HDTenEightyP/NetNews huggingface dataset:
From: charvey@teal.csn.org (Chip Harvey)
Subject: Text references for distributions
Organization: Colorado SuperNet, Inc.
X-Newsreader: Tin 1.1 PL4
Date: Thu, 17 Dec 1992 23:43:11 GMT

Is Johnson & Kotz still considered to be the best reference for distributions?
The Houghton-Mifflin series by Johnson & Kotz appears good, but perhaps there
are better or more recent and less expensive references.  I'd appreciate
any such information.


Chip Harvey
charvey@csn.org
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Date:         Sat, 12 Dec 1992 10:39:29 AST
From:         Rolf Turner <rolf@MATH.UNB.CA>
Subject: Re: Populist vs. Puritan Statistics

 Ed Johnson writes:

>  I often wonder whether we are scaring away students from
>  statistics by our desire to teach them how to produce
>  professional-quality statistics, whereas very few of them will
>  ever be statisticians and would gain far more from learning how
>  to take statistical snapshots--albeit fuzzy.

The analogy between cameras and computer packages is inexact in many
ways.  People take snapshots for reasons of sentiment and emotion;
people do statistics to gain insight into the information content of
data and (in courses) into the methodology used to extract that
information content.  People do not do statistics for emotional reasons.

Cheap (instamatic-camera level cost) packages are as readily
available in the statistics genre as in the spreadsheet genre.  For
example, `student' versions of Minitab and Stata (which will give
***correct*** answers) are, I believe, available for around $50 or
$60.  And there are plenty of others.

How does one gain from learning to do things in a way that will get
you wrong answers?

If students are not statistically inclined, mightn't they be more put
off by having to write a program in a spreadsheet language than by
typing ``twosample c1 c2'' in Minitab (and then discussing the meaning
and implications of the results that this gives)?

To drag in another (likewise inexact, admittedly) analogy:  If you are
teaching someone to drive, surely you should teach them to drive
safely --- or stay off the road.


Rolf Turner
Dep't. of Maths and Stats
U.N.B., Fredericton, N.B. Canada E3B 5A3
rolf@math.unb.ca

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|                                                                    |
|          Nice day, isn't it?                                       |
|                                                                    |
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From: UYU@NIHCU.BITNET
Newsgroups: bit.listserv.stat-l
Subject: (no subject given)
Date: 15 Dec 92 14:29:21 GMT
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please take my name off the list for three weeks.
From: ciar04@vaxa.strath.ac.uk
Newsgroups: bit.listserv.stat-l
Subject: Re:      data manipulation in Minitab
Date: 18 Dec 92 10:41:40 GMT
Organization: Strathclyde University VAX Cluster

Tim Dorcey <TCD@CORNELLC.BITNET> writes:

>      From the mention of Minitab that I saw in the recent discussion of
> stat packages, I'm led to believe that someone out there can help me with
> what seems like a routine data manipulation problem.  Given a column of
> data, how would one create a new column where the first element is the
> average of row1-row3, the second element is the average of row4-row6,
> etc.  The only thing I could think of would be to create a column of
> indices 1 1 1 2 2 2 3 3 3 .... , and then use ANOVA to get predicted
> values.  This seems pretty round about and I don't even know how I
> would generate the indices in the first place.  Anybody know the
> simple answer to this problem?  Thanks in advance.

You could create a macro to step through the column, picking up 3 values
from the column (i.e. the 3 rows) and put the average into a new row in
a new column.  Something like this

	LET K2=K1+1
	LET K3=K2+1
	LET C101(K4)=(C1(K1)+C1(K2)+C1(K3))/3
	LET K1=K1+3
	LET K4=K4+1


Before you run this macro, initialised K1 and K4 to 1 i.e.

	LET K1=1
	LET K4=1

Execute the macro the appropriate number of times i.e.

	EXEC 'AVERAGE' 100       (if there are 300 observations in column 1)

Regards.

#----------------------------------#-------------------------------------------#
|  W.H.Watt                        #  JANET:                                   |
|  Dept. of Accounting & Finance   #           w.h.watt@uk.ac.strath.vaxa      |
|  University of Strathclyde       #  Rest of the World:                       |
|  Glasgow                         #           w.h.watt@vaxa.strath.ac.uk      |
|  United Kingdom                  #                                           |
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Date:         Mon, 14 Dec 1992 07:05:00 EST
From:         BTD0@NIORDS1.EM.CDC.GOV
Subject:      Thanks -- F prob

Just want to thank all who responded to my question about calculating F
value.  The general concensus was to use PROBF and FINV in SAS.  I was not
familiar enough with the package to know these were availiable.....Thanks
too, to those who took time to write hand calcs....they always help...

                              Brian Day
                              BTD0@NIORDS1.EM.CDC.GOV
                              Phone: (304) 291-4501
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Posted-Date: Thu, 17 Dec 92 11:36:50 EST
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Date:         Thu, 17 Dec 1992 11:36:50 EST
From:         Evan Cooch <ecooch@SAS.UPENN.EDU>
Subject:      Re: diff of means
              92 10:00 am

Whoops...uploading the file I submitted seems to have screwed something
up. As someone has quickly pointed out to me, the SE of a mean is the STD
of the sampling distribution, not the VARIANCE. The superscript 2's were
stripped off somehow during the upload (asnd of course I didn't check for
such gremlins).

The expression should have been

Var(mu1-mu2) = SE(1)^2 + SE(2)^2

(Thanks Russ!)


Evan Cooch
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Posted-Date: Wed, 16 Dec 92 20:30:05 EST
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Date:         Wed, 16 Dec 1992 20:30:05 EST
From:         Evan Cooch <ecooch@SAS.UPENN.EDU>
Subject:      dist of diff of means

Hi all...

Thanks again to those who reponded to my last query concerning outputting
the design matrix in SAS. There are some easy (GLMMOD), a bit less easy (E
functions in GLM), and esoteric (using IML) to do this. Thanks to all who
responded.

Today's query concerns the following: I've seen a couple of formulas
kicking around that give the expectation and standard error of the product
of means (i.e mean 1 and its estimated variance time mean 2 and its
estimated variane = some expected mean and some variance that is a
function of the variances of means 1 and 2, respectively).

  What I haven't seen, and what I'm looking for, is such a beast for the
difference in means (i.e mean 1 with variance - mean 2 with variance =
mean with some variance). Can anybody shed a bit of light, or point me in
the right direction?

Thanks in advance...




           _///_              +----------------------------+
           -. .-              |       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@MAIL.SAS.UPENN.EDU  |
                              +----------------------------+
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Date:         Wed, 16 Dec 1992 16:54:31 GMT
From:         Simon Dunkley <sdd@LE.AC.UK>
Subject: Re: uses of factor analysis (fwd)

Byron Davis <byron@EDU.UTAH.USI.OSIRIS> writes:
>
> However, I must emphasize again that these failings are not the failings of
> statistical packages or statistical techniques. They are the failings of
> particular individuals (e.g., students, professors, authors, reviewers and
> editors). No tool once made, is safe from misuse but the answer to this
> problem is not to destroy all tools, it is to better educate the users.
>
    True, very true.  A damning illustration of just how true this can be has
been shown to me by a colleague in the form of a rejection letter he received
froma journal.  He had written a letter pointing out that a paper just
published in this particular psychological journal was more than somewhat
flawed, in fact, the analysis performed was so wrong that the conclusions
reached by the paper (which managed to coincide with the author's know 'biases'
about the subject matter) were in fact the opposite of what was really going
on.  My colleague, who wished to remain nameless but is known to a few on
this list, actually showed, in his letter, how the analysis *should* have been
performed, and what the conclusions *should* have been.  I can't remember the
exact words, but the editor more or less said that it would be embarrassing to
publish the letter, seeing as it exposed some rather large holes in their
reviewing process.  (I suppose that since the objections were mathematical
in nature, most psychologists would have ignored them anyway...)

    Simon Dunkley.

      00 0 O o o...
     0    ___         _________________ _______________ _______________
    ][_n_i|(  ooo___  | Simon Dunkley | |   sdd@le    | | sdd@le.ac.uk|
   (  __  | | |     | | Department of | |University of| |     +44     |
   _||__|_|_|_|_____|_|__Psychiatry___|_|__Leicester__|_|_533__523259_|
    o  O--O    o o o    o-o       o-o      o   o   o       o   o   o
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Date:         Tue, 15 Dec 1992 14:07:00 PST
From:         Charles Chamberlin <CHAMBERLINC@AXE.HUMBOLDT.EDU>
Subject:      Heywood cases and ipsative data ???

A commenter a couple of days ago mentioned _Heywood cases_ and
_ipsative data_.  Ok, I'll admit my ignorance:  what are they?
suggested reading?
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Newsgroups: bit.listserv.stat-l
Date:         Tue, 15 Dec 1992 11:31:36 MEZ
From:         Suitbert Ertel <SERTEL@IBM.GWDG.DE>
Subject:      Finding critical F

                  F statistic using SC
                  --------------------

> fprobQ(.05,278,500)             legend:
:    1.1874001                     -------
> fprobQ(.01,278,500)             > enter
:  1.2746667                      : output
> fprobQ(.001,278,500)
:  1.3795819
> fprobQ(.0001,278,500)
:  1.4719917
> fprobQ(.00001,278,500)
: 1.5569581
> fprobQ(.000001,278,500)
:  1.6369637
> fprobQ(.0000001,278,500)
:  1.7134368
> fprobQ(.00000001,278,500)
: 1.7872858

            etc.
-------------------- HOW TO OBTAIN THIS OUTPUT ? -------------------------

-------------------- (1) DOES SC PROVIDE F-STATISTIC? -- type: a propos F ------
>  a propos: F

-------------------- YES, SC SHOWS ALL ABOUT F. , e.g. fprobQ, see below:-------
:   f  fprobQ(p,v,w) - critical value of F (inverse F)
:   f  Fprob(x,v,w) - area to right of x in F distribution

-------------------- (2) BUT WHAT'S THE SYNTAX? -- TYPE: ?fprobQ---------------
> ?fprobQ
-------------------- SC SHOWS THE SYNTAX AND ALL YOU NEED TO KNOW:---------
: f  fprobQ(p,v,w) - critical value of F (inverse F)
:          p     -> right tail probability required
:             v,w -> degrees of freedom (may be noninteger)
: => value of F that will be exceeded with probability p
: e.g.
:    fprobQ(.001,2,51)
:    Fprob(L1,2,51)     #  0.001

-------------------- (3) NOW ENTER YOUR NUMBERS --------------------------------
> fprobQ(.05,278,500)
-------------------- THAT'S WHAT YOU GET -----------------------------------
:  1.1874001
----------------------------------------------------------------------------

SC doesn't mind you forgetting its commands and syntax.
It doesn't even mind your forgetting the manual.
The only items you need to remember is
     (1) F         (if you wish to inquire F-distribution)
     (2) a propos  (or "F8", the function key entering " a propos ")

The rest will be shown on the screen and explained.

Suitbert Ertel
Institute of Psychology
Goettingen Germany




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Date:         Thu, 17 Dec 1992 11:21:45 EST
From:         Stephen Baker <sbaker@UMASSMED.UMMED.EDU>
Subject:      Re: mac software
              at Dec 17, 92 9:44 am

> A.M. Best and D. Morganstein have a lengthy review of stats programs for the
> Mac in _The American Statistician_, 1991, Vol. 45(4), pgs. 318-337.  The
> title of the article is:  Statistics programs designed for the Macintosh:
> Data Desk, Exstatix, Fastat, JMP, StatView II, and SuperANOVA.  The detail
> the features of each program and go on to discuss the programs' relative
> strengths and weaknesses.
Unfortunately, they failed to review Systat 5 for the mac, though acknowledged
that it had come out after they had finished their review.
~


Stephen P. Baker                               phone:  (508) 856-2625
Lecturer in Biostatistics                              (508) 856-3131 fax
Department of Academic Computing                       (413) 253-3923 home
University of Massachusetts Medical School     bitnet: sbaker@umassmed.bitnet
55 Lake Avenue North                         internet: sbaker@umassmed.ummed.edu
Worcester, MA 01655                                rf:  -. .---- --. - --.-
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Date:         Tue, 15 Dec 1992 04:50:04 EST
From:         Clark Gaylord <GAYLORD@VTVM2.BITNET>
Subject:      Re: software packages

On Thu, 10 Dec 1992 16:37:47 +1200 Bob said:
>>mood for, from a long list.  For baby stat, I rather liked STATA which no one
>>has mentioned. One of the nicest features it had was creating dummy variables
>>from character class information (e.g., MALE/FEMALE would automatically be
>>coded 0,1 into a GENDER variable). . . .
   But in most cases, these should be coded -1/+1 -- obviously there is no
difference when there are no interactions, but when you compute interaction
terms directly, the interaction term is more meaningful, imho.

Clark
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Date:         Sun, 13 Dec 1992 20:45:11 -0500
From:         Mike Meyer <mikem%stat.cmu.edu@CARNEGIE.BITNET>
Subject:      Experimental StatLib gopher server

I have set up an experiemental gopher server containing the StatLib
archives at lib.stat.cmu.edu (port 70)*. The gopher server is not
(yet) known to any of the main gopher servers, so you will have to
tell your gopher client the address and port by hand.  If the gopher
service begins to cause problems on the StatLib machine, I will stop
it---but if things work smoothly then gopher will become yet another
entry way into StatLib.

Please don't ask me questions about gopher--I can't answer them.

--Mike

* (lib.stat.cmu.edu has IP number 128.2.241.142)
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Date:         Tue, 15 Dec 1992 08:48:12 GMT
From:         A.C.Downing@NEWCASTLE.AC.UK
Subject:      Publishing Factor Analyses

Steve Blinkhorn's posting on the subject of factor analysis, with his
wonderful imaginary dialogue with an imaginary graduate student, raises at
the end a subsidiary but still important furhter worry about factor analysis.
"Then you publish the rotated  factor matrix" says inquisitor Steve
(this after deciding no' of factors on the basis of variance accounted
for in terms of standardized variables, and much else.)

To be open to proper academic scrutiny, surely a paper in which a factor
analysis is crucial needs to show the original correlation matrix, the
unrotated initial factor matrix, the communalities and eigenvalues, the
nature of the rotations, together with the final rotated matrix.  I cannot
imagine a journal allowing such a spread, yet how else the readers get
the information they need?  The necessity to be concise seems here to
conflict with proper scientific disclosure.  Should now there be an agreed
code of practice whereby fuller statistical details must be submitted with
the paper and lodged in some kind of database such as list servers can
now provide, so that they do not clutter up the journals but are vetted by
the referees and are readily accessible to the readers?  It is rare
indeed to see a factor analysis reported in a psychological journal in
such a way that the reader can make any informed judgement about it at a
technical level, or entertain alternative interpretations, etc.

Of course this does not meet the more radical objections to factor
analysis which have been voiced so eloquently, but isn't it a problem in
its own right? - And one not confined to factor analysis.  I'm sure this
suggestion cannot be novel, but isn't it time something of this sort became
standard practice, so that a paper making claims based on statistical
procedures producing voluminous output, could not be published unless such
output were easily available for public scrutiny?

Tony Downing                              A.C.Downing @ newcastle.ac.uk
Department of Psychology,
University of Newcastle upon Tyne,
England.
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Date:         Tue, 15 Dec 1992 09:50:00 EST
From:         jhh0@PHPDLS1.EM.CDC.GOV
Subject: Re: Spreadsheets and Graphics

William Hart writes:

>Which is why I require all of my students to read:
>
>"How to Lie with Statistics", by Darrell Huff, 1954, now in its 39th
>printing from W. W. Norton & Co.  I get my copies from a national
>chain for $3.95.  If they are the persistant type, I let them
>read my copy of "The Visual Display of Quantitative Information"
>but only under armed guard.  :-)

I'll second the motion.  The problem is that the misuse of graphics is not
limited to students.  How to Lie with Statistics is, by the way, on the list
of publications recently posted on this network.  I can think of several
people who would benefit from reading it (the book, that is...and the list).

--------------------------------------------------------------------------
Jim Handsfield                          |       Voice:  (404)639-1703
Centers for Disease Control             |       FAX:    (404)639-1777
Mail Stop G23                           |
1600 Clifton Road, NE                   |
Atlanta, GA 30333                       |     jhh0@phpdls1.em.cdc.gov

The opinions expressed are my own.  Use of product names should not be
construed as endorsement by CDC.
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Date:         Mon, 14 Dec 1992 11:05:19 EST
From:         "Nelson R. Pardee" <SASMAINT@SUVM.BITNET>
Subject:      SAS vs SPSS

One of the areas barely touched in the previous discussion is
support. A battle I currently fight is the proliferation of STAT
packages on campus, and not because I think that any one package does
everything. When someone needs help, they come to our Computing
Services organization.  Simple arithmetic comparing the number of
user support personnel to the number of packages we are expected to
support says that we can support one package semi-well.
Some faculty members endeavor to learn and know
what they teach and hence can help their students.  Sadly, many do
not (and students come to us first, regardless of what they are
told). There is need for some students (depending on interest/
discipline/ advancement in learning) to learn a variety of packages.
However, it's generally not productive for folks to struggle with
unfamiliar software without being able to get good help.

Another factor is that software costs are becomeing increasingly
problematic. In particular, since it is constantly updated, it
becomes a fixed cost in one's budget.  SAS gets rapped because
everything they sell (except JMP) requires a yearly fee for new
releases, support, etc.  But you get hit anyway with "one time
purchase" software; when the new version comes out, the resulting
clamor for it forces you to buy the next upgrade.  We're getting
eaten alive with this; and every piece of software added makes it
worse. It's like the family budget; the fixed expenses eat up all of
one's income.

Finally, I'd like to put in my two cents for "accurate" packages.  I
keep hearing things (here and on the net) about a "nice" package with
"wonderful" graphics and a "friendly" interface.  Folks, these aren't
cars, where the selection criteria is relatively straightforward.  We
wouldn't buy a car no matter the style and ergonomics unless it
"drives" and we expect it to be reliable.  Unfortunately, with a
stats package we must take a great deal on faith about what goes on
inside. Reliability is not usually about obviously failing; it's
about correct answers.  So what if the graphs are pretty?  if the
numbers seem nice.  Are they correct?  Can you tell?  Sometimes.  Ask
somebody (yourself) the next time you choose/use your stats package:
did you check its accuracy (or check with someone reliable who did)?
Writing software is an enormously difficult task.  Don't trust just
anyone to do it right.

The next time you want to add another Stat package, ask:
 -can I verify it gives correct answers?
 -will it be supported (there are costs if you support it yourself)
 -can we afford it
 -do I really need it
There are reasons to proceed even if the answer is "no" to all the
above; but at least, you'll have a better idea what you're getting into.
 --Nelson R. Pardee,  Computing Services, Syracuse University          --
 --120 Hinds Hall, Syracuse, NY 13244-1190 USA   (315)443-1079         --
 --Bitnet: SASMAINT@SUVM     Internet: SASMAINT@SUVM.ACS.SYR.EDU       --
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