Citations with the tag: ANALYSIS of variance
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- Variance stabilization: A direct yet robust method.
Ridley, Denis // Review of Business; Summer/Fall93, Vol. 15 Issue 1, p28
Suggests a robust method for transforming a time series with changing variance into one with constant variance. Trial and error method; Normally distributed data; Method of forecasting; Correlation between forecast error and forecast origin; Effect of magnitude on forecasting error.
- Expected-utility-consistent mean-variance preference functions with perverse derivatives.
Mitchell, Douglas W. // Atlantic Economic Journal; Mar1996, Vol. 24 Issue 1, p80
Describes an expected-utility-consistent mean-variance preference functions with perverse derivatives. Characterization of every gamble in family S by its mean and variance.
- Tests that are robust against variance heterogeneity in k x 2 designs with unequal cell frequencies.
Overall, John E.; Atlas, Robert S.; Gibson, Janet M. // Psychological Reports; Jun95, Vol. 76 Issue 3, p1011
Emphasizes the inadequacy of conventional analysis of variance tests of significance in cases where both sample sizes and population differ. Bias in the conventional analysis of variance tests; Use of the Mantel-Haenszel procedure to control the effects of nuisance variables; Correlation...
- Comparing several groups using analysis of variance.
Altman, Douglas G.; Bland, J. Martin // BMJ: British Medical Journal (International Edition); 6/08/96, Vol. 312 Issue 7044, p1472
Part XX. Discusses the use of one way analysis of variance (ANOVA) for comparing three or more groups of subjects. Basis of the ANOVA the same as in the t test method; Division of variability of individual data values into components corresponding to within and between group variation;...
- Supplementing tests of statistical significance: Variation accounted for.
Young, Martin A. // Journal of Speech & Hearing Research; Aug93, Vol. 36 Issue 4, p644
Focuses on measures of variation accounted for, eta squared and omega squared, as supplements to traditional tests of significance in analysis of variance (ANOVA) situations. Application of measures of variation accounted for; One-way repeated-measure design; Multiple-factor designs; Panagos and...
- Analysis of variance.
Stewart, Ian // New Scientist; 6/08/96, Vol. 150 Issue 2033, Inside Science p1
Focuses on ANOVA (analysis of variance) and its use for testing the statistical significance of differences in the results of several trials. T-test calculations; Applications of ANOVA; Limitations of ANOVA. INSET: Normal quantile plots..
- Non-normal variation and regression to the mean.
Chesher, A. // Statistical Methods in Medical Research; 1997, Vol. 6 Issue 2, p147
Non-normal variation across repeated measurements leads to nonlinear and heteroskedastic regression to the mean unlike the simple linear and homoskedastic regression to the mean found in normal models. This paper investigates the nature of the regression to the mean phenomenon in non-normal...
- Phantom Harmonic Gradient Estimators for Nonpreemptive Priority Queueing Systems.
V�zquez-Abad, Felisa J.; Jacobson, Sheldon H. // INFORMS Journal on Computing; Fall2001, Vol. 13 Issue 4, p345
Presents a gradient estimator for the steady-state expected sojourn time in a nonpreemptive priority queueing system. Use of the concept of a phantom system with the ideas in harmonic gradient estimator; Development of the phantom harmonic gradient (PHG) estimator; Presentation of the upper...
- An Index Number Theory of Accounting Cost Variances PROFESSIONAL ADAPTATION.
V�zquez-Abad, Felisa J.; Jacobson, Sheldon H. // Journal of Accounting, Auditing & Finance; Spring88, Vol. 3 Issue 2, p109
Analyzes the relationship between conventional cost variances and economic efficiency indices. Measurement of ex-post efficiency in economics; Problems with the use of variances; Methods for cost variance analysis.
- A MULTIMETHOD APPROACH TO VALIDATING MULTI-ATTRIBUTE ATTITUDE MODELS.
Bettman, James R.; Capon, Noel; Lutz, Richard J. // Advances in Consumer Research; 1975, Vol. 2 Issue 1, p357
The strengths and weaknesses of correlational and analysis of variance (ANOVA) approaches to validating multi-attribute attitude models are discussed. The approaches are then applied to the Fishbein and adequacy-importance models, and an adequacy-evaluation model developed from earlier findings....
- Or, When and F Is a Passing Grade...
Roesler, Richard R. // Paint & Coatings Industry; Aug2001, Vol. 17 Issue 8, p64
Describes the use of analysis of variance (ANOVA) in evaluating the quality of paints and coatings. Characteristics in comparing the treatments; Variables to consider in assessing variance.
- Using ANOVA for Collaborative Laboratory Studies.
Workman Jr., Jerome; Mark, Howard // Spectroscopy; Feb2000, Vol. 15 Issue 2, p28
Part II. Describes the use of analysis of variance (ANOVA) in collaborative study work. ANOVA test comparisons for laboratories and methods; ANOVA results for each individual sample in hypothetical study.
- Specification issues in stratified variance component ordinal response models.
Grilli, Leonardo; Rampichini, Carla // Statistical Modelling: An International Journal; 2002, Vol. 2 Issue 3, p251
The paper presents some criteria for the specification of ordinal variance component models when the units are grouped in a limited number of strata. The base model is specified using a latent variable approach, allowing the first level variance, the second level variance, and the thresholds to...
- Variations on a theme.
Allen, David // Management Accounting: Magazine for Chartered Management Account; Oct98, Vol. 76 Issue 9, p58
Outlines an approach to variance analysis. Approach to budgetary control; Analysis of control in a learning organization.
- The Pupil Rating Scale: A Second Look.
Reeves, John E.; Perkins, Mark L. // Journal of Special Education; Winter76, Vol. 10 Issue 4, p437
Presents a study which examined the proportion of variance in the pupil rating scale, an instrument to screen children with learning disabilities. Procedure used in the study; Results and discussion.
- Editorial: VaR measurements - Integrating flow uncertainty.
Knauf, Stephanie // Derivatives Use, Trading & Regulation; 2001, Vol. 6 Issue 4, p293
Comments on traditional mean-variance analysis in relation to the integration of cash flow uncertainty. Example of a foreign-currency-denominated tender; Use of normality assumption.
- THE CHOICE OF A MULTICURRENCY PORTFOLIO FOR A CENTRAL BANK: BONDS, EURODEPOSITS, AND FORWARD CONTRACTS.
Jorion, Philippe; Rolfo, Jacques // Global Finance Journal; Spring92, Vol. 3 Issue 1, p1
This study introduces the concept of a trade-based numeraire in which returns are defined and measured, and uses as an illustration a real-life situation where the numeraire used to deflate all returns is a basket of three currencies with the following weights: 40% U.S. dollar, 51% Japanese Yen,...
- Asymptotics for General Nonstationary Fractionally Integrated Processes without Prehistoric Influence.
Qiying Wang; Yan-Xia Lin; Gulati, Chandra // Journal of Applied Mathematics & Decision Sciences; 2002, Vol. 6 Issue 4, p255
Presents a study which derived a functional limit theorem for general nonstationary fractionally integrated processes having no influence from prehistory. Results; Sample autocovariances and sample autocorrelations; Conclusion.
- Spatial--Temporal Analysis of Temperature Using Smoothing Spline ANOVA.
Zhen Luo; Wahba, Grace; Johnson, Donald R. // Journal of Climate; 1/1/98, Vol. 11 Issue 1, p18
A new method, smoothing spline ANOVA, for combining station records of surface air temperature to get the estimates of regional averages as well as gridpoint values is proposed. This method is closely related to the optimal interpolation (also optimal averaging) method. It may be viewed as a...
- AN ANALYSIS OF THE VARIANCE AND DISTRIBUTION OF COMMODITY PRICE CHANGES.
Taylor, Stephen J.; Kingsman, Brian G. // Australian Journal of Management (University of New South Wales); Oct79, Vol. 4 Issue 2, p135
Abstract: A method of jointly estimating the time-dependent variance of daily commodity price changes and their distribution is presented. The data are copper spot prices (1966-74) and sugar futures prices (1961-73), for London contracts. Much of the leptokurtosis observed in the price change...
- The effects of inaccurate parameter estimates in cost variance investigation decisions.
Gribbin, Donald W.; Lau, Hon-Shiang // Quarterly Journal of Business & Economics; Spring95, Vol. 34 Issue 2, p71
Uses the Dittman-Prakash Markovian model to investigate how the cost variance investigation decision (CVID) is affected by inaccuracies in four parameters. Patterns of effects, errors in investigation and correction costs; Transition probability estimated more accurately; Approach of defining...
- What is Normal Intra-Abdominal Pressure?
Sanchez, Noel C.; Tenofsky, Patty L.; Dort, Jonathan M.; Shen, Luke Y.; Helmer, Stephen D.; Smith, R. Stephen // American Surgeon; Mar2001, Vol. 67 Issue 3, p243
The causes and effects of increased intra-abdominal pressure and abdominal compartment syndrome have been well documented. However, there have been no large series to determine normal intra-abdominal pressure in hospitalized patients. The purpose of this study was to determine normal...
- Robust estimation of multiperiod price and quantity indices.
Blankmeyer, Eric // Atlantic Economic Journal; Jun91, Vol. 19 Issue 2, p69
Estimates the price and quantity indices by a two way analysis of variance (ANOVA) when the prices and quantities of K commodities are observed over T periods. Least-lines estimation for the ANOVA model.
- A Nonparametric Test for Comparing Any Number of Variances.
Nelson, Lloyd S. // Journal of Quality Technology; Jan2002, Vol. 34 Issue 1, p130
Focuses on a nonparametric test for comparing any number of variances. Absolute deviations from the sample medians; One-way analysis of variance of the values.
- Budgetary monitoring and control.
Frederick, David // Credit Management; Sep2001, p40
Presents a budgetary monitoring and control process with emphasis in analyzing actual variances against forecasts in Great Britain. Effect of poor management of cash flow on short and long term health of the organization; Establishment expected outcomes; Assessment on the actual outcome of the...
- Asymmetric Unit Root Tests in the Presence of Innovation Variance Breaks: Threshold versus Consistent-Threshold Estimation.
Cook, Steven; Manning, Neil // Economic Issues; Mar2003, Vol. 8 Issue 1, p47
Presents a study that analyzed asymmetric unit root tests in the presence of innovation variance breaks. Information on the application of the Dickey-Fuller unit root test in examining innovation variance; Assessment of the results of a momentum threshold autoaggressive (MTAR) test; Comparison...
- Problem section.
Cook, Steven; Manning, Neil // Statistical Papers; Jul2002, Vol. 43 Issue 3, p453
Presents solutions to several statistical problems, including the derivation of the conditional variance of an AR (1) stochastic process.
- Variance analysis: pitfalls of present costing techniques.
Dorward, Neil // Accountancy; Nov85, Vol. 96 Issue 1107, p204
Focuses on variance analysis in operations management. Risks of existing costing techniques; Problems related to the incorporation of planning errors into the traditional analysis of variance when evaluating the performance of operating management.
- Estimating variance components in natural populations using inferred relationships.
Thomas, Stuart C.; Pemberton, Josephine M.; Hill, William G. // Heredity; Apr2000, Vol. 84 Issue 4, p427
Until recently, the estimation of the heritability of a trait has required knowledge of the pedigree within a population. In natural populations such knowledge is often unknown. Two techniques have been developed which use marker information to estimate heritabilities without reference to the...
- Econometric aspects of the variance-bounds tests: a survey.
Gilles, C; LeRoy, SL // Review of Financial Studies; 1991, Vol. 4 Issue 4
Focuses on the variance-bound tests of asset-price volatility, stressing the econometric aspects of the tests. Question about the rationality of markets; Finding of excess volatility of asset prices using alternative econometric methods; Reinforcement of the conclusion that asset-price...
- Asymmetric predictability of conditional variances.
Conrad, J; Gultekin, MN; Kaul, G // Review of Financial Studies; 1991, Vol. 4 Issue 4
Argues that there is an asymmetry in the predictability of the volatilities of large versus small firms. Use of univariate and multivariate ARMA-GARCH-M parametrizations; Finding that shocks to smaller firms have no impact on the behavior of either the mean or the variance of the returns of...
- Managerial Economic Control--V. The Objection to Conventional Variance Analysis.
Harper, W.M. // Accountancy; Nov68, Vol. 79 Issue 903, p796
Part V. Contends that fixed overhead variances have no control value. Conventional variance analysis; Calendar variance; Volume variance; Legitimacy of the variable overhead efficiency variance; Contribution quality variance; Valuation of stock where the production is the principal budget factor.
- Confounding and Simpson's paradox.
Julious, Steven A.; Mullee, Mark A. // BMJ: British Medical Journal (International Edition); 12/3/94, Vol. 309 Issue 6967, p1480
Focuses on the occurrence of confounding in analyzing clinical data. Influence of the association between an exposure and an outcome on the prevalence of confounding; Comparison between the success rates in surgery; Impact of the different level of variable of interest on the prevalence of...
- LATIN SQUARE ANALYSIS OF VARIANCE USING SUMMARY STATISTICS.
Charter, Richard A. // Perceptual & Motor Skills; Aug2000, Vol. 91 Issue 1, p95
Presents a method for computing a Latin square analysis of variance using summary statistics. Components of the Latin square design called PLAN 1.
- Annual Fire, Mowing and Fertilization Effects on Two Cicada Species (Homoptera: Cicadidae) in Tallgrass Prairie.
Callaham Jr., Mac A.; Whiles, Matt R. W; Blair, John M. // American Midland Naturalist; Jul2002, Vol. 148 Issue 1, p90
Examines the emergence of cicadas in plots from a long-term experimental manipulation involving common tallgrass prairie management practices. Review of related literature on cicadas; Site description and experimental design; Measurement of individual cicadas from fertilized and reference plots...
- A computer program to estimate variance components in...
Naik, Dayanand N.; Khattree, Ravindra // Journal of Quality Technology; Jul98, Vol. 30 Issue 3, p292
Presents two approaches to estimate the variance components in a general p-stage staggered nested design through a formula translation (FORTRAN) computer program. Program description; Presentation of analysis of variance (ANOVA) method based on expected mean squares; Discussion on the principal...
- Components of variance: a miscellany.
Cox, D. // Statistical Methods in Medical Research; 1998, Vol. 7 Issue 1, p3
Some general issues connected with components of variance are reviewed. These include matters of definition, of formal inference in a normal-theory context, of goodness of fit, and of simple methods for unbalanced data.
- Data Model and Classification by Trees: The Minimum Variance Reduction (MVR) Method.
Gascuel, Olivier // Journal of Classification; 2000, Vol. 17 Issue 1, p67
- Variance analysis of the Coulomb blockade parameters in nanometer-size disordered arrays.
Leroy, Y.; Cordan, A. S.; Goltzene�, A. // Journal of Applied Physics; 7/15/2001, Vol. 90 Issue 2, p953
Recently, Coulomb blockade could be observed up to room temperature on devices with arrays. As they are highly disordered, an important dispersion of the electrical characteristics is expected. We calculate the dispersion of the Coulomb blockade threshold voltage V[sub th], for disordered...
Leroy, Y.; Cordan, A. S.; Goltzene�, A. // American Journal of Public Health; Dec2008, Vol. 98 Issue 12, p2120
A correction to the article "Individually Randomized Group Treatment Trials: A Critical Appraisal of Frequently Used Design and Analytic Approaches," by S. L. Pals, D. M. Murray, C. M. Alfano, W. R. Shadish, P. J. Hannan and W. L. Baker in a previous issue of the journal is presented.
- Author's Response.
Doran, Charles F. // Journal of Politics; May81, Vol. 43 Issue 2, p561
Presents a reply to criticisms on the computation of variance explained by individual factors. Analysis of factor structure; Reasons for the error in reporting factor matrices.
- SEX, PERCEPTION OF IMMEDIATE STRESS, AND RESPONSE TO COPING RESOURCES INVENTORY, EMOTIONAL DOMAIN.
Durm, Mark W.; Glaze, Patricia // Psychological Reports; Feb2002, Vol. 90 Issue 1, p270
Assesses the differences in mean scores of 23 men and 28 women's ratings to immediate stress. Significance of variance analysis of mean difference to sex; Irrelevance of variance analysis for immediate stress and interaction on the Coping Resources Inventory; Use of problem focus coping by...
- Sex, complexity, and preferences for residential facades.
Stamps III, Arthur E. // Perceptual & Motor Skills; Jun99 Part 2, Vol. 88 Issue 3, p1301
Examines how much variance in preference for residential facades could be attributed to places or people. Subjective factor of sex; Objective design features of number of turns in a silhouette; Percentage of a facade covered by small visual elements.
- Power of a test that is robust against variance heterogeneity.
Overall, John E.; Atlas, Robert S. // Psychological Reports; Aug95, Vol. 77 Issue 1, p155
Examines the implications of B.L. Welch's adjustment for power of tests for the difference between two treatments across k levels of a concomitant factor. Evaluation of Welch's adjusted t test for k x 2 designs with unequal sample sizes and unequal variances; Use of t test to correct serious...
- Comparison of Three Multivariate Process Capability Indices.
Wang, F.K.; Hubele, Norma F. // Journal of Quality Technology; Jul2000, Vol. 32 Issue 3, p263
Presents information on a study which contrasted and compared three proposed multivariate methodologies for assessing process capability. Information on the univariate and multivariate domain capabilities; Application of the techniques; Use of graphical and computational examples; Conclusion.
- MISUSE OF MULTIVARIATE ANALYSIS OF VARIANCE IN BEHAVIORAL RESEARCH: THE FALLACY OF THE...
Kellow, J. Thomas // Perceptual & Motor Skills; Jun2000 Part 2, Vol. 90 Issue 3, p917
Discusses the misuse of `protected F test,' a multivariate analysis of variance approach to examine multiple outcome variables to control experimentwise Type I error rate. Case against the protected F test; Suggested alternative for controlling Type I errors.
- Robust variance estimation for rate ratio parameter estimates from individually matched case-control data.
A.H. Xiang; B. Langholz // Biometrika; Sep2003, Vol. 90 Issue 3, p741
The asymptotic variance and robust variance estimators of rate ratios estimated using conditional logistic regression from individually-matched case-control data are derived when the presumed proportional hazards model is misspecified. The robust variance estimators are easily computed using...
- A SAMPLING STUDY OF MINIMUM ABSOLUTE DEVIATIONS ESTIMATORS.
Ashar, V.G.; Wallace, T.D. // Operations Research; Sep/Oct63, Vol. 11 Issue 5, p747
Studies small sample properties of minimum absolute deviations estimators for the linear model of full rank via a simulation model. Efficiency compared to minimum variance estimators and least squares; Relative bias.
- The secret is knowing when to turn a blind eye.
Harper, Bill // Accountancy; Apr1984, Vol. 95 Issue 1088, p97
Aims to classify certain kinds of variances so that an accountant, being aware of their possible existence, is able to approach the interpretation of variance analysis with a slightly improved probability of success. Description of various kinds of variances.
- Essentialist to some degree: Beliefs about the structure of natural kind categories.
Kalish, Charles W. // Memory & Cognition; Apr2002, Vol. 30 Issue 3, p340
Assesses the judgments of absolute structure across a range of categories. Presentation of essentialist structure based on absolute membership; Distinction between nominal and real essences; Use of analysis of variance to determine the effect of category type.