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Re: asymptotic standard error of lambda
From: |
Ben Pfaff |
Subject: |
Re: asymptotic standard error of lambda |
Date: |
Mon, 5 May 2014 11:27:40 -0700 |
On Mon, May 5, 2014 at 10:51 AM, John Darrington
<address@hidden> wrote:
> On Mon, May 05, 2014 at 08:09:16AM -0700, Ben Pfaff wrote:
> I'm sure there is an error in our implementation. NaN is coming from
> the square root of a negative number, as you said.
>
> I made another mistake below. PSPP actually calculates ASE0 correctly
> for asymmetric lambda (lambda divided by ASE0 is what's displayed as
> "Approx. T", which matches that calculated by SPSS for asymmetric
> lambda). It's ASE1, displayed as "Asymp. Std. Error", that PSPP gets
> wrong.
>
> Ahh. I was calculating ASE0.
>
> ASE1 like you say seems wierd and results in an imaginary number. I can only
> imagine
> that this is a mistake in the SPSS documentation. Unfortunately I haven't
> been able
> to find any other references on how to calculate this value.
>
> Another issue: if we have T, we should be able to calculate the significance.
> We just
> need to know the degrees of freedom. I wonder how these are calculated?
>
> Unfortunately the litereature on these values seems to be scarce.
https://v8doc.sas.com/sashtml/stat/chap28/sect20.htm has a different formula,
but I don't understand how to interpret r_i|l_i = l.
- asymptotic standard error of lambda, Ben Pfaff, 2014/05/05
- Re: asymptotic standard error of lambda, John Darrington, 2014/05/05
- Re: asymptotic standard error of lambda, Ben Pfaff, 2014/05/05
- Re: asymptotic standard error of lambda, John Darrington, 2014/05/05
- Re: asymptotic standard error of lambda,
Ben Pfaff <=
- Re: asymptotic standard error of lambda, John Darrington, 2014/05/05
- Re: asymptotic standard error of lambda, Ben Pfaff, 2014/05/06
- Message not available
- Fwd: asymptotic standard error of lambda, Douglas Bonett, 2014/05/06
- Re: asymptotic standard error of lambda, Ben Pfaff, 2014/05/06