Though I would share with the groups a number of items. I was given a
reference on what is called "The unbounded Write-In scale for desirability".
It is a photocopy and the person didn't write the book it came from
(a Marketing Stats book I am certain of).
The instructions given are as follows:
Hi,
Estimation of linear (multivariate) regression with equality constrains
on the coefficients is a well known problem (at least for me). What
about if the constrains are inequalities? More specifically:
Y=Xb+e
s.t.
Qb<=q
where Q is a matrix and q is a vector. (for example Y=b0+b1*X1+b2*X2+e
Mike Stephenson wrote in message ...
>Thanks again for everyone's input. It definitely helped me. I'm an
>engineer, not a statistician and sometimes it shows. :)
>
>I did get a response on another NG, which I think will give me an
acceptable
>way to calculate a correlation coefficient that might
In article <[EMAIL PROTECTED]>,
[EMAIL PROTECTED] (Donald F. Burrill) wrote:
> On 31 May 2000, Vmcw wrote:
> > >>It is 10. I hope, you are talking about Variance Inflation Factor.
> > >>More than 10 indicates severe multicollinearity.
> Thus spake Jin Singh. And someone else (was it Dave Heiser
What about Muirhead's book on multivariate analysis? This is a theoretical
as they come.
"Salem S Reyen" <[EMAIL PROTECTED]> wrote in message
8h4q71$[EMAIL PROTECTED]">news:8h4q71$[EMAIL PROTECTED]...
> Hi,
>
> I'm having hard time locating theoretical multivariate
> statistics books which are pub
Thanks again for everyone's input. It definitely helped me. I'm an
engineer, not a statistician and sometimes it shows. :)
I did get a response on another NG, which I think will give me an acceptable
way to calculate a correlation coefficient that might have a little more
meaning as how good th
[apologies for cross-posting]
NEWS FROM THE CURRENT INDEX TO STATISTICS
A new informational web site has been initiated for the Current Index to
Statistics. Please view it at http://www.statindex.org
(The query web site is still at http://query.statindex.org)
We are pleased to announce the foll
You are doing interesting research, but you should stop believing that
there is a statistical "test" out there that will magically reveal the
stories hidden in your data.
Despite the hype by its proponents I have never been able to use
Correspondence Analysis successfully unless I knew in advance
On 1 Jun 2000 20:26:18 -0700, [EMAIL PROTECTED] (Lance Hoffmeyer) wrote:
> I have collected data using a questionaire with 20 rating scales. The
> respondents were asked to use tick marks to rate the answers so there were
> no anchors. Some people have minimums of '0' and maximums of '10' while
TextSmart is a quite expensive tool and before I purchase it I would
like comments from existing users about this product. Any alternate
(less expensive) product?
Thanks!
Thomas Hayes
Sent via Deja.com http://www.deja.com/
Before you buy.
An interestig book, at least for non statisticians
users, is:
Hair, Anderson, Tatham & Black. 1998.
Multivariate data analysis. Prentice Hall. isbn 0-13-894858-5
@@Jorge
Camacho-SandovalEscuela de Ciencias Agrarias,Universidad
Lance Hoffmeyer wrote:
> I have collected data using a questionaire with 20 rating scales. The
> respondents were asked to use tick marks to rate the answers so there were
> no anchors. Some people have minimums of '0' and maximums of '10' while
> others have minimums of '6' and maximums of '68'
Lance Hoffmeyer wrote:
> I have collected data using a questionaire with 20 rating scales. The
> respondents were asked to use tick marks to rate the answers so there were
> no anchors. Some people have minimums of '0' and maximums of '10' while
> others have minimums of '6' and maximums of '68'
Maybe this one will do :
RENCHER Alvin, Methods of multivariate Analysis. Published in 1995, by
John Wiley and Sohns.
ANyway, I'm not sure it's theoretical enough for your purpose.
Salem S Reyen a écrit:
> Hi,
>
> I'm having hard time locating theoretical multivariate
> statistics books
On 2 Jun 2000, Wen-Feng Hsiao wrote:
> I have no question about the derivation of Expectation and Variance
> for the 1x2 case (finite population with 2 classes) of hypergeometric
> distribution.
Given the sequel, perhaps you should have.
> However, when the problem is augemente
Thanks to Robert Dawson (again), Steve Simon, and Rich
Ulrich for their responses.
What begins to dawn on me is that I might be confusing
residuals (as taken into account when estimating
regression equations or as displayed in the respective
plots after a regression has been estimated) and
unobse
Dear listers,
I have no question about the derivation of Expectation and Variance for
1x2 case (finite population with 2 classes) of hypergeometric
distribution. However, when the problem is augemented to 2x2 case, I have
no clue to find its Expected value and Variance. Suppose we have the
fo
On Thu, 1 Jun 2000, Lance Hoffmeyer wrote:
> I have collected data using a questionnaire with 20 rating scales.
> The respondents were asked to use tick marks to rate the answers so
> there were no anchors.
It may not be possible to answer your query
without more deta
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