Here is a partial list of features missing from Excel, but present in Prism: No automatic error bars on XY graphs--user can write functions to compute error bars and to graph them on XY graphs, but with difficulty No error bars on bar graphs ...
How to Run a KS Test in SPSS Step 1:Analyze → descriptive statistics → explore Step 2:Move the variables you want to test for normality over to the Dependent List box. Step 3:(Optional if you want to check for outliers) Click Statistics, then place a check mark in the Outliers box...
Why reprex? Getting unstuck is hard. Your first step here is usually to create a reprex, or reproducible example. The goal of a reprex is to package your code, and information about your problem so that others can run it…
Choose NORMALITY TEST Type your data column in the VARIABLE BOX (do not fill in the reference box) Choose RYAN JOINER (this is the same as Shapiro-Wilk) Click OK R:Although not as popular as SPSS or Excel, R does have the ability to perform the test. The argument is very simple: >...
How can error measures help to optimize moving averages, weighted moving averages, and exponential smoothing methods? Discuss the asymptotic properties of OLS. In particular, define and explain consistency and asymptotic normality. Using the data in the following table : a) Compute an...
What are the null and alternative hypotheses in the chi-square or Lilliefors test for normality? Where is the burden of proof? Might you argue that it should go in the other direction? Explain. How can one prove that the exterior angles of polygon always add up to 360 degrees? How d...
But there are times you need to use some procedure that won’t compute standardized coefficients for you. Often it makes more sense to use a general linear model procedure to run regressions. But GLM in SAS and SPSS don’t give standardized coefficients. Likewise, you won’t get standardized...
The MWALD test assumes normality of errors under the null hypothesis of homoskedasticity [10]. We validate MWALD test using modern panel techniques for heterogeneous dynamics (panelhetero) expounded in Okui and Yanagi [11]. It is important to note that the panelhetero algorithm requires a ...
In addition to all that, remember to pay attention to assumptions of linearity, normality and homogeneity of variance. More in-depth resources are the texts by Snijders & Boskers (Multilevel Analysis: An Introduction to Basic and Advanced Multilevel Modeling) and Raudenb...
1. Explain the procedure to test normality of errors. 2. How would you identify multi-collinearity? 3. Describe how you would detect the heteroscedasticity from a residuals plot. 4. Which of the follo Based off of a regression output...