search for: zar

Displaying 20 results from an estimated 50 matches for "zar".

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2008 May 05
1
proportional test on epicalc library vs. Jerrold H. Zar.
Hi everyone, I'm working with the Epical library, specicatly using the power test in proportions. I think this test is not working like in the book: Biostatistical Analysis (4th Edition): Jerrold H. Zar In the example 23.25. (I attach this Pic) It's not the same answer. Using the follow command don't give the same answer. library(epicalc) power.for.2p(0.75, 0.50, 50, 45, alpha = 0.05) with this command the Power = 0.6402. But in the Book we find Power=0.72. ?what it's the correct a...
2010 Apr 15
0
nested (hierarchical) anova
Hi, I'm having difficulty to replicate in R a nested (hierarchical) anova example found in p. 308 of Zar, J.H. 1996. Bostatistical Analysis. Prentice Hall. 3rd ed. The example (15.1) is as follows: The variable is blood cholesterol concentration in women (in mg/100 ml of plasma). This variable was measured after the administration of one of three different drugs, each drug having been obtained from t...
2004 Apr 25
2
nonparametric multiple sample comparison
Hello all, Here goes one of my first functions. I want to make a nonparametric multiple sample comparison with unequal sample sizes (see Zar?s Biostatistical Analysis, 3rd. Ed., pg. 201 Example 10.11, pg. 288 Example 11.10). In the real world, I want to compare samples of fish length captured with different fishing gears. After using the Kruskal-Wallis test I want to check the differences between each two samples. I wrote the func...
2009 Feb 12
0
Comparing slopes in two linear models
...lt;- summary(fit2)$coefficients db <- (s2[2,1]-s1[2,1]) #### TEST DEGREES OF FREEDOM df <- (fit1$df.residual+fit2$df.residual) ### Pooled Variance #### sd <- sqrt(s2[2,2]^2+s1[2,2]^2) td <- db/sd 2*pt(-abs(td), df) } Spencer(dP, dHT) [1] 0.0001717730 3- I wrote one based on Zar (1999) and Kleinbaum (1987) procedure: Zar <- function(df1, df2){ fit1 <- lm( log(df1$varCDI)~log(df1$CDI) ) fit2 <- lm( log(df2$varCDI)~log(df2$CDI) ) s1 <- summary(fit1)$coefficients s2 <- summary(fit2)$coefficients db <- (s1[2,1]-s2[2,1]) #### TEST DEGREES OF FREEDOM n1...
2001 Mar 22
0
[Fwd: FW: Biostats text/software]
...er than post the > entire text of all the messages to the web, I have summarized the results of > this "poll". If you want a copy of all the messages, then drop me an email > and I will forward them! > > AND THE TEXT WINNERS ARE.... There was a clear preference in texts for Zar, > with Sokal and Rohlf coming in second. Most folks thought that Zar was the > best combination of text and reference for undergrads. Many admitted it was > difficult, but that the students could handle it. > > THE SURPRISE WINNER IN THE SOFTWARE CATEGORY: The leader was S-Plus or t...
2005 May 02
2
Nonparametric Tukey-type multiple comparisons "Nemenyi" test
...significantly different. I have read the dialogue on this topic from the R-help, and am still not clear why no statistical packages include this test as an option? Is it not an appropriate test to conduct on non-normally distributed data? Is the only option to calculate it by hand using the (Zar 1996) formula? Thank you in advance for your help. -- Rikki Grober- Dunsmore National Marine Fisheries Service National Marine Protected Areas Center 110 Shaffer Rd. Santa Cruz, CA 95060 831-420-3991 Unless someone like you, Cares a whole awful lot, Nothing is going to get better, It's n...
2001 Sep 20
0
G-test : log-likelihood ratio test
...39; corrections are implemented. I've put some examples from Sokal & Rohlf up at http://www.psych.ualberta.ca/~phurd/cruft Feedback welcomed, -P. # Kludgy log-likelihood test of independence & goodness of fit # Does Williams' and Yates' correction # # G (TOI) calculation from Zar (2000) Biostatistical Analysis 4th ed. # G (GOF) calculation from Sokal & Rohlf (1995) Biometry 3rd ed. # q calculation from Sokal & Rohlf (1995) Biometry 3rd ed. # TOI Yates' correction taken from Mike Camann's 2x2 G-test fn. # GOF Yates' correction as described in Zar (2000) #...
2000 Jan 04
0
multiple comparison function
Hi I asked a while ago about multiple comparison tests for use with multi--way ANOVAs. Thanks to all those who replied and gave me some ideas and functions. What I ended up doing was writing my own function for Tukey's HSD test (ref: Zar's Biostatistics pg 186-190), as this was the procedure I could best understand. I've included my function here for those who may be interested. I'm sure there are many things that can be improved, but it works! When interpreting the results one does, however, have to check which mea...
2003 Apr 15
1
About kruskal.test
...for these list! is there possible to make kruskal.test summarize the sum of ranks?? e.g ##### z<-c(1.2,3.4,0,0,0,0,0) ranks(z) # like in octave package ans= 6 7 3 3 3 3 3 sum(ranks(z)) ans= 28 ### then apply multiple comparisions for many other data SE<-sqrt(n*(n*k)*(n*k+1)/12) # according Zar,JH. Bioestatistical # Analysis sec.12.6, on pg. 199 Thanks for any helps Marcelo A. BRUNO --# Oceanographer # --# FURG - Dpto.Oceanografia # --# CP 474 - RIO GRANDE - RS # --# CEP 96.200-000 BRAZIL # ##############################
2004 Nov 04
1
Specifying error terms in aov and lme
...ndom factors in lme but I am not sure how these get treated. When making the calculations for fixed and random factors, are the correct error terms used and how can you get aov or lme to use different error terms for fixed and random effects? I'm basing the need for this on this table from Zar, Both fixed factors - both tested against error Both random factors - both tested against interaction MS 1 fixed - interaction MS 1 random - replicate MS for random you can use error if the interaction is not significant (I have been told). I want to make sure that the correct error terms are...
2000 Nov 01
3
triangular matrix
How I make the below matrix | a^0 0 0 ... 0 | | a^1 a^0 0 ... 0 | | a^2 a^1 a^0 ... 0 | | . | | . | | . | | a^n a^(n-1) a^(n-2) ... a^0 | with no loops, where "a" is a constant? ======================================================================== C?zar de Freitas Depto. de Estat?stica - UFPE Recife - Pernambuco - Brasil -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in...
2002 Apr 15
1
simple Q: required sample size & usage of power.t.test()
Hi community, Seems I am too stupid: I try to calculate with power.t.test() an example from the statistics textbook [Jerrold H. Zar, Biostatistical Analysis, 2nd edition, Prentice Hall, 1984, Chapter 8, Exercise 8.4, (page 120)]: ------- A sample of size 18 has a mean of 13.55cm and a variance of 6.4512cm^2. (a) Calculate the 95% confidence interval for the population mean. (b) How large a sample would have to be taken from th...
2009 Mar 30
1
Comparing Points on Two Regression Lines
...he x and y values for each lines. x1<-c(0.5,1.0,2.5,5.0,10.0) y1<-c(204,407,1195,27404313) x2<-c(2.5,5.0,10.0,25.0) y2<-c(440,713,1520,2634) Suppose we need to compare the two lines at the common value of x=13. Please see attached the method as described in section 18.3 in Jerrold H. Zar. With many thanks Abou ========================== AbouEl-Makarim Aboueissa, Ph.D. Assistant Professor of Statistics Department of Mathematics & Statistics University of Southern Maine 96 Falmouth Street P.O. Box 9300 Portland, ME 04104-9300 Tel: (207) 228-8389 Fax: (207) 780-5607 E...
2011 Nov 15
0
Quantstrat; error with applyStrategy()
....xts$low), as.numeric(data.xts$close) ), order.by=index(data.xts) ) colnames(STOXX) <- c("STOXX.Open", "STOXX.High", "STOXX.Low", "STOXX.Close") rm(table.name, tablenames, ch, chooseTable) stock('STOXX', currency="ZAR", multiplier=1) mktdata <- STOXX spot <- as.xts( as.numeric(data.xts$spot), order.by=index(data.xts) ) colnames(spot) <- "spot" ################################################ # Initialise...
2008 Oct 01
3
"tapply versus by" in function with more than 1 arguments
...--------------------------------------------- #dataf$class: 3 #          V1        V2 #V1 1.0000000 0.7318938 #V2 0.7318938 1.0000000 #My interest is on cor(V1,V2)[1,2], so I can take 0.91777, 0.987857 and 0.7318938, but I think that tapply can works better, if I can solve the problem. Thanks, Cezar Novos endereços, o Yahoo! que você conhece. Crie um email novo com a sua cara @ymail.com ou @rocketmail.com. http://br.new.mail.yahoo.com/addresses [[alternative HTML version deleted]]
2003 Jan 07
0
Your Enterprise Java/J2EE Architect Requirement
...d Happy New Year 2003! Let it be prosperous for both you and me! Below you see a very short version of my CV as of January 2003 for your kind consideration and update. Word, TXT, and PDF version of the complete CV are available upon request. Enjoy the economic recovery! Make it a great day: ZAR ================================================================= ZAR PETKOV, Nov. 2002 (905) 727-2176 Toronto, CANADA ZarPetkov@Compuserve.COM Enterprise Rescue-Operation Consultant for large - scale projects in Java/J2EE/EJB/XML/JMS or C#/...
2001 Feb 27
4
Post hoc tests
This is only partly an R question, but this seems a good place to ask. Like many, if not most, statistics programs, R has no post hoc tests for Kruskal Wallis or Friedman, and as far as I can make out they are not available in any of the R packages. I would be grateful if someone could point me in the right direction if I am wrong. As I said this is not uncommon. Parametric Anova procedures
2008 Jun 04
1
Comparing two regression lines
...by using lm(y~x*FACTOR), where FACTOR gets "y1" if y1 is the response, and "y2" if y2 is the response? The problem I see here is that the residual degrees of freedom obviously go up (n1-1+n2-1) although there were only n1=n2 "true" replications. On the other hand, Zar (1984) and some other statistics textbooks base their calculations on a modified version of the t test (mainly using the residual SS from the two regressions), but when I calculated these tests by hand I found that the t-values are almost identical to the one I get using the lm(...) approach. P...
2004 Aug 30
3
D'agostino test
Hi, Does anyone know if the D'agostino test is available with R ? Alex
2012 Feb 06
1
multiple comparisons in nested design
Dear professors and collegues I need to perform a analysis of dates from a nested experimental design. From "Bioestatical Analysis" of Zar "Bimetry of Sokal" & Rohlf "Design and Analysis of Experiments" of Montgomery I have: Sum (mean(x)_i - mean(x)_T)2 / (a-1) -> var(epsilon) + n sigma2_B + n b (sum alfa_i)2 / (a-1) Sum (mean(x)_ij - mean(x)_i)2 / (ba-a) -> var(epsilon) + n sigma2_B Sum (x_ijl - mean(...