Posts Tagged ‘ robust statistics ’

Near-instant high quality graphs in R

September 5, 2012
By
Near-instant high quality graphs in R

One of the main attractions of R (for me) is the ability to produce high quality graphics that look just the way you want them to. The basic plot functions are generally excellent for exploratory work and for getting to know your data. Most packages have additional functions for appropriate exploratory work or for summarizing […]

Read more »

Near-instant high quality graphs in R

September 5, 2012
By
Near-instant high quality graphs in R

One of the main attractions of R (for me) is the ability to produce high quality graphics that look just the way you want them to. The basic plot functions are generally excellent for exploratory work and for getting to know your data. Most packages have additional functions for appropriate exploratory work or for summarizing […]

Read more »

On nonparametric statistics …

February 14, 2012
By
On nonparametric statistics …

I'm not a big fan of the term "nonparametric statistics", or at least how it is used in psychology and related fields (e.g., education and health research). This is one reason why I don't make a big deal of the parametric/non-parametric distinction in ...

Read more »

Beware the Friedman test!

February 14, 2012
By
Beware the Friedman test!

In section 10.4.4 of Serious stats (Baguley, 2012) I discuss the rank transformation and suggest that it often makes sense to rank transform data prior to application of conventional ‘parametric’ least squares procedures such as t tests or one-way ANOVA. There are several advantages to this approach over the usual approach (which involves learning and applying a new test such as Mann-Whitney U, [...]

Read more »

Comparing correlations: independent and dependent (overlapping or non-overlapping)

February 5, 2012
By
Comparing correlations: independent and dependent (overlapping or non-overlapping)

In Chapter 6 (correlation and covariance) I consider how to construct a confidence interval (CI) for the difference between two independent correlations.  The standard approach uses the Fisher z transformation to deal with boundary effects (the squashing of the distribution … Continue reading →

Read more »


Subscribe

Email:

  Subscribe