameter Conditions, David A. Walker

Journal of Modern Applied Statistical Methods

Differences between the Spearman-Brown and Flanagan-Rulon formulas are examined when the variance parameters for two halves of a test had the following ratios: 1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 2.0 and also had a correlation between the two halves of a test at 1.00, .95, .90, .80, .70, .60, .50, .40, .30, .20, .10, .05. It was found that use of the Spearman-Brown formula to estimate the population ρ when the ratio between the standard deviations on two halves of a test is disparate, or beyond .9 to 1.1, was not warranted. Applied and theoretical examples …

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Restricted Quasi-Independent Model Resolves Paradoxical Behaviors Of Cohen’S Kappa, Vicki Stover Hertzberg, Frank Xu, Michael Haber Nov 2005

Restricted Quasi-Independent Model Resolves Paradoxical Behaviors Of Cohen’S Kappa, Vicki Stover Hertzberg, Frank Xu, Michael Haber

Journal of Modern Applied Statistical Methods

Cohen’s kappa, an index of inter-rater agreement, behaves paradoxically in 2×2 tables. λA is derived, an index from the restricted quasi-independent model for 2×2 tables. Simulation studies are used to demonstrate λA has superior performance compared to Scott’s pi. Moreover, λA does not show paradoxical behavior for 2×2 tables.

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Maximum Tests Are Adaptive Permutation Tests, Markus Neuhäeuser, Ludwig A. Hothorn Nov 2005

Maximum Tests Are Adaptive Permutation Tests, Markus Neuhäeuser, Ludwig A. Hothorn

Journal of Modern Applied Statistical Methods

In some areas, e.g., statistical genetics, it is common to apply a maximum test, where the maximum of several competing test statistics is used as a new statistic, and the permutation distribution of the maximum is used for inference. Here, it is shown that maximum tests are special cases of adaptive permutation tests. The 30-year old idea of adaptive statistical tests is more flexible than previously thought when permutation tests are used, and the selector statistic is calculated for every permutation. Because the independence between the selector and the test statistics is no longer needed, the test statistics themselves can …

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Inferences About The Components Of A Generalized Additive Model, Rand R. Wilcox Nov 2005

Inferences About The Components Of A Generalized Additive Model, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

A method for making inferences about the components of a generalized additive model is described. It is found that a variation of the method, based on means, performs well in simulations. Unlike many other inferential methods, switching from a mean to a 20% trimmed mean was found to offer little or no advantage in terms of both power and controlling the probability of a Type I error.

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The Individuals Control Chart In Case Of Non-Normality, BetüL Kan, Berna Yazici Nov 2005

The Individuals Control Chart In Case Of Non-Normality, BetüL Kan, Berna Yazici

Journal of Modern Applied Statistical Methods

This article examines the effects of non-normality as measured by skewness and provides an alternative method of designing individuals control chart with non-normal distributions. A skewness correction method for constructing the individuals control chart is provided. An example of thickness of biscuit process is presented to illustrate the individuals control chart limits.

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An Alternative To Warner’S Randomized Response Model, Sat Gupta, Javid Shabbir Nov 2005

An Alternative To Warner’S Randomized Response Model, Sat Gupta, Javid Shabbir

Journal of Modern Applied Statistical Methods

A modification to Warner’s (1965) Randomized Response Model is suggested. The suggested model is more efficient than the original model.

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Inference For P(Y, Vee Ming Ng Nov 2005

Inference For P(Y, Vee Ming Ng

Journal of Modern Applied Statistical Methods

Some tests and confidence bounds for the reliability parameter R=P(Y

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Determining Parallel Analysis Criteria, Marley W. Watkins Nov 2005

Determining Parallel Analysis Criteria, Marley W. Watkins

Journal of Modern Applied Statistical Methods

Determining the number of factors to extract is a critical decision in exploratory factor analysis. Simulation studies have found the Parallel Analysis criterion to be accurate, but it is computationally intensive. Two freeware programs that implement Parallel Analysis on Macintosh and Windows operating systems are presented.

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Change Point Estimation Of Bilevel Functions, Leming Qu, Yi-Cheng Tu Nov 2005

Change Point Estimation Of Bilevel Functions, Leming Qu, Yi-Cheng Tu

Journal of Modern Applied Statistical Methods

Reconstruction of a bilevel function such as a bar code signal in a partially blind deconvolution problem is an important task in industrial processes. Existing methods are based on either the local approach or the regularization approach with a total variation penalty. This article reformulated the problem explicitly in terms of change points of the 0-1 step function. The bilevel function is then reconstructed by solving the nonlinear least squares problem subject to linear inequality constraints, with starting values provided by the local extremas of the derivative of the convolved signal from discrete noisy data. Simulation results show a considerable …

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Correlation Between The Number Of Epileptic And Healthy Children In Family Size That Follows A Size-Biased Modified Power Series Distribution, Ramalingam Shanmugam, Anwar Hassan, Peer Bilal Ahmad Nov 2005

Correlation Between The Number Of Epileptic And Healthy Children In Family Size That Follows A Size-Biased Modified Power Series Distribution, Ramalingam Shanmugam, Anwar Hassan, Peer Bilal Ahmad

Journal of Modern Applied Statistical Methods

An expression for the correlation between the random number of epileptic and healthy children in family whose size follows a size-biased Modified Power Series Distribution (SBMPSD) is obtained and illustrated. As special cases, results are extracted for size biased Modified Negative Binomial Distribution (SBGNBD), size biased Modified Poisson Distribution (SBGPD) and size biased Modified Logarithmic Series Distribution (SBGLSD).

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Simulation Of Non-Normal Autocorrelated Variables, H.E.T. Holgersson Nov 2005

Simulation Of Non-Normal Autocorrelated Variables, H.E.T. Holgersson

Journal of Modern Applied Statistical Methods

All statistical methods rely on assumptions to some extent. Two assumptions frequently met in statistical analyses are those of normal distribution and independence. When examining robustness properties of such assumptions by Monte Carlo simulations it is therefore crucial that the possible effects of autocorrelation and non-normality are not confounded so that their separate effects may be investigated. This article presents a number of non-normal variables with non-confounded autocorrelation, thus allowing the analyst to specify autocorrelation or shape properties while keeping the other effect fixed.

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Interval Estimation Of Risk Difference In Simple Compliance Randomized Trials, Kung-Jong Lui Nov 2005

Interval Estimation Of Risk Difference In Simple Compliance Randomized Trials, Kung-Jong Lui

Journal of Modern Applied Statistical Methods

Consider the simple compliance randomized trial, in which patients randomly assigned to the experimental treatment may switch to receive the standard treatment, while patients randomly assigned to the standard treatment are all assumed to receive their assigned treatment. Six asymptotic interval estimators for the risk difference in probabilities of response among patients who would accept the experimental treatment were developed. Monte Carlo methods were employed to evaluate and compare the finite-sample performance of these estimators. An example studying the effect of vitamin A supplementation on reducing mortality in preschool children was included to illustrate their practical use.

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A Robust Exponentially Weighted Moving Average Control Chart For The Process Mean, Michael B. C. Khoo, S. Y. Sim Nov 2005

A Robust Exponentially Weighted Moving Average Control Chart For The Process Mean, Michael B. C. Khoo, S. Y. Sim

Journal of Modern Applied Statistical Methods

To date, numerous extensions of the exponentially weighted moving average, EWMA charts have been made. A new robust EWMA chart for the process mean is proposed. It enables easier detection of outliers and increase sensitivity to other forms of out-of-control situation when outliers are present.

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A Comparison Of Risk Classification Methods For Claim Severity Data, Noriszura Ismail, Abdul Aziz Jemain Nov 2005

A Comparison Of Risk Classification Methods For Claim Severity Data, Noriszura Ismail, Abdul Aziz Jemain

Journal of Modern Applied Statistical Methods

The objective of this article is to compare several risk classification methods for claim severity data by using weighted equation which is written as a weighted difference between the observed and fitted values. The weighted equation will be applied to estimate claim severities which is equivalent to the total claim costs divided by the number of claims.

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Supporting And Preparing Future Decision-Makers With The Needed Tools, Michael Wolf-Branigin Nov 2005

Supporting And Preparing Future Decision-Makers With The Needed Tools, Michael Wolf-Branigin

Journal of Modern Applied Statistical Methods

Supporting and Preparing Future Decision-makers with the Needed ToolsEducational and social service researchers and evaluators continue to develop advanced statistical methods. To ensure that our students have the essential skills as they enter direct service, the focus must be on assuring that they learn readily understandable methods that are appropriate for small samples and use repeated measures.

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Statistical Tests, Tests Of Significance, And Tests Of A Hypothesis Using Excel, David A. Heiser Nov 2005

Statistical Tests, Tests Of Significance, And Tests Of A Hypothesis Using Excel, David A. Heiser

Journal of Modern Applied Statistical Methods

Microsoft’s spreadsheet program Excel has many statistical functions and routines. Over the years there have been criticisms about the inaccuracies of these functions and routines (see McCullough 1998, 1999). This article reviews some of these statistical methods used to test for differences between two samples. In practice, the analysis is done by a software program and often with the actual method used unknown. The user has to select the method and variations to be used, without full knowledge of just what calculations are used. Usually there is no convenient trace back to textbook explanations. This article describes the Excel algorithm …

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Obituary: Cliff Lunneborg, Jmasm Editors Nov 2005

Obituary: Cliff Lunneborg, Jmasm Editors

Journal of Modern Applied Statistical Methods

No abstract provided.

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Pietro Paoli, Italian Algebraist, John L. Cuzzocrea, Shlomo S. Sawilowsky Nov 2005

Pietro Paoli, Italian Algebraist, John L. Cuzzocrea, Shlomo S. Sawilowsky

Journal of Modern Applied Statistical Methods

Pietro Paoli was a leading Italian mathematician in the late 18th century. His signed letter pertaining to the death of astronomer Giuseppe Antonio Slop is translated from Italian to flowing (American) English.

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Robust Confidence Intervals For Effect Size In The Two-Group Case, H. J. Keselman, James Algina, Katherine Fradette Nov 2005

Robust Confidence Intervals For Effect Size In The Two-Group Case, H. J. Keselman, James Algina, Katherine Fradette

Journal of Modern Applied Statistical Methods

The probability coverage of intervals involving robust estimates of effect size based on seven procedures was compared for asymmetrically trimming data in an independent two-groups design, and a method that symmetrically trims the data. Four conditions were varied: (a) percentage of trimming, (b) type of nonnormal population distribution, (c) population effect size, and (d) sample size. Results indicated that coverage probabilities were generally well controlled under the conditions of nonnormality. The symmetric trimming method provided excellent probability coverage. Recommendations are provided.

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Sample Size Calculation And Power Analysis Of Time-Averaged Difference, Honghu Liu, Tongtong Wu Nov 2005

Sample Size Calculation And Power Analysis Of Time-Averaged Difference, Honghu Liu, Tongtong Wu

Journal of Modern Applied Statistical Methods

Little research has been done on sample size and power analysis under repeated measures design. With detailed derivation, we have shown sample size calculation and power analysis equations for timeaveraged difference to allow unequal sample sizes between two groups for both continuous and binary measures and explored the relative importance of number of unique subjects and number of repeated measurements within each subject on statistical power through simulation.

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Testing Normality Against The Laplace Distribution, Taisuke Otsu Nov 2005

Testing Normality Against The Laplace Distribution, Taisuke Otsu

Journal of Modern Applied Statistical Methods

Some normality test statistics are proposed by testing non-nested hypotheses of the normal distribution and the Laplace distribution. If the null hypothesis is normal, the proposed non-nested tests are asymptotically equivalent to Geary’s (1935) normality test. The proposed test statistics are compared by the method of approximate slopes and Monte Carlo experiments.

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