Category Archives: Stats

The Use of Tobit and Truncated Regressions for Limited Dependent Variables

Posted on December 28, 2014 by 猛虎

The OLS regression is a widely applied technique, and many variants of the classical regression exist. Among them, are the tobit and truncated regressions. Their use is recommended when the dependent (Y) variable is constrained in some ways. Both have … Continue reading →

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Error Correction Model in Time Series Regression

Posted on August 27, 2014 by 猛虎

A strong assumption of time series regression, a widely used technique in econometrics, is the stationarity. It requires that the variables entered in the regression have their variances (standard deviations), covariances (auto-correlations), and means, that are independent of time. A … Continue reading →

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Data Preparation. Matrix non Positive Definite in SEM Softwares.

Posted on June 10, 2014 by 猛虎

I have previously reported a discussion about the non-positive definite matrix with regard to factor analysis. Here, I report a more complete, deep explanation and possibility to deal with these problems. This is not restricted to SEM but also can apply … Continue reading →

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The Fallacy of Significance Tests

Posted on June 10, 2014 by 猛虎

It must be known that a p-value, or any other statistics based on the Chi-Square, is not a useful number. It has two components : sample size and effect size. Its ability to detect a non-zero difference increases when either … Continue reading →

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Multiple Regression, Multiple Fallacies

Posted on June 7, 2014 by 猛虎

It goes without saying that multiple regression is one of most popular and applied statistical methods. Thus, it would be odd if most practitioners among scientists and researchers do not understand and misapply it. And yet, this provocative conclusion seems … Continue reading →

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Genotype-Environment Correlation and IQ

Posted on April 28, 2014 by 猛虎

Genotype-Environment Correlation and IQ John C. Loehlin and John C. DeFries Received 22 Feb. 1986–Final 22 Jan. 1987 The estimation of various forms of genotype-environment (GE) correlation is considered. Two methods of estimating “passive” GE correlation from adoption studies are … Continue reading →

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Against bad use of correlations

Posted on April 15, 2014 by 猛虎

Orlich & Gifford (2006) published an analysis that shows high correlation between parental income and SAT scores. All those correlations are close to 100%, in fact, around 0.97 or 0.98. This is more than twice the usual effect size we … Continue reading →

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What does it mean to have a low R-squared ? A warning about misleading interpretation

Posted on March 31, 2014 by 猛虎

A common argument we read everytime, everywhere. All with the same common mistake. It consists in squaring the correlation. For example : “Your brain-IQ correlation is r=0.40, so if you square it, that only amounts to a tiny 16% (r²=0.40*0.40=0.16) … Continue reading →

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Example of SIBTEST nonlinear regression correction applied to the logistic regression method of DIF detection (DeMars 2014, personal communication)

Posted on March 31, 2014 by 猛虎

I am truly indebted to Christine E. DeMars (2009) who took the time to explicit the nasty formulas proposed by Jiang & Stout (1998). The use of regressed true score is preferable than using the mere observed score because a … Continue reading →

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How to remove the influence of confoundings on a (continuous) variable by way of linear regression

Posted on March 25, 2014 by 猛虎

To see how it works, the best way is to show the process. If we need to remove the influence of, say, age and gender, on IQ, that would mean IQ would not correlate with either gender or age anymore. … Continue reading →

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Examining the Measurement Quality of Tests Containing Differentially Functioning Items: Do Biased Items Result in Poor Measurement?

Posted on March 18, 2014 by 猛虎

Examining the Measurement Quality of Tests Containing Differentially Functioning Items: Do Biased Items Result in Poor Measurement? Mary Roznowski and Janet Reith (1999) This study investigated effects of retaining test items manifesting differential item functioning (DIF) on aspects of the … Continue reading →

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Testing Mediational Models With Longitudinal Data: Questions and Tips in the Use of Structural Equation Modeling

Posted on January 16, 2014 by 猛虎

Testing Mediational Models With Longitudinal Data: Questions and Tips in the Use of Structural Equation Modeling David A. Cole Vanderbilt University Scott E. Maxwell University of Notre Dame 2003 R. M. Baron and D. A. Kenny (1986) provided clarion conceptual … Continue reading →

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Non-positive definite matrix in SPSS FACTOR

Posted on May 31, 2013 by 猛虎

I found an interesting comment on non-positive definite matrix. Here : Date: Fri, 29 Sep 1995 18:38:27 GMT Reply-To: Stat-l Discussion List <[log in to unmask]> Sender: Stat-l Discussion List <[log in to unmask]> Comments: Warning — original Sender: tag was [log … Continue reading →

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Uses of Sibling Data in Educational and Psychological Research

Posted on April 14, 2013 by 猛虎

Uses of Sibling Data in Educational and Psychological Research ARTHUR R. JENSEN 1980 University of California, Berkeley Methods are explained, with empirical examples, for using sibling data on psychometric variables (1) as a covariate for statistically controlling family background in … Continue reading →

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Discovering Statistics Using SPSS, 3rd Edition, by Andy Field

Posted on January 2, 2012 by 猛虎

Discovering Statistics Using SPSS Andy Field (3rd Edition, 2009)

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