Hello,

I haven't found errors in your code. I implemented the test in the paper (the first, fixed symetric mean) and it also gives me zero Type I errors, when alpha = 0.05. Try to see the value of min(pv) or to plot the histogram of 'pv', hist(pv) and you'll see that there are no significant p-values, at that level.

Anyway I'll continue to look at it, but my first impression is that there is something wrong somewhere and it doesn't seem to be in following the formulae.

Rui Barradas

Em 07-07-2012 04:26, Agnes Ayang escreveu:
Actually this r code is for my final year project paper..if this code
cannot give the correct answer which is between 0.025 and 0.075, i canot
obtain the result for my project paper. I have tried 3 times to sent
this programme to the r help but till now there is no answer whether the
r help already received my programe or not.

On Sat, Jul 7, 2012 at 12:34 AM, Rui Barradas <ruipbarra...@sapo.pt
<mailto:ruipbarra...@sapo.pt>> wrote:

    Hello,

    Why me? You haven't written to R-help, to one (or more?) R-helper, why?

    I'm going to look at it with more attention today and during the
    weekend because:

    1. The paper you include a link to is very readable;
    2. Your code works without changes, a very, very strong point to you;
    3. It doesn't seem like homework, but if it is, you have made a
    visible effort.
    4. Finally, your code is also very readable, well organized.

    Starting with this last point, some immediate notes.

    1. Put spaces before and after =, +, *, etc.
    2. To assign a value use '<-' not '=', the equal sign is reserved to
    pass parameters to functions.

    Anyway, I'll look at it, and I'm curious, why me?

    Rui Barradas

    Em 06-07-2012 08:41, agnes.ay...@gmail.com
    <mailto:agnes.ay...@gmail.com> escreveu:

        rDear Mr Rui Baradas,

        Hello...i want to find the empirical rate for type 1 error using
        fixed trimmed mean.  To make it easy, i'm referring to journal
        given by this website:
        
http://www.academicjournals.__org/ajmcsr/PDF/pdf2011/Yusof%__20et%20al.pdf
        
<http://www.academicjournals.org/ajmcsr/PDF/pdf2011/Yusof%20et%20al.pdf>.
        I already run the programme and there is no error in it but i
        got zero for the empirical rate of type 1 error. The empirical
        rate for the type 1 error given in the journal should lied
        between 0.025 and 0.07. Below is my programme. Hope you can help
        me. Thank you.

        ## use for data transformation
        g=0
        h=0

            w<-a*exp(h*a^2/2)
            x<-b*exp(h*b^2/2)
            y<-c*exp(h*c^2/2)
            z<-d*exp(h*d^2/2)

        g=0.5 and h=0
        g=0.5 and h=0.5

        w<-(exp(g*a)-1)/g*(exp((h*a^2)__/2))
        x<-(exp(g*b)-1)/g*(exp((h*b^2)__/2))
        y<-(exp(g*c)-1)/g*(exp((h*c^2)__/2))
        z<-(exp(g*d)-1)/g*(exp((h*d^2)__/2))

        ##############FIXED SYMMETRIC TRIMMED MEAN#############
        asim<-5000
        pv<-rep(NA, asim)
        for(j in 1:asim)
        {
        print(j)
        set.seed(j)
        n1=15
        n2=15
        n3=15
        n4=15
        miu=0
        sd1=1
        sd2=1
        sd3=1
        sd4=1

        a=rnorm(n1,miu,sd1)
        b=rnorm(n2,miu,sd2)
        c=rnorm(n3,miu,sd3)
        d=rnorm(n4,miu,sd4)

        ## data transformation
        g=0
        h=0

            w<-a*exp(h*a^2/2)
            x<-b*exp(h*b^2/2)
            y<-c*exp(h*c^2/2)
            z<-d*exp(h*d^2/2)

        mat1<-sort(w)
        mat2<-sort(x)
        mat3<-sort(y)
        mat4<-sort(z)

        alpha=0.15
        k1=floor(alpha*n1)+1
        k2=floor(alpha*n2)+1
        k3=floor(alpha*n3)+1
        k4=floor(alpha*n4)+1

        r1=k1-(alpha*n1)
        r2=k2-(alpha*n2)
        r3=k3-(alpha*n3)
        r4=k4-(alpha*n4)

        ## j-group trimmed mean

        e1=k1+1
        f1=n1-k1

        e2=k2+1
        f2=n2-k2

        e3=k3+1
        f3=n3-k3

        e4=k4+1
        f4=n4-k4

        trim1=1/((1-2*alpha)*n1)*(sum(__mat1[e1:f1]) +
        r1*(mat1[k1]+mat1[n1-k1+1]))
        trim2=1/((1-2*alpha)*n2)*(sum(__mat2[e2:f2]) +
        r2*(mat2[k2]+mat2[n2-k2+1]))
        trim3=1/((1-2*alpha)*n3)*(sum(__mat3[e3:f3]) +
        r3*(mat3[k3]+mat3[n3-k3+1]))
        trim4=1/((1-2*alpha)*n4)*(sum(__mat4[e4:f4]) +
        r4*(mat4[k4]+mat4[n4-k4+1]))

        ## sample winsorized mean
        x1=(1-r1)*mat1[k1+1]+r1*mat1[__k1]
        x2=(1-r2)*mat2[k2+1]+r2*mat2[__k2]
        x3=(1-r3)*mat3[k3+1]+r3*mat3[__k3]
        x4=(1-r4)*mat4[k4+1]+r4*mat4[__k4]

        u1=(1-r1)*mat1[n1-k1]+r1*mat1[__n1-k1+1]
        u2=(1-r2)*mat2[n2-k2]+r2*mat2[__n2-k2+1]
        u3=(1-r3)*mat3[n3-k3]+r3*mat3[__n3-k3+1]
        u4=(1-r4)*mat4[n4-k4]+r4*mat4[__n4-k4+1]

        win1=1/n1* (sum(mat1[e1:f1])+k1*(x1+u1))
        win2=1/n2* (sum(mat2[e2:f2])+k2*(x2+u2))
        win3=1/n3* (sum(mat3[e3:f3])+k3*(x3+u3))
        win4=1/n4* (sum(mat4[e4:f4])+k4*(x4+u4))

        ## g-winsorized sum of squared deviations

        ssd1=sum((mat1[e1:f1]-win1)^2) + k1*((mat1[k1+1]-win1)^2 +
        (mat1[n1-k1]-win1)^2)
        ssd2=sum((mat2[e2:f2]-win2)^2) + k2*((mat2[k2+1]-win2)^2 +
        (mat2[n2-k2]-win2)^2)
        ssd3=sum((mat3[e3:f3]-win3)^2) + k3*((mat3[k3+1]-win3)^2 +
        (mat3[n3-k3]-win3)^2)
        ssd4=sum((mat4[e4:f4]-win4)^2) + k4*((mat4[k4+1]-win4)^2 +
        (mat4[n4-k4]-win4)^2)

        ## calculate f statistic

        J=4
        h1=n1-2*floor(alpha*n1)
        h2=n2-2*floor(alpha*n2)
        h3=n3-2*floor(alpha*n3)
        h4=n4-2*floor(alpha*n4)

        H=h1+h2+h3+h4

        xt=(h1*trim1+h2*trim2+h3*__trim3+h4*trim4)/H

        num= ((trim1-xt)^2+(trim2-xt)^2+(__trim3-xt)^2+(trim4-xt)^2)/(J-__1)
        denom= (ssd1+ssd2+ssd3+ssd4)/(H-J)

        ft=num/denom
        pv[j]=1-pf(ft,(J-1),(H-J))
        }
        mean(pv<0.05)




______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Reply via email to