Results 31 to 40 of about 28,805 (302)

Non-significant p-values? Strategies to understand and better determine the importance of effects and interactions in logistic regression. [PDF]

PLoS ONE, 2018
In the context of generalized linear models (GLMs), interactions are automatically induced on the natural scale of the data. The conventional approach to measuring effects in GLMs based on significance testing (e.g.
Zarina I Vakhitova, Clair L Alston-Knox
doaj   +1 more source

Persistent organic pollutants distribution in plasma lipoprotein fractions

Brazilian Journal of Biology, 2021
This study determines the associations among serum lipid profiles, risk of cardiovascular disease, and persistent organic pollutants. Using Gas chromatography technique, the intensity of toxic pollutant residues in serum samples of Hypertensive patients ...
S. Khwaja, S. I. Hussain, M. Zahid, Z. Aziz, A. Akram, U. Jabeen, A. Rasheed, S. Rasheed, K. Baqa, A. Basit   +9 more
doaj   +1 more source

Genetic association tests in family samples for multi-category phenotypes

BMC Genomics, 2021
Background Advancements in statistical methods and sequencing technology have led to numerous novel discoveries in human genetics in the past two decades.
Shuai Wang, James B. Meigs, Josée Dupuis   +2 more
doaj   +1 more source

Wald's Equation for a Class of Denormalized $U$-Statistics

The Annals of Probability, 1993
For the sequence \(\{X_ n\}\) of zero mean, i.i.d. random variables define \(S_{k,n}=\sum'X_{i_ 1}\ldots X_{i_ k}\), where \(\sum'\) denotes the sum over \(1 \leq i_ ...
Chow, Y. S., de la Pena, V. H., Teicher, H.   +2 more
openaire   +2 more sources

Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator

Entropy, 2017
In this paper, a robust version of the Wald test statistic for composite likelihood is considered by using the composite minimum density power divergence estimator instead of the composite maximum likelihood estimator.
Elena Castilla, Nirian Martín, Leandro Pardo, Konstantinos Zografos   +3 more
doaj   +1 more source

HYPOTHESIS TESTING ON STRUCTURAL COMPARATIVE CALIBRATION MODEL

Pesquimat, 2014
.- In this work study statistic inference on comparative calibration model introduced for Barnett [1]. Consider hypothesis testing in structural comparative calibration model presented in Theobald and Mallison [4].
Oiga Lidia Solano Dávíla
doaj   +1 more source

Confidence intervals for rainfall dispersions using the ratio of two coefficients of variation of lognormal distributions with excess zeros.

PLoS ONE, 2022
Rainfall fluctuation is directly affected by the Earth's climate change. It can be described using the coefficient of variation (CV). Similarly, the ratio of CVs can be used to compare the rainfall variation between two regions. The ratio of CVs has been
Noppadon Yosboonruang, Sa-Aat Niwitpong, Suparat Niwitpong   +2 more
doaj   +2 more sources

Screening tools for predicting mortality of adults with suspected sepsis: an international sepsis cohort validation study

BMJ Open, 2023
Objectives We evaluated the performance of commonly used sepsis screening tools across prospective sepsis cohorts in the USA, Cambodia and Ghana.Design Prospective cohort studies.Setting and participants From 2014 to 2021, participants with two or more ...
Christopher W Woods, Daniel Ansong, Emily Ko, George Oduro, Nehkonti Adams, Andrew Letizia, Charmagne Beckett, Mark G Salvador, William R Hulsey, James V Lawler, Kevin L Schully, Paul W Blair, Rittal Mehta, Chris Kwaku Oppong, Som Tin, Ephraim L Tsalik, Josh Chenoweth, Michelle Rozo, Deborah A Striegel, Joost Brandsma, Lauren McKean, Rachael E Mahle, Subramaniam Krishnan, Michael Prouty, Anne Fox, Dennis Faix, Chris Duplessis, Michael G Gregory, Te Vantha, Alex Kwame Owusu-Ofori, Danielle V Clark   +30 more
doaj   +1 more source

Two models for linear comparative calibration [PDF]

International Journal of Metrology and Quality Engineering, 2012
We consider the comparative calibration problem in the case when linear relationship is assumed between two considered measuring devices with possibly different units and precisions.
Wimmer G., Witkovský V.
doaj   +1 more source

Heteroskedasticity testing through a comparison of Wald statistics [PDF]

Portuguese Economic Journal, 2013
This paper shows that a test for heteroskedasticity within the context of classical linear regression can be based on the difference between Wald statistics in heteroskedasticity-robust and nonrobust forms. The test is asymptotically distributed under the null hypothesis of homoskedasticity as chi-squared with one degree of freedom.
Murteira, José M.R., Ramalho, Esmeralda A., Ramalho, Joaquim J.S.   +2 more
openaire   +2 more sources