Showing posts with label Prob. and Stat.. Show all posts
Showing posts with label Prob. and Stat.. Show all posts

Tuesday, May 19, 2009

Vector Generalized Linear and Additive Models

The litteratur that is new to econometricans has already there in statistics, with link
http://www.iq.harvard.edu/blog/sss/archives/2009/04/yee_on_vector_g.shtml

Thomas Yee's abstract of the article is also given at the above link.

Fisher's exact test

Fisher's exact test is described at
http://en.wikipedia.org/wiki/Fisher's_exact_test
with references

Fisher, R. A. (1922). "On the interpretation of χ2 from contingency tables, and the calculation of P". Journal of the Royal Statistical Society 85 (1): 87–94. JSTOR: 2340521.
Fisher, R. A. 1954 Statistical Methods for Research Workers. Oliver and Boyd.
^ Mehta, Cyrus R; Patel, Nitin R; Tsiatis, Anastasios A (1984), "Exact significance testing to establish treatment equivalence with ordered categorical data", Biometrics 40: 819–825, doi:10.2307/2530927, http://www.jstor.org/stable/2530927
^ Mehta, C. R. 1995. SPSS 6.1 Exact test for Windows. Englewood Cliffs, NJ: Prentice Hall.
^ mathworld.wolfram.com Page giving the formula for the general form of Fisher's exact test for m x n contingency tables

Andrew Gelman wrote a blog about it and introduces some of his work,
http://www.stat.columbia.edu/~cook/movabletype/archives/2009/05/i_hate_the_so-c.html

Friday, March 6, 2009

Overview of Statistical Estimation Theory

By Roni Rosenfeld
January 16, 1997

A simple but good enough introdution of statistical estimation theory, available at PKU CS410