# sci.stat.math

**Best Fashion Handbags**,*adam willson***Re: computing covariance from joint CDF and marginal CDF**,*zhangwenchang89***uniform priors**,*majeti dinesh***CFA with AMOS - When does one stop trying to improve model fit?**,*Mo Gul***Re: Algebra question**,*Nick**Message not available***Re: Algebra question**,*Nick*

**Interpretation of coefficients in multiple regressions which model linear dependence on an IV**,*djh***The problematic regression is actually ln(c) on ( ln(u), ln(u^2) ), not c on (u, u^2)**,*djh***Re: The problematic regression is actually ln(c) on ( ln(u), ln(u^2) ), not c on (u, u^2)**,*Ray Koopman***Off-line Zip File with one Summ File and 12 Detl files for lnc on (lnu,(lnu)^2)**,*djh***Re: Off-line Zip File with one Summ File and 12 Detl files for lnc on (lnu,(lnu)^2)**,*Ray Koopman***Re: Off-line Zip File with one Summ File and 12 Detl files for lnc on (lnu,(lnu)^2)**,*djh***Complete "a1_N_1_S" zipfile with results from all 3 new regressions**,*djh***Re: Complete "a1_N_1_S" zipfile with results from all 3 new regressions**,*Ray Koopman***Re: Complete "a1_N_1_S" zipfile with results from all 3 new regressions**,*djh***You now have N_1_S, N_2_S, and N_3_S files for all folds**,*djh***As per your suggestion in the other thread, scaled e on scaled u, c, L**,*djh***Re: As per your suggestion in the other thread, scaled e on scaled u, c, L**,*Ray Koopman*

**Re: Interpretation of coefficients in multiple regressions which model linear dependence on an IV**,*Ray Koopman***Them there is some neat algebraic mechanics !**,*djh***Re: Them there is some neat algebraic mechanics !**,*Ray Koopman***OK – I think I’m set, at least till we get to c on (e, u, u*e).**,*djh***Re: OK – I think I’m set, at least till we get to c on (e, u, u*e).**,*Ray Koopman***Re: OK – I think I’m set, at least till we get to c on (e, u, u*e).**,*Ray Koopman***Thanks for your review of Tables I/II from previous analysis**,*djh***Holy Cow! Look at your "average a1" slope regressed on Len Int**,*djh***Re: Holy Cow! Look at your "average a1" slope regressed on Len Int**,*Ray Koopman***Re: Holy Cow! Look at your "average a1" slope regressed on Len Int**,*djh***Re: Holy Cow! Look at your "average a1" slope regressed on Len Int**,*Ray Koopman***Here's how I did logs ...**,*djh***Please note that $u = u in last post (the $ prefix is from PERL - sorry).**,*djh***Re: Here's how I did logs ...**,*Ray Koopman***Average slopes and means of u' for c on (u',u'^2) WITHOUT logs**,*djh***Results (!!) on average slopes and means for a1_N_1_C (complement instead of core subset)**,*djh***Re: Results (!!) on average slopes and means for a1_N_1_C (complement instead of core subset)**,*Ray Koopman***Finally! Pay-off for all that work I did with the "A" matrix returned by Ivor Welch's module!**,*djh***Average Slope SEs for a1_N_1_S and a1_N_1_C (and some questions regarding them ...)**,*djh***En passant question: What if a plot of slope CI’s is lousy, but splits the “m’s” perfectly?**,*djh*

**rjmcmc**,*majeti dinesh***Re: rjmcmc**,*David Jones***Re: rjmcmc**,*majeti dinesh***Re: rjmcmc**,*David Jones***Re: rjmcmc**,*majeti dinesh*

**Re: "Strategically equivalent utility functions" involve two lotteries**,*Dave***Re: CV of square**,*Rich Ulrich**Message not available***Re: CV of square**,*David Jones***Re: CV of square**,*Rich Ulrich*

**Re: instructor solutions manual for University Physics with Modern Physics 12th Edition Sears , Zemansky**,*babaali9966***Evidence based on intersection of two sets of rare cases**,*Gary***Improve your English**,*Andrew Vecsey***horny babe loves***sex**,*Philip***Re: OT:**,*licas***Re:***arab videos 2007 *** عربي جديد فيديو sex**,*jameel alwesabe***Re:***arab videos 2007 *** عربي جديد فيديو sex**,*aldahshale*

**Testing the significance of difference in set means at different times**,*Stuart . Palmer***Re: Testing the significance of difference in set means at different times**,*Ray Koopman***Re: Testing the significance of difference in set means at different times**,*Stuart . Palmer***Re: Testing the significance of difference in set means at different times**,*Bruce Weaver***Re: Testing the significance of difference in set means at different times**,*Stuart . Palmer***Re: Testing the significance of difference in set means at different times**,*Ray Koopman***Re: Testing the significance of difference in set means at different times**,*Stuart . Palmer***Re: Testing the significance of difference in set means at different times**,*Ray Koopman***Re: Testing the significance of difference in set means at different times**,*Stuart . Palmer*

**Re: Testing the significance of difference in set means at different times**,*Stuart . Palmer*

**Please agree to or improve on the following interaction nomenclature**,*gimpeltf***Re: Please agree to or improve on the following interaction nomenclature**,*Ray Koopman***Now that I “understand” the effect/interaction scaffold, I can better frame objectives/goals.**,*djh***Minor but confusing typo in (V,B,4) of last post**,*djh***I MAY have a correct generalization, but don’t want to post prematurely.**,*djh***Re: I MAY have a correct generalization, but don’t want to post prematurely.**,*Ray Koopman***My apologies for the "overload", and thanks for the "go-ahead"**,*djh***Follow-up question I forgot to ask re ln(L) on (ln(c),ln(e)) and ln(L) on (ln(c),ln(u)) ...**,*djh***Nope – those 2 new regressions don’t work out at all**,*djh***Within length intervals, it IS OK to consider ln(c) on ln(e) and ln(c) on ln(u).**,*djh***Re: My apologies for the "overload", and thanks for the "go-ahead"**,*Ray Koopman***Thanks for the review of the putative generalization ...**,*djh***Please note that one column of the second table in my last post "wrapped"**,*djh***Is this 1997 study a good practical example of a trivariate distribution analysis?**,*djh***Re: Is this 1997 study a good practical example of a trivariate distribution analysis?**,*Ray Koopman***1) thanks; 2) the simplified regressions in my prior post; 3) Ogle's algorithm for generating bivariate normals with specific correlations**,*djh***Re: 1) thanks; 2) the simplified regressions in my prior post; 3) Ogle's algorithm for generating bivariate normals with specific correlations**,*Ray Koopman***Thansk for taking the time to try and decipher my reasoning re 3-ways associated with the simplified model ...**,*djh***Not sure if last post went thru, so am reposting - may result in a duplicate**,*djh***Re: Not sure if last post went thru, so am reposting - may result in a duplicate**,*Ray Koopman***Your latest assessment of the situation**,*djh***Your "3-way" methodology has revealed two data tendencies wondrously subtle and elegant ....**,*djh***1) Good news: two scientifically reasonable results; 2) Bad news: they don’t withstand Bonferroni correction**,*djh***Have sent you off-line a file of uL and uH medians (I’ve changed to your median approach)**,*djh***A computationally cheap way to visualize “(e,c,u)|L” (cheaper than trivariate analysis)**,*djh***Re: A computationally cheap way to visualize “(e,c,u)|L” (cheaper than trivariate analysis)**,*Ray Koopman***I had a sneaking suspicion you were going to insist on mapping to [0,1].**,*djh***Re: I had a sneaking suspicion you were going to insist on mapping to [0,1].**,*Ray Koopman***Thanks for your formalization of the “centroid” mechanics and the estiamte of their possible utility**,*djh***Re: Thanks for your formalization of the “centroid” mechanics and the estiamte of their possible utility**,*Ray Koopman***1) Thanks for reviewing the “u-relativization” proposal; 2) question re “centroids”**,*djh***Re: 1) Thanks for reviewing the “u-relativization” proposal; 2) question re “centroids”**,*Ray Koopman***Responses (various) to your last (11/20:454pm)**,*djh*