Re: How ro perform Runs Test??
On Sun, 23 Dec 2001 23:48:58 GMT, Jim Snow [EMAIL PROTECTED] wrote: Glen [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... [EMAIL PROTECTED] (Chia C Chong) wrote in message news:[EMAIL PROTECTED]... I am using nonlinear regression method to find the best parameters for my data. I came across a term called runs test from the Internet. It mentioned that this is to determines whether my data is differ significantly from the equation model I select for the nonlinear regression. Can someone please let me know how should I perform the run tests?? You need to use a runs test that's adjusted for the dependence in the residuals. The usual runs test in the texts won't apply. Glen I always understood that the runs test was designed to detect systematic departures from the fitted line because some other curve fitted the data better. In this context, it is a test for dependence of residuals. There is a discussion of this at http://216.46.227.18/curvefit/systematic_deviation.htm Any elementary text in Non-parametric Methods in statistics will give an example. Well, the residuals are always *dependent*, to the extent of p/n (# variables divided by N). That is the Expectation. So they are *not* i.i.d, which is an assumption. Thus: the runs test is an approximation which is inadequate for large ratios of p/n -- It is nice for the stat-pack to explain the runs-test, but not-so-nice that it fails to mention the other detail. Draper and Smith's book on regression mention that the runs test will be approximate, since the expectation is not independent. You can also google-search on Durbin-Watson runs test, and click on the lectures ... or whatever appeals most to you. The D-W test is awkward enough to *test* that you don't wonder why people should look for an easier option. Several textbooks that I just looked at seem to be satisfied with recommending that you eye-ball your residuals in several plots - without doing tests. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
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Re: Is this how you would have done it?
On Sat, 22 Dec 2001 09:02:23 -0500, Ralph Noble [EMAIL PROTECTED] wrote: ... A local newspaper asked its readers to rank the year's Top 10 news stories by completing a ballot form. There were 10 choices on all but one ballot (i.e. local news, sports news, business news, etc.), and you had to rank those from 1 to 10 without duplicating any of your choices. One was their top pick, 10 their lowest. Only one ballot had more than 10 choices, because of the large number of local news stories you could choose from. I would have thought if you only had 10 choices and had to rank from 1 to 10, then you'd count up all the stories that got the readers' Number One vote and which ever story got the most Number One votes would have been declared the winner. [ ... ] I have read three good responses. I want to mention that what you describe is just like the polls used in college sports, where the coaches or media each vote (coaches do one poll; media do another) for Who is number 1.And they typically do report what you ask for, the number of #1 votes, in addition to the total (which does not have to agree). Thinking of other ratings with rankings: Is it Places rated almanac? - that annually lists numbers for 120 or 250 American cities. They do another simple averaging of ranks, across their 10 or so categories. I remember some public discussion of how arbitrary that was, and how it tends to reward 'consistent mediocrity.' (The first time they did this, Pittsburgh home was near the top, so I have noticed later discussion.) That discussion also pointed out that the results were *usually* not *greatly* different if you chose another weighting system. And the better advice was that any interested person should look at the separate categories, and choose the few that matter to themselves. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
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