Re: bootstrap, and testing the mean of variance ratio

2001-05-16 Thread rpking
[posted and mailed] Rich Ulrich <[EMAIL PROTECTED]> wrote in <[EMAIL PROTECTED]>: > > >On Wed, 16 May 2001 11:50:07 + (UTC), [EMAIL PROTECTED] >(rpking) wrote: > >> For each of the two variance ratios, A=var(x)/var(y) and >> B=var(w)/var(z), I bootstrapped with 2000 replications to obtain >

Multivariate time series analysis

2001-05-16 Thread Alaa Ali
--EFE133AF62AB26B92A0ED9F2 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit I am looking for a good software that has the multivariate time series capabilities. Things such as multivariate ARMA, ARMAX: state space model, tranfer function modeling, ...etc.

Re: regressive question

2001-05-16 Thread Alan McLean
Thanks to everyone who answered my question. The various reservations about such a test were spot on, and helpful. My own reservations were because, I think, it is not at all clear what the null would be in this case. Are you testing mu = beta_0 (so using the null model with fixed mean) or beta_0

Re: (none)

2001-05-16 Thread Rich Ulrich
[ note, Jay: HTML-formatting makes this hard to read ] On 11 May 2001 00:30:06 -0700, [EMAIL PROTECTED] (Jay Warner) wrote: [snip, HTML header] > I've had occasion to talk with a number of educator types lately, at different > application and responsibility levels of primary & secondary Ed.  >

Re: A regressive question

2001-05-16 Thread Vadim and Oxana Marmer
What if all right-hand side variables have mean close to zero? Intercept will be close to the sample mean even if model is significant. On 15 May 2001, Alan McLean wrote: > Hi to all, > > The usual test for a simple linear regression model is to test whether > the slope coefficient is zero or not

Re: bootstrap, and testing the mean of variance ratio

2001-05-16 Thread Rich Ulrich
On Wed, 16 May 2001 11:50:07 + (UTC), [EMAIL PROTECTED] (rpking) wrote: > For each of the two variance ratios, A=var(x)/var(y) and > B=var(w)/var(z), I bootstrapped with 2000 replications to obtain > confidence intervals. Now I want to test whether the means are > equal, ie. E(A) = E(B), a

Re: A regressive question

2001-05-16 Thread Donald Burrill
If the mean of the predictor X is zero, the intercept is equal to the mean of the dependent variable Y, however steep or shallow the slope may be. And as Jim pointed out, the standard error of a predicted value depends on its distance from the mean of X (being larger the farther away it is fr

Re: A regressive question

2001-05-16 Thread jim clark
Hi On 15 May 2001, Alan McLean wrote: > The usual test for a simple linear regression model is to test whether > the slope coefficient is zero or not. However, if the slope is very > close to zero, the intercept will be very close to the dependent > variable mean, which suggests that a test could

Re: bootstrap, and testing the mean of variance ratio

2001-05-16 Thread Konrad Halupka
rpking wrote: > > For each of the two variance ratios, A=var(x)/var(y) and > B=var(w)/var(z), I bootstrapped with 2000 replications to obtain > confidence intervals. Now I want to test whether the means are > equal, ie. E(A) = E(B), and I am wondering whether I could just use > the 2000 data poi

bootstrap, and testing the mean of variance ratio

2001-05-16 Thread rpking
For each of the two variance ratios, A=var(x)/var(y) and B=var(w)/var(z), I bootstrapped with 2000 replications to obtain confidence intervals. Now I want to test whether the means are equal, ie. E(A) = E(B), and I am wondering whether I could just use the 2000 data points, calculate the standard