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Joseph W. McKean

Researcher at Western Michigan University

Publications -  110
Citations -  3362

Joseph W. McKean is an academic researcher from Western Michigan University. The author has contributed to research in topics: Linear model & Estimator. The author has an hindex of 28, co-authored 107 publications receiving 3106 citations. Previous affiliations of Joseph W. McKean include Pennsylvania State University.

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Robust Nonparametric Statistical Methods

TL;DR: One-sample problems as mentioned in this paper have been used to evaluate the robustness of estimates of location in linear models with respect to the number of false positives and false negatives of the estimated locations.
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Design Specification Issues in Time-Series Intervention Models

TL;DR: In this article, it has been recognized that the two-phase version of the interrupted time-series design can be frequently modeled using a four-parameter design matrix, however, there are differences across writers in the details of the recommended design matrices to be used in the estimation of the four parameters of the model.
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Rfit: Rank-based Estimation for Linear Models

TL;DR: An R package, Rfit, is developed that uses standard linear model syntax and includes many of the main inference and diagnostic functions for rank-based estimators and their associated inference.
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A double bootstrap method to analyze linear models with autoregressive error terms.

TL;DR: A new method for the analysis of linear models that have autoregressive errors is proposed, which is not only relevant in the behavioral sciences for analyzing small-sample time-series intervention models, but is also appropriate for a wide class of small- sample linear model problems.
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Autocorrelation estimation and inference with small samples.

TL;DR: In this article, the small sample properties of 6 autocorrelation estimators were investigated in an extensive Monte Carlo study, and it was demonstrated that conventional estimators yield problems of estimation and inference in the form of inconsistencies between theoretical and empirical expectations, inconsistencies between error variances, and dramatic differences between nominal and empirical Type I errors.