A good book is
Pinheiro, J.C. and Bates., D.M. "mixed models with S and S-Plus",
Springer.
Kjetil Halvorsen
Dr Jonathan Newman wrote:
>
> I'm trying to find a good introduction to REML (restricted maximum
> likelihood). I'm a biologist rather than a s
It isstraightforward tlo write down the loglikelihood, and then whatever
optimization routine (there must be one in Matlab) will help you!
Kjetil Halvorsen
Chia C Chong wrote:
>
> Hi!
>
> Does anyone come across some Matlab code to estimate the parameters for the
> Cauchy PDF?
A book which seems to comply with your requirements are
P Whittle's "Probability based on expectation", in its 4.th edition from
Springer. Kjetil Halvorsen
maximus wrote:
>
> Thank you. I will look for the book and others with advanced level of
> difficulty.
>
Hola!
For a more robust test, which not assumes equal centers, use the
fligner-Killeen test.
Kjetil Halvorsen
Glen Barnett wrote:
>
> Rich Ulrich <[EMAIL PROTECTED]> wrote in message
> [EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> > On Sat, 09 Feb 2002 16:5
sy to see), so might increase, not decrease,
problems.
Best,
Kjetil Halvorsen
Dennis Roberts wrote:
>
> here is an example from minitab ... in moore and mccabe's book intro. to
> practice of statistics ... 3rd edition ... they have an example of speed of
> light measurements .
A quantile-Quantile plot for graphical comparison is best, if you need a
numerical test you can use the pearson correlation coefficient between
the observed and expected quantiles. A table for that test you can ake
for yourself with simulation.
Kjetil Halvorsen
Chia C Chong wrote:
>
&
1. Wrong
> 2. Just oversimplifying it without telling the reader
They are not oversimplifying, they are complexifying. To quote Polya
"How to solve it" : "If you need rules, use this one first: 1) Use your
own brains first".
Sigma is hardly ever known, so you must
Slutsky's theorem says that if Xn ->(D) X and Yn ->(P) y0, y0 a
constant, then
Xn + Yn ->(D) X+y0. It is easy to make a counterexample if both Xn and
Yn converges in distribution. Anybody have an counterexample when Yn
converges in probability to a non-constant random variable?
Kj
You van use the gpl-ed statistics environment R
"http://cran.r-project.org";
to do this, and if you want only the code (in c), you can get that from
the source code distribution of R. (But if you want to distribute your
program, beware the GPL)
Kjetil Halvorsen
Tom wrote:
>
c, you can bootstrap the distribution of the
maximum likelihood estimator. All of this are cheap tyoday, at least
with a decent language like R or S-plus. To repeat, no need for rules of
thumb, use your computer to find out what is right for your data.
Kjetil Halvorsen
Gaj Vidmar wrote:
>
>
Hola!
I beleave the best reference for this topic is
Box, Hunter & Hunter:
Statistics for experimenters. Wiley
Its newer books but not better ones. If youn cannot do with a standard
fraccional factorial, I could help out with D-optimal designs.
Kjetil Halvorsen
Eric wrote:
>
> Do
ve a
vague recollection of reading that that datadesk can do some of this
things, but I newer saw a version.
Kjetil Halvorsen
dennis roberts wrote:
>
> datadesk is now linked on minitabs homepage ...as is minitab being linked
> on datadesks homepage ...
>
> At 11:36 AM 11/23/01
12 matches
Mail list logo
