EJ
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- EJ
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I'll ask one of our experts! EJ
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Autocorrelation decreases standard error only when left unaccounted for. If you properly account for the autocorrelation, the standard error increases (because effectively you have fewer observations). They may pull in opposite directions but probab…
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The option "correlation matrix" is there explicitly in the Bayesian formulation (what were you doing with the frequentist tools anyway? ;-)). In the frequentist version, you can tick the various plot options to construct the desired matrix…
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BTW you can compute the semi-partial r from the standard r's, as outlined in here for instance: https://personal.utdallas.edu/~herve/Abdi-PartialRegressionCoefficient2007-pretty.pdf
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It would be a good feature request for our GitHub page! (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/) EJ
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OK it does not work for me right now either E.J.
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Is this still the case??
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BTW, I can confirm the site is down. We're on it. EJ
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I can check with our provider. *Usually* these are temporary glitches. Also, note that this issue will receive the attention it deserves when it is posted on our GitHub page, so the entire team sees it (for details see https://jasp-stats.org/2018/03…
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Last post on this for a while, promise. check out https://robjhyndman.com/hyndsight/arima-trends/index.html. This seems a reasonable idea. EJ
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sorry for the deluge of shorts posts --- I keep discovering new issues. The Mann-Kendall test assumes that the observations are independent, which I don't think is the case (there is autocorrelation, even apart from any trend). So right now I am thi…
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This looks like the standard test: https://help.healthycities.org/hc/en-us/articles/233420187-Mann-Kendall-test-for-trend-overview It feels similar to doing a linear regression on the ranks, but perhaps it is different E.J.
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Oh that KPSS test is actually not what you need, because it tests whether the series is stationary around a trend
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Also, the JASP Time Series module offers a test of trend stationarity. From the help file: "Kwiatkowski-Phillips-Schmidt-Shin: Computes a KPSS test where the null assumes that the time-series is level or trend stationary. The p-values are inter…
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Well the team was recently expanded with Mahdi Kamalabad (https://www.uu.nl/staff/MShafieeKamalabad), and he was hoping to do just this. I will bring this issue to his attention EJ
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A more informative nonparametric test could be to transform the sizes into ranks. You then do the linear regression on the ranks (for instance). Transforming to ranks would probably be a good way to start. Note that I am making this up as I go along…
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I am not sure what nonparametric test would be best. But I think the simplest nonparametric test would be to code your data as "larger" or "smaller" than the previous, and then do a binomial test! EJ
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Hi Per, We are aware of this issue. What is the problem with GitHub? (this is really very much a GitHub issue) EJ
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Hi Mila, I think this topic is understudied. Pragmatically, I might suggest either doubling or halving the default setting... Cheers, E.J.
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Hi Paolo85, Feature requests can be issued through our GitHub page (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/) where it would be best to be as specific as possible -- JASP calls 475 R packages :-) Cheers, E.J.
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Dear JamieB, Hmm I don't think this is possible now, but it would be an interesting feature request for our GitHub page (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/) Cheers, E.J.
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I've attended our expert to your post! EJ
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Hi jaspuser23, The primary Bayesian correction for multiplicity is in the prior model probability (see for instance https://psyarxiv.com/s56mk). If the tests are not independent that does complicate matters, and in general it is always best to accou…
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This was addressed on GitHub, I believe? I saw Bruno respond....
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¡Hola! ¿Has visto los archivos de ayuda? (puedes hacer clic en los círculos azules con el signo de exclamación) ¿Puedes indicar exactamente dónde está la funcionalidad de interés? (¡tenemos mucho!)
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Hi Laura, Sorry about the delay. I've forwarded this to our expert. I will note that the "Order Restricted Hypotheses" is something you might want to check out. Cheers, E.J.
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Hi Prisca, I am not sure what the best way is to correct z-scores for age, but I am sure you are not the first one to confront this problem (so I would look online and in the literature to see what the experts recommend). And for the clusters, my st…
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Why do you consider these results to be different? Both methods indicate support for the full model over the null model (and any other model, in fact). Note that the principle of marginality dictates that if the interaction is part of the model, so …
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Hi Berenike, We have seen this issue a few times. This is really something for our GitHub page (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/). I will ask the team whether this issue has been resolved. Cheers, E.…
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This just looks like a bug. If you enter the variables individually you should see different results. I will try to see if I can reproduce this...no, it works fine for me, I get different results. Please post the issue on our GitHub page, and outlin…