ose 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
=
various reasons, our smallest
p-level for reporting is usually 0.001.
>
> Am I being over-scrupulous here? Am I not even asking the right
> question? Thanks for any enlightenment.
>
> (If you send me an e-mail copy of a public follow-
On Sun, 30 Dec 2001 18:07:16 -0500, [EMAIL PROTECTED] (Stan Brown)
wrote:
> Rich Ulrich <[EMAIL PROTECTED]> wrote in sci.stat.edu:
[ ... ]
RU > > We should
> >not overlook the chance to teach our budding statisticians:
> >*Always* pay attention to the distinction b
do you think is better in my
> case??
...
Other that statistical?
- Being familiar; being logically inherent; being brief...
Occam's razor goes something like this,
"Do not unnecessarily multiply entities in an explanation."
--
Rich Ulrich, [EMAIL PROTEC
tty useless, unless,
for instance, you were in a bad state where (say) 90% of all
errors were one kind, so you were trying to bring that one
sort down.
Hope this helps.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
===
No! Wait! It was backwards
of that -- the authors (so it seemed in the news item) concluded
that Winners should go on to be more successful... but die younger.
And further speculation. My interest faded before I looked it all up.
--
Rich Ulrich, [EMAIL PROT
l probably end up talking
about the log of the Odds Ratio for each week.
Among other advantages, it has this one that you mention:
When you back-transform, the CIs are never improper.
The logit is < log( p/(1-p) ) >
You can't compute LOG if the survivorship is ever 0 or 100%.
On Thu, 10 Jan 2002 12:00:06 +0100, "Jos Jansen"
<[EMAIL PROTECTED]> wrote:
>
> "Rich Ulrich" <[EMAIL PROTECTED]> wrote in message
> [EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> > On Wed, 09 Jan 2002 08:33:41 GMT, [EMAIL PROTECTED]
>
e original sample was small enough that
the apparent difference in ORs was not impressive.
--
RIch Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Instructions for joining and leaving this list, remarks about t
. You could go to stat-web pages of people who
answer questions in the stat-groups, and look for references and
links to references.
Hope this helps.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Ins
or elsewhere.
It seems to me that I found a statistics journal produced by ETS
when I was looking up references for scaling, a year or so ago.
But I don't remember that for a fact.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
h a
> precise statement regarding this result? (If it helps, I have obtained
> Gumbel's "Statistics of Extremes" to see if it's buried in there, but so far
> haven't found it. Page number?)
>
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.htm
ntiles' -- That (I think)
gets you a test like the Shapiro-Wilks which is a fine test for
normality when you compare correlations across a range of
deviant samples. I don't remember its analog being used
for testing between theoretical CDFs; and I suspect it is inferior
to other ap
not a magical formula that makes a stupid-looking
answer come out to be correct.
If this still seems confusing, borrow a book or two on
experimental design and spend time on the earliest chapters.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
===
these
conditions happen at the same time, for pairs of variables),
then gross confounding exists.
Hope this helps.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Instructions for joining and leaving t
in various applications.
Your comparison of link functions sounds familiar, for instance.
Here is one link I found by searching on
< BIC "information criterion" > ,
http://www.saam.com/faq/saam2/right.html
(I keep forgetting how to spell AKAIKE.)
--
Rich Ulrich, [EMAIL PROTECTED]
r2))?
>
Var(A+B) = Var(A) + Var(B)for A,B independent;
and
Var(kA) = k^2 Var(A)
Right? The SE is the SD of the mean,
so you have the terms you need.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
==
.., I estimate blindly ...) that
does not require a statement of that method, but if you
know nothing of regression, etc., you won't recognize
the statement when it appears.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
can do McNemar's test on the two categories,
to show whether one was endorsed more than the other.
Et cetera. (There is also a multiple category test, but
I am not sure whether it would fit.)
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
===
r's in order to judge confounding, in either direction.
I don't know of a regression statistic that directly tells me that;
maybe I should create one.)
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
==
s, something is wrong, if that is really what you have.
If you have more question, copy some output for us;
send some set-up lines; and mention what program.
Also, you posted many, many lines of HTML;
please turn off that option if you can figure out how.
--
Rich Ulrich, [EMAIL PROTECTED]
http:
On 18 Jan 2002 16:55:11 -0800, [EMAIL PROTECTED] (Wuzzy) wrote:
> Rich Ulrich <[EMAIL PROTECTED]> wrote in message
>
> Thanks Rich, most informative, I am trying to determine a method of
> comparing apples to oranges - it seems an improtant thing to try to
> do, per
appropriate to 'assign' each item to the
factor where its loading is greatest, thus using each item just
once in the overall set of several derived factors. (For a set
of items where many items were new and untested, it can
be appropriate to discard some of items -- where the loadings
you have done "50% trimming."
Trimming by 5% or 10% reportedly works well for your
measures of 'central tendency', so long as you *know*
that the extremes are not important.
I don't know what it is that you refer to as 'enterprise data.'
--
Rich U
ss and the accuracy of F,
for any measure of accuracy.
I think I would find it interesting to see some Monte Carlo
experiments. I think those should start with specific classes
of distributions, and specific ranges for their parameters, and
plot their 'accuracies' against the observed
Postmaster,
Would you please tell your User that they have to
stop sending their daily message to Usenet Newsgroups.
Below are the headers, and the contents of what was
received today, at sci.stat.edu.
Rich Ulrich, [EMAIL PROTECTED]
== headers and message (raw plus HTML plus encoded)
Path
On Thu, 31 Jan 2002 10:37:13 -0500, Rich Ulrich <[EMAIL PROTECTED]>
wrote:
> Postmaster,
> Would you please tell your User that they have to
> stop sending their daily message to Usenet Newsgroups.
>
> Below are the headers, and the contents of what was
> receive
s, where none of the individual coefficients (which
measure 'partial' effects) will be important.
- look up subjects like, "interpreting (partial) coefficients"
and discover how awkward that is.
Hope this helps.
--
Rich Ulrich, [EMAI
ere only 67 for <"statistics practice problems">,
some of them designed for a particular class's test.
Quick inspection shows that the latter two words should be
promising. nets 7420, so
you might be able to select topics within those.
--
Rich Ulrich, [EMAIL PROTECTED]
ht
you through analyses, step by step.
If you insist on asking like this, I suggest that you
cut-and-paste some computer output; or e-mail
the full dataset to your eventual e-mail helper.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
===
ere is
not much gain using Ridge if you avoid suppressor relationships
from the start -- all those cases where a beta is the opposite sign
from its zero-order beta.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
estion -- and my background thoughts of 1000-generation,
simulation analyses in genetic model ling -- makes me think of
something I saw years ago, called 'perturbation analyses'.
Try Google, or try us again with additional detail.
Hope this he
re sparse, and argue that it makes
no important difference, right?
I don't know of particular references for what I have been
talking about, but "unbalanced data" might help your search.
And you could try us with more detail, if
review, but those should lead you
to whatever is available.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE M
might
take more time to check the total accuracy than it would
to start from scratch.
Can you re-import your data from Excel? That sounds safe,
even if you create it in Excel by exporting from 4.0.
--
Rich Ulrich, [
rther information-> You could search the last few months
of posts in sci.stat.* usinggroups.google.com and look for
'confounding' or 'masking'; and there might be something
more in my own stats-faq.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
===
ge contained the (aptly named)
http://franz.stat.wisc.edu/~rossini/courses/intro-nonpar/text/Specifications_for_the_Ansari_Bradley_Test.html
I suggest repeating the search. That also eliminates the "pasting"
problem if your reader has broken the long URL into two lines.
--
Rich Ulrich,
quot;The Advanced Theory
of Statistics" could occupy you for a while.
Or look in the same section of the library as K&S;
or whatever sources you have liked before.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
===
ase that it would hurt us ...
> and, i can't really think of cases where doing the overall F test helps us ...
>
But, Dennis, I thought you told us before,
you don't appreciate "hypothesis testing" ...
I thought you could not th
were collected, or how they arise.
If the shapes of distributions are not similar, then
rank-transformation is not reliable or robust for 'superiority.'
You can compute some Robust tests, such as the 2x2 contingency
test, which may be based on median split or wha
imation* (which may not be very good).
(I think I would never trust 'exact procedures' that may
have been designed for unequal N, generically.)
Personally, I try to do important tests and avoid Bonferroni.
--
Rich
teresting,
if you really have a large enough N that the actual coefficients
are interesting (mine usually are not).
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Instructions for joining and leaving
s SD/sqrt(N)".
That is confusing enough.
I hope this makes your sources clear.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Instructions for joining and leaving this list, remarks about the
problem
ime as'
(not, 'after') the main effects.
I've always done this in SPSS (6.1 and earlier) with
ANOVA vara by grps(1,4) with covar/
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
sleading choice of plotting something-or-other.
The bars are an apparent picture of something greater
than R^2 of 2% -- so I am sure they don't represent *that*
relationship in a proper way.
My tentative conclusion is that your 2% effect really
is a small one; it should be difficult to dis
lmost what it looks like when
you start with matrix routines, in SPSS or R or
various specialty programs. You do have to speak the
language of matrices, so you know when it is, that
you want to get an eigenvector; and what to do with it.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pit
w* you did badly, you could write
yourself a failing grade -- based on guilt-feelings rather
than on data -- and change the limits without ever
testing whether there is a real problem.
--
Rich Ulrich, [EMAIL PROTECTED]
http
ndent'?
Anything that makes any pattern, at all, is 'dependent.'
So there is an infinite variety of tests conceivable.
So the *useful* test is the one that avoids 'Bonferroni correction,"
because it is the
vague blotches would not be the
best to detect sharp spots, and that would be different
from detecting lines.
As I wrote before ,
> >
> > So there is an infinite variety of tests conceivable.
> > So the *useful* test is the one that avoids 'Bonferroni correction,"
lipnewnames= judge.
formats russia to japan(F2.0).
listall.
subtitle'Spearman' is the Pearson corr.
compute ranked= $casenum.
nonpar corr vars= russia to japan ranked /print=both.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.
ferences with
arguments *against* using ORs. I looked up a couple
and did not find them impressive, but you can probably
find them by searching sci.stat.*with groups.google.com .
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
MAIL PROTECTED] Please remove the
> "REMOVETHIS" string from the email address to get my real one. It's an
> anty-spam measure. I apologize for any inconvenience that it causes to
> you.
- no inconvenience; I won'
ics with Likert-scaled items.
I am curious as to what more recent endorsements might exist,
in any textbooks at all, or in papers by statisticians.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Inst
is not consistent with what I think of as kurtosis, but I guess
I have not paid attention to kurtosis at all, once I know that
skewness is extraordinary.
Categorizing the values into a few categories labeled,
"none, almost none, " is one way to convert your scores.
If those l
On 27 Feb 2002 14:14:44 -0800, [EMAIL PROTECTED] (Dennis Roberts) wrote:
> At 04:11 PM 2/27/02 -0500, Rich Ulrich wrote:
>
> >Categorizing the values into a few categories labeled,
> >"none, almost none, " is one way to convert your scores.
> >If those lab
nd get over the problem of non-normality. Please
> do give references if you are replying.
> Thanks.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
=
Instructions for joining and leaving this list, remarks
siduals, but
> not the normality of raw scores. So does it help at all to use robust
> regression in this situation. Any help will be appreciated.
Go ahead and do it if you want.
If someone asks (or even if they don't), you can tell
them that robust regression gives exactly the same re
s
> the data
[ snip, rest]
Looks to me like it might be reasonable to re-sort and re-score
the speed as reciprocal, "questions per hour" -- instead of
the original, hours per question. That emphasizes something
you (perhaps) omitted: some tests at the end were incomplete.
Also, Q/H
On 28 Feb 2002 07:37:16 -0800, [EMAIL PROTECTED] (Brad Anderson)
wrote:
> Rich Ulrich <[EMAIL PROTECTED]> wrote in message
>news:<[EMAIL PROTECTED]>...
> > On 27 Feb 2002 11:59:53 -0800, [EMAIL PROTECTED] (Brad Anderson)
> > wrote:
BA > > >
> >
401 - 459 of 459 matches
Mail list logo
