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Why practitioners discretize their continuous data

Yihui asked this question yesterday. My supervisor Dr. Hau also criticized routine grouping discretization. I encountered two plausible reasons in 2007 classes, one negative, the other at least conditionally positive.
The first is a variant of the old Golden Hammer law -- if the only tool is ANOVA, every continuous predictor need discretization. The second reason [...]

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Misunderstanding of Eq. 4 in Singer’s (1998) SAS PROC MIXED paper

Singer (1998, p. 327, Eq. 4) gave a big covariance matrix as the following --
...if we combine the variance components for the two random effects together into a single matrix, we would find a highly structured block diagonal matrix. For example, if there were three students in each class, we would have:

If the number of [...]

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“Confidence interval of R-square”, but, which one?

In linear regression, confidence interval (CI) of population DV is narrower than that of predicted DV. With the assumption of generalizability, CI of at is
,
while CI of is
.
The pivot methods of both are quite similar as following.
,
so .
,
so

of linear regression is the point estimate of

for fixed IV(s) model. [...]

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Wordpress (and WPMU) Plugin for R Web Interface

Download: RwebFriend.zip [Update] Including Chinese UTF8 Version

Plugin Name: RwebFriend

Plugin URL: http://lixiaoxu.lxxm.com/RwebFriend

Description: Set Rweb url options and transform [rcode]...[/rcode] or <rcode>...</rcode> tag-pair into TEXTAREA which supports direct submit to web interface of R. *Credit notes:codes of two relevant plugins are studied and imported. One of the plugins deals with auto html tags within TEXTAREA tag-pair, [...]

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Type III ANOVA in R

Type III ANOVA SS for factor A within interaction of factor B is defined as , wherein A:B  is the pure interaction effect orthogonal to main effects of A, B, and intercept. There are some details in R to get pure interaction dummy IV(s).
Data is from SAS example PROC GLM, Example 30.3: Unbalanced ANOVA for [...]

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DV predicted by two IVs, vs. triangular pyramid

-- Diagram from Wiki
It is easier to imagine relation in three spatial vectors by their angles, than by their correlations. For standardized and s , , cosines of three angles of the triangular pyramid determinate the correlation matrix, thus, all statistics of the regressions and . Unexpected but imaginative results on [...]

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Correction: the convenient radius for 95% confidence interval of t-test

-- What do you call a tea party with more than 30 people? 
-- A Z party!!! 
Joke #123 on http://www.ilstu.edu/~gcramsey/Gallery.html
2*SE is a popular convenient radius to eye 95% CI for t-test. Statisticians take t with df>=30 as z. However, I was incorrect to teach that 1.96*SE could be the precise radius when df>=30.
Guess what is [...]

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Unexpectedly, the theoretically best reject-region of T-test is bounded.

For NHST vs , theoretically, is s.t. , rather than zero. Nevertheless, pratically a large t, rejecting both and , should not be counted as any evidence to retain or reject .
To verify the shape of --

x<- 0.1*(-1000:1000);
plot(x,y=dt(x-1,df=5,ncp=0)/dt(x,df=5,ncp=0),type="l");
###compare to the noncetrality case--
plot(x,y=dt(x,df=5,ncp=1)/dt(x,df=5,ncp=0),type="l",col='green');

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Confidence Region and Not-reject Region

Either Confidence Interval (CI) or Null Hypothesis Significance Test (NHST) has the same business, to advise whether some sample is or is not disliked by some hypothesized parameter .
NHST.com manages a database. For each Miss , NHST spies out all she dislikes. Mr X logs in NHST.com and inputs a girl name [...]

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Automatize LISREL jobs

LISREL routine can run in DOS or in command line mode of windows (windows-key + R -> CMD) . The command line is just like --
D:\My Documents>"C:\Program Files\lisrel87\lisrel87.exe" "C:\Program Files\lisrel87\LS8EX\EX61.LS8" D:\myOutput.out
1. You only need edit and input the bold part.
2. Quotation marks are used wherever the paths or filenames include blanks.
3. The 2nd argument is [...]

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