THE APPLICATION OF LINEAR MIXED-EFFECTS MODEL TO THE EFFECT OF MICROCURRENT ON DECUBITUS WOUNDS. A STUDY IN LIMBURG PROVINCE OF BELGIUM

Size: px
Start display at page:

Download "THE APPLICATION OF LINEAR MIXED-EFFECTS MODEL TO THE EFFECT OF MICROCURRENT ON DECUBITUS WOUNDS. A STUDY IN LIMBURG PROVINCE OF BELGIUM"

Transcription

1 The 3 rd Internatonal Conference on Mathematcs and Statstcs (ICoMS-3) Insttut Pertanan Bogor, Indonesa, 5-6 August 008 THE APPLICATIO OF LIEAR MIXED-EFFECTS MODEL TO THE EFFECT OF MICROCURRET O DECUBITUS WOUDS. A STUDY I LIMBURG PROVICE OF BELGIUM Seta Pramana,, Meke urmalasar 3, Center for Statstcs Hasselt Unversty, Depenbeek, Belgum Sekolah Tngg Ilmu Statstk (STIS) Jakarta Indonesa 3 Sekolah Tngg Ilmu Ekonom Indonesa (STEI) Jl. Kayujat Raya, Jakarta-Indonesa e-mal : seta.pramana@uhasselt.be, meke_hafdz@yahoo.co.d Abstract. A decubtus wound, s areas of njured skn and tssue. One of promsng strateges for healng of decubtus wound s electrcal stmulaton. The effectveness of two electrcal stmulatons (Mcrocurrent) n decubtus wounds closure was compared. General Lnear Mxed-effects Model was used to deal wth longtudnal data due to the wounds area were measured repeatedly over tme. To get the most sutable model, a number of models wth several possble mean effects, varance and seral correlaton structures were ftted and compared. The wound closure evoluton n both treatments s smlar and decreases durng the treatment. A wound closure depends on how long t has been treated, but a wound surface area after treatment depends also on the ntal area. Therefore, a large wound need more tme to heal than a small wound. Keywords: Mcrocurrent, decubtus ulcers, Lnear Mxed Effects Models.. Introducton Pressure sores also called bed sores, pressure ulcers and decubtus ulcers, are areas of njured skn and tssue. They are usually caused by sttng or lyng too long n one poston. Ths puts pressure on certan areas of the body. The pressure can reduce the blood supply to the skn and the tssues under the skn. When a change n poston does not occur often enough and the blood supply gets too low, a sore may form. Once pressure sores develop, they can take months to heal, f they heal at all. Varous strateges have been used to heal pressure sores. However, some therapes are often unsuccessful. A promsng strategy for healng of pressure sores and leg ulcers s electrcal stmulaton (Mcrocurrent). The concept s the tssue wll grow n an electrc feld. However ths concept s not new snce t has been known for over 00 years that a wound generates an electrc current. It was felt that weak electrc currents were generated by a wound and were a trgger n the body to promote cell growth. Electrcal stmulaton ncreases blood flow to the tssue and may ncrease whte cell dapedess to the area as well. The am of ths study s to compare the effectveness of two mcrocurrent methods; Twn Peak Hgh Voltage (TPHV) and Bphasc n decubtus wound closure.. Data Descrpton The data comes from a study of the effectveness of mcrocurrent whch s conducted n several hosptals n Lmburg, provnce, Belgum. In the study, the patents wth therapy resstant leg ulcers or decubtus wounds durng 3 months or longer are selected. The patents were treated daly 5 days a week for 60 mnutes. The photographc evaluatons of wound area were taken every week usng a dgtal camera. The

2 wound surface (mm ) was calculated usng Surface Measurement software. There were 7 wounds treated by TPHV current and 0 wounds by Bphasc exponental current. 3. Methods In ths study we are dealng wth a longtudnal data snce for each subject the wound area was measured at dfferent tme ponts durng the treatments. The evoluton of wound area over tme s of prmary nterest. The measurements on the same subject are not ndependent but clustered wthn subjects. In our dataset, we have therefore as many clusters as there are subjects. The ncompleteness (mssngness and dropouts) also appears n ths study whch leads us to choose a statstcal method that can handle these problems properly. For these reasons, Lnear Mxed Models s preferable. Lnear Mxed Models The lnear mxed-effects model was used to study the relatonshp between ln(wound area) and tme (week). The general lnear mxed model s gven by: Y X Z b ( ) () () Where b ~ (0, D), ~ (0, ), ( ) I n ~ (0, H ) ( ) b, b,..., b n, (),..., (), (),..., () are ndependent. X and Z are the desgn matrces for the fxed effects and the random effects for the -th subject. The represents the fxed effects that descrbe the average trend n the populaton. The b contans all subjectspecfc parameters whch descrbes how a subject devates from the average trend. These subject-specfc parameters are assumed to be normally dstrbuted wth mean zero and covarance matrx D. The s the measurement error for the -th subject. The () () s the seral correlaton component whch represents the belef that part of a subject s observed profle s a response to a tme varyng stochastc processes operatng wthn that ndvdual. The above formulaton of the lnear mxed model called the herarchcal formulaton of the lnear mxed model. The correspondng margnal normal dstrbuton wth mean X and covarance matrx Z DZ I n H s called the margnal formulaton of the lnear mxed model,.e. Y ~ ( X, Z DZ I H ). D s varance component of random effects, the H n I n s the varance covarance matrx of the error term and s the varance covarance matrx of the seral correlaton component. Checkng for Seral Correlaton Model () assumes that the error term ( ) can be decomposed as ( ) () n whch () s a component of measurement error and () s a component of seral correlaton. The model s then completed by specfyng a seral correlaton functon g(.). To get the approprate seral correlaton functon, lnear mxed models wth the same mean and random effects structure but wth dfferent seral correlaton was ftted. Then the model wth the maxmum log lkelhood wll be chosen as the approprate model.. Inferences of Varance Components In a lnear mxed model (), random effects represent the varablty n ndvdual ntercepts and slopes, whch s not explaned by the covarates ncluded n the model. Under the herarchcal nterpretaton of the model, t may therefore be of scentfc nterest to test for the need of random effects n the model. Snce n ths study the herarchcal nterpretaton s the man focus, the Wald test and Lkelhood Rato test statstcs constructed wth the maxmum lkelhood are not vald for nference n the varance components due to boundary problem. In ths case the lkelhood rato statstc constructed usng restrcted maxmum lkelhood approach provdes vald nferences.

3 Generally we are to check for the sgnfcance of k random effects and the hypotheses to be tested are as follows: D 0 D D H 0 : D versus H : D. 0 0 D D Where D s a postve defnte matrx and D n the alternatve hypothess s a general ((q+k)(q+k)) postve semdefnte matrx. The asymptotc null dstrbuton of -log-lkelhood rato ( ln ) s a mxture of random varables as well as other random varables. For the case of q versus q+ random effects ln s a mxture of q and q wth equal weght 0.5. Hence the probablty value s calculated as follow: p P( q: q ln ) P q ln P( q ln Inferences of Fxed Effects After we obtan the approprate varance component then the lkelhood rato test s used to asses the sgnfcance of the fxed effects. In ths step the result of the lkelhood rato test are vald under maxmum lkelhood estmaton and not under restrcted maxmum lkelhood estmaton. Hgher terms are removed f the correspondng p-value of the Wald test s large, and t s performed n a herarchcal way usng the maxmum lkelhood. The fxed effect whch s found not sgnfcant at 5% level of sgnfcance s removed one by one from the model. 4. Results The ndvdual profle graph presented n Fgure shows that almost all of the wound area decreased over tme except for some wounds that ncreased. For those wounds wth large sze at the begnnng reman large untl the end of the study. Moreover, there s much varablty between wounds, but there s a small varablty wthn wounds. Lookng at the ndvdual profle n dfferent treatment n Fgure t can be seen that the varablty between wounds treated wth TPHV s larger than n bphasc. It s due to n the orgnal data there are three wounds that more than 000 cm n TPHV area, on the other hand almost all of the wound area n bphasc s less than 000 cm, except only for one wound whch s the largest wound. TPHV Bphasc Fgure. Indvdual profles of ln(wound area) by treatment In order to observe the average evoluton of n dfferent current, the average ln(wound area) at each tme ponts s drawn n Fgure. We can see that n the frst four weeks, the average of ln(wound area) treated wth Bphasc s larger than TPHV. It can be also observed that on average, the ln (wound area) treated wth TPHV get smaller after the frst week treatment up to the thrd week, before gettng larger after the fourth week to the sxth week. Ths ncrease s because after the 5 th week only 3 large wounds left whch lead to the hgher average of evoluton. 3

4 Fgure. Average evoluton of ln(wound area) by treatment For bphasc, on average the ln(wound area) decreases steadly from the begnnng to the 7 th week of the treatment then slghtly ncreases n the 8 th week before t decreases extensvely after the 9 th week. The ncreasng of ln(wound area) for th to 5 th week due to small number of observaton. Fgure shows that the ln(wound area) follow a quadratc trend n tme. We also observe that there s an nteracton between treatment tme tme. Lnear Mxed Models The nformaton from exploratory data analyss part suggests the followng model: b b tme b tme f TPHV b b j ( 3 3 ) () j () j Y j 4 5 tmej ( 6 b3 ) tme () j () j f Bphasc Let Y j be the ln(wound area) of the th wound n the j th week and β, β, β 3, β 4, β 5 β 6,are fxed effects. β and β 4 represent the average ntercepts, β, β 3, β 5 and β 6 represent the average slopes, and b, b and b 3 are random effects. Respectvely, these random effects correspond to the devaton of the ntercept and slope of ndvduals from the average ntercept and slope. The measurement error and seral correlaton are denoted by () j and () j, respectvely. The nferences on the parameter are conducted to reduce the number of parameters n the fnal model. Inference on Seral Correlaton Structure The correlaton between two measurements on the same subject can be affected by the dfference n tme lag that the closer each other the more they are correlated, wth decreasng correlaton f tme lag ncrease. To get the approprate seral correlaton functon, we ft a lnear mxed model wth the same mean and random effects structure but wth dfferent seral correlaton, whch are; whether t can be plausble to neglect the seral correlaton, whether there s only Gauss seral correlaton, and whether to consder Gauss decay wth measurement error. Table. REML Log-lkelhood, AIC, BIC for three models wth the same mean structure but dfferent resdual covarance structure Resdual Covarance Structure REML Log-lkelhood AIC BIC Measurement error Gaussan Measurement error + Gaussan From Table we can see that the restrcted maxmum lkelhood for the model whch only consders Gaussan decay s larger than the model wth only measurement error. However when they are combned, the model has the hghest restrcted maxmum lkelhood. We also can observe that the resdual 4

5 covarance structure s explaned more by the presence of seral correlaton than measurement error. Thus the model wth measurement error and Gaussan seral correlaton s used. Inference for Varance Components In order to test for the need of random effects, four models wth the same fxed effect but dfferent random effects were ftted and then compared. The results obtaned from ths analyss are shown n Table and 3. Table. Several random effects model wth the assocated -log-lkelhood (Restrcted Maxmum Lkelhood) Random effects -ln REML (ˆ) L AIC BIC Model : Intercepts, week, week Model : Intercepts, week Model 3: Intercepts Model 4: Table 3. Lkelhood Rato Statstc wth correct asymptotc null dstrbuton for comparng random effects model (REML) Asymptotc null Hypothess -ln REML (ˆ) p-value dstrbuton Model vs Model 3.7 : Model 3 vs Model 8 : < Model 4 vs Model : Accordng to AIC and BIC n Table, model s the most approprate model. Table 3 shows that the ncluson of random ntercepts and slopes of week s needed, however addng random effects of week have no sgnfcant effect n the model. Thus we conclude to use model whch consst random ntercepts and slopes of week. Inference for Fxed Effects After we obtan the approprate varance component then we ftted several models wth dfferent fxed effects and then used the lkelhood rato test to asses the sgnfcance of the fxed effects. From Table 4 the treat*week fxed effect can be removed from the model. Thus the fnal model base on ths result can be wrtten as: b b tme f TPHV Ln b b j () j () j ( Y ) j 4 5 tmej () j () j f Bphasc Where the random effects are assumed to be stochastc and are obtaned through Emprcal Bayes estmaton. The result of the estmates for each parameter n the fnal model s shown n Table 5. Table 4. The value of Lkelhood rato statstc, AIC and BIC for model wth dfferent fxed effects Model -ln -ln L ML (ˆ) ML (ˆ) AIC BIC (p-value) Treat Treat*week Treat*week Treat Treat*week (0.7408) Accordng to the fnal selected model, the ln(wound area) depends on the ln(ntercept/ntal wound sze) and the lnear tme effect (week). The average evoluton (slopes) of wound treated wth TPHV and Bphasc do not show any sgnfcant dfference (p-value = 0.878). 5

6 Table 5. Result from fttng the fnal model to the dataset Effect Parameter Estmates (s.e.) Intercepts TPHV (0.459) Bphasc (0.545) Tme effects TPHV (0.0875) Bphasc (0.) Covarance of b : var (b ) d.667 (0.8733) var (b ) d (0.079) cov (b,b ) d d (0.066) Measurement error varance var ( () j ) 0.076(0.07) Gaussan seral correlaton var ( () j ) (0.0833).338(0.008) Rate of exponental decrease Observaton 9 - REML log-lkelhood 4.9 Akake's Informaton Crtera (AIC) 36.9 Sawa's Bayesan Informaton Crteron (BIC) Conclusons From a populaton averaged profle, we observed that ln(wound area), especally Bphasc, follow a quadratc trend n tme, however after checkng usng Wald test, t does not appear sgnfcant n level of confdence 5%. It mght be due to dropouts at the end of the study. The sources of the varablty n ths study are subject-specfc effects (random ntercepts and random slopes), Gaussan seral correlaton and measurement error. Snce there was no sgnfcant dfference between the ntercepts of the two treatments t can be mpled that on average the ntal wound area of the treatments are the same. We also found no sgnfcant dfference of the effect to the wound closure of two mcrocurrent methods. The wound closure evoluton n both treatments s smlar and t decreases durng treatment. A wound closure depends on how long t has been treated, but a wound surface area after treatment depends also on the ntal area. Therefore, wound closure n large wound need more tme to get smaller than small one. The measurement error and seral correlaton are the varablty components that explan a varaton of wound measurement n each observaton. 6

7 References: Braddock M, Campbell CJ, Zuder D. (999) Current therapes for wound healng: electrcal stmulaton, bologcal therapeutcs and the potental for gene therapy. Internatonal Journal Dermatol ; 38: Brown, H., Prescott, R. (999) Appled Lnear Models n Medcne. West Sussex: John Wley & Son s ltd. Molenberghs, G. and Verbeke, G. (000) Lnear Mxed Models for Longtudnal Data. Sprnger Seres n Statstcs. ew York: Sprnger-Verlag. Molenberghs, G. and Verbeke, G. (005) Models for Dscrete Longtudnal Data. Sprnger Seres n Statstcs. ew York: Sprnger-Verlag 7

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

Comparison of Regression Lines

Comparison of Regression Lines STATGRAPHICS Rev. 9/13/2013 Comparson of Regresson Lnes Summary... 1 Data Input... 3 Analyss Summary... 4 Plot of Ftted Model... 6 Condtonal Sums of Squares... 6 Analyss Optons... 7 Forecasts... 8 Confdence

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Experment-I MODULE VII LECTURE - 3 ANALYSIS OF COVARIANCE Dr Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Any scentfc experment s performed

More information

Statistics for Economics & Business

Statistics for Economics & Business Statstcs for Economcs & Busness Smple Lnear Regresson Learnng Objectves In ths chapter, you learn: How to use regresson analyss to predct the value of a dependent varable based on an ndependent varable

More information

Chapter 11: Simple Linear Regression and Correlation

Chapter 11: Simple Linear Regression and Correlation Chapter 11: Smple Lnear Regresson and Correlaton 11-1 Emprcal Models 11-2 Smple Lnear Regresson 11-3 Propertes of the Least Squares Estmators 11-4 Hypothess Test n Smple Lnear Regresson 11-4.1 Use of t-tests

More information

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6 Department of Quanttatve Methods & Informaton Systems Tme Seres and Ther Components QMIS 30 Chapter 6 Fall 00 Dr. Mohammad Zanal These sldes were modfed from ther orgnal source for educatonal purpose only.

More information

Chapter 9: Statistical Inference and the Relationship between Two Variables

Chapter 9: Statistical Inference and the Relationship between Two Variables Chapter 9: Statstcal Inference and the Relatonshp between Two Varables Key Words The Regresson Model The Sample Regresson Equaton The Pearson Correlaton Coeffcent Learnng Outcomes After studyng ths chapter,

More information

Negative Binomial Regression

Negative Binomial Regression STATGRAPHICS Rev. 9/16/2013 Negatve Bnomal Regresson Summary... 1 Data Input... 3 Statstcal Model... 3 Analyss Summary... 4 Analyss Optons... 7 Plot of Ftted Model... 8 Observed Versus Predcted... 10 Predctons...

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Experment-I MODULE VIII LECTURE - 34 ANALYSIS OF VARIANCE IN RANDOM-EFFECTS MODEL AND MIXED-EFFECTS EFFECTS MODEL Dr Shalabh Department of Mathematcs and Statstcs Indan

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

ECONOMETRICS - FINAL EXAM, 3rd YEAR (GECO & GADE)

ECONOMETRICS - FINAL EXAM, 3rd YEAR (GECO & GADE) ECONOMETRICS - FINAL EXAM, 3rd YEAR (GECO & GADE) June 7, 016 15:30 Frst famly name: Name: DNI/ID: Moble: Second famly Name: GECO/GADE: Instructor: E-mal: Queston 1 A B C Blank Queston A B C Blank Queston

More information

Statistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation

Statistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation Statstcs for Managers Usng Mcrosoft Excel/SPSS Chapter 13 The Smple Lnear Regresson Model and Correlaton 1999 Prentce-Hall, Inc. Chap. 13-1 Chapter Topcs Types of Regresson Models Determnng the Smple Lnear

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

2016 Wiley. Study Session 2: Ethical and Professional Standards Application

2016 Wiley. Study Session 2: Ethical and Professional Standards Application 6 Wley Study Sesson : Ethcal and Professonal Standards Applcaton LESSON : CORRECTION ANALYSIS Readng 9: Correlaton and Regresson LOS 9a: Calculate and nterpret a sample covarance and a sample correlaton

More information

BIO Lab 2: TWO-LEVEL NORMAL MODELS with school children popularity data

BIO Lab 2: TWO-LEVEL NORMAL MODELS with school children popularity data Lab : TWO-LEVEL NORMAL MODELS wth school chldren popularty data Purpose: Introduce basc two-level models for normally dstrbuted responses usng STATA. In partcular, we dscuss Random ntercept models wthout

More information

STAT 511 FINAL EXAM NAME Spring 2001

STAT 511 FINAL EXAM NAME Spring 2001 STAT 5 FINAL EXAM NAME Sprng Instructons: Ths s a closed book exam. No notes or books are allowed. ou may use a calculator but you are not allowed to store notes or formulas n the calculator. Please wrte

More information

Durban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications

Durban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications Durban Watson for Testng the Lack-of-Ft of Polynomal Regresson Models wthout Replcatons Ruba A. Alyaf, Maha A. Omar, Abdullah A. Al-Shha ralyaf@ksu.edu.sa, maomar@ksu.edu.sa, aalshha@ksu.edu.sa Department

More information

Department of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution

Department of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution Department of Statstcs Unversty of Toronto STA35HS / HS Desgn and Analyss of Experments Term Test - Wnter - Soluton February, Last Name: Frst Name: Student Number: Instructons: Tme: hours. Ads: a non-programmable

More information

Chapter 5 Multilevel Models

Chapter 5 Multilevel Models Chapter 5 Multlevel Models 5.1 Cross-sectonal multlevel models 5.1.1 Two-level models 5.1.2 Multple level models 5.1.3 Multple level modelng n other felds 5.2 Longtudnal multlevel models 5.2.1 Two-level

More information

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4) I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes

More information

Statistics MINITAB - Lab 2

Statistics MINITAB - Lab 2 Statstcs 20080 MINITAB - Lab 2 1. Smple Lnear Regresson In smple lnear regresson we attempt to model a lnear relatonshp between two varables wth a straght lne and make statstcal nferences concernng that

More information

Lecture 6: Introduction to Linear Regression

Lecture 6: Introduction to Linear Regression Lecture 6: Introducton to Lnear Regresson An Manchakul amancha@jhsph.edu 24 Aprl 27 Lnear regresson: man dea Lnear regresson can be used to study an outcome as a lnear functon of a predctor Example: 6

More information

STAT 3008 Applied Regression Analysis

STAT 3008 Applied Regression Analysis STAT 3008 Appled Regresson Analyss Tutoral : Smple Lnear Regresson LAI Chun He Department of Statstcs, The Chnese Unversty of Hong Kong 1 Model Assumpton To quantfy the relatonshp between two factors,

More information

Chapter 12 Analysis of Covariance

Chapter 12 Analysis of Covariance Chapter Analyss of Covarance Any scentfc experment s performed to know somethng that s unknown about a group of treatments and to test certan hypothess about the correspondng treatment effect When varablty

More information

UNIVERSITY OF TORONTO Faculty of Arts and Science. December 2005 Examinations STA437H1F/STA1005HF. Duration - 3 hours

UNIVERSITY OF TORONTO Faculty of Arts and Science. December 2005 Examinations STA437H1F/STA1005HF. Duration - 3 hours UNIVERSITY OF TORONTO Faculty of Arts and Scence December 005 Examnatons STA47HF/STA005HF Duraton - hours AIDS ALLOWED: (to be suppled by the student) Non-programmable calculator One handwrtten 8.5'' x

More information

BOOTSTRAP METHOD FOR TESTING OF EQUALITY OF SEVERAL MEANS. M. Krishna Reddy, B. Naveen Kumar and Y. Ramu

BOOTSTRAP METHOD FOR TESTING OF EQUALITY OF SEVERAL MEANS. M. Krishna Reddy, B. Naveen Kumar and Y. Ramu BOOTSTRAP METHOD FOR TESTING OF EQUALITY OF SEVERAL MEANS M. Krshna Reddy, B. Naveen Kumar and Y. Ramu Department of Statstcs, Osmana Unversty, Hyderabad -500 007, Inda. nanbyrozu@gmal.com, ramu0@gmal.com

More information

Statistics for Business and Economics

Statistics for Business and Economics Statstcs for Busness and Economcs Chapter 11 Smple Regresson Copyrght 010 Pearson Educaton, Inc. Publshng as Prentce Hall Ch. 11-1 11.1 Overvew of Lnear Models n An equaton can be ft to show the best lnear

More information

Chapter 8 Indicator Variables

Chapter 8 Indicator Variables Chapter 8 Indcator Varables In general, e explanatory varables n any regresson analyss are assumed to be quanttatve n nature. For example, e varables lke temperature, dstance, age etc. are quanttatve n

More information

Correlation and Regression. Correlation 9.1. Correlation. Chapter 9

Correlation and Regression. Correlation 9.1. Correlation. Chapter 9 Chapter 9 Correlaton and Regresson 9. Correlaton Correlaton A correlaton s a relatonshp between two varables. The data can be represented b the ordered pars (, ) where s the ndependent (or eplanator) varable,

More information

Here is the rationale: If X and y have a strong positive relationship to one another, then ( x x) will tend to be positive when ( y y)

Here is the rationale: If X and y have a strong positive relationship to one another, then ( x x) will tend to be positive when ( y y) Secton 1.5 Correlaton In the prevous sectons, we looked at regresson and the value r was a measurement of how much of the varaton n y can be attrbuted to the lnear relatonshp between y and x. In ths secton,

More information

Resource Allocation and Decision Analysis (ECON 8010) Spring 2014 Foundations of Regression Analysis

Resource Allocation and Decision Analysis (ECON 8010) Spring 2014 Foundations of Regression Analysis Resource Allocaton and Decson Analss (ECON 800) Sprng 04 Foundatons of Regresson Analss Readng: Regresson Analss (ECON 800 Coursepak, Page 3) Defntons and Concepts: Regresson Analss statstcal technques

More information

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction ECONOMICS 5* -- NOTE (Summary) ECON 5* -- NOTE The Multple Classcal Lnear Regresson Model (CLRM): Specfcaton and Assumptons. Introducton CLRM stands for the Classcal Lnear Regresson Model. The CLRM s also

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

STATISTICS QUESTIONS. Step by Step Solutions.

STATISTICS QUESTIONS. Step by Step Solutions. STATISTICS QUESTIONS Step by Step Solutons www.mathcracker.com 9//016 Problem 1: A researcher s nterested n the effects of famly sze on delnquency for a group of offenders and examnes famles wth one to

More information

a. (All your answers should be in the letter!

a. (All your answers should be in the letter! Econ 301 Blkent Unversty Taskn Econometrcs Department of Economcs Md Term Exam I November 8, 015 Name For each hypothess testng n the exam complete the followng steps: Indcate the test statstc, ts crtcal

More information

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics ECOOMICS 35*-A Md-Term Exam -- Fall Term 000 Page of 3 pages QUEE'S UIVERSITY AT KIGSTO Department of Economcs ECOOMICS 35* - Secton A Introductory Econometrcs Fall Term 000 MID-TERM EAM ASWERS MG Abbott

More information

Graph the R Matrix in Linear Mixed Model

Graph the R Matrix in Linear Mixed Model Paper SP01 Graph the R Matrx n Lnear Mxed Model Jan Wu, Roche Products Australa, Dee Why, NSW, Australa Peter Button, Roche Products Australa, Dee Why, NSW, Australa ABSTRACT In the longtudnal studes,

More information

Y = β 0 + β 1 X 1 + β 2 X β k X k + ε

Y = β 0 + β 1 X 1 + β 2 X β k X k + ε Chapter 3 Secton 3.1 Model Assumptons: Multple Regresson Model Predcton Equaton Std. Devaton of Error Correlaton Matrx Smple Lnear Regresson: 1.) Lnearty.) Constant Varance 3.) Independent Errors 4.) Normalty

More information

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables LINEAR REGRESSION ANALYSIS MODULE VIII Lecture - 7 Indcator Varables Dr. Shalabh Department of Maematcs and Statstcs Indan Insttute of Technology Kanpur Indcator varables versus quanttatve explanatory

More information

Advances in Longitudinal Methods in the Social and Behavioral Sciences. Finite Mixtures of Nonlinear Mixed-Effects Models.

Advances in Longitudinal Methods in the Social and Behavioral Sciences. Finite Mixtures of Nonlinear Mixed-Effects Models. Advances n Longtudnal Methods n the Socal and Behavoral Scences Fnte Mxtures of Nonlnear Mxed-Effects Models Jeff Harrng Department of Measurement, Statstcs and Evaluaton The Center for Integrated Latent

More information

Basic Business Statistics, 10/e

Basic Business Statistics, 10/e Chapter 13 13-1 Basc Busness Statstcs 11 th Edton Chapter 13 Smple Lnear Regresson Basc Busness Statstcs, 11e 009 Prentce-Hall, Inc. Chap 13-1 Learnng Objectves In ths chapter, you learn: How to use regresson

More information

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands Content. Inference on Regresson Parameters a. Fndng Mean, s.d and covarance amongst estmates.. Confdence Intervals and Workng Hotellng Bands 3. Cochran s Theorem 4. General Lnear Testng 5. Measures of

More information

An R implementation of bootstrap procedures for mixed models

An R implementation of bootstrap procedures for mixed models The R User Conference 2009 July 8-10, Agrocampus-Ouest, Rennes, France An R mplementaton of bootstrap procedures for mxed models José A. Sánchez-Espgares Unverstat Poltècnca de Catalunya Jord Ocaña Unverstat

More information

Lab 4: Two-level Random Intercept Model

Lab 4: Two-level Random Intercept Model BIO 656 Lab4 009 Lab 4: Two-level Random Intercept Model Data: Peak expratory flow rate (pefr) measured twce, usng two dfferent nstruments, for 17 subjects. (from Chapter 1 of Multlevel and Longtudnal

More information

Time-Varying Coefficient Model with Linear Smoothing Function for Longitudinal Data in Clinical Trial

Time-Varying Coefficient Model with Linear Smoothing Function for Longitudinal Data in Clinical Trial Tme-Varyng Coeffcent Model wth Lnear Smoothng Functon for Longtudnal Data n Clncal Tral Masanor Ito, Toshhro Msum and Hdek Hrooka Bostatstcs Group, Data Scence Dept., Astellas Pharma Inc. Introducton In

More information

The Ordinary Least Squares (OLS) Estimator

The Ordinary Least Squares (OLS) Estimator The Ordnary Least Squares (OLS) Estmator 1 Regresson Analyss Regresson Analyss: a statstcal technque for nvestgatng and modelng the relatonshp between varables. Applcatons: Engneerng, the physcal and chemcal

More information

Econometrics of Panel Data

Econometrics of Panel Data Econometrcs of Panel Data Jakub Mućk Meetng # 8 Jakub Mućk Econometrcs of Panel Data Meetng # 8 1 / 17 Outlne 1 Heterogenety n the slope coeffcents 2 Seemngly Unrelated Regresson (SUR) 3 Swamy s random

More information

See Book Chapter 11 2 nd Edition (Chapter 10 1 st Edition)

See Book Chapter 11 2 nd Edition (Chapter 10 1 st Edition) Count Data Models See Book Chapter 11 2 nd Edton (Chapter 10 1 st Edton) Count data consst of non-negatve nteger values Examples: number of drver route changes per week, the number of trp departure changes

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Recall: man dea of lnear regresson Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 8 Lnear regresson can be used to study an

More information

Introduction to Regression

Introduction to Regression Introducton to Regresson Dr Tom Ilvento Department of Food and Resource Economcs Overvew The last part of the course wll focus on Regresson Analyss Ths s one of the more powerful statstcal technques Provdes

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 008 Recall: man dea of lnear regresson Lnear regresson can be used to study

More information

Non-Mixture Cure Model for Interval Censored Data: Simulation Study ABSTRACT

Non-Mixture Cure Model for Interval Censored Data: Simulation Study ABSTRACT Malaysan Journal of Mathematcal Scences 8(S): 37-44 (2014) Specal Issue: Internatonal Conference on Mathematcal Scences and Statstcs 2013 (ICMSS2013) MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES Journal

More information

/ n ) are compared. The logic is: if the two

/ n ) are compared. The logic is: if the two STAT C141, Sprng 2005 Lecture 13 Two sample tests One sample tests: examples of goodness of ft tests, where we are testng whether our data supports predctons. Two sample tests: called as tests of ndependence

More information

THE ROYAL STATISTICAL SOCIETY 2006 EXAMINATIONS SOLUTIONS HIGHER CERTIFICATE

THE ROYAL STATISTICAL SOCIETY 2006 EXAMINATIONS SOLUTIONS HIGHER CERTIFICATE THE ROYAL STATISTICAL SOCIETY 6 EXAMINATIONS SOLUTIONS HIGHER CERTIFICATE PAPER I STATISTICAL THEORY The Socety provdes these solutons to assst canddates preparng for the eamnatons n future years and for

More information

First Year Examination Department of Statistics, University of Florida

First Year Examination Department of Statistics, University of Florida Frst Year Examnaton Department of Statstcs, Unversty of Florda May 7, 010, 8:00 am - 1:00 noon Instructons: 1. You have four hours to answer questons n ths examnaton.. You must show your work to receve

More information

STAT 405 BIOSTATISTICS (Fall 2016) Handout 15 Introduction to Logistic Regression

STAT 405 BIOSTATISTICS (Fall 2016) Handout 15 Introduction to Logistic Regression STAT 45 BIOSTATISTICS (Fall 26) Handout 5 Introducton to Logstc Regresson Ths handout covers materal found n Secton 3.7 of your text. You may also want to revew regresson technques n Chapter. In ths handout,

More information

[The following data appear in Wooldridge Q2.3.] The table below contains the ACT score and college GPA for eight college students.

[The following data appear in Wooldridge Q2.3.] The table below contains the ACT score and college GPA for eight college students. PPOL 59-3 Problem Set Exercses n Smple Regresson Due n class /8/7 In ths problem set, you are asked to compute varous statstcs by hand to gve you a better sense of the mechancs of the Pearson correlaton

More information

Lecture 16 Statistical Analysis in Biomaterials Research (Part II)

Lecture 16 Statistical Analysis in Biomaterials Research (Part II) 3.051J/0.340J 1 Lecture 16 Statstcal Analyss n Bomaterals Research (Part II) C. F Dstrbuton Allows comparson of varablty of behavor between populatons usng test of hypothess: σ x = σ x amed for Brtsh statstcan

More information

x = , so that calculated

x = , so that calculated Stat 4, secton Sngle Factor ANOVA notes by Tm Plachowsk n chapter 8 we conducted hypothess tests n whch we compared a sngle sample s mean or proporton to some hypotheszed value Chapter 9 expanded ths to

More information

A Comparative Study for Estimation Parameters in Panel Data Model

A Comparative Study for Estimation Parameters in Panel Data Model A Comparatve Study for Estmaton Parameters n Panel Data Model Ahmed H. Youssef and Mohamed R. Abonazel hs paper examnes the panel data models when the regresson coeffcents are fxed random and mxed and

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Exerments-I MODULE III LECTURE - 2 EXPERIMENTAL DESIGN MODELS Dr. Shalabh Deartment of Mathematcs and Statstcs Indan Insttute of Technology Kanur 2 We consder the models

More information

F statistic = s2 1 s 2 ( F for Fisher )

F statistic = s2 1 s 2 ( F for Fisher ) Stat 4 ANOVA Analyss of Varance /6/04 Comparng Two varances: F dstrbuton Typcal Data Sets One way analyss of varance : example Notaton for one way ANOVA Comparng Two varances: F dstrbuton We saw that the

More information

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method Appled Mathematcal Scences, Vol. 7, 0, no. 47, 07-0 HIARI Ltd, www.m-hkar.com Comparson of the Populaton Varance Estmators of -Parameter Exponental Dstrbuton Based on Multple Crtera Decson Makng Method

More information

Lecture 4 Hypothesis Testing

Lecture 4 Hypothesis Testing Lecture 4 Hypothess Testng We may wsh to test pror hypotheses about the coeffcents we estmate. We can use the estmates to test whether the data rejects our hypothess. An example mght be that we wsh to

More information

A Robust Method for Calculating the Correlation Coefficient

A Robust Method for Calculating the Correlation Coefficient A Robust Method for Calculatng the Correlaton Coeffcent E.B. Nven and C. V. Deutsch Relatonshps between prmary and secondary data are frequently quantfed usng the correlaton coeffcent; however, the tradtonal

More information

Linear regression. Regression Models. Chapter 11 Student Lecture Notes Regression Analysis is the

Linear regression. Regression Models. Chapter 11 Student Lecture Notes Regression Analysis is the Chapter 11 Student Lecture Notes 11-1 Lnear regresson Wenl lu Dept. Health statstcs School of publc health Tanjn medcal unversty 1 Regresson Models 1. Answer What Is the Relatonshp Between the Varables?.

More information

Economics 130. Lecture 4 Simple Linear Regression Continued

Economics 130. Lecture 4 Simple Linear Regression Continued Economcs 130 Lecture 4 Contnued Readngs for Week 4 Text, Chapter and 3. We contnue wth addressng our second ssue + add n how we evaluate these relatonshps: Where do we get data to do ths analyss? How do

More information

Chapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise.

Chapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise. Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where y + = β + β e for =,..., y and are observable varables e s a random error How can an estmaton rule be constructed for the

More information

Professor Chris Murray. Midterm Exam

Professor Chris Murray. Midterm Exam Econ 7 Econometrcs Sprng 4 Professor Chrs Murray McElhnney D cjmurray@uh.edu Mdterm Exam Wrte your answers on one sde of the blank whte paper that I have gven you.. Do not wrte your answers on ths exam.

More information

PASS Sample Size Software

PASS Sample Size Software Chapter 57 Introducton Ths procedure power analyzes random effects desgns n whch the outcome (response) s contnuous. Thus, as wth the analyss of varance (ANOVA), the procedure s used to test hypotheses

More information

Statistical analysis using matlab. HY 439 Presented by: George Fortetsanakis

Statistical analysis using matlab. HY 439 Presented by: George Fortetsanakis Statstcal analyss usng matlab HY 439 Presented by: George Fortetsanaks Roadmap Probablty dstrbutons Statstcal estmaton Fttng data to probablty dstrbutons Contnuous dstrbutons Contnuous random varable X

More information

January Examinations 2015

January Examinations 2015 24/5 Canddates Only January Examnatons 25 DO NOT OPEN THE QUESTION PAPER UNTIL INSTRUCTED TO DO SO BY THE CHIEF INVIGILATOR STUDENT CANDIDATE NO.. Department Module Code Module Ttle Exam Duraton (n words)

More information

SIMPLE LINEAR REGRESSION

SIMPLE LINEAR REGRESSION Smple Lnear Regresson and Correlaton Introducton Prevousl, our attenton has been focused on one varable whch we desgnated b x. Frequentl, t s desrable to learn somethng about the relatonshp between two

More information

A Monte Carlo Study for Swamy s Estimate of Random Coefficient Panel Data Model

A Monte Carlo Study for Swamy s Estimate of Random Coefficient Panel Data Model A Monte Carlo Study for Swamy s Estmate of Random Coeffcent Panel Data Model Aman Mousa, Ahmed H. Youssef and Mohamed R. Abonazel Department of Appled Statstcs and Econometrcs, Instute of Statstcal Studes

More information

Reminder: Nested models. Lecture 9: Interactions, Quadratic terms and Splines. Effect Modification. Model 1

Reminder: Nested models. Lecture 9: Interactions, Quadratic terms and Splines. Effect Modification. Model 1 Lecture 9: Interactons, Quadratc terms and Splnes An Manchakul amancha@jhsph.edu 3 Aprl 7 Remnder: Nested models Parent model contans one set of varables Extended model adds one or more new varables to

More information

Singer & Willett, 2003 October 13, 2003

Singer & Willett, 2003 October 13, 2003 Snger & Wllett, October, Dong Data Analyss n n the the Multlevel Model for for Change Judy Snger & John Wllett Harvard Unversty Graduate School of Educaton What What we we wll wll cover? cover? Composte

More information

Statistics for Managers Using Microsoft Excel/SPSS Chapter 14 Multiple Regression Models

Statistics for Managers Using Microsoft Excel/SPSS Chapter 14 Multiple Regression Models Statstcs for Managers Usng Mcrosoft Excel/SPSS Chapter 14 Multple Regresson Models 1999 Prentce-Hall, Inc. Chap. 14-1 Chapter Topcs The Multple Regresson Model Contrbuton of Indvdual Independent Varables

More information

Statistics II Final Exam 26/6/18

Statistics II Final Exam 26/6/18 Statstcs II Fnal Exam 26/6/18 Academc Year 2017/18 Solutons Exam duraton: 2 h 30 mn 1. (3 ponts) A town hall s conductng a study to determne the amount of leftover food produced by the restaurants n the

More information

BIOMETRICS - Vol. I - Repeated Measures and Multilevel Modeling - Geert Verbeke, Geert Molenberghs REPEATED MEASURES AND MULTILEVEL MODELING

BIOMETRICS - Vol. I - Repeated Measures and Multilevel Modeling - Geert Verbeke, Geert Molenberghs REPEATED MEASURES AND MULTILEVEL MODELING BIOMETRICS - Vol. I - Repeated Measures and Multlevel Modelng - Geert Verbeke, Geert Molenberghs REPEATED MEASURES AND MULTILEVEL MODELING Geert Verbeke Katholeke Unverstet Leuven, Leuven, Belgum Geert

More information

Estimation of Genetic and Phenotypic Covariance Functions for Body Weight as Longitudinal Data of SD-II Swine Line

Estimation of Genetic and Phenotypic Covariance Functions for Body Weight as Longitudinal Data of SD-II Swine Line 6 Estmaton of Genetc and Phenotypc Covarance Functons for Body Weght as Longtudnal Data of SD-II Swne Lne Wenzhong Lu*, Guoqng Cao, Zhongxao Zhou and Guxan Zhang College of Anmal Scence and Technology,

More information

Interval Estimation in the Classical Normal Linear Regression Model. 1. Introduction

Interval Estimation in the Classical Normal Linear Regression Model. 1. Introduction ECONOMICS 35* -- NOTE 7 ECON 35* -- NOTE 7 Interval Estmaton n the Classcal Normal Lnear Regresson Model Ths note outlnes the basc elements of nterval estmaton n the Classcal Normal Lnear Regresson Model

More information

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests Smulated of the Cramér-von Mses Goodness-of-Ft Tests Steele, M., Chaselng, J. and 3 Hurst, C. School of Mathematcal and Physcal Scences, James Cook Unversty, Australan School of Envronmental Studes, Grffth

More information

Testing for seasonal unit roots in heterogeneous panels

Testing for seasonal unit roots in heterogeneous panels Testng for seasonal unt roots n heterogeneous panels Jesus Otero * Facultad de Economía Unversdad del Rosaro, Colomba Jeremy Smth Department of Economcs Unversty of arwck Monca Gulett Aston Busness School

More information

DERIVATION OF THE PROBABILITY PLOT CORRELATION COEFFICIENT TEST STATISTICS FOR THE GENERALIZED LOGISTIC DISTRIBUTION

DERIVATION OF THE PROBABILITY PLOT CORRELATION COEFFICIENT TEST STATISTICS FOR THE GENERALIZED LOGISTIC DISTRIBUTION Internatonal Worshop ADVANCES IN STATISTICAL HYDROLOGY May 3-5, Taormna, Italy DERIVATION OF THE PROBABILITY PLOT CORRELATION COEFFICIENT TEST STATISTICS FOR THE GENERALIZED LOGISTIC DISTRIBUTION by Sooyoung

More information

Chapter 15 Student Lecture Notes 15-1

Chapter 15 Student Lecture Notes 15-1 Chapter 15 Student Lecture Notes 15-1 Basc Busness Statstcs (9 th Edton) Chapter 15 Multple Regresson Model Buldng 004 Prentce-Hall, Inc. Chap 15-1 Chapter Topcs The Quadratc Regresson Model Usng Transformatons

More information

Introduction to Analysis of Variance (ANOVA) Part 1

Introduction to Analysis of Variance (ANOVA) Part 1 Introducton to Analss of Varance (ANOVA) Part 1 Sngle factor The logc of Analss of Varance Is the varance explaned b the model >> than the resdual varance In regresson models Varance explaned b regresson

More information

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models Computaton of Hgher Order Moments from Two Multnomal Overdsperson Lkelhood Models BY J. T. NEWCOMER, N. K. NEERCHAL Department of Mathematcs and Statstcs, Unversty of Maryland, Baltmore County, Baltmore,

More information

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1 Random varables Measure of central tendences and varablty (means and varances) Jont densty functons and ndependence Measures of assocaton (covarance and correlaton) Interestng result Condtonal dstrbutons

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 30 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 2 Remedes for multcollnearty Varous technques have

More information

DETERMINATION OF UNCERTAINTY ASSOCIATED WITH QUANTIZATION ERRORS USING THE BAYESIAN APPROACH

DETERMINATION OF UNCERTAINTY ASSOCIATED WITH QUANTIZATION ERRORS USING THE BAYESIAN APPROACH Proceedngs, XVII IMEKO World Congress, June 7, 3, Dubrovn, Croata Proceedngs, XVII IMEKO World Congress, June 7, 3, Dubrovn, Croata TC XVII IMEKO World Congress Metrology n the 3rd Mllennum June 7, 3,

More information

7.1. Single classification analysis of variance (ANOVA) Why not use multiple 2-sample 2. When to use ANOVA

7.1. Single classification analysis of variance (ANOVA) Why not use multiple 2-sample 2. When to use ANOVA Sngle classfcaton analyss of varance (ANOVA) When to use ANOVA ANOVA models and parttonng sums of squares ANOVA: hypothess testng ANOVA: assumptons A non-parametrc alternatve: Kruskal-Walls ANOVA Power

More information

e i is a random error

e i is a random error Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where + β + β e for,..., and are observable varables e s a random error How can an estmaton rule be constructed for the unknown

More information

ANSWERS CHAPTER 9. TIO 9.2: If the values are the same, the difference is 0, therefore the null hypothesis cannot be rejected.

ANSWERS CHAPTER 9. TIO 9.2: If the values are the same, the difference is 0, therefore the null hypothesis cannot be rejected. ANSWERS CHAPTER 9 THINK IT OVER thnk t over TIO 9.: χ 2 k = ( f e ) = 0 e Breakng the equaton down: the test statstc for the ch-squared dstrbuton s equal to the sum over all categores of the expected frequency

More information

Reduced slides. Introduction to Analysis of Variance (ANOVA) Part 1. Single factor

Reduced slides. Introduction to Analysis of Variance (ANOVA) Part 1. Single factor Reduced sldes Introducton to Analss of Varance (ANOVA) Part 1 Sngle factor 1 The logc of Analss of Varance Is the varance explaned b the model >> than the resdual varance In regresson models Varance explaned

More information

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k ANOVA Model and Matrx Computatons Notaton The followng notaton s used throughout ths chapter unless otherwse stated: N F CN Y Z j w W Number of cases Number of factors Number of covarates Number of levels

More information

Statistical tables are provided Two Hours UNIVERSITY OF MANCHESTER. Date: Wednesday 4 th June 2008 Time: 1400 to 1600

Statistical tables are provided Two Hours UNIVERSITY OF MANCHESTER. Date: Wednesday 4 th June 2008 Time: 1400 to 1600 Statstcal tables are provded Two Hours UNIVERSITY OF MNCHESTER Medcal Statstcs Date: Wednesday 4 th June 008 Tme: 1400 to 1600 MT3807 Electronc calculators may be used provded that they conform to Unversty

More information

x i1 =1 for all i (the constant ).

x i1 =1 for all i (the constant ). Chapter 5 The Multple Regresson Model Consder an economc model where the dependent varable s a functon of K explanatory varables. The economc model has the form: y = f ( x,x,..., ) xk Approxmate ths by

More information

Linear Regression Analysis: Terminology and Notation

Linear Regression Analysis: Terminology and Notation ECON 35* -- Secton : Basc Concepts of Regresson Analyss (Page ) Lnear Regresson Analyss: Termnology and Notaton Consder the generc verson of the smple (two-varable) lnear regresson model. It s represented

More information

NANYANG TECHNOLOGICAL UNIVERSITY SEMESTER I EXAMINATION MTH352/MH3510 Regression Analysis

NANYANG TECHNOLOGICAL UNIVERSITY SEMESTER I EXAMINATION MTH352/MH3510 Regression Analysis NANYANG TECHNOLOGICAL UNIVERSITY SEMESTER I EXAMINATION 014-015 MTH35/MH3510 Regresson Analyss December 014 TIME ALLOWED: HOURS INSTRUCTIONS TO CANDIDATES 1. Ths examnaton paper contans FOUR (4) questons

More information

8/25/17. Data Modeling. Data Modeling. Data Modeling. Patrice Koehl Department of Biological Sciences National University of Singapore

8/25/17. Data Modeling. Data Modeling. Data Modeling. Patrice Koehl Department of Biological Sciences National University of Singapore 8/5/17 Data Modelng Patrce Koehl Department of Bologcal Scences atonal Unversty of Sngapore http://www.cs.ucdavs.edu/~koehl/teachng/bl59 koehl@cs.ucdavs.edu Data Modelng Ø Data Modelng: least squares Ø

More information