Re: Software for robust stats?

2000-04-19 Thread dim.brumath

Minitab is a very good Windows integrated soft with some robust statistics
(non parametrics and robust rebression) and has a powerfull programmation
language (a lot of these macros are avaliable from the net). And moreover...
it's not expensive, even for student :-)) (as I am). But I am not really
sure, as I can see in cited softwares in publications, that Minitab is
recognised but perhaps am I wrong??
For specific utilisations, some soft exists: for exemple by Rouseeuw
PROGRESS for robust regression...

Hope this helps

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DIM
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[EMAIL PROTECTED] a écrit dans le message :
8dj5g7$5er$[EMAIL PROTECTED]
 Hi,

 I'm a grad student in social science. My use of satistics software has
 been limited to SPSS because its simple user interface allowed me to
 easily do some simple non-parametric tests. But now, I am interested in
 trying some resistant analysis techniques I have read about, but they
 don't seem to be included in our lab version of SPSS 9.0.

 I guess I will have to program in the routines myself. If I have to do
 this, are there any suggestions as to which software package would be
 most appropriate to use? I was planning to buy a student version of SPSS
 or SAS, but since I will have to write routines, perhaps it would be
 better for me to stick to what I am familiar with: Maple and Excel.

 Thanks,
 Wendell


 Sent via Deja.com http://www.deja.com/
 Before you buy.




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Re: What's the Mahanalobis distance?

2000-04-19 Thread dim.brumath

It's a good definition for the MD, but for outliers identification MD is not
robust because of masking and swamping phenomena: outliers could have low MD
and high MD means not in each cases outliers. See eg Barnet V, Lewis T.
(1994). Outliers in statistical data. John Wiley and Sons, New-York.,
Rousseew PJ, Leroy AM. (1987). Robust regression and outlier detection. John
Wiley and Sons, New-York. or works about robust distances.

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DIM
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Lorenzo Camprini [EMAIL PROTECTED] a écrit dans le message :
[EMAIL PROTECTED]

 Teo ha scritto nel messaggio...

 Anyone knows in what consist the Mahanalobis distance??
 I have to measure the distance between two histograms...
 

 from the StatSoft website (Glossary):

 "Mahalanobis distance. One can think of the independent variables
 (in a regression equation) as defining a multidimensional space in which
 each observation can be plotted. Also, one can plot a point representing
 the means for all independent variables. This "mean point" in the
 multidimensional
 space is also called the centroid. The Mahalanobis distance is the
distance
 of a case from the centroid in the multidimensional space, defined by the
 correlated
 independent variables (if the independent variables are uncorrelated,
 it is the same as the simple Euclidean distance).
 Thus, this measure provides an indication of whether or not an observation
 is an outlier with respect to the independent variable values."

 Proper citation:
 StatSoft, Inc. (1999). Electronic Statistics Textbook. Tulsa, OK:
StatSoft.
 WEB: http://www.statsoft.com/textbook/stathome.html.

 Lorenzo Camprini
 ===
 computer programmer,
 technical assistant in electronics for computer science
 in a college-level school
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 Email: [EMAIL PROTECTED]






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Re: split half reliability

2000-04-19 Thread Paul R Swank
At 12:55 PM 4/19/00 +1000, you wrote:
>Paul R Swank wrote:
>> 
>> High alpha can be obtained when not all items are highly intercorrelated
>> with all the other items but it requires having enough items. Lack of item
>> homogeneity will certainly be greater problem with short scales.  With
>> respect to the Spearman-Brown, I don't recommend it. I prefer the
>> Guttman-Flanagan split half which is just a special case of alpha for two
>> items.
>> 
>I would agree with everything you've said here, but I still would  press
>you to explain what, exactly, you mean, when you use the term
>"homogeneity".

Item homogeneity means essentially tau equivalent items. That is, each item has expected value of tau plus a constant. Thus, they are all measuring the same construct.

>I'm not familiar with the Guttmann-Flanagan formula, and I'd be  pleased
>if you would describe it.  From your description, it sounds like the
>following:
>rel = 1 - H/T
>where H = sum of the variances of the two split half scores
>T = variance of total test scores.
>Is that correct?

Exactly. The Guttman-Flanagan split half requires the halves to be essentially tau equivalent rather than parallel as the Spearman-Brown correction requires. 
>
>The question I raised earlier about how one splits the scale into halves
>still remains.  And your response raises another question: why do you
>prefer G-F to Sp-Brown?  What is the criterion for "better" here?

Because of its reduced assumptions (essentially tau equivalent halves instead of parallel) means the GF split half is not inflated. That is, GF  SB. They are only equal when the variances of the halves are equal. Again, having essentially tau equivalent halves is somethimes easier to justify than essentially equivalent items.
>
>I'll be away from work for the next eight days, back on Friday 28 April.
>
>Best wishes, thanks for the discussion,
>Paul Gardner
>
>Attachment Converted: "d:\paul\email\attach\Paul.Gardner2.vcf"
>

Paul R. Swank, PhD.
Advanced Quantitative Methodologist
UT-Houston School of Nursing
Center for Nursing Research
Phone (713)500-2031
Fax (713) 500-2033

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density of integral(RV(t)~f(t), 0..T, dt)

2000-04-19 Thread Thomas Peter Burg

Does anyone know if there's an answer to the following problem:

I'm given a function of time Y(t), with the property that all values of
Y are
random variables which are drawn from a time dependent distribution with

known time dependent density f(t). I.e. the probability that Y(t)x is
Integral(f(t),-inf..x,dt):

d/dx P( Y(t)  x ) = f(t)

With these facts given, is there anything that can be said about the
distribution of

Integral(Y(tau), 0..t, dtau) ??

or its density function?

Is there a nice expression for that in terms of the known density f(t)
in
general?
or maybe with specific assumptions about f? (E.g. Gaussian with mean(t)
and
var(t))

I'd greatly appreciate answers to any of these questions or any
references
that might deal with this problem.

Thanks,

Thomas Burg
Dept. of Physics,
Swiss Federal Institute of Technology

[EMAIL PROTECTED]




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Using ANOVA or Regression to analyze ordinal data?

2000-04-19 Thread Wen-Feng Hsiao

Dear all,

I am confused by the following question:

The 5-point scale is obvious ordinal scale, while the bipolar scale can 
be interval scale. However, we usually use analyses such as ANOVA, 
Regression, etc. to analyze the collected 5-point data. Is there any 
reasoning behind it? Please indicate me references, if possible. 

Thanks for your help!

Wen-Feng


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density of integral(RV(t)~f(t), 0..T, dt)

2000-04-19 Thread Jon Cryer

Can't be done without knowledge of the joint distributions of
Y(t1), Y(t2),..., Y(t).

Jon Cryer

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Date: Wed, 19 Apr 2000 16:46:32 +0200
From: Thomas Peter Burg [EMAIL PROTECTED]
Organization: University of Illinois at Urbana-Champaign
Reply-To: [EMAIL PROTECTED]
Subject: density of integral(RV(t)~f(t), 0..T, dt)
Sender: [EMAIL PROTECTED]
Precedence: bulk

Does anyone know if there's an answer to the following problem:

I'm given a function of time Y(t), with the property that all values of
Y are
random variables which are drawn from a time dependent distribution with

known time dependent density f(t). I.e. the probability that Y(t)x is
Integral(f(t),-inf..x,dt):

d/dx P( Y(t)  x ) = f(t)

With these facts given, is there anything that can be said about the
distribution of

Integral(Y(tau), 0..t, dtau) ??

or its density function?

Is there a nice expression for that in terms of the known density f(t)
in
general?
or maybe with specific assumptions about f? (E.g. Gaussian with mean(t)
and
var(t))

I'd greatly appreciate answers to any of these questions or any
references
that might deal with this problem.

Thanks,

Thomas Burg
Dept. of Physics,
Swiss Federal Institute of Technology

[EMAIL PROTECTED]




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   _
- | \
Jon Cryer[EMAIL PROTECTED]   (   )
Department of Statistics http://www.stat.uiowa.edu\  \_ University
 and Actuarial Science   office 319-335-0819   \   *   \ of Iowa
The University of Iowa   dept.  319-335-0706\  / Hawkeyes
Iowa City, IA   52242FAX319-335-3017 | )
- V



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Re: Software for robust stats?

2000-04-19 Thread Eric Zivot

In article 8dj5g7$5er$[EMAIL PROTECTED], wende598@my-
deja.com says...
 Hi,
 
 I'm a grad student in social science. My use of satistics software has
 been limited to SPSS because its simple user interface allowed me to
 easily do some simple non-parametric tests. But now, I am interested in
 trying some resistant analysis techniques I have read about, but they
 don't seem to be included in our lab version of SPSS 9.0.
Splus (www.mathsoft.com) has many robust techniques and 
they have a new beta library on usable robust methods. ez


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amigos-ML: Teste - Para apagar !

2000-04-19 Thread Alexandre Martins Lima

__

"Alexandre Martins Lima" [EMAIL PROTECTED] Wrote:
___
Teste

---
* Mailing list dos amigos
* Para receber informações da lista envie uma mensagem para [EMAIL PROTECTED]
* Com o comando help no corpo da mensagem


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Re: Using ANOVA or Regression to analyze ordinal data?

2000-04-19 Thread Rich Ulrich

On 19 Apr 2000 16:30:07 GMT, [EMAIL PROTECTED] (Wen-Feng
Hsiao) wrote:

 The 5-point scale is obvious ordinal scale, while the bipolar scale can 
 be interval scale. However, we usually use analyses such as ANOVA, 
 Regression, etc. to analyze the collected 5-point data. Is there any 
 reasoning behind it? Please indicate me references, if possible. 

If a 5-point scale was created or adapted for a study with any
attention to detail, then it will be pretty close to "equal interval"
by intention, and probably by result.

If a scale has only 5 points, then there will be a whole lot of ties
when you apply the rank-order transformation.  If you read your
statistical texts closely, you will see that they raise some doubts
about using ranks when there are ties.  Agresti has a good example of
alternative, competing scorings for a few derived categories, in each
of his books on categorical analyses.

I think you have been exposed to the prejudices of a few
Experimentalists in psychology and education, who were
overly-impressed--for a little while, about 30 or 40 years ago--with
the miracles of "nonparametric analyses which don't need any
assumptions!"   A 5-point scale happens to be "ordinal" which is a
word that impressed a few people; but it is not well suited to
rank-transforming (the ad-hoc solution for ties is not great).

There were few (no?) credible sources that ever recommended ranking
the 5-point scores, as far as I know--and I have asked about this
before.  So, statisticians have not considered the question especially
noteworthy.   (And, I am curious, Do recent Experimental Design texts
say anything?)

-- 
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html


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effect size

2000-04-19 Thread dennis roberts

is there a standard error ... for an effect size?

as an example ... say you were looking at differences between means between 
control and treatment ... and, the effect size came out to be ... for sake 
of argument ... .3 ... in favor of the treatment

is there (in this case) some standard error ... that could be used to judge 
this value in terms of sampling error? and if so, how would one go about 
calculating it?



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power and what it says

2000-04-19 Thread dennis roberts

let's say that one designs a simple experiment about the effectiveness of a 
weight change program ...

you set your sights on a power of .7 ... (beta therefore being .3) ... 
select a two tailed alpha of .05 ... because the situation is such that 
this program could actually make you gain weight  though you hope that 
it will help you lose weight

now, let's assume that you want to detect an effect of 3 pounds ... either 
gain or loss ... and you therefore go about estimating the n needed to 
achieve this goal of being able to reject the null with a p of .7 ... if in 
fact the null is not true ... and the gap between the null and the center 
of the treatment effect distribution being 3 ...

now, what if you execute your study rigorously with the n you estimated you 
would need ... and then reject the null with a p = .02 (for illustration 
purposes only) ... at the moment, don't worry if it is a gain or loss ... 
just that you reject the null

here is my question (you were wondering when i would get to it, right?)

WHAT CAN WE SAY, BASED ON THIS REJECTION OF THE NULL, about the treatment 
effect being 3 lbs OR more ... ?

what confidence do we have that the treatment effect is AT LEAST 3 lbs?



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Early bird registration-StatHealth Conference

2000-04-19 Thread Biostat Research Group

Our sincere apologies for cross posting!  Thank-you.
---
This is a reminder for an early bird registration for the
   
 STATISTICS AND HEALTH CONFERENCE,
June 11-13, 2000, Edmonton, Canada.

DEADLINE FOR REGISTRATION AND HOTEL ACCOMMODATION:
May 1, 2000  =

REGISTRATION DETAILS are available directly from:
http://www.stat.ualberta.ca/~brg/conference/registration.html

MAJOR THEMES INCLUDE:
Spatial mapping and small area estimation
Meta analysis and errors in estimation
Genetic Epidemiology and Methods
Cost, Cost effectiveness and decision analysis
Hierarchical models: New developments
Correlated data in health research

INVITED SPEAKERS:
Professor Bradley Efron (Stanford); Professor M. Daniels (Iowa State).
Professor Lawson (Aberdeen); Professor K-Y Liang (Johns Hopkins);
Professor C. McCulloch (Cornell); Professor S-L Normand (Harvard);
Professor JNK Rao (Carleton); Professor L. Waller (Emory);
Professor K. Morgan (McGill); Professor S. Walter (McMaster);
Professor C. Dean (Simon Fraser); Professor C. Gatsonis (Brown);
Dr. J. Gentleman (NCHS); Professor S. Bull (Toronto);
Professor S. Greenland (UCLA); Professor P. Heagerty (Washington);
Professor Moher (Ottawa); Professor H. Bryant (Calgary);
Professor J. Berlin (Pennsylvania); Professor W. Manning (Chicago);
Professor MC Wang (Johns Hopkins).

FOR OTHER DETAILS, SEE:
http://www.stat.ualberta.ca/~brg/conf.html

==
Biostatistics Research Group,
Statistics Centre, Mathematical Sciences
632 Central Academic Bldg.
University of Alberta
Edmonton, AB, T6G 2G1

Webpage: http://www.stat.ualberta.ca/~brg
Tel: 780-492-3396Fax: 780-492-6826
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Re: density of integral(RV(t)~f(t), 0..T, dt)

2000-04-19 Thread Herman Rubin

In article [EMAIL PROTECTED],
Thomas Peter Burg  [EMAIL PROTECTED] wrote:
Does anyone know if there's an answer to the following problem:

I'm given a function of time Y(t), with the property that all values of
Y are
random variables which are drawn from a time dependent distribution with

known time dependent density f(t). I.e. the probability that Y(t)x is
Integral(f(t),-inf..x,dt):

d/dx P( Y(t)  x ) = f(t)

With these facts given, is there anything that can be said about the
distribution of

Integral(Y(tau), 0..t, dtau) ??

or its density function?

With the information given, all that can be stated is that
the expected value of the integral is the integral of the
expected value.

The Y(t) had better be independent, or if the integral 
makes sense, it is going to be a constant almost surely.
So to do anything with the distribution, it will be 
necessary to know the nature of the dependence.

Is there a nice expression for that in terms of the known density f(t)
in
general?
or maybe with specific assumptions about f? (E.g. Gaussian with mean(t)
and
var(t))

One also would need the covariance cov(t,u).  If there
is a reasonable amount of measurability, the variance
of the integral is the double integral of the covariance
function.

If the joint distributions are normal, the integral will
also be normal.  But one still needs the covariance 
function, not just the variances.

However, for general distributions, more information is
needed to do anything about the distribution.  Simple
answers are not always forthcoming.
-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054   FAX: (765)494-0558



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