search for: davidmlan

...Fisher's z' transformation of the Pearson's r but the standard error does not appear to be correct. I have simulated an example using the R code below. The z' data appears to have a reasonably normal distribution but the standard error given by the formula 1/sqrt(N-3) (from http://davidmlane.com/hyperstat/A98696.html) gives a different results than sd(z). Can anyone tell me where I am going wrong? library(amap) ## SIMULATED DATA ######################################################### p<-10 n<-3000 means<-1000*c(1:p) SDs<-rep(100,p) set.seed(1) dat<-mapply(rnorm, me...

...uot;Handbook of applicable mathematics", Walter Ledermann (chief editor) Volumn VI: Statistics, Part A, Lloyd, John Wiley & Sons. Page 30-32: var(S) = (mu4 - mu2^2)/(4 * mu2 * n) mu4 = E(X - mu)^4, mu2 = E(X - mu)^2, S^2 = sum(X - mu)^2/n The results are about: 0.00090 2. From http://davidmlane.com/hyperstat/A19196.html The results are about 0.00066 3. From http://mathworld.wolfram.com/StandardDeviationDistribution.html The results are about 0.00065 Finally I calculate the standard deviation for each of the 100 subsamples and the standard error of those 100 standard deviations ( I re...

Hi everyone, I want to use the Fisher r-to-z transformation as part of a hypothesis test of r. I can't find an R function that can do that. Am I missing it? -Tim -- Tim Wilson | Visit Sibley online: | Check out: Henry Sibley HS | http://www.isd197.org | http://www.zope.com W. St. Paul, MN | | http://slashdot.org wilson at visi.com | <dtml-var

Hi! I am calculating correlation between two variables: 1. X versus Y 2. X versus Y(with a 3 steps lag) I would like to test if the correlation increase/decrease from 1 to 2 is significant or not. Is there any function in R to do this? any hints? Thanks for help :) David Ria?o Center for Spatial Technologies and Remote Sensing (CSTARS) University of California 250-N, The Barn One Shields

You could calculate the confidence interval of the correlation at your desired df: http://davidmlane.com/hyperstat/B8544.html The below code takes as arguments the observed correlation, N, and alpha, calculates the confidence interval and checks whether this includes 0. cor.test2=function(r,n,a=.05){ phi=function(x){ log((1+x)/(1-x))/2 } inv.phi=function(x){ (exp(2*x)-1)/(exp(2*x)+1)...

Hi all, I've been reading about aov() at http://www.psych.upenn.edu/~baron/rpsych/rpsych.html and http://davidmlane.com/hyperstat/intro_ANOVA.html and I try to use this test in experiments with my simulator. What I would like Anova to tell me is whether the differences I see when plotting the means of performance per method are significant. And also, whether this is dependent on the problem size (bigger is mor...

Hi, based on the sample size I want to calculate whether to correlation coefficients are significantly different or not. I know that as a first step both coefficients have to be converted to z values using fisher's z transformation. I have done this already but I dont know how to further proceed from there. unlike for correlation coefficients I know that the difference for z values is