Applied Statistics Commons^™

A Generalized Class Of Estimators For Finite Population Variance In Presence Of Measurement Errors, Prayas Sharma, Rajesh Singh

Journal of Modern Applied Statistical Methods

The problem of estimating the population variance is presented using auxiliary information in the presence of measurement errors. The estimators in this article use auxiliary information to improve efficiency and assume that measurement error is present both in study and auxiliary variable. A numerical study is carried out to compare the performance of the proposed estimator with other estimators and the variance per unit estimator in the presence of measurement errors.

Robust Regression Estimators When There Are Tied Values, Rand R. Wilcox, Florence Clark

Journal of Modern Applied Statistical Methods

It is well known that when using the ordinary least squares regression estimator, outliers among the dependent variable can result in relatively poor power. Many robust regression estimators have been derived that address this problem, but the bulk of the results assume that the dependent variable is continuous. It is demonstrated that when there are tied values, several robust regression estimators can perform poorly in terms of controlling the Type I error probability, even with a large sample size. The presence of tied values does not necessarily mean that they perform poorly, but there is the issue of whether there …

Testing The Assumption Of Non-Differential Misclassification In Case-Control Studies, Tze-San Lee, Qin Hui

Journal of Modern Applied Statistical Methods

One of the not yet solved issues regarding the misclassification in case-control studies is whether the misclassification rates are the same for both cases and controls. Currently, a common practice is to assume that the rates are the same, that is, the non-differential misclassification assumption. However, it has been suspected that this assumption may not be valid in practical applications. Unfortunately, no test is available so far to test the validity of the non-differential misclassification assumption. A method is presented to test the validity of non-differential misclassification assumption in case-control studies with 2 × 2 tables when validation data are …

Ordered Logit Regression Modeling Of The Self-Rated Health In Hawai‘I, With Comparisons To The Ols Model, Hosik Min

Journal of Modern Applied Statistical Methods

Despite the ordinal nature of Self-Rated Health (SRH) variable, logistic regression models or regression models have been used without adequate justification for these applications. It is shown that ordered-logit regression model is the appropriate statistical strategy to estimate SRH, whereas the Ordinary LeastSquares model leads to biased conclusions.

Approximation Multivariate Distribution Of Main Indices Of Tehran Stock Exchange With Pair-Copula, G. Parham, A. Daneshkhah, O. Chatrabgoun

Journal of Modern Applied Statistical Methods

The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an n-dimensional copula. This is accomplished using a flexible copula called a minimum information (MI) copula as a part of pair-copula construction. Obtained results show that the achieved model has a good level of approximation.

Generalized Modified Ratio Estimator For Estimation Of Finite Population Mean, Jambulingam Subramani

Journal of Modern Applied Statistical Methods

A generalized modified ratio estimator is proposed for estimating the population mean using the known population parameters. It is shown that the simple random sampling without replacement sample mean, the usual ratio estimator, the linear regression estimator and all the existing modified ratio estimators are the particular cases of the proposed estimator. The bias and the mean squared error of the proposed estimator are derived and are compared with that of existing estimators. The conditions for which the proposed estimator performs better than the existing estimators are also derived. The performance of the proposed estimator is assessed with that of …

Test For Intraclass Correlation Coefficient Under Unequal Family Sizes, Madhusudan Bhandary, Koji Fujiwara

Journal of Modern Applied Statistical Methods

Three tests are proposed based on F-distribution, Likelihood Ratio Test (LRT) and large sample Z-test for intraclass correlation coefficient under unequal family sizes based on a single multinormal sample. It has been found that the test based on F-distribution consistently and reliably produces results superior to those of Likelihood Ratio Test (LRT) and large sample Z-test in terms of size for various combinations of intraclass correlation coefficient values. The power of this test based on F-distribution is competitive with the power of the LRT and the power of Z-test is slightly better than the powers of F-test and LRT when …

Variables Sampling Plan For Correlated Data, J. R. Singh, R. Sankle, M. Ahmad Khanday

Journal of Modern Applied Statistical Methods

The sampling plan for the mean for correlated data is studied. The Operating Characteristic (OC) of the variable sampling plan for mean for correlated data are calculated and compared with the OC of known σ case.

Case-Control Studies With Jointly Misclassified Exposure And Confounding Variables, Tze-San Lee

Journal of Modern Applied Statistical Methods

The issue of 2 × 2 × 2 case-control studies is addressed when both exposure and confounding variables are jointly misclassified. Two scenarios are considered: the classification errors of exposure and confounding variables are independent or not independent. The bias-adjusted cell probability estimates which account for the misclassification bias are presented. The effect of misclassification on the measure of crude odds ratio either unstratified or stratified by the confounder, Mantel-Haenszel summary odds ratio, the confounding component in the crude odds ratio, the first and second order multiplicative interaction are assessed through the sensitivity analysis from using the data on the …

How Good Is Best? Multivariate Case Of Ehrenberg-Weisberg Analysis Of Residual Errors In Competing Regressions, Stan Lipovetsky

Journal of Modern Applied Statistical Methods

A.S.C. Ehrenberg first noticed and S. Weisberg then formalized a property of pairwise regression to keep its quality almost at the same level of precision while the coefficients of the model could vary over a wide span of values. This paper generalizes the estimates of the percent change in the residual standard deviation to the case of competing multiple regressions. It shows that in contrast to the simple pairwise model, the coefficients of multiple regression can be changed over a wider range of the values including the opposite by signs coefficients. Consideration of these features facilitates better understanding the properties …

Comparison Of Three Calculation Methods For A Bayesian Inference Of P(Π1 > Π2), Yohei Kawasaki, Asanao Shimokawa, Etsuo Miyaoka

Journal of Modern Applied Statistical Methods

In Bayesian inference, some researchers have examined the difference of binominal proportions using θ = P(π₁ > π₂ − Δ₀|X₁,X₂), where X_i denote binomial random variable with parameter π_i. An approximate method and the MCMC method are compared with an exact method for θ, and results of actual clinical trials using θ are presented.

Parameter Estimations Based On Kumaraswamy Progressive Type Ii Censored Data With Random Removals, Navid Feroze, Ibrahim El-Batal

Journal of Modern Applied Statistical Methods

The estimation of two parameters of the Kumaraswamy distribution is considered under Type II progressive censoring with random removals, where the number of units removed at each failure time has a binomial distribution. The MLE was used to obtain the estimators of the unknown parameters, and the asymptotic variance - covariance matrix was also obtained. The formula to compute the expected test time was derived. A numerical study was carried out for different combinations of model parameters. Different censoring schemes were used for the estimation, and performance of these schemes was compared.

Akaike Information Criterion To Select The Parametric Detection Function For Kernel Estimator Using Line Transect Data, Omar Eidous, Samar Al-Salman

Journal of Modern Applied Statistical Methods

Among different candidate parametric detection functions, it is suggested to use Akaike Information Criterion (AIC) to select the most appropriate one of them to fit line transect data. Four different detection functions are considered in this paper. Two of them are taken to satisfy the shoulder condition assumption and the other two estimators do not satisfy this condition. Once the appropriate detection function is determined, it also can be used to select the smoothing parameter of the nonparametric kernel estimator. For a wide range of target densities, a simulation results show the reasonable and good performances of the …

Vol. 12, No. 2 (Full Issue), Jmasm Editors

Journal of Modern Applied Statistical Methods

No abstract provided.

Innovationspotenzialanalyse Für Die Neuen Technologien Für Das Verwalten Und Analysieren Von Großen Datenmengen (Big Data Management), Volker Markl, Alexander Löser, Thomas Hoeren, Helmut Krcmar, Holmer Hemsen, Michael Schermann, Matthias Gottlieb, Christoph Buchmüller, Philip Uecker, Till Bitter

Faculty Book Gallery

Durch die Digitalisierung von Wirtschaft und Gesellschaft ist ein rasantes Anwachsen von Datenbeständen zu beobachten. In fast allen Unternehmenssowie Wissenschaftsbereichen werden bereits heute schon Unmengen an Daten erzeugt, deren Größe, Erfassungsgeschwindigkeit oder Heterogenität die Fähigkeiten gängiger Datenbanksoftwareprodukte zur Verwaltung und zur Analyse übersteigt. Dieses Phänomen, welches unter dem Schlagwort „Big Data“ popularisiert wurde, stellt eine große Chance für Unternehmen, Wissenschaft und Gesellschaft dar. Allerdings ergibt sich aufgrund der neuen Komplexität der Daten und Analysen eine Vielzahl an Herausforderungen technischer, wirtschaftlicher und rechtlicher Natur. Diese Studie analysiert die Chancen und Herausforderungen von Big Data insbesondere im Hinblick auf eine nachhaltige Wettbewerbsfä- …

Constructing Confidence Intervals For Effect Sizes In Anova Designs, Li-Ting Chen, Chao-Ying Joanne Peng

Journal of Modern Applied Statistical Methods

A confidence interval for effect sizes provides a range of plausible population effect sizes (ES) that are consistent with data. This article defines an ES as a standardized linear contrast of means. The noncentral method, Bonett’s method, and the bias-corrected and accelerated bootstrap method are illustrated for constructing the confidence interval for such an effect size. Results obtained from the three methods are discussed and interpretations of results are offered.

Bayesian Joinpoint Regression Model For Childhood Brain Cancer Mortality, Ram C. Kafle, Netra Khanal, Chris P. Tsokos

Journal of Modern Applied Statistical Methods

The Bayesian approach of joinpoint regression is widely used to analyze trends in cancer mortality, incidence and survival data. The Bayesian joinpoint regression model was used to study the childhood brain cancer mortality rate and its average percentage change (APC) per year. Annual observed mortality counts of children ages 0-19 from 1969-2009 obtained from Surveillance Epidemiology and End Results (SEER) database of National Cancer Institute (NCI) were analyzed. It was assumed that death counts are probabilistically characterized by the Poisson distribution and they were modeled using log link function. Results were compared with the mortality trend obtained using joinpoint software …

On Comparison Of Exponential And Hyperbolic Exponential Growth Models In Height/Diameter Increment Of Pines (Pinus Caribaea), S. O. Oyamakin, A. U. Chukwu, T. A. Bamiduro

Journal of Modern Applied Statistical Methods

A new tree growth model called the hyperbolic exponential nonlinear growth model is suggested. Its ability in model prediction was compared with the Malthus or exponential growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides more realistic height/diameter predictions as demonstrated by the results of the Kolmogorov Smirnov test and Shapiro-Wilk test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the Hyperbolic exponential nonlinear growth models better than the ordinary exponential growth model without violating …

Community College Consortium Promotes Open Educational Practices Through Outreach And Collaboration, Una T. Daly, Lisa Storm, Barbara Illowsky

SJSU Open Access Conference

The Community College Consortium for Open Educational Resources (CCCOER) is a community of practice focused on awareness and promoting best practices for OER discovery and adoption including open textbooks, open MOOCs, and open repositories to enhance learning and teaching. Through monthly outreach webinars with OER leaders and online advisory meetings, the community shares their projects and expertise encouraging collaboration across institutions, disciplines, and higher education sectors. Hear from the consortium director and two leaders of the community college OER movement.

• Una Daly, Director of Community College Outreach, OpenCourseWare Consortium. Building a community to promote awareness and shared knowledge of …

Different Types Of Backward Bifurcations Due To Density-Dependent Treatments, Baojun Song, Wen Du, Jie Lou

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

A set of deterministic SIS models with density-dependent treatments are studied to understand the disease dynamics when different treatment strategies are applied. Qualitative analyses are carried out in terms of general treatment functions. It has become customary that a backward bifurcation leads to bistable dynamics. However, this study finds that finds that bistability may not be an option at all; the disease-free equilibrium could be globally stable when there is a backward bifurcation. Furthermore, when a backward bifurcation occurs, the fashion of bistability could be the coexistence of either dual stable equilibria or the disease-free equilibrium and a stable limit …