On 14 Oct 2003 05:13:37 -0700, [EMAIL PROTECTED] (Baldy, Richard)
wrote:

> I am returning to the September thread that dealt with Ancova and its
> homogeneity of slopes assumption.
> 
> In Excel I wrote a "power" program to determine the likelihood an
> experiment with one experiment factor set up in a completely randomized
> design with one covariate and with a set number of replications would
> find preplanned treatment contrasts significant.  The program also
> determines the likelihood that the assumption of homogeneity of slopes
> would be violated.  I find that as the number of replications increases,
> so does the likelihood that the assumption would be violated - with 20
> reps about 90% of the simulated data sets yield a p value for
> homogeneity of slopes less than 0.05.   

If I follow this correctly:  
You have done a Monte Carlo randomization.
< something unintelligible, about a test and replications. >
In the MC,  90%  of the simulated sets yield a p-value
of less than  0.05  for something that ought to be random.

Well, that is just wrong.  

I am puzzled, that the POSTER   does not recognize
a problem shown by that qualifier, "as the number of 
replications increases, ..." .

Does that say, "When I increase the size of the problem,
I get results that are increasing different from what they
ought to be..."?  
 - That seems to me to be a sure-fire indicator of a
programming bug.  

 [ snip, most ]
> selected by the experiment planner.  For each treatment (diet) the
> covariates and responses are arranged so the highest covariate value is
> matched with the highest response.  The reason for this arrangement is
> that one would expect, say, the largest animal to have the highest daily
> gain.  

well, yeah, sometimes; to some extent, big goes with big.

I don't know, for sure, what that has to do with the earlier
problem with the simulation, but it surely does seem
like a unique way to simulate a correlation.  If you are 
simulating a correlation in excess of  0.99  (by having
perfect rank-order correlation),  then ,  YES,  I would
not be surprised to get 'non-homogeneous' as a test result.

Okay, fix that by learning how to put in a specified
correlation, into a simulation.  
Is there still something odd in the results?

[ ... ]

-- 
Rich Ulrich, [EMAIL PROTECTED]

http://www.pitt.edu/~wpilib/index.html
"Taxes are the price we pay for civilization." 
.
.
=================================================================
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE MESSAGES, and archives are available at:
.                  http://jse.stat.ncsu.edu/                    .
=================================================================

Reply via email to