Statistics and Probability Commons^™

Unit Root Test For Panel Data Ar(1) Time Series Model With Linear Time Trend And Augmentation Term: A Bayesian Approach, Jitendra Kumar, Anoop Chaturvedi, Umme Afifa, Shafat Yousuf, Saurabh Kumar

Journal of Modern Applied Statistical Methods

The univariate time series models, in the case of unit root hypothesis, are more biased towards the acceptance of the Unit Root Hypothesis especially in a short time span. However, the panel data time series model is more appropriate in such situation. The Bayesian analysis of unit root testing for a panel data time series model is considered. An autoregressive panel data AR(1) model with linear time trend and augmentation term has been considered and derived the posterior odds ratio for testing the presence of unit root hypothesis under appropriate prior assumptions. A simulation study and real data analysis are …

End Matter, Jmasm Editors

Journal of Modern Applied Statistical Methods

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Characterizations Of Distributions By Expected Values Of Lower Record Statistics With Spacing, M. Faizan, Ziaul Haque, M. A. Ansari

Journal of Modern Applied Statistical Methods

The characterizations of a certain class of probability distributions are established through conditional expectation of lower record values when the conditioned record value may not be the adjacent one. Some of its important deductions are also discussed.

Using Pratt's Importance Measures In Confirmatory Factor Analyses, Amrey D. Wu, Bruno D. Zumbo

Journal of Modern Applied Statistical Methods

When running a confirmatory factor analysis (CFA), users specify and interpret the pattern (loading) matrix. It has been recommended that the structure coefficients, indicating the factors’ correlation with the observed indicators, should also be reported when the factors are correlated (Graham, Guthrie, & Thompson, 2003; Thompson, 1997). The aims of this article are: (1) to note the structure coefficient should be interpreted with caution if the factors are specified to correlate. Because the structure coefficient is a zero-order correlation, it may be partially or entirely a reflection of factor correlations. This is elucidated by the matrix algebra of the structure …

A Double Ewma Control Chart For The Individuals Based On A Linear Prediction, Rafael Perez Abreu, Jay R. Schaffer

Journal of Modern Applied Statistical Methods

Industrial process use single and double Exponential Weighted Moving Average control charts to detect small shifts in it. Occasionally there is a need to detect small trends instead of shifts, but the effectiveness to detect small trends. A new control chart is proposed to detect a small drift.

Study Evaluating The Alterations Caused In An Exploratory Factor Analysis When Multivariate Normal Data Is Dichotomized, Rosilei S. Novak, Jair M. Marques

Journal of Modern Applied Statistical Methods

The relationships resulting from the dichotomization of multivariate normal data is a question that causes concern when using exploratory factor analysis. The relationships in an exploratory factor analysis are examined when multivariate normal data, generated by Monte Carlo methods, is dichotomized.

Power And Sample Size Estimation For Nonparametric Composite Endpoints: Practical Implementation Using Data Simulations, Paul M. Brown, Justin A. Ezekowitz

Journal of Modern Applied Statistical Methods

Composite endpoints are a popular outcome in controlled studies. However, the required sample size is not easily obtained due to the assortment of outcomes, correlations between them and the way in which the composite is constructed. Data simulations are required. A macro is developed that enables sample size and power estimation.

Does The Stress Inherent To Laboratory Life And Experimentation On Animals Adversely Affect Research Data?, Jarrod Bailey

Validation of Animal Experimentation Collection

Stress and distress in laboratory animals is often inherent and unavoidable. The effect of these factors on the reliability and relevance of experimental data is not sufficiently appreciated. Greater awareness, debate and discussion of this issue are urgently required.

Hemodynamic Characteristics Of Ruptured And Unruptured Multiple Aneurysms At Mirror And Ipsilateral Locations, Ravi Doddasomayajula, Bong Jae Chung, Fernando Mut, Carlos M. Jimenez, Farid Hamzei-Sichani, Christopher M. Putman, Juan R. Cebral

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

BACKGROUND AND PURPOSE: Different hemodynamic patterns have been associated with aneurysm rupture. The objective was to test whether hemodynamic characteristics of the ruptured aneurysm in patients with multiple aneurysms were different from those in unruptured aneurysms in the same patient.

MATERIALS AND METHODS: Twenty-four mirror and 58 ipsilateral multiple aneurysms with 1 ruptured and the others unruptured were studied. Computational fluid dynamics models were created from 3D angiographies. Case-control studies of mirror and ipsilateral aneurysms were performed with paired Wilcoxon tests.

RESULTS: In mirror pairs, the ruptured aneurysm had more oscillatory wall shear stress (P = .007) than the …

Novel Statistical Models For Quantitative Shape-Gene Association Selection, Xiaotian Dai

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Other research reported that genetic mechanism plays a major role in the development process of biological shapes. The primary goal of this dissertation is to develop novel statistical models to investigate the quantitative relationships between biological shapes and genetic variants. However, these problems can be extremely challenging to traditional statistical models for a number of reasons: 1) the biological phenotypes cannot be effectively represented by single-valued traits, while traditional regression only handles one dependent variable; 2) in real-life genetic data, the number of candidate genes to be investigated is extremely large, and the signal-to-noise ratio of candidate genes is expected …

The Regression Smoother Lowess: A Confidence Band That Allows Heteroscedasticity And Has Some Specified Simultaneous Probability Coverage, Rand Wilcox

Journal of Modern Applied Statistical Methods

Many nonparametric regression estimators (smoothers) have been proposed that provide a more flexible method for estimating the true regression line compared to using some of the more obvious parametric models. A basic goal when using any smoother is computing a confidence band for the true regression line. Let M(Y|X) be some conditional measure of location associated with the random variable Y, given X and let x be some specific value of the covariate. When using the LOWESS estimator, an extant method that assumes homoscedasticity can be used to compute a confidence interval for M(Y|X = x). A trivial way of …

Robust Measures Of Variable Importance For Multivariate Group Designs, Tolulope T. Sajobi, Lisa M. Lix

Journal of Modern Applied Statistical Methods

Variable importance measures based on discriminant analysis and multivariate analysis of variance are useful for identifying variables that discriminate between two groups in multivariate group designs. Variable importance measures are developed based on trimmed and Winsorized estimators for describing group differences in multivariate non-normal populations.

Effectively Comparing Differences In Proportions, Lonnie Turpin Jr.

Journal of Modern Applied Statistical Methods

A single framework of developing and implementing tests about proportions is outlined. It avoids some of the pitfalls of methods commonly put forward in an introductory data analysis course.

Missing Data In Longitudinal Surveys: A Comparison Of Performance Of Modern Techniques, Paola Zaninotto, Amanda Sacker

Journal of Modern Applied Statistical Methods

Using a simulation study, the performance of complete case analysis, full information maximum likelihood, multivariate normal imputation, multiple imputation by chained equations and two-fold fully conditional specification to handle missing data were compared in longitudinal surveys with continuous and binary outcomes, missing covariates, and an interaction term.

Around Gamma Lindley Distribution, Hamouda Messaadia, Halim Zeghdoudi

Journal of Modern Applied Statistical Methods

Some remarks and correction on a new distribution, Gamma Lindley, of which the Lindley distribution is a particular case, are given pertaining to its parameter space.

The Impact Of Inappropriate Modeling Of Cross-Classified Data Structures On Random-Slope Models, Feifei Ye, Laura Daniel

Journal of Modern Applied Statistical Methods

Previous studies that explored the impact of misspecification of cross-classified data structure as strictly hierarchical are limited to random intercept models. This study examined the effects of misspecification of a two-level, cross-classified, random effect model (CCREM) where both the level-1 intercept and slope were allowed to vary randomly. Results suggest that ignoring one of the crossed factors produced considerably underestimated standard errors for: 1) the regression coefficients of the level-1 predictor; 2) the inappropriately modeled predictor associated with the misspecified crossed factor; and 3) and their interaction. This misspecification also resulted in a significant inflation of the level-1 residual variances …

Using Data Analytics For Discovering Library Resource Insights: Case From Singapore Management University, Ning Lu, Rui Song, Dina Li Gwek Heng, Swapna Gottipati, Aaron Tay

Research Collection School Of Computing and Information Systems

Library resources are critical in supporting teaching, research and learning processes. Several universities have employed online platforms and infrastructure for enabling the online services to students, faculty and staff. To provide efficient services by understanding and predicting user needs libraries are looking into the area of data analytics. Library analytics in Singapore Management University is the project committed to provide an interface for data-intensive project collaboration, while supporting one of the library’s key pillars on its commitment to collaborate on initiatives with SMU Communities and external groups. In this paper, we study the transaction logs for user behavior analysis that …

Experimental Design And Data Analysis In Computer Simulation Studies In The Behavioral Sciences, Michael Harwell, Nidhi Kohli, Yadira Peralta

Journal of Modern Applied Statistical Methods

Treating computer simulation studies as statistical sampling experiments subject to established principles of experimental design and data analysis should further enhance their ability to inform statistical practice and a program of statistical research. Latin hypercube designs to enhance generalizability and meta-analytic methods to analyze simulation results are presented.

On Variance Balanced Designs, Dilip Kumar Ghosh, Sangeeta Ahuja

Journal of Modern Applied Statistical Methods

Balanced incomplete block designs are not always possible to construct because of their parametric relations. In such a situation another balanced design, the variance balanced design, is required. This construction of binary, equal replicated variance balanced designs are discussed using the half fraction of the 2n factorial designs with smaller block sizes. This method was also extended to construct another variance balanced design by deleting the last block of the resulting variance balanced designs. Its efficiency factor compared with randomized block designs was compared and found to be highly efficient.

Performance Evaluation Of Confidence Intervals For Ordinal Coefficient Alpha, Heather J. Turner, Prathiba Natesan, Robin K. Henson

Journal of Modern Applied Statistical Methods

The aim of this study was to investigate the performance of the Fisher, Feldt, Bonner, and Hakstian and Whalen (HW) confidence intervals methods for the non-parametric reliability estimate, ordinal alpha. All methods yielded unacceptably low coverage rates and potentially increased Type-I error rates.