Re: How calculate 95%=1.96 stdv

2001-07-05 Thread John Uebersax

Hi Stefan,

s.petersson [EMAIL PROTECTED] wrote in message 
news:XBE07.7641$[EMAIL PROTECTED]...

 Let's say I want to calculate this constant with a security level of
 93.4563, how do I do that? Basically I want to unfold a function like
 this:
 
 f(95)=1.96
 
 Where I can replace 95 with any number ranging from 0-100.

To Eric's reply I'd just add that use of a table is unnecessary. 
Especially in a computer program, it is easier to use a numerical
function to calculate the confidence interval.

The tables you've seen are for the cumulative probabilities of the
standard normal curve--otherwise known as the standard normal
cumulative density function (cdf).  The standard normal cdf is the
function:

+infinity 
   p = PHI(z) = INTEGRAL  phi(z)
   -infinity

where:
 z   =  standard normal deviate
  PHI(z) =  is the probability (p) of observing a score at or
below z
  phi(z) =  is the formula for the standard normal curve:

1/sqrt(2*pi) * exp(-z^2/2)  

Note that PHI() and phi() -- (these mean the greek letters, upper-case
and lower-case, respectively) are different.  PHI() is the cumulant of
phi().

With the function above, one supplies a value for z, and is given a
cumulative probability.

You seek the inverse function for PHI(), sometimes called the probit
function.  With the probit function, one supplies a value for p and
is returned the value of z such that the area under the standard
normal curve from -inf to z equals p.  (As Eric noted, you may need to
adjust p to handle issues of 1- vs 2-tailed intervals.)

Both the PHI() and probit() functions are well approximated in simple
applications (such as calculating confidence intervals) by simple
polynomial formulas of a few terms.  Some of these take as few as 2 or
3 lines of code.  A good reference for such approximations is:

Abramowitz, M., and I. A. Stegan, 1972: Handbook of Mathematical
Functions. Dover.

Hope this helps.

John Uebersax


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distribution algorithms (fwd)

2001-07-05 Thread EAKIN MARK E

At the following URL, you will find some public domain fortran programs
for calculating varius cumulative and inverse distributions. 

http://blas.mcmaster.ca/~fred/statf.html

Mark Eakin
[EMAIL PROTECTED]



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Propensity Analysis with Stata 6.0

2001-07-05 Thread ELANMEL

Does Stata 6 support propensity analysis (I'm trying to test some data for
selection/sampling bias)?  If not, any ideas how I can do it?  Any help would
be appreciated!


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Double mediation

2001-07-05 Thread Sylvia J. Hysong, Ph.D.

Hello,

I'm hoping someone can help me with this.  I have looked at a
multitude of resources including the David Kenny page, this and other
newsgroups, Pedhazur (1982), Cohen  Cohen (1983), and Darlington
(1990?), to no avail.  I am hoping someone can direct me to the right
resource.  I am trying to conduct a test of double mediation.  In
other words, I am trying to test the hypothesis that x--z1--z2--y. 
Is there a way to do this (and if so, what is it?), or must I result
to a path analysis or a structural equation model?
 
Thanks in advance for any help.


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Re: How to calculate on-line the SD of a population?

2001-07-05 Thread Alan Miller

Luigi Bianchi wrote in message 9i2doj$r61$[EMAIL PROTECTED]...
Hi to all, it's the first time that I post to this NG, so I hope it is the
right place.
I have the following problem: I read data from an A/D board and I have to
provide an estimation of the SD of the population on-line, that is each
time
I read a sample I have to update the mean and SD. While it is really easy
to
update the mean, I don't remember how to do the same thing with the SD. I
remember that there was a formula, but I don't remeber it. Anyone could
help
me?

Thanks in advance,
Luigi

--
Luigi Bianchi
http://www.luigbianchi.com
[EMAIL PROTECTED]
Programming, C++, OWL, VCL, SDK, Dfm2API



You update the mean and the sum of squares of deviations from the mean:
For each new case (new value x)
n = n + 1
dev = x - mean
mean = mean + dev/n
ssq = ssq + dev*(x - mean)

Then the usual st.devn. estimate is:
sd = sqrt(ssq/(n-1))
If you want an approximately unbiased estimate of the std. devn., use
sd = sqrt(ssq/(n-1.5))

--
Alan Miller (Honorary Research Fellow, CSIRO Mathematical
 Information Sciences)
http://www.ozemail.com.au/~milleraj
http://users.bigpond.net.au/amiller/





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