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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. […]

Wordpress (and WPMU) Plugin for R Web Interface

Download: RwebFriend.zip

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, the other stops Wordpress to […]

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 […]

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 […]

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 […]

Unexpectedly, the theoretically best reject-domain 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<-.01*(-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”);

Confidence Domain and Not-reject Domain

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 […]

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 […]

Developing normal pdf from symmetry & independence

When I was in the 3rd grade of my middle school, I enjoyed my town bookstore as a standing library. There a series of six math-story books by Zhang Yuan-Nan impressed me a lot. I cited a case from one in my PPT when I taught the normal distribution — the normal pdf […]

My first wp plugin work: LaTeX_Math_cgi 1.0

Download: LaTeX_Math_cgi.zip
Install: Download  and unzip it to your wordpress’ /wp-content/plugins/ directory.
Activate it in Plugins menu. View its options in Options > LaTeX tab –
It is actually used as a mimeTeX plugin rather than just a plugin. My contribution is technically trivial. But, you must need it if you change from a light theme to […]