On 16 Nov 2001 09:34:52 -0800, [EMAIL PROTECTED] (S.) wrote:
> I performed the following experiment:
>
> Each user (U) used several interfaces (I). Both U and I are to be
> treated as random factors. For each U and I combination, time (T),
> errors (E) and satisfaction (S) were measured. The dat
I performed the following experiment:
Each user (U) used several interfaces (I). Both U and I are to be
treated as random factors. For each U and I combination, time (T),
errors (E) and satisfaction (S) were measured. The data looks
something like:
U I T E S
---
The help file for the S+ function loglin is scant. You pass it the model by
specifiying a list, e.g. loglin(dat, list(1:2,3))
I'm trying to understand this. Suppose I have a 3D table. Does 1:N mean fit
the nth way interaction? Are all lower level interactions and main effects
automatically inc
Hi
I have been conducting goodness of fit tests using A-D tests and one thing i
forgot to do beforehand was to find out if A-D tables of critical values
exist. I have read one book from D'Agostino and Stephens(1986) they outline
distribution specific A-D test critical values which rely on formula
Although this has not much to do with statistics, I agree. With all due
respect, being international is much more complicated than being a
statistician (or any other professional as a matter of fact).
(snip)
> From the email address, it appears that Dennis lives in a European
> country where Eng
Based on the problems we have in ansering vague questions on edstat, I can
say that any requestor must be able to state the question, so we here (using
American English) can understand what he is saying and give a helpful
answer.
It is obvious that all of us have problems understanding the questi
> ---
> What you need is a good class in written English
> DAH
>
Yes, you are right. But I still haven't found one yet. Private Language
Schools are too expensive here.
=
Instructions for joining a
-
From: "Bob Hayden" <[EMAIL PROTECTED]>
To: "EdStat-L" <[EMAIL PROTECTED]>
Sent: Monday, November 13, 2000 9:46 PM
Subject: Re: Help needed ...
> - Forwarded message from David Heiser -
>
>
> - Original Message -
> From: Dennis
- Forwarded message from David Heiser -
- Original Message -
From: Dennis <[EMAIL PROTECTED]>
> Hello Newsgroup, I'm searching for real good books on stats. I'm a
> student of psychology and we've been taught very much stats. But I
> read all the time your postings and wonder wh
In article <8umakk$o26$[EMAIL PROTECTED]>,
Dennis <[EMAIL PROTECTED]> wrote:
>Hello Newsgroup,
>I'm searching for real good books on stats. I'm a student of psychology and
>we've been taught very much stats. But I read all the time your postings and
>wonder why I've never heard about that what I r
- Original Message -
From: Dennis <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Sunday, November 12, 2000 6:48 AM
Subject: Help needed ... :-(
> Hello Newsgroup,
> I'm searching for real good books on stats. I'm a student of psychology
and
> we'v
Dennis wrote:
>
> Hello Newsgroup,
> I'm searching for real good books on stats. I'm a student of psychology and
> we've been taught very much stats. But I read all the time your postings and
> wonder why I've never heard about that what I read. So what I'm searching
> for is e.g. a profound heur
Hello Newsgroup,
I'm searching for real good books on stats. I'm a student of psychology and
we've been taught very much stats. But I read all the time your postings and
wonder why I've never heard about that what I read. So what I'm searching
for is e.g. a profound heuristic, which model or techn
Hello,
I am developing a test in SPSS 10, and need some people to review the
questions that are currently in beta. The test should be there for the
next couple of days, and I would appreciate any comments about the test
that could be provided. If interested, the beta test is available at
the fo
there is of course the possibility that the societal turbulence and friction
caused by these buy-outs exceeds investors' monetary gains. if you don't
consider such factors as this your analysis will be incomplete.
Edzo Wisman wrote:
> L.S.:
>
> I have the following problem:
>
> My data are the
L.S.:
I have the following problem:
My data are the returns on a quarterly basis of leveraged buyout funds in
the USA from 1989 to 1999 (40 quarters). I have bought this data in two
groups with in one group funds smaller (in terms of capital under
management) then a certain size; in the other f
There is a worked example structurally similar to yours in Snedecor &
Cochran, Statistical Methods (7th ed, 1980, pp. 130-133). It is the
section on the Poisson distribution in the chapter on the binomial
distribution. Hope this helps.
David Cross
On Sat, 25 Mar 2000, andy wrote:
> Hija,
>
>
Your initial query was not explicit enough for anyone to supply much
help without invoking telepathy. I've tried to suggest how you might
sharpen your questions.
On Sat, 25 Mar 2000, andy wrote (slightly edited):
> Need some help if anyone can offer me some. Can't get my head around
> calcu
Hija,
Need some help if anyone can offer me some. Can't get my head around
calculating the probabilty. Just can't get the figures into the computer to
get the answers that I have been given.
Got these figures:
Class intervals ProbExpected valueObserved value
0
In sci.stat.consult Jason Osborne, Ph.D. <[EMAIL PROTECTED]> wrote:
: I am testing for partial mediation. I need to know whether the
: unstandardized regression coefficient for variable X predicting Y in one
: regression equation is significantly different from the unstandardized
: regression co
On Thu, 20 Jan 2000 10:46:47 -0600, "Jason Osborne, Ph.D."
<[EMAIL PROTECTED]> wrote:
> I am testing for partial mediation. I need to know whether the
> unstandardized regression coefficient for variable X predicting Y in one
> regression equation is significantly different from the unstandardiz
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I am testing for partial mediation. I need to know whether the
unstandardized regression coefficient for variable X predicting Y in one
r
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