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Front Matter, Jmasm Editors

Journal of Modern Applied Statistical Methods

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Vol. 16, No. 2 (Full Issue), Jmasm Editors

Journal of Modern Applied Statistical Methods

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'Parallel Universe' Or 'Proven Future'? The Language Of Dependent Means T-Test Interpretations, Anthony M. Gould, Jean-Etienne Joullié

Journal of Modern Applied Statistical Methods

Of the three kinds of two-mean comparisons which judge a test statistic against a critical value taken from a Student t-distribution, one – the repeated measures or dependent-means application – is distinctive because it is meant to assess the value of a parameter which is not part of the natural order. This absence forces a choice between two interpretations of a significant test result and the meaning of the test hypothesis. The parallel universe view advances a conditional, backward-looking conclusion. The more practical proven future interpretation is a non-conditional proposition about what will happen if an intervention is (now) applied …

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.

Statistical And Clinical Equivalence Of Measurements, Puntipa Wanitjirattikal

Dissertations

This study proposes a test for statistical equivalence of two measurements. Typically, a new measurement process Υ is compared to an existing or standard measurement process Χ. We are assuming that Χ and Υ are measurements on the same scale. The paired t-test may be used to check for significant difference between (Χ, Υ) pairs. However, the paired t-test is intended to detect shift-type relationships of the form Υ=Χ+δ1 and may have low power for scale-type relations of the form Υ=γΧ.

We propose a test that has reasonable power to …

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 …

On Some Statistics For Testing The Skewness In A Population: An Empirical Study, Yawen Guo, B. M. Golam Kibria

Applications and Applied Mathematics: An International Journal (AAM)

The purpose of this paper is to propose some test statistics for testing the skewness parameter of a distribution, not limited to a normal distribution. Since a theoretical comparison is not possible, a simulation study has been conducted to compare the performance of the test statistics. We have compared both parametric methods (classical method with normality assumption) and non-parametric methods (bootstrap in Bias Corrected Standard Method, Efron’s Percentile Method, Hall’s Percentile Method and Bias Corrected Percentile Method). Our simulation results indicate that the power of the tests differ significantly across sample sizes, the choice of alternative hypotheses and methods one …

Proportional Reversed Hazard Rate Models With Exponential Baseline, G. Barmalzan, H. Saboori

Applications and Applied Mathematics: An International Journal (AAM)

The proportional hazard regression models have been used extensively in survival analysis to understand and exploit the relationship between survival time and covariates. For left censored survival times, reversed hazard rate functions are more appropriate. In this paper, we discuss a parametric proportional reversed hazard rates model using exponential baseline. The estimation for the parameters are discussed. We also assess the performance of the proposed procedure based on a large number of Monte Carlo simulations. Finally, we illustrate the proposed method using a real case example and then we show that it provides a good and better fit than the …

Fitting Skew Distributions To Iranian Auto Insurance Claim Data, Ramin Kazemi, Abdollah Jalilian, Akram Kohansal

Applications and Applied Mathematics: An International Journal (AAM)

In actuary, the derivation of loss distributions from insurance data is of great interest. Fitting an adequate distribution to real insurance data is not an easy task, mainly due to the nature of the data, which shows several features to be accounted for. Although, because of its stochastic and numerical simplicity, it is often assumed that the involved financial risk factors are normally distributed, but empirical studies indicate that most of financial risk factors have distributions with high peaks and heavy tails. Thus, it is important in the actuarial science to model insurance risks with skewed distributions. Claims size data …

Evaluation Of Some Reliability Characteristics Of A Single Unit System Requiring Two Types Of Supporting Device For Operations, Ibrahim Yusuf, Nura J. Fagge

Applications and Applied Mathematics: An International Journal (AAM)

This study presents the reliability assessment of a single unit connected to two types of external supporting devices for its operation. Each type of external supporting device has two copies I and II on standby. First order differential difference equations method is used to obtain the explicit expression for the steady state availability, busy period due to failure of type I and II supporting devices of repairmen, steady-state availability and profit function. Based on assumed numerical values given to system parameters, graphical illustrations are given to highlight important results. Comparisons are performed to highlight the impact of unit failure and …

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.