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Articles 811 - 840 of 1133
Full-Text Articles in Statistical Theory
Sensitivity Curves For Asymmetric Trimming Hinge Estimators, D.B. Stark, J.F. Reed Iii
Sensitivity Curves For Asymmetric Trimming Hinge Estimators, D.B. Stark, J.F. Reed Iii
Journal of Modern Applied Statistical Methods
Robust estimators have been developed and tested for symmetric distributions via simulation studies. The primary objective was to show that they are more efficient than the sample mean when used in conjunction with asymmetric distributions. Little attention has been given to how they perform on data that are from asymmetric distributions, or from distributions that have inherent anomalies (messy data). Thus, the behavior of hinge estimators using sensitivity curve are examined.
Large Deviations Techniques For Error Exponents To Multiple Hypothesis Lao Testing, Leader Navaei
Large Deviations Techniques For Error Exponents To Multiple Hypothesis Lao Testing, Leader Navaei
Journal of Modern Applied Statistical Methods
In this article the problem of multiple hypotheses testing using a theory of large deviations is studied. The reliability matrix of Logarithmically Asymptotically Optimal (LAO) tests is introduced and described, and the conditions for the positive of all its elements are indicated.
Longitudinal Evaluation Of Estimates In An Esablishment Survey After Ration Imputation, Adriana Pérez
Longitudinal Evaluation Of Estimates In An Esablishment Survey After Ration Imputation, Adriana Pérez
Journal of Modern Applied Statistical Methods
Researchers evaluated a ratio imputation technique used at the US Survey of Graduate Students and Postdoctorates in Science and Engineering, which is an annually conducted cross-sectional establishment survey. Standardized bias was used, mean square error and relative bias to appraise this imputation method on point and variance estimates via simulations.
A Note On Probability Trees, W. J. Hurley
A Note On Probability Trees, W. J. Hurley
Journal of Modern Applied Statistical Methods
Not many introductory probability and statistics textbooks emphasize the use of probability trees to make complex probability calculations. This is puzzling in view of the power that trees bring to organizing such calculations for students. An effective classroom technique is discussed is this note.
Regarding Lui K. J. (2006). Interval Estimation Of Risk Difference In Simple Compliance Randomized Trials. Jmasm, 5, 395-407., Ian R. White
Regarding Lui K. J. (2006). Interval Estimation Of Risk Difference In Simple Compliance Randomized Trials. Jmasm, 5, 395-407., Ian R. White
Journal of Modern Applied Statistical Methods
No abstract provided.
Probability Coverage And Interval Length For Welch’S And Yuen’S Techniques: Shift In Location, Change In Scale, And (Un)Equal Sizes, S. Jonathan Mends-Cole
Probability Coverage And Interval Length For Welch’S And Yuen’S Techniques: Shift In Location, Change In Scale, And (Un)Equal Sizes, S. Jonathan Mends-Cole
Journal of Modern Applied Statistical Methods
Coverage for Welch’s technique was less than the confidence-level when size was inversely proportional to variance and skewness was extreme. Under negative kurtosis, coverage for Yuen’s technique was attenuated. Under skewness and heteroscedasticity, coverage for Yuen’s technique was more accurate than Welch’s technique.
Global Measure Of The Deviation Of A Wavelet Density Estimator, Kussiy K. Alyass
Global Measure Of The Deviation Of A Wavelet Density Estimator, Kussiy K. Alyass
Journal of Modern Applied Statistical Methods
A wavelet estimator f*(x) of an unknown probability density function f(x)∈L2(R) is considered. A conditional central limit theorem for martingales is used to show that ∫([f *(x) − f (x)]^2)dx is asymptotically normally distributed. Results obtained can be used in a test of goodness-of-fit.
A Modified X̄ Control Chart For Samples Drawn From Finite Populations, Michael B. C. Khoo
A Modified X̄ Control Chart For Samples Drawn From Finite Populations, Michael B. C. Khoo
Journal of Modern Applied Statistical Methods
The X̄ chart works well under the assumption of random sampling from infinite populations. However, many process monitoring scenarios may consist of random sampling from finite populations. A modified X̄ chart is proposed in this article to solve the problems encountered by the standard X̄ chart when samples are drawn from finite populations.
Generalized Linear Mixed-Effects Models For The Analysis Of Odor Detection Data, Sandra Hall, Matthew S. Mayo, Xu-Feng Niu, James C. Walker
Generalized Linear Mixed-Effects Models For The Analysis Of Odor Detection Data, Sandra Hall, Matthew S. Mayo, Xu-Feng Niu, James C. Walker
Journal of Modern Applied Statistical Methods
Olfactory detection has become a science of interest. Seven individuals’ odor detection abilities are explored and an attempt is made to characterize all subjects with one generalized linear mixed effects model. Two methods of fitting the models were used and simulations were conducted to discover which method yielded the best results.
Operating Characteristics Of The Dif Mimic Approach Using Jöreskog’S Covariance Matrix With Ml And Wls Estimation For Short Scales, Michaela N. Gelin, Bruno D. Zumbo
Operating Characteristics Of The Dif Mimic Approach Using Jöreskog’S Covariance Matrix With Ml And Wls Estimation For Short Scales, Michaela N. Gelin, Bruno D. Zumbo
Journal of Modern Applied Statistical Methods
Type I error rate of a structural equation modeling (SEM) approach for investigating differential item functioning (DIF) in short scales was studied. Muthén’s SEM model for DIF was examined using a covariance matrix (Jöreskog, 2002). It is conditioned on the latent variable, while testing the effect of the grouping variable over-and-above the underlying latent variable. Thus, it is a multiple-indicators, multiple-causes (MIMIC) DIF model. Type I error rates were determined using data reflective of short scales with ordinal item response formats typically found in the social and behavioral sciences. Results indicate Type I error rates for the DIF MIMIC model, …
Ordinal Versions Of Coefficients Alpha And Theta For Likert Rating Scales, Bruno D. Zumbo, Anne M. Gadermann, Cornelia Zeisser
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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.
On The Product Of Maxwell And Rice Random Variables, M. Shakil, B. M. Golam Kibria
On The Product Of Maxwell And Rice Random Variables, M. Shakil, B. M. Golam Kibria
Journal of Modern Applied Statistical Methods
The distributions of the product of independent random variables arise in many applied problems. These have been extensively studied by many researchers. In this paper, the exact distributions of the product |XY| have been derived when X and Y are Maxwell and Rice random variables respectively, and are distributed independently of each other. The associated cdfs, pdfs, and kth moments have been given.