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Articles 901 - 930 of 1633

Full-Text Articles in Statistical Theory

Generating And Comparing Aggregate Variables For Use Across Datasets In Multilevel Analysis, James Chowhan, Laura Duncan Nov 2009

Generating And Comparing Aggregate Variables For Use Across Datasets In Multilevel Analysis, James Chowhan, Laura Duncan

Journal of Modern Applied Statistical Methods

This article examines the creation of contextual aggregate variables from one dataset for use with another dataset in multilevel analysis. The process of generating aggregate variables and methods of assessing the validity of the constructed aggregates are presented, together with the difficulties that this approach presents.

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Detecting Lag-One Autocorrelation In Interrupted Time Series Experiments With Small Datasets, Clare Riviello, S. Natasha Beretvas Nov 2009

Detecting Lag-One Autocorrelation In Interrupted Time Series Experiments With Small Datasets, Clare Riviello, S. Natasha Beretvas

Journal of Modern Applied Statistical Methods

The power and type I error rates of eight indices for lag-one autocorrelation detection were assessed for interrupted time series experiments (ITSEs) with small numbers of data points. Performance of Huitema and McKean’s (2000) zHM statistic was modified and compared with the zHM, five information criteria and the Durbin-Watson statistic.

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Relationship Between Internal Consistency And Goodness Of Fit Maximum Likelihood Factor Analysis With Varimax Rotation, Gibbs Y. Kanyongo, James B. Schreiber Nov 2009

Relationship Between Internal Consistency And Goodness Of Fit Maximum Likelihood Factor Analysis With Varimax Rotation, Gibbs Y. Kanyongo, James B. Schreiber

Journal of Modern Applied Statistical Methods

This study investigates how reliability (internal consistency) affects model-fitting in maximum likelihood exploratory factor analysis (EFA). This was accomplished through an examination of goodness of fit indices between the population and the sample matrices. Monte Carlo simulations were performed to create pseudo-populations with known parameters. Results indicated that the higher the internal consistency the worse the fit. It is postulated that the observations are similar to those from structural equation modeling where a good fit with low correlations can be observed and also the reverse with higher item correlations.

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Estimating Model Complexity Of Feed-Forward Neural Networks, Douglas Landsittel Nov 2009

Estimating Model Complexity Of Feed-Forward Neural Networks, Douglas Landsittel

Journal of Modern Applied Statistical Methods

In a previous simulation study, the complexity of neural networks for limited cases of binary and normally-distributed variables based the null distribution of the likelihood ratio statistic and the corresponding chi-square distribution was characterized. This study expands on those results and presents a more general formulation for calculating degrees of freedom.

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Level Robust Methods Based On The Least Squares Regression Estimator, Marie Ng, Rand R. Wilcox Nov 2009

Level Robust Methods Based On The Least Squares Regression Estimator, Marie Ng, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

Heteroscedastic consistent covariance matrix (HCCM) estimators provide ways for testing hypotheses about regression coefficients under heteroscedasticity. Recent studies have found that methods combining the HCCM-based test statistic with the wild bootstrap consistently perform better than non-bootstrap HCCM-based methods (Davidson & Flachaire, 2008; Flachaire, 2005; Godfrey, 2006). This finding is more closely examined by considering a broader range of situations which were not included in any of the previous studies. In addition, the latest version of HCCM, HC5 (Cribari-Neto, et al., 2007), is evaluated.

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Least Error Sample Distribution Function, Vassili F. Pastushenko Nov 2009

Least Error Sample Distribution Function, Vassili F. Pastushenko

Journal of Modern Applied Statistical Methods

Email: The empirical distribution function (ecdf) is unbiased in the usual sense, but shows certain order bias. Pyke suggested discrete ecdf using expectations of order statistics. Piecewise constant optimal ecdf saves 200%/N of sample size N. Results are compared with linear interpolation for U(0, 1), which require up to sixfold shorter samples at the same accuracy.

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Confidence Interval Estimation For Intraclass Correlation Coefficient Under Unequal Family Sizes, Madhusudan Bhandary, Koji Fujiwara Nov 2009

Confidence Interval Estimation For Intraclass Correlation Coefficient Under Unequal Family Sizes, Madhusudan Bhandary, Koji Fujiwara

Journal of Modern Applied Statistical Methods

Confidence intervals (based on the χ2 -distribution and (Z) standard normal distribution) for the intraclass correlation coefficient under unequal family sizes based on a single multinormal sample have been proposed. It has been found that the confidence interval based on the χ2 -distribution consistently and reliably produces better results in terms of shorter average interval length than the confidence interval based on the standard normal distribution: especially for larger sample sizes for various intraclass correlation coefficient values. The coverage probability of the interval based on the χ2 -distribution is competitive with the coverage probability of the interval …

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On Some Discrete Distributions And Their Applications With Real Life Data, Shipra Banik, B. M. Golam Kibria Nov 2009

On Some Discrete Distributions And Their Applications With Real Life Data, Shipra Banik, B. M. Golam Kibria

Journal of Modern Applied Statistical Methods

This article reviews some useful discrete models and compares their performance in terms of the high frequency of zeroes, which is observed in many discrete data (e.g., motor crash, earthquake, strike data, etc.). A simulation study is conducted to determine how commonly used discrete models (such as the binomial, Poisson, negative binomial, zero-inflated and zero-truncated models) behave if excess zeroes are present in the data. Results indicate that the negative binomial model and the ZIP model are better able to capture the effect of excess zeroes. Some real-life environmental data are used to illustrate the performance of the proposed models.

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Closed Form Confidence Intervals For Small Sample Matched Proportions, James F. Reed Iii Nov 2009

Closed Form Confidence Intervals For Small Sample Matched Proportions, James F. Reed Iii

Journal of Modern Applied Statistical Methods

The behavior of the Wald-z, Wald-c, Quesenberry-Hurst, Wald-m and Agresti-Min methods was investigated for matched proportions confidence intervals. It was concluded that given the widespread use of the repeated-measure design, pretest-posttest design, matched-pairs design, and cross-over design, the textbook Wald-z method should be abandoned in favor of the Agresti-Min alternative.

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On Type-Ii Progressively Hybrid Censoring, Debasis Kundu, Avijit Joarder, Hare Krishna Nov 2009

On Type-Ii Progressively Hybrid Censoring, Debasis Kundu, Avijit Joarder, Hare Krishna

Journal of Modern Applied Statistical Methods

The progressive Type-II censoring scheme has become quite popular. A drawback of a progressive censoring scheme is that the length of the experiment can be very large if the items are highly reliable. Recently, Kundu and Joarder (2006) introduced the Type-II progressively hybrid censored scheme and analyzed the data assuming that the lifetimes of the items are exponentially distributed. This article presents the analysis of Type-II progressively hybrid censored data when the lifetime distributions of the items follow Weibull distributions. Maximum likelihood estimators and approximate maximum likelihood estimators are developed for estimating the unknown parameters. Asymptotic confidence intervals based on …

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Multiple Search Paths And The General-To-Specific Methodology, Paul Turner Nov 2009

Multiple Search Paths And The General-To-Specific Methodology, Paul Turner

Journal of Modern Applied Statistical Methods

Increased interest in computer automation of the general-to-specific methodology has resulted from research by Hoover and Perez (1999) and Krolzig and Hendry (2001). This article presents simulation results for a multiple search path algorithm that has better properties than those generated by a single search path. The most noticeable improvements occur when the data contain unit roots.

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Ordinal Regression Analysis: Fitting The Proportional Odds Model Using Stata, Sas And Spss, Xing Liu Nov 2009

Ordinal Regression Analysis: Fitting The Proportional Odds Model Using Stata, Sas And Spss, Xing Liu

Journal of Modern Applied Statistical Methods

Researchers have a variety of options when choosing statistical software packages that can perform ordinal logistic regression analyses. However, statistical software, such as Stata, SAS, and SPSS, may use different techniques to estimate the parameters. The purpose of this article is to (1) illustrate the use of Stata, SAS and SPSS to fit proportional odds models using educational data; and (2) compare the features and results for fitting the proportional odds model using Stata OLOGIT, SAS PROC LOGISTIC (ascending and descending), and SPSS PLUM. The assumption of the proportional odds was tested, and the results of the fitted models were …

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Estimation Of The Standardized Mean Difference For Repeated Measures Designs, Lindsey J. Wolff Smith, S. Natasha Beretvas Nov 2009

Estimation Of The Standardized Mean Difference For Repeated Measures Designs, Lindsey J. Wolff Smith, S. Natasha Beretvas

Journal of Modern Applied Statistical Methods

This simulation study modified the repeated measures mean difference effect size, d=RM , for scenarios with unequal pre- and post-test score variances. Relative parameter and SE bias were calculated for dRM ≠ versus dRM = . Results consistently favored d≠RM over d=RM with worse positive parameter and negative SE bias identified for d=RM for increasingly heterogeneous variance conditions.

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Estimating The Parameters Of Rayleigh Cumulative Exposure Model In Simple Step-Stress Testing. Natasha Beretvas Is An, Mohammed Al-Haj Ebrahem, Abedel-Qader Al-Masri Nov 2009

Estimating The Parameters Of Rayleigh Cumulative Exposure Model In Simple Step-Stress Testing. Natasha Beretvas Is An, Mohammed Al-Haj Ebrahem, Abedel-Qader Al-Masri

Journal of Modern Applied Statistical Methods

Assumes the life distribution of a test unit for any stress follows a Rayleigh distribution with scale parameterθ , and that Ln(θ ) is a linear function of the stress level. Maximum likelihood estimators of the parameters under a cumulative exposure model are obtained. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimators are used to construct confidence intervals for the model parameters. A simulation study was conducted to study the performance of the estimators. Simulation results showed that in terms of bias, mean squared error, attainment of the nominal confidence level, symmetry …

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Test For The Equality Of The Number Of Signals, Madhusudan Bhandary, Debasis Kundu Nov 2009

Test For The Equality Of The Number Of Signals, Madhusudan Bhandary, Debasis Kundu

Journal of Modern Applied Statistical Methods

A likelihood ratio test for testing the equality of the ranks of two non-negative definite covariance matrices arising in the area of signal processing is derived. The asymptotic distribution of the test statistic follows a Chi-square distribution from the general theory of likelihood ratio test.

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Jmasm29: Dominance Analysis Of Independent Data (Fortran), Du Feng, Normal Cliff Nov 2009

Jmasm29: Dominance Analysis Of Independent Data (Fortran), Du Feng, Normal Cliff

Journal of Modern Applied Statistical Methods

A Fortran 77 program is provided for an ordinal dominance analysis of independent two-group comparisons. The program calculates the ordinal statistic, d, and statistical inferences about δ. The source codes and an executable file are available at http://www.depts.ttu.edu/hdfs/feng.php.

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Analysis Of Multifactor Experimental Designs, Phillip I. Good Nov 2009

Analysis Of Multifactor Experimental Designs, Phillip I. Good

Journal of Modern Applied Statistical Methods

In the one-factor case, Good and Lunneborg (2006) showed that the permutation test is superior to the analysis of variance. In the multi-factor case, simulations reveal the reverse is true. The analysis of variance is remarkably robust against departures from normality including instances in which data is drawn from mixtures of normal distributions or from Weibull distributions. The traditional permutation test based on all rearrangements of the data labels is not exact and is more powerful that the analysis of variance only for 2xC designs or when there is only a single significant effect. Permutation tests restricted to synchronized permutations …

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Assessing Trends: Monte Carlo Trials With Four Different Regression Methods, Daniel R. Thompson Nov 2009

Assessing Trends: Monte Carlo Trials With Four Different Regression Methods, Daniel R. Thompson

Journal of Modern Applied Statistical Methods

Ordinary Least Squares (OLS), Poisson, Negative Binomial, and Quasi-Poisson Regression methods were assessed for testing the statistical significance of a trend by performing 10,000 simulations. The Poisson method should be used when data follow a Poisson distribution. The other methods should be used when data follow a normal distribution.

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Approximate Bayesian Confidence Intervals For The Mean Of A Gaussian Distribution Versus Bayesian Models, Vincent A. R. Camara Nov 2009

Approximate Bayesian Confidence Intervals For The Mean Of A Gaussian Distribution Versus Bayesian Models, Vincent A. R. Camara

Journal of Modern Applied Statistical Methods

This study obtained and compared confidence intervals for the mean of a Gaussian distribution. Considering the square error and the Higgins-Tsokos loss functions, approximate Bayesian confidence intervals for the mean of a normal population are derived. Using normal data and SAS software, the obtained approximate Bayesian confidence intervals were compared to a published Bayesian model. Whereas the published Bayesian method is sensitive to the choice of the hyper-parameters and does not always yield the best confidence intervals, it is shown that the proposed approximate Bayesian approach relies only on the observations and often performs better.

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Semi-Parametric Of Sample Selection Model Using Fuzzy Concepts, L. Muhamad Safiih, A. A. Kamil, M. T. Abu Osman Nov 2009

Semi-Parametric Of Sample Selection Model Using Fuzzy Concepts, L. Muhamad Safiih, A. A. Kamil, M. T. Abu Osman

Journal of Modern Applied Statistical Methods

The sample selection model has been studied in the context of semi-parametric methods. With the deficiencies of the parametric model, such as inconsistent estimators, semi-parametric estimation methods provide better alternatives. This article focuses on the context of fuzzy concepts as a hybrid to the semiparametric sample selection model. The better approach when confronted with uncertainty and ambiguity is to use the tools provided by the theory of fuzzy sets, which are appropriate for modeling vague concepts. A fuzzy membership function for solving uncertainty data of a semi-parametric sample selection model is introduced as a solution to the problem.

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Performance Ratings Of An Autocovariance Base Estimator (Abe) In The Estimation Of Garch Model Parameters When The Normality Assumption Is Invalid, Daniel Eni Nov 2009

Performance Ratings Of An Autocovariance Base Estimator (Abe) In The Estimation Of Garch Model Parameters When The Normality Assumption Is Invalid, Daniel Eni

Journal of Modern Applied Statistical Methods

The performance of an autocovariance base estimator (ABE) for GARCH models against that of the maximum likelihood estimator (MLE) if a distribution assumption is wrongly specified as normal was studied. This was accomplished by simulating time series data that fits a GARCH model using the Log normal and t-distributions with degrees of freedom of 5, 10 and 15. The simulated time series was considered as the true probability distribution, but normality was assumed in the process of parameter estimations. To track consistency, sample sizes of 200, 500, 1,000 and 1,200 were employed. The two methods were then used to analyze …

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A Linear B-Spline Threshold Dose-Response Model With Dose-Specific Response Variation Applied To Developmental Toxicity Studies, Chin-Shang Li, Daniel L. Hunt Nov 2009

A Linear B-Spline Threshold Dose-Response Model With Dose-Specific Response Variation Applied To Developmental Toxicity Studies, Chin-Shang Li, Daniel L. Hunt

Journal of Modern Applied Statistical Methods

A linear B-spline function was modified to model dose-specific response variation in developmental toxicity studies. In this new model, response variation is assumed to differ across dose groups. The model was applied to a developmental toxicity study and proved to be significant over the previous model of singular response variation.

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Jmasm28: Gibbs Sampling For 2pno Multi-Unidimensional Item Response Theory Models (Fortran), Yanyan Sheng, Todd C. Headrick Nov 2009

Jmasm28: Gibbs Sampling For 2pno Multi-Unidimensional Item Response Theory Models (Fortran), Yanyan Sheng, Todd C. Headrick

Journal of Modern Applied Statistical Methods

A Fortran 77 subroutine is provided for implementing the Gibbs sampling procedure to a multiunidimensional IRT model for binary item response data with the choice of uniform and normal prior distributions for item parameters. In addition to posterior estimates of the model parameters and their Monte Carlo standard errors, the algorithm also estimates the correlations between distinct latent traits. The subroutine requires the user to have access to the IMSL library. The source code is available at http://www.siuc.edu/~epse1/sheng/Fortran/MUIRT/GSMU2.FOR. An executable file is also provided for download at http://www.siuc.edu/~epse1/sheng/Fortran/MUIRT/EXAMPLE.zip to demonstrate the implementation of the algorithm on simulated data.

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Markov Modeling Of Breast Cancer, Chunling Cong, Chris P. Tsokos Nov 2009

Markov Modeling Of Breast Cancer, Chunling Cong, Chris P. Tsokos

Journal of Modern Applied Statistical Methods

Previous work with respect to the treatments and relapse time for breast cancer patients is extended by applying a Markov chain to model three different types of breast cancer patients: alive without ever having relapse, alive with relapse, and deceased. It is shown that combined treatment of tamoxifen and radiation is more effective than single treatment of tamoxifen in preventing the recurrence of breast cancer. However, if the patient has already relapsed from breast cancer, single treatment of tamoxifen would be more appropriate with respect to survival time after relapse. Transition probabilities between three stages during different time periods, 2-year, …

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Impact Of Rank-Based Normalizing Transformations On The Accuracy Of Test Scores, Shira R. Soloman, Shlomo S. Sawilowsky Nov 2009

Impact Of Rank-Based Normalizing Transformations On The Accuracy Of Test Scores, Shira R. Soloman, Shlomo S. Sawilowsky

Journal of Modern Applied Statistical Methods

The purpose of this article is to provide an empirical comparison of rank-based normalization methods for standardized test scores. A series of Monte Carlo simulations were performed to compare the Blom, Tukey, Van der Waerden and Rankit approximations in terms of achieving the T score’s specified mean and standard deviation and unit normal skewness and kurtosis. All four normalization methods were accurate on the mean but were variably inaccurate on the standard deviation. Overall, deviation from the target moments was pronounced for the even moments but slight for the odd moments. Rankit emerged as the most accurate method among all …

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Bayesian Analysis Of Evidence From Studies Of Warfarin V Aspirin For Symptomatic Intracranial Stenosis, Vicki Hertzberg, Barney Stern, Karen Johnston Nov 2009

Bayesian Analysis Of Evidence From Studies Of Warfarin V Aspirin For Symptomatic Intracranial Stenosis, Vicki Hertzberg, Barney Stern, Karen Johnston

Journal of Modern Applied Statistical Methods

Bayesian analyses of symptomatic intracranial stenosis studies were conducted to compare the benefits of long-term therapy with warfarin to aspirin. The synthesis of evidence of effect from previous nonrandomized studies in monitoring a randomized clinical trial was of particular interest. Sequential Bayesian learning analysis was conducted and Bayesian hierarchical random effects models were used to incorporate variability between studies. The posterior point estimates for the risk rate ratio (RRR) were similar between analyses, although the interval estimates resulting from the hierarchical analyses are larger than the corresponding Bayesian learning analyses. This demonstrated the difference between these methods in accounting for …

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A Maximum Test For The Analysis Of Ordered Categorical Data, Markus Neuhäeuser Nov 2009

A Maximum Test For The Analysis Of Ordered Categorical Data, Markus Neuhäeuser

Journal of Modern Applied Statistical Methods

Different scoring schemes are possible when performing exact tests using scores on ordered categorical data. The standard scheme is based on integer scores, but non-integer scores were proposed to increase power (Ivanova & Berger, 2001). However, different non-integer scores exist and the question arises as to which of the non-integer schemes should be chosen. To solve this problem, a maximum test is proposed. To be precise, the maximum of the competing statistics is used as the new test statistic, rather than arbitrarily choosing one single test statistic.

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Intermediate R Values For Use In The Fleishman Power Method, Julie M. Smith Nov 2009

Intermediate R Values For Use In The Fleishman Power Method, Julie M. Smith

Journal of Modern Applied Statistical Methods

Several intermediate r values are calculated at three different correlations for use in the Fleishman Power Method for generating correlated data from normal and non-normal populations.

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Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang Nov 2009

Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang

Department of Statistics: Dissertations, Theses, and Student Research

This dissertation presents two statistical methodologies developed on multi-order Markov models. First, we introduce an alignment-free sequence comparison method, which represents a sequence using a multi-order transition matrix (MTM). The MTM contains information of multi-order dependencies and provides a comprehensive representation of the heterogeneous composition within a sequence. Based on the MTM, a distance measure is developed for pair-wise comparison of sequences. The new method is compared with the traditional maximum likelihood (ML) method, the complete composition vector (CCV) method and the improved version of the complete composition vector (ICCV) method using simulated sequences. We further illustrate the application of …

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Quasi-Least Squares With Mixed Linear Correlation Structures, Jichun Xie, Justine Shults, Jon Peet, Dwight Stambolian, Mary F. Cotch Oct 2009

Quasi-Least Squares With Mixed Linear Correlation Structures, Jichun Xie, Justine Shults, Jon Peet, Dwight Stambolian, Mary F. Cotch

UPenn Biostatistics Working Papers

Quasi-least squares (QLS) is a two-stage computational approach for estimation of the correlation parameters in the framework of generalized estimating equations (GEE). We prove two general results for the class of mixed linear correlation structures: namely, that the stage one QLS estimate of the correlation parameter always exists and is feasible (yields a positive definite estimated correlation matrix) for any correlation structure, while the stage two estimator exists and is unique (and therefore consistent) with probability one, for the class of mixed linear correlation structures. Our general results justify the implementation of QLS for particular members of the class of …

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