Journal•ISSN: 0361-0918

# Communications in Statistics - Simulation and Computation

Taylor & Francis

About: Communications in Statistics - Simulation and Computation is an academic journal. The journal publishes majorly in the area(s): Estimator & Sample size determination. It has an ISSN identifier of 0361-0918. Over the lifetime, 5602 publications have been published receiving 53370 citations.

Topics: Estimator, Sample size determination, Control chart, Nonparametric statistics, Regression analysis

##### Papers published on a yearly basis

##### Papers

More filters

••

[...]

TL;DR: In this article, a method for inducing a desired rank correlation matrix on a multivariate input random variable for use in a simulation study is introduced, which preserves the exact form of the marginal distributions on the input variables, and may be used with any type of sampling scheme for which correlation of input variables is a meaningful concept.

Abstract: A method for inducing a desired rank correlation matrix on a multivariate input random variable for use in a simulation study is introduced in this paper. This method is simple to use, is distribution free, preserves the exact form of the marginal distributions on the input variables, and may be used with any type of sampling scheme for which correlation of input variables is a meaningful concept. A Monte Carlo study provides an estimate of the bias and variability associated with the method. Input variables used in a model for study of geologic disposal of radioactive waste provide an example of the usefulness of this procedure. A textbook example shows how the output may be affected by the method presented in this paper.

1,505 citations

••

[...]

York University

^{1}TL;DR: The utility and interpretation of the standardized difference for comparing the prevalence of dichotomous variables between two groups is explored, and a standardized difference of 10% is equivalent to having a phi coefficient of 0.05 for the correlation between treatment group and the binary variable.

Abstract: Researchers are increasingly using the standardized difference to compare the distribution of baseline covariates between treatment groups in observational studies. Standardized differences were initially developed in the context of comparing the mean of continuous variables between two groups. However, in medical research, many baseline covariates are dichotomous. In this article, we explore the utility and interpretation of the standardized difference for comparing the prevalence of dichotomous variables between two groups. We examined the relationship between the standardized difference, and the maximal difference in the prevalence of the binary variable between two groups, the relative risk relating the prevalence of the binary variable in one group compared to the prevalence in the other group, and the phi coefficient for measuring correlation between the treatment group and the binary variable. We found that a standardized difference of 10% (or 0.1) is equivalent to having a phi coefficient of 0.05 ...

984 citations

••

[...]

TL;DR: A new method for interpreting the size of the OR by relating it to differences in a normal standard deviate is proposed, which indicates that OR = 1.68, 3.47, and 6.71 are equivalent to Cohen's d = 0.2, 0.5, and 0.8 when OR > 5.8.

Abstract: The odds ratio (OR) is probably the most widely used index of effect size in epidemiological studies. The difficulty of interpreting the OR has troubled many clinical researchers and epidemiologists for a long time. We propose a new method for interpreting the size of the OR by relating it to differences in a normal standard deviate. Our calculations indicate that OR = 1.68, 3.47, and 6.71 are equivalent to Cohen's d = 0.2 (small), 0.5 (medium), and 0.8 (large), respectively, when disease rate is 1% in the nonexposed group; Cohen's d 0.8 when OR > 5.

814 citations

••

[...]

TL;DR: In this paper, the authors proposed estimators of a and c are similar to those of Fama and Roll, except that the small asymptotic bias in their estimators has been eliminated, and their restrictions that a be no less than 1.0 and that the distribution be symmetrical have been relaxed.

Abstract: The four parameters of a stable distribution may be estimated consistently from five pre-determined sample quantiles with the aid of the accompanying tables, for a in the range [0.6, 2.0] and g in the range [-1, 1]. The problem of the discontinuity of the traditional location parameter in the asymmetrical cases as a passes unity is resolved. The proposed estimators of a and c are similar to those of Fama and Roll, except that the small asymptotic bias in their estimators has been eliminated, and their restrictions that a be no less than 1.0 and that the distribution be symmetrical have been relaxed. The proposed estimators can provide good initialization values for other more efficient, but computer-intensive, methods.

623 citations

••

[...]

TL;DR: In this article, a unified approach to variance modeling and inference in the context of a general form of the normal-theory linear mixed model is described, where the primary variance modeling objects are parameterized covariance structures, examples being diagonal, compound symmetry, unstructured, timeseries, and spatial.

Abstract: This article describes a unified approach to variance modeling and inference in the context of a general form of the normal-theory linear mixed model. The primary variance modeling objects are parameterized covari-ance structures, examples being diagonal, compound-symmetry, unstructured, timeseries, and spatial. These structures can enter in two different places in the general mixed model, and the combination of one or both of these places with the variety of structures provides a rich class of variance models. The approach is likelihood-based, and involves the use of both maximum likelihood and restricted maximum likelihood. Two examples provide illustration.

601 citations