similar to: How to compute p-Values

Displaying 20 results from an estimated 4000 matches similar to: "How to compute p-Values"

2008 Sep 26
2
ANOVA between & within variance
hi, is there an option to calculate the 'within' & 'between' group variances for a simple ANOVA (aov) model (2 groups, 1 trait, normally distr.) ? or do I have to calculate them from the Sum Sq ? thanks for your time and greetings, gregor -- Gregor Rolshausen PhD Student; University of Freiburg, Germany e-mail: gregor.rolshausen at biologie.uni-freiburg.de tel. :
2009 Jan 13
1
curve fitting with given term
hello, I want to fit a curve to a simple x,y dataset - my problem is, that I want to fit it for the following term: n(1-e^x/y) - so I get the n constant for my data... can anyone help/comment on that? cheers, gregor
2011 Mar 10
1
Help writing a Scheffe Contrast function for R
Hello, As a new user of R (less than a month) I have got my hands on several books and am pouting through the net looking for help in gaining understanding of this powerful tool. I am becoming more proficient with using basic functions to conduct basic statistics. I am now looking to learn how to write code. After a few small worthless functions I decided to try to create a function that was
2008 Sep 30
1
Version 2.7.2 GUI acts awkward?
hi, I am running R 2.7.2 Windows - recently the GUI-windows (for example to "change directory" or "read in R-scripts") do not open - well, they open, but close down directly afterwards. I can't select a directory or file ... I tried re-installing R - same problem again. does anybody have an idea? thanks gregor -- Gregor Rolshausen PhD Student; University of
2009 Jan 15
1
logistic regression - exp(estimates)?
hello. I have a question on the interpretation of a logistic model. is it helpful to exponentiate the coefficients (estimates)? I think I once read something about that, but I cannot remember where. if so, how would be the interpretation of the exp(estimate) ? would there be a change of the interpretation of the ANOVA table (or is the ANOVA table not really helpful at all?). thanks for your
2009 Jan 13
1
PCA loadings differ vastly!
hi, I have two questions: #first (SPSS vs. R): I just compared the output of different PCA routines in R (pca, prcomp, princomp) with results from SPSS. the loadings of the variables differ vastly! in SPSS the variables load constantly higher than in R. I made sure that both progr. use the correlation matrix as basis. I found the same problem with rotated values (varimax rotation and rtex=T
2015 Aug 01
2
[LLVMdev] Strange code generation issue
Hi, I am using the LLVM release_37 branch and have a strange issue. Please see the two IR outputs I have saved below: https://github.com/dibyendumajumdar/ravi/tree/master/ravi-tests/comp_issue The original.ll is the code I am generating. The aftercompiling.ll is the output from LLVM with opt level 0. The issue is that LLVM is deciding to remove the blocks with labels updatei and updatei.64
2008 Apr 13
2
Arrays and functions
Hi, I' am doing a stats project using R to work out the size of a t-test and wilcoxon test depending on the distribution and sample size. I just can't get it to work - I want to put my results from the function size() into an array.At the moment I keep getting the error message:Error in res[distribution, test, samplesize] <- results : subscript out of boundsCan anyone tell me where
2015 Feb 23
3
[LLVMdev] Eliminating redundant loads
On 23 February 2015 at 01:29, Kamal Sharma <kgs1.rice at gmail.com> wrote: > Hi Dibyendu, > > It would be very helpful if you could post the original source code or > snippet. > That way, one can investigate deeper to understand the problem. > > Regards, > Kamal Sharma > Hi Kamal, Sure. I guess I ought to create a test that one can look in isolation. I am
2015 Feb 22
2
[LLVMdev] Eliminating redundant loads
Hi, I am generating following code: %base = getelementptr inbounds %ravi.CallInfo* %6, i32 0, i32 4, i32 0 %7 = load %ravi.TValue** %base %8 = bitcast %ravi.TValue* %7 to i8* %9 = bitcast %ravi.TValue* %5 to i8* call void @llvm.memcpy.p0i8.p0i8.i32(i8* %8, i8* %9, i32 16, i32 8, i1 false) %10 = load %ravi.CallInfo** %L_ci %base1 = getelementptr inbounds %ravi.CallInfo* %10, i32 0,
2015 Feb 23
2
[LLVMdev] Eliminating redundant loads
On 22 February 2015 at 22:54, Hal Finkel <hfinkel at anl.gov> wrote: >> I tried setting the module's DataLayout to the engine's DataLayout. >> Don't see any improvement. >> The memcpy() is to perform a struct assign, so I tried replacing that >> with member by member store. >> But even then the loads are not being eliminated so I guess the >>
2015 Feb 22
2
[LLVMdev] Eliminating redundant loads
On 22 February 2015 at 20:58, David Jones <djones at xtreme-eda.com> wrote: > Not sure if this is your problem, but it was mine: > > You must create (or obtain) a DataLayout *and install it into the Module*. > > It is possible to generate machine code for IR and not install the > DataLayout into the Module. Rather, the DataLayout is used locally at the > point where code
2007 Mar 07
2
where can I find Durbin-Waston test tables for Confidence Level 2.5% or 0.5%?
Hi all, I am doing a two-sided DW test: H0: rho = 0 H1: rho =/= 0 My understanding is that most test statistics tables are one-sided. It's the way they created the table. So from online, by doing Googling, I found a bunch of DW tables for Confidence Level 5%. Those tables can answer my two-sided question at 5x2 = 10% confidence level. But what if I want two-sided test at 1% and 5%
2010 Feb 01
1
Question about interpretation of paired t-tests
hi there, i have a few questions about the correct interpretation of a paired t-test. (i don't think that this matters, but I'm using R 2.10.1 on Windows). to my questions: i've been using a lot of time about this minor concerns now and I hope you can help me... I use one- and two-sided t-tests. My questons are on one side about how R uses the hypothesis' and the second one
2010 Aug 20
3
how to interpret KS test
Dear R users I am using KS test to compare two different distribution for the same variable (temperature) for two different time periods. H0: the two distributions are equal H1: the two distributions are different ks.test (temp12, temp22) Two-sample Kolmogorov-Smirnov test data: temp12 and temp22 D = 0.2047, p-value < 2.2e-16 alternative hypothesis: two-sided Warning message: In
2007 Jul 26
1
significance test for difference of two correlations
Dear R users, how can I test, whether two correlations differ significantly. (I want to prove, that variables are correlated differently, depending on the group a person is in.) Greetings from Freiburg im Breisgau (Germany), Timo Stolz
2007 Jun 20
2
Extracting t-tests on coefficients in lm
I am writing a resampling program for multiple regression using lm(). I resample the data 10,000 times, each time extracting the regression coefficients. At present I extract the individual regression coefficients using brg = lm(Newdv~Teach + Exam + Knowledge + Grade + Enroll) bcoef[i,] = brg$coef This works fine. But now I want to extract the t tests on these coefficients. I cannot
2010 Oct 19
2
calculate power of test
Dear All I want to calculate power of test. I want to test H0: Rho = 0 VS H1: Rho != 0. Assume, I have r=0.2 and sample size = 100. How I can do this. Many Thanks Jumlong -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]
2006 Sep 27
3
t-stat Curve
Number of subjects = 25 Mean of Sample = 77 Standard Deviation (s) = 12 sem = 2.4 df = 24 The claim is that population mean is less than 80 * > 80 So our H0 (null hupotheis) is * > 80 > qt(.95,24) [1] 1.710882 > qt(0.05, 24) [1] -1.710882 tstat = -1.25 on t24 falls between 1.711 (.95,24) and *1.711 (.005,24) How Could I sketch t curve for the above data where my * would be at the
2007 May 21
1
Boostrap p-value in regression [indirectly related to R]
Hello All, Despite my preference for reporting confidence intervals, I need to obtain a p-value for a hypothesis test in the context of regression using bootstrapping. I have read John Fox's chapter on bootstrapping regression models and have consulted Efron & Tibshirani's "An Introduction to the Bootstrap" but I just wanted to ask the experts here for some feedback to make