HDTenEightyP/NetNews huggingface dataset:
From: ciar04@vaxa.strath.ac.uk
Newsgroups: bit.listserv.stat-l
Subject: Testing of serial correlation
Date: 13 Apr 92 14:28:30 GMT
Organization: Strathclyde University VAX Cluster

Does anyone know how to test for serial correlation in the presence of
heteroskedasticity?  Several papers mention that one way of testing for serial
correlation in the presence of heteroskedasticity (in an unknown form) is to
adjust say the Box-Pierce statistic by computing the sqaure of the
autocorrelation of the residuals, each divided by the White (1980) estimate of
the variance.

My question is how to compute the White (1980) variance (and on which series...
the residuals... or the autocorrelation).  From what I understand, White
(1980)'s paper shows how to compute standard errors of the coefficients that
is robust to heteroskedasticity of an unknown form.

Any help is greatly appreciated.


W.H. Watt
Dept. of Accounting & Finance
University of Strathclyde
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Date:         Wed, 8 Apr 1992 13:53:46 -0400
From:         Will Urban--603/862-1582 <"UNHCES::URBAN"@UNHH.UNH.EDU>
Subject:      3-cubed factorials
X-To:         STAT-L@VM1.MCGILL.CA

    Might someone have a real data set for a 3-cubed factorial in a
    PBIB design?  Or reference to a published dataset?  I don't seem
    to be able to locate one in the traditional "design" books.


    Willard Urban
    Biometrics
    University of New Hampshire

    w_urban@unhh.unh.edu
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Date:         Thu, 9 Apr 1992 10:06:34 -0400
From:         Will Urban--603/862-1582 <"UNHCES::URBAN"@UNHH.UNH.EDU>
Subject:      RE: 2 period crossover design
X-To:         STAT-L@VM1.MCGILL.CA

            Look up

    Gill, J.L. and W.T. Magee. 1976.  Balanced two-period
    changeover designs for several treatments. J. Animal Sci. 42:775.

         You only want

         subject period treatment

    in the model as it is akin to running a series of latin squares
    and interactions among blocking factors is considered error term.
    Yes you want SS3 because of the incomplete block structure.


    Willard Urban
    Biometrics
    University of New Hampshire

    will@unh.edu
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Date:         Sun, 12 Apr 1992 11:26:00 EDT
From:         "Todd J. Dicker" <DICKER@FAUVAX.BITNET>
Subject:      Re-Coding

How would some of you handle this problem:

I'm handling a survey which contains two sections, one which allows responses
on a Likert scale of 1-7, the other 1-5.  Several respondents answered with
"6" on the second part of the survey, exceeding the allowable range of
responses.  In only one case was a response "7".

Do I assume that the respondents were continuing to use a 1-7 scale, and
re-code their answers to a corresponding value on a 1-5 scale, or do I
allow for the possibility that they were trying to "agree so strongly" that
the response exceeds the scale, in which case their answer is useless and
must be discarded?  The fact that there are no "7" responses casts some
doubt that they were still using the 1-7 scale, but studying the raw
data provides no clues.

Have any of you run into this before?

Todd J. Dicker
Doctoral Student
School of Public Administration
Florida Atlantic University
DICKER@FAUVAX
DICKER@ACC.FAU.EDU
From: paul@vax.oxford.ac.uk
Newsgroups: bit.listserv.stat-l
Subject: Re: Re-Coding
Date: 14 Apr 92 09:41:18 GMT
Organization: Oxford University VAXcluster

In article <DC3EDDD3E020C007@ACC.FAU.EDU>, DICKER@FAUVAX.BITNET (Todd J. Dicker) writes:
> How would some of you handle this problem:
> 
> I'm handling a survey which contains two sections, one which allows responses
> on a Likert scale of 1-7, the other 1-5.  Several respondents answered with
> "6" on the second part of the survey, exceeding the allowable range of
> responses.  In only one case was a response "7".
> 
> Do I assume that the respondents were continuing to use a 1-7 scale, and
> re-code their answers to a corresponding value on a 1-5 scale

I don't think you have any option but to discard that response, but it raises
the question of whether all their responses on that section should also be
treated as missing.

If you assume that they are continuing to use a 7 point scale, then any other
responses of 5, say, are only mid-scale and not the extreme value you will be
treating them as.

You could find yourself losing a lot of data if you do discard them, and for
that reason is not something I have ever done, though I have felt on occasions
that some of the data given is extremely suspect.

Paul Griffiths
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Return-Path: <ECOOCH@PENNSAS.UPENN.EDU>
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Date:         Fri, 10 Apr 1992 17:05:20 EST
From:         Evan Cooch <ECOOCH@PENNSAS.UPENN.EDU>
Subject:      significance of ESTIMATED slope in SAS
X-To:         stat-l%mcgill1.bitnet%cornellc.ccs.cornell.edu
              @NOC2.DCCS.UPENN.EDU,
              sas-l%marist.bitnet%cunyvm.cuny.edu@NOC2.DCCS.UPENN.EDU

Suppose I have a single classification ANCOVA design, with CLASS TRT, and
linear covariate X.

My SAS GLM syntax is

PROC GLM; CLASS TRT;
   MODEL Y=TRT X TRT*X;

Now, I want to ESTIMATE the slopes of the relationship of Y on X for each
level of TRT. I use the ESTIMATE option in GLM...

ESTIMATE 'TRT A' X 1 X*TRT 1 0 0;
ESTIMATE 'TRT B' X 1 X*TRT 0 1 0;
ESTIMATE 'TRT C' X 1 X*TRT 0 0 1;

(In this example, TRT has 3 levels).

The output gives me an estimated slope, with associated signifcances.
However, I noticed something puzzling (to me) about the slopes and
significances. If I run a standard regression for each level of TRT, I
get the exact same slope as I do from the ESTIMATE statement in GLM. However,
the t-statistics and associated significances are radically different
between the two approaches. Obviously, I'm not understanding something...

Any suggestions/answers?


Thanks much....

           _///_              +----------------------------+
           -. .-              |       Evan G. Cooch        |
           ( L )    \////     |   Department of Biology    |
         --(\=/)--  (   )     | University of Pennsylvania |
        /         \ /  /      | Philadelphia, Pennsylvania |
        I          V  /       |   Phone: (215) 898-7129    |
        I            /        |     FAX: (215) 898-8780    |
        I           /         |  ECOOCH@PENNSAS.UPENN.EDU  |
                              +----------------------------+
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Date:         Mon, 6 Apr 1992 11:48:00 EDT
From:         PLOCH@UTKVX.BITNET
Subject:      Re: Copy of reply to Ken Matsuda, looking for a debate!
X-To:         LANE@RESA.AFRC.AC.UK

If one has croos-product interaction terms that are
significant, then the sub-set of variables involved can
always be written as multiplicative factors of linear
transforms of the main efffects. E.g.

Y=b0 + b1X1 + b2X2 + b3X1X2                [1]

can be written as

Y= K + (a0 + a1X1) (a2 + a3X2)              [2]

There are an infinite number of solutions and one must
make arbitrary assumptions, but this does allow for
testing.

If one can eliminate 1 or more main effects from [1],
then the factored model [2] may be identified, that is,
the arbitrary assignments will have been made by the
regression program.

Don Ploch
        Ploch@UTKVX.UTK.EDU
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Date:         Mon, 13 Apr 1992 10:09:55 +0930
From:         Bill Venables <wvenable@STATS.ADELAIDE.EDU.AU>
Subject:      pdf/cdf of proportion of successes in binomial trials
X-To:         SJACKMAN%PUCC.bitnet@VM1.MCGILL.CA
              12 Apr 1992 19:44:12 EDT
              <9204130031.AA10375@spam.maths.adelaide.edu.au>

> Possibly dumb question time again...

Hmmm...

> It is well known that the proportion of successes in n trials of a binomial
> experiment (each with prob[success]=p) has mean p, and variance p(1-p)/n.
> What is the pdf/cdf of this quantity?

Same probabilities as the binomial itself, but at 0, 1/n, 2/n, ..., n/n = 1
instead of at 0, 1, ...,, n

> Just looking at it, it has to be the
> case that the pdf converges to a spike on p as n -> big...
>

Yes.  This is known as the weak law of large numbers.  It is also the axiom
on which most frequentist theories of probability are based.

> I am interested in the probability that the proportion of successes exceeds
> some constant.

= sum of probabilities that the binomial itself exceeds (n * constant).
You might get away with a normal approximation.

> Hogg and Craig has been only so helpful, and so onto STAT-L,
> and off to the library for Johnson and Kotz...

J&K will help with finding approximations, if that's the way you want to go.

>
--
Bill Venables, Dept. of Statistics, | Email: venables@stats.adelaide.edu.au
Univ. of Adelaide, South Australia. | Tel: +61 8 228 5412  Fax: ...232 5670
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Date:         Tue, 14 Apr 1992 15:59:20 -0400
From:         Subodh Kumar <kumar@CS.UNC.EDU>
Subject:      Re: Non-Static Statistics - A Follow up
X-To:         STAT-L%MCGILL1.BITNET@mcnc.org

> I have this problem of computing the estimate of average and variance of a
> stochastic phenomenon with very little information.
>
> A stream of Sample data arrives at the monitoring station. The problem is that
> the storage of all the old data is not allowed. All you have is the current
> estimate of variance and average and the current sample (when you get a sample
> data) to compute the new average and variance.
>
> * Is there some way to maintain reasonable estimates ?
>
> * Is there a way to give more weightage to the new data than the (very)
>   old data ?
>
> * What if last few [about 5-10], but a constant number of, samples are allowed
>   to be stored ?
>
> * What if the nature of the probability distribution function is known ?
>
> Subodh Kumar
> kumar@cs.unc.edu
> Dept. of Computer Science
> UNC-Chapel Hill

Thanks for so many responses -

Do you think THIS is tooootally unreasonable -

	NewAverage = OldAverage + ((NewValue-OldAverage)/OldVariance)
	NewVariance = OldVariance + ((Squared(NewValue-NewAverage))/OldVariance)


Subodh
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Date:         Thu, 16 Apr 1992 11:14:22 EDT
From:         William Dennen '92 <bdennen@STARBASE.TRINCOLL.EDU>
Subject:      SUBSCRIBE
X-To:         stat-l@vm1.mcgill.ca

Hello... I'd like to subscribe to this 'newsgroup' if it is one.

I also have a question about FACTOR ANALYSIS, that I hope someone can answer.
You see, I am doing F.A. on economic data for countries. My sample size
is only 120, but it's all I have, so that is not the issue.

I am using SAS, and can come up with the FACTOR LOADINGS on the variables, but
I would like to get the FACTOR LOADINGS on each observation. That is, I want
to rank the countries by their loadings of F1 and F2, etc.

Thanks..
Bill Dennen
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Date:         Wed, 8 Apr 1992 15:26:15 -0400
From:         Allan Reese <R.A.Reese@SEQ.HULL.AC.UK>
Subject:      Re: Condom use

Radio 4's Newsquiz Programme this week mentioned an interview on
advertising condoms, picked up I think from a trade magazine.
Quote, "Condoms are a difficult product to position".
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Date:         Mon, 6 Apr 1992 16:00:54 EDT
From:         Holmes Finch <N410061@UNIVSCVM.BITNET>
Subject:      Professional Statistician publication

Several weeks ago, I noticed a publication entitled "The Professional
Statistician".  I forget who mentioned it, but I would be very interested
in more information on this journal.  Who publishes it?  How much is it?
What kinds of articles appear in it?  How do I get more information?

If anyone is familiar with this publication please let me know.  Thanks.

Holmes Finch
Statistical Laboratory
University of South Carolina
n410061@univscvm.csd.scarolina.edu
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Date:         Mon, 13 Apr 1992 23:25:07 EDT
From:         "Karl L. Wuensch" <PSWUENSC@ECUVM1.BITNET>
Subject:      Re: Re-Coding

   "Todd J. Dicker" <DICKER@FAUVAX.BITNET> asked

>How would some of you handle this problem:
>
>I'm handling a survey which contains two sections, one which allows responses
>on a Likert scale of 1-7, the other 1-5.  Several respondents answered with
>"6" on the second part of the survey, exceeding the allowable range of
>responses.  In only one case was a response "7".

     I encounter this sort of problem often with undergraduate subjects.
I used to try to guess what the respondents intended, for example, if they
answered 5 on an item that only went 1 to 4, then I recoded their response
to 4.  However, I have more recently been inclined simply to recode such
responses to missing values -- after all, if the subject has not been
careful enough to code e's response properly, e probably hasn't given the
question serious thought either, right?  In fact, I now routinely count how
many such coding errors are in each subject's responses, and if more than
a few occur, all of that subject's data are deleted from the file.  I also
repeat a couple of items on the survey and compare subject's responses to
the originals vs the repeats -- if their response differs by more than
one point on a 5-point scale, I figure they were not really paying attention
to what they were doing, so I dump all of their data.  These tend to be the
same sorts of subjects who answer "D" to the question, "What is your sex,
A.  female     B.  male."  Some subjects just want to get the survey done
and get their extra credit and get out of there.  If you look around the
room when they are doing it you see them staring out the window, having
completed the 50 item survey in 5 minutes.  They are just waiting for
someone else to leave first so you won't think they just randomly filled
out the answer sheet.  Are there any problems with deleting data from such
subjects -- well, I suppose we have to redefine the population from which
we are sampling -- to one that excludes folks who are obviously not taking
the task seriously.

      Karl L. Wuensch, Dept. of Psychology, East Carolina Univ.
      Greenville, NC  27858-4353, PSWUENSC AT ECUVM1 (BITNET)
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Date:         Mon, 13 Apr 1992 12:24:56 U
From:         dick darlington <dick_darlington@QMRELAY.MAIL.CORNELL.EDU>
Subject:      Binomial probs

 Binomial probs
Systat, like SAS, has a command that gives exact binomial probabilities.  In
Systat 4 (IBM) one had to explicitly use the incomplete beta distribution.  I
assume the program still uses that internally, but now (in IBM Systat 5) there
is a command specifically for the binomial distribution.
     Also, even with a pocket calculator it is easy to calculate the ratio
between two adjacent terms in a binomial expansion, so you can calculate one
term and then calculate successive terms from it.
 Dick Darlington, Psychology, Cornell
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Date:         Tue, 7 Apr 1992 17:23:08 CST
From:         EJOHNSON@CMSUVMB.BITNET
Subject:      Minorities

Our department is establishing a policy  that "syllabi... indicate that the
contributions of minority and women to mass communication will be duly covered
in the course." I do not know the gender or race of those who have developed
the statistical tests I teach, but my chairman has encouraged me to learn. Any
such information you could give to help me meet this syllabus requirement will
be most appreciated.   -- Ed Johnson, Central Missouri State University
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Date:         Wed, 15 Apr 1992 15:14:00 CDT
From:         "Dallas E. Johnson" <DEJOHNSN@KSUVM.KSU.EDU>
Subject:      INTRODUCTORY STATISTICS
X-To:         STAT-L@VM1.MCGILL.CA

 I should not respond to this, but I cannot help it.  I am wondering if
the department mentioned in the letter below would accept a psychology
course taught by a statistics department since the statistics course must
be taught by a psychology department???
*************************************************************************
   Dear List Members,

             I am a prof in the department of Physical Therapy at
         University of Central Arkansas.  I have a student whose
         husband has applied for our professional curriculum for Fall
         of 1992.
             He has the grades and all pre-requisites with one
         exception.  A psychology course and a statistics course
         which at our school can be fulfilled by a statistics course
         taught in the Psychology department.
              However, their child is ill and they cannot afford
         to lose their health insurance for the extra 2 months.
              My question concerns the possibility of a
         statistics course taught by correspondence from a
         Psychology department.  Are any of the members aware of
         such a course.
               Your responses will be appreciated.

                                Regards,

                                Clayton D. Gable, PT, Ph.D.
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Date:         Wed, 15 Apr 1992 23:57:00 EDT
From:         "Todd J. Dicker" <DICKER@FAUVAX.BITNET>
Subject:      Re-Coding Re-Visited

The suggestions I received were all appreciated and, frankly, I was
surprised at the variety of suggestions and the number of issues I
hadn't even considered (I've really learned quite a bit).  Unfortunately,
I'm unsure of what comments were posted to the net and what comments
were sent to me directly, so I can't avoid redundency here.  The suggestions
ranged from:
- toss the data entirely and start from scratch
- treat the out-of-range values as missing data
- tentatively toss the data and check residuals to see if the outcome is
  significantly altered
- re-code 7 to 5 and 6 to 4.?
- substitute a median value to avoid throwing off the variance while
  retaining some possibly valuable relationships
- assign a 7 as 5 and use random num's to assign a 6 to either 5(.6 prob)
  or 4(.4 prob)
- don't toss data, it creates bias

The one comment which would have avoided the whole problem had it been
considered in the first place is the absurdity of requiring the survey
respondents (in this case juevenile corrections workers with high school
educations) to provide a numerical response rather than simply circling
"strongly agree", etc. and leaving the numerical coding to the grad.
students (that's me) where it belongs.  I would add that switching from
1-7 to 1-7 Likert scales had little use and was only asking for trouble.

The final decision was to re-code 7 to 5 and 6 to 4.  Your comments were
all brought up, but, unfortunately, many professors in my discipline are
less grounded quantitatively than they should be, and many of the points
were lost under the pressure of a deadline.

Thanks for your help.
Thanks for your help.
Thanks for your help.


Todd J. Dicker, Phd wanna be.
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Newsgroups: bit.listserv.stat-l
Date:         Thu, 16 Apr 1992 08:00:38 CDT
From:         ECO_GXC@SHSU.BITNET
Subject:      re: non-static stat

if looks to me like you need an expontial smoothing model of some sort.
If you've got your current sample mean (X) and one new sample point (x),
then the updated estimate of the mean is
         X' = aX + (1-a)x where a is a constant between zero and one.
This is simply a weighted average of current and past values.
Of course determination of an optimal value for a is a different sort
of problem.  I don't know of a way to do this other than trail and
error or some sort of monte carlo experiment if you know the distribution
of the x.
The longer your history that X is based on and the more stable your
process the larger the value of a (the more weight you put on prior
estimate).  You should be able to find a discussion of exponetial smoothing
in an engineering stat or intro to forecasting text.
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Date:         Fri, 10 Apr 1992 11:57:13 EDT
From:         Clark Gaylord <GAYLORD@VTVM2.BITNET>
Subject:      Crossover

Wrt the crossover design, what happens if we instead have the following:
   GROUP: A => receive drug 1 on day 1, drug 2 on day 2
          B => receive drug 2 on day 1, drug 1 on day 2.
   DRUG1: Response on drug 1, irrespective of day.
   DRUG2: same for drug 2.
   One observation (DRUG1, DRUG2, GROUP) per subject.

PROC GLM;
   CLASS GROUP;
   MODEL DRUG1 DRUG2 = GROUP / NOUNI;
   REPEATED ORDER 2 / SUMMARY;
   MEANS ORDER;
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Date:         Fri, 10 Apr 1992 14:34:48 -0400
Reply-To:     pgill@kean.ucs.mun.ca
From:         pgill@KEAN.UCS.MUN.CA
Subject:      RE: 2 period crossover design

Perhaps a better book is "Design and Analysis of Cross-Over Trials"
by B. Jones and M. G. Kenward - Chapman & Hall 1989.
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Date:         Wed, 8 Apr 1992 10:37:00 CDT
From:         AD03@SWTEXAS.BITNET
Subject:      Response to condom use.

> From: EDU%"HXL4@PSUVM.PSU.EDU"  8-APR-1992 09:54:26.03
> To:   "A. Steven Dietz" <AD03@SWTNYSSA.BITNET>
> CC:
> Subj: advertising statistics
>
>
> i am doing a project for advertising and i need demographics and psycometric
> stats on condom users.  also any info on lifestyle brand condoms and other
> brands would be welcomed.  thank you for any consideration you give this
> note.

In responce to the querry concerning condom usage.  Within the last
year there was an artical in Consumer Report that tested the various
brands of condoms currently on the market.  I do not believe they
approached their testing from the point of view of the USER.  I would
be interested in what you uncover.

Steve Dietz
Newsgroups: bit.listserv.stat-l
From: sjones@alfred.carleton.ca (Stan Jones)
Subject: Re: advertising statistics
Organization: Carleton University
Date: Thu, 9 Apr 1992 01:26:00 GMT

In <92099.104153HXL4@psuvm.psu.edu> HXL4@psuvm.psu.edu writes:

>i am doing a project for advertising and i need demographics and psycometric
>stats on condom users.  also any info on lifestyle brand condoms and other
>brands would be welcomed.  thank you for any consideration you give this
>note.


In one of the 1990 issues of Evaluation and Policy Planning (sorry, I
don't have the journal at hand as I write this) there is an article on
condom use as part of a series of articles on AIDS research.  If the
article itself is not what you want, maybe the bibliography will
provide some leads.

Stan Jones (sjones@carleton.ca)
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Date:         Wed, 15 Apr 1992 15:21:27 CDT
From:         SOCLYMAN@UMCVMB.BITNET
Subject:      D.Darlington's address

Networkers,
  Several people have sent Prof. Darlington's address for which I offer
my thanks.  Several others have reminded me that I could have gotten
this information with a query to the listserver.  I plumb forgot!
Sorry for wasting time/space.
  This apology is cross-posted on edstat-l.
K. Lyman
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