Re: zero variance in a pair of ANOVA means
Keeping in mind that it's a textbook, I suspect that the authors were just trying to keep the numbers of numbers small. All replicates within a cell having the same value is rather rare in practice. However, the greater question appears to be that of violating the assumption of homogeneity of variance. ANOVA is robust against such violations when the cell sizes are equal... WBW __ William B. Ware, Professor and Chair Educational Psychology, CB# 3500 Measurement, and Evaluation University of North Carolina PHONE (919)-962-7848 Chapel Hill, NC 27599-3500 FAX: (919)-962-1533 http://www.unc.edu/~wbware/ EMAIL: [EMAIL PROTECTED] __ On Wed, 13 Dec 2000, Gene Gallagher wrote: The textbook I'm using this semester presents a 2-factor ANOVA problem (3 levels of each factor) in which two of the 9 groups have zero variance (identical observations for two replicates). Levene's test indicates significant departure from homoscedasticity (this may not be known to the authors of the text who provide the solution as if there were no problems with homogeneity of variance). Is there ever a case when you can trust the ANOVA results despite violations of homoscedasticity like this? Obviously, no transformation is appropriate and the non-parametric ANOVAs aren't good at handling interaction effects (at least not Friedman). -- Eugene D. Gallagher ECOS, UMASS/Boston Sent via Deja.com http://www.deja.com/ = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ = = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Multivariable regression
Dear junk, Such a task is indeed accomplished in Excel easily. You have to just remember that it's a spreadsheet, and there are certain ways that spreadsheets operate, and that's the key to the solution. I would tell you more, but it would be horrible if by doing so I facilitated a student's cheating. Identify yourself, sir/madame, and if yours is a legitimate request, I'll write more. ZT - Original Message - From: junk [EMAIL PROTECTED] To: [EMAIL PROTECTED] Sent: Wednesday, December 13, 2000 1:29 AM Subject: Multivariable regression Can anyone direct me to an Excel wizard or, if none is available, a formula to do the following. Note I do not have access to Maple, Matlab, Mathematica or any other statical or engineering software. Why I am trying to do is come up with a simple method of doing a multivariable (multidimensional ?) least squares approximation. How could I easily create: Y = (a1*A^4 + b1*A^3 . e1*A + f1) + (a2*B^4 .. + f2) + (a3*C^4 +.+f3) Note that basic regression will not work in the real problem. Need multiple exponents* from the data below: AB CY paint engine amenities price 0.1 1 6$1000 0.1125 1200 0.1413 1150 0.1625 1200 0.2 14 3000 0.201 45 2700 0.3 2 3 4000 0.334 7 3500 0.351 4 6000 0.4 2 6 4650 0.413 4 4400 0.4243 4750 0.4415 5360 0.4513 7500 0.6 33 7400 0.8 25 7700 0.872 6 8500 0.883 5 9000 Basically, I would like to create a formula for a price estimator based on three input variables and one output (price). I am hoping to do something quick and simple in Excel. Any help would be appreciated. thanks, Nathan = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ = = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: zero variance in a pair of ANOVA means
though you have not indicated the kind of data you are referring to ... nor treatments, etc. ... if the ns are decent in each group ... i would seriously question the design ... or data collection process ... IF you had NO within group variance AT all ... in ANY group ... when you collect data in a design like you refer to, you have to ask yourself: how is it possible that i can "test" a within group ... with some data collection instrument ... and have each and every value in the group be identical? THAT i think is a more serious problem At 12:24 AM 12/13/00 +, Gene Gallagher wrote: The textbook I'm using this semester presents a 2-factor ANOVA problem (3 levels of each factor) in which two of the 9 groups have zero variance (identical observations for two replicates). Levene's test indicates significant departure from homoscedasticity (this may not be known to the authors of the text who provide the solution as if there were no problems with homogeneity of variance). Is there ever a case when you can trust the ANOVA results despite violations of homoscedasticity like this? Obviously, no transformation is appropriate and the non-parametric ANOVAs aren't good at handling interaction effects (at least not Friedman). -- Eugene D. Gallagher ECOS, UMASS/Boston Sent via Deja.com http://www.deja.com/ = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ = = dennis roberts, educational psychology penn state university, 208 cedar building university park, pa USA 16802 ... AC 8148632401 [EMAIL PROTECTED] ... http://roberts.ed.psu.edu/users/droberts/drober~1.htm = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Radon-Nikodym derivative?
Hi! In the book "Hidden Markov Models " of Elliot,Aggoun, Moore the Radon-Nikodym derivative is excessively used. Can someone point me to the literature where this theorem is well defined and explained. Thanks in advance. Gökhan -- Gökhan BakIr Insitute of Robotics and Mechatronics German National Research Institute for Aero and Space 82234 Oberpfaffenhofen Tel: + 49-8153 - 28 2440 ICQ : 82040497 www.fastray.de = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Review a sample issue of the Journal of Applied Spectroscopy (eu24)
* To have your name removed from this mailing list, please ADD the word REMOVE to the subject heading and return this email to - [EMAIL PROTECTED] We apologize if we have caused you any inconvenience. * Franklins International provides academics, scientists and research workers, with an opportunity to receive, without obligation, free up-to-date information on new books, journals, online databases, CDROMS etc - published by the world's leading information publishers. Below you will find information on the Journal of Applied Spectroscopy published by the Society of Applied Spectroscopy (USA). We will be happy to send you - without obligation - the address on the Internet (URL) where you will be able to see the table of contents of the latest issues and abstracts of the articles AND/OR you may request a free sample copy of the journal in print form. In order to receive the URL or a free sample issue, please complete the form below and return this email - in full - to us. Thanking you in advance, Franklins Applied Spectroscopy is a peer-reviewed, international journal of spectroscopy and the official publication of the Society for Applied Spectroscopy. Content includes scientific articles covering new research results and novel applications in the areas of atomic and molecular spectroscopy. Applied Spectroscopy is a leading scientific journal focusing on all areas of spectroscopy with many articles looking at the interface between various fields. For more then 50 years, Applied Spectroscopy has been providing the scientific community with cutting edge research papers by many of the top spectroscopists in the world. The research that is published in this journal impacts applications in analytical chemistry, materials science, biotechnology, and chemical characterization. The quality of this internationally recognized, peer-reviewed journal is top notch. Statistics from SCI's Journal Citation Reports for the most recent years available show Applied Spectroscopy produced impact factors of 1.848 and 1.917 for 1997 and 1998 respectively. This factor is the number of times that recent articles in the journal were cited during the year in question. Additionally, SCI ranks Applied Spectroscopy #2 in the world for journals in the Instruments and Instrumentation Subject category for both 1997 and 1998 * To: FRANKLINS - [PLEASE FILL IN ALL THE FIELDS IN THE FORM] I would like to receive, without obligation: [ ] the URL of this journal on the Internet. OR [ ] a FREE sample issue of this journal in print form. OR [ ] both the above - i.e. a sample issue in print form and the URL The following keywords describe my specific fields of interest: 1. 2. 3. 4. PLEASE SEND MY FREE SAMPLE COPY TO Name: Position: Dept. University/College/Institution: Address: City State/Zip Country: Telephone: Fax: . Steve Franklin PubText International POB 54 Gan Yavne 70800 Israel. http://go.to/pubtext = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Multivariable regression
In Excel have a column for Y as the dependant variable and 12 columns for A..A^4, B..B^4, C..C^4 as the independent variables. Run the regression tool and it will give you the result you want. However, when I tried it on the data below the process did not work as the matrix was singular. In any case 13 parameters is a lot to obtain from only 18 points and is nearly deterministic rather than least squares, so I tried just A, B C as independent variables. This showed that Y did not depend on B but mainly on A with a small effect from C. The correlation was 90%. A second run with A, A^2, B, B^2 , C and C^2 showed Y a function of A and A^2 only, with a correlation of 95%. In article 91715h$sbv$[EMAIL PROTECTED], junk [EMAIL PROTECTED] writes Can anyone direct me to an Excel wizard or, if none is available, a formula to do the following. Note I do not have access to Maple, Matlab, Mathematica or any other statical or engineering software. Why I am trying to do is come up with a simple method of doing a multivariable (multidimensional ?) least squares approximation. How could I easily create: Y = (a1*A^4 + b1*A^3 . e1*A + f1) + (a2*B^4 .. + f2) + (a3*C^4 +.+f3) Note that basic regression will not work in the real problem. Need multiple exponents* from the data below: AB CY paint engine amenities price 0.1 1 6$1000 0.1125 1200 0.1413 1150 0.1625 1200 0.2 14 3000 0.201 45 2700 0.3 2 3 4000 0.334 7 3500 0.351 4 6000 0.4 2 6 4650 0.413 4 4400 0.4243 4750 0.4415 5360 0.4513 7500 0.6 33 7400 0.8 25 7700 0.872 6 8500 0.883 5 9000 Basically, I would like to create a formula for a price estimator based on three input variables and one output (price). I am hoping to do something quick and simple in Excel. Any help would be appreciated. thanks, Nathan -- David Wilkinson = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
urgent problem (statistics for management)
I have some difficulties with following problem (I need the solution urgently for tomorrow): Production levels for Giles Fashion vary greatly according to consumer acceptance of the latest styles. Therefore, the company's weekly orders of wool cloth are difficult to predict in advance. On the basis of 5 years data, the following probability distribution for the company's weekly demand for wool has been computed: Amount of wool (lb) Probability 25000.30 35000.45 45000.20 55000.05 From these data, the raw-materials purchaser computed the expected number of pounds required. Recently, she noticed that the company's sales were lower in the last year than in years before. Extrapolating, she observed that the company will be lucky if its weekly demand averages 2,500 this year. (a) What was the expected weekly demand for wool based on the distribution from past data? (b) If each pound of wool generates $5 in revenue and costs $4 to purchase, ship, and handle, how much would Giles Fashion stand to gain or lose each week if it orders wool based on the past expected value and company's demand is only 2,500? (End of the text of the problem.) Possible solution (in my opinion): I. (a) I fink is obvious: If X means company's weekly demand for wool (lb), then the expected weekly demand for wool based on the distribution from past data =E(X) = 0.3*2500+0.45*3500+0.20*4500+0.05*5500= = 3500. Am I right? (b) Actually I am not sure what company's weekly demand for wool in the past data (table of probability distr.) means. It is the amount of wool which company bought weekly or is the amount of wool which company sold (in it's products) weekly? The last sentence make difference between company's orders (it orders wool based...) and company's demand ( and company's demand is only 2,500) (I think but I am not sure, it's actually company's weekly demand for wool). So In my opinion company's weekly demand for wool means: the amount of wool which company sold (in it's products) weekly? Am I right? I am not sure what the last sentence means. Does it mean that the company orders weekly 3500 lb of wool ( it orders wool based on the past expected value and the past expected value = 3500 from (a)) and it sells weekly 2500 lb in their products (and company's demand is only 2,500)? If so the solution seems to be: The company should expect to gain weekly: 2500*1$-1000*4$=-1500$ so in fact it should expect to lose weekly 1500$. -- Am I right? Maybe I should consider that the company's weekly demand is 2500 lb but it orders are: Amount of wool (lb) Probability 25000.30 35000.45 45000.20 55000.05 (Loss | Orders=2500 ) 0$ -1500$ ... probability 0.30 0.45 E(Loss | Orders=2500 ) = 0*0.3+(-1500)*0.45+ ... Please somebody correct me if I am wrong. Jan = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: rough translation of: Prognose des BSP anhand der Cobb-Douglas-Produktionsfunktion
Katja, Ich verstehe etwas Deutsches. Ich kenne nicht das Cobb-Douglas-Produktionsfunktion. Ist hier ein erster Versuch einer Übersetzung. Ich frage, daß jemand auf englisch das Cobb-Douglas-Produktionsfunktion beschreiben. Dann kann ich eine bessere Übersetzung geben. to the list, My German is rather poor, but below is a rough translation of the question. However, I'm not familiar with the Cobb-Douglas function, and don't know what BSP means. If someone can explain it, I can probably give a better translation. Katja writes: "I need to predict, as mentioned already in the Subject line, the BSP from the Cobb-Douglas function. The function requires work and capitalization (?) as input numbers. So my question is: what are the economic indices of these numbers, and what data can I use for these numbers." JR /\ *||* ox*=||=*xo || Jeff Rasmussen, PhD "Welcome Home to Symynet" Symynet http://www.symynet.com Graphic Design Website Development Eastern Philosophies Software Quantitative Instructional Software Ý'structions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ Ý=
Re: urgent problem (statistics for management)
This is quite a silly problem. No wonder statistics (for business) gets so little respect. This is time series or process data--not a random sample from some fixed population. There is no information about the stability of the process over time. Very few business processes are stable over five years. Why can't we teach meaningful statistics? Jon Cryer At 05:14 PM 12/13/00 +0100, you wrote: I have some difficulties with following problem (I need the solution urgently for tomorrow): Production levels for Giles Fashion vary greatly according to consumer acceptance of the latest styles. Therefore, the company's weekly orders of wool cloth are difficult to predict in advance. On the basis of 5 years data, the following probability distribution for the company's weekly demand for wool has been computed: Amount of wool (lb) Probability 25000.30 35000.45 45000.20 55000.05 From these data, the raw-materials purchaser computed the expected number of pounds required. Recently, she noticed that the company's sales were lower in the last year than in years before. Extrapolating, she observed that the company will be lucky if its weekly demand averages 2,500 this year. (a) What was the expected weekly demand for wool based on the distribution from past data? (b) If each pound of wool generates $5 in revenue and costs $4 to purchase, ship, and handle, how much would Giles Fashion stand to gain or lose each week if it orders wool based on the past expected value and company's demand is only 2,500? (End of the text of the problem.) Possible solution (in my opinion): I. (a) I fink is obvious: If X means company's weekly demand for wool (lb), then the expected weekly demand for wool based on the distribution from past data =E(X) = 0.3*2500+0.45*3500+0.20*4500+0.05*5500= = 3500. Am I right? (b) Actually I am not sure what company's weekly demand for wool in the past data (table of probability distr.) means. It is the amount of wool which company bought weekly or is the amount of wool which company sold (in it's products) weekly? The last sentence make difference between company's orders (it orders wool based...) and company's demand ( and company's demand is only 2,500) (I think but I am not sure, it's actually company's weekly demand for wool). So In my opinion company's weekly demand for wool means: the amount of wool which company sold (in it's products) weekly? Am I right? I am not sure what the last sentence means. Does it mean that the company orders weekly 3500 lb of wool ( it orders wool based on the past expected value and the past expected value = 3500 from (a)) and it sells weekly 2500 lb in their products (and company's demand is only 2,500)? If so the solution seems to be: The company should expect to gain weekly: 2500*1$-1000*4$=-1500$ so in fact it should expect to lose weekly 1500$. -- Am I right? Maybe I should consider that the company's weekly demand is 2500 lb but it orders are: Amount of wool (lb) Probability 25000.30 35000.45 45000.20 55000.05 (Loss | Orders=2500 ) 0$ -1500$ ... probability 0.30 0.45 E(Loss | Orders=2500 ) = 0*0.3+(-1500)*0.45+ ... Please somebody correct me if I am wrong. Jan = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ = ___ --- | \ Jon Cryer, Professor [EMAIL PROTECTED] ( ) Dept. of Statistics www.stat.uiowa.edu/~jcryer \\_University and Actuarial Science office 319-335-0819 \ * \of Iowa The University of Iowa dept. 319-335-0706 \/Hawkeyes Iowa City, IA 52242 FAX319-335-3017 |__ ) --- V = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
coefficient of determination
I need some immediate help in convincing DOD people that a low R-squared is not neccessarily saying, that a CER computed using the Linear Least Squares Method is a bad predictor for the data set. Is there any references, papers, studies, theories or any agencies that have used a CER with a low r-squared. The cut off for DOD is 0.64, and we have many in the 0.40 - 0.50 range. Any help would be appreciated ASAP. Jeff Moore Sent via Deja.com http://www.deja.com/ = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Radon-Nikodym derivative?
In article [EMAIL PROTECTED], =?iso-8859-1?Q?G=F6khan?= [EMAIL PROTECTED] wrote: Hi! In the book "Hidden Markov Models " of Elliot,Aggoun, Moore the Radon-Nikodym derivative is excessively used. Can someone point me to the literature where this theorem is well defined and explained. Thanks in advance. Gkhan This is one of the most important theorems from measure theory for statistics. The theorem states somewhat more than that, under the conditions where it is possible, one measure has a "derivative" with respect to another, which is unique up to measure zero. One statistical application is that, under appropriate conditions, there is a likelihood ratio. Any reasonable measure theory book will have this. -- 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 = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
coefficient of determination
I am in immediate assistance of convincing DOD people that a low R- squared is not necessarily saying that, the computed CER using the Linear Least Squares Method is not a good predictor of the data set. If anyone knows of papers, studies, theories, or any agencies that have documentation of using a CER with a low R-squared. The cut off for DOD is 0.64. We have many between 0.40 and 0.50. We feel that the regression equations are a very good indicator of the data set. Any ASAP help would be appreciated. Thanks, Jeff Moore Sent via Deja.com http://www.deja.com/ = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Florida votes and statistical errors
[EMAIL PROTECTED] wrote: Since the vote difference between Bush and Gore falls within the margin of error for the counting process, declaring the winner is mathematically indeterminable within any reasonable degree of scientific confidence. Since we cannot know who has won, the Florida Legislature should use their power to honor the will of the people by choosing 25 electors that proportionally represent the two candidates based on the popular vote. This solution is both common-sensical and constitutional. As has already been said, probably on another thread, deciding that the vote is `too close to call' requires a judgement just as arbitary and contestable as calling a winner. In general proportional representation for electors seems a good idea. [So like many good ideas in voting it will never be generally implemented?] Peter = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Quantiles in Excel
Does anyone know the formulas that Excel uses in its QUARTILE and PERCENTILE functions? I couldn't find them in Help. Thanks in advance, Alan -- Alan McLean ([EMAIL PROTECTED]) Department of Econometrics and Business Statistics Monash University, Caulfield Campus, Melbourne Tel: +61 03 9903 2102Fax: +61 03 9903 2007 = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Implied Volatility!
Hi, Could anybody explain "Implied Volatility" of a call or put Option? If we had to plot "implied volatility" versus Strike price, how would that plot look like (in the case of call and put option). If somebody has a program computing implied volatility (S-Plus, Matlab), please forward. Thank you, Mark Sent via Deja.com http://www.deja.com/ = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: coefficient of determination
re: "Cost estimating relations", I think. On Wed, 13 Dec 2000 17:55:06 GMT, [EMAIL PROTECTED] wrote: I am in immediate assistance of convincing DOD people that a low R- squared is not necessarily saying that, the computed CER using the Linear Least Squares Method is not a good predictor of the data set. If anyone knows of papers, studies, theories, or any agencies that have documentation of using a CER with a low R-squared. The cut off for DOD is 0.64. We have many between 0.40 and 0.50. We feel that the regression equations are a very good indicator of the data set. An R-squared depends on the sample (and its range) as well as the model. So, R-squared has that as a *problem*. The raw residuals are typically going to be invariant in cases where the R-squared is not. A crudely modeled time series might give you a really high R-squared while having VERY low ability to predict beyond its lag-equal-one. Time series has that as a problem. You can't compare a times-series R-squared to a cross-section result. It is interesting to see a number "0.64" floated, as something sufficient. I am only guessing at what is predicted, but does that imply something about having 50% cost over-runs, while the CER of .40 can imply 100% cost over-runs? - I used www.google.com to search for regression "CER" and hit (among other places) the DOD site on Cost Estimating Relationships, http://www.acq.osd.mil/dp/cpf/pgv1_0/pgv2/pgv2c5.html The commentary includes these sensible words: citation from the site 5.7 - Identifying Issues And Concerns Questions to Consider in Analysis 1. As you perform price/cost analysis, consider the issues and concerns identified in this section, whenever you use regression analysis. - Does the r2 value indicate a strong relationship between the independent variable and the dependent variable? The value of r2 indicates the percentage of variation in the dependent variable that is explained by the independent variable. Obviously, you would prefer an r2 of .96 over an r2 of .10, but there is no magic cutoff for r2 that indicates that an equation is or is not acceptable for estimating purposes. However, as the r2 becomes smaller, you should consider your reliance on any prediction accordingly. = end of citation. - Maybe you can refute them from their site. -- 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/ =
Re: Implied Volatility!
google altavista yahoo excite take your pick [EMAIL PROTECTED] wrote in message 918nmm$8j2$[EMAIL PROTECTED]">news:918nmm$8j2$[EMAIL PROTECTED]... Hi, Could anybody explain "Implied Volatility" of a call or put Option? If we had to plot "implied volatility" versus Strike price, how would that plot look like (in the case of call and put option). If somebody has a program computing implied volatility (S-Plus, Matlab), please forward. Thank you, Mark Sent via Deja.com http://www.deja.com/ = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
