Displaying 7 results from an estimated 7 matches for "davidmlane".
2007 May 23
2
Fisher's r to z' transformation - help needed
...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, mea...
2003 Aug 06
1
Standard error of standard deviation: bootstrap or theoretical results?
...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 rec...
2002 Jul 26
3
Fisher r-to-z transformation
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
2007 May 30
1
test to compare significant correlation increase
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
2007 Jun 16
0
Fwd: How to set degrees of freedom in cor.test?
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)...
2006 Aug 05
1
Interpretation of call to aov()
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
more...
2010 Nov 29
2
Significance of the difference between two correlation coefficients
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