917 resultados para Statistical Robustness


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The following information summarizes the major statistical trends relative to Iowa’s GED testing program for calendar year 2002

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The following information summarizes the major statistical trends relative to Iowa’s GED testing program for calendar Year 2005.

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A-1 Monthly Public Assistance Statistical Report Family Investment Program.

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A-1 Monthly Public Assistance Statistical Report Family Investment Program for January 2007

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A-1 Monthly Public Assistance Statistical Report Family Investment Program - February 2007

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A-1 - Monthly Public Assistance Statistical Report Family Investment Program - March 2007

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A-1 - Monthly Public Assistance Statistical Report Family Investment Program - April 2007

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A-1 - Monthly Public Assistance Statistical Report Family Investment Program - May 2007

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A-1 - Monthly Public Assistance Statistical Report Family Investment Program - June 2007

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A-1 - Monthly Public Assistance Statistical Report Family Investment Program - July 2007

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A-1 - Monthly Public Assistance Statistical Report Family Investment Program - August 2007

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Standard methods for the analysis of linear latent variable models oftenrely on the assumption that the vector of observed variables is normallydistributed. This normality assumption (NA) plays a crucial role inassessingoptimality of estimates, in computing standard errors, and in designinganasymptotic chi-square goodness-of-fit test. The asymptotic validity of NAinferences when the data deviates from normality has been calledasymptoticrobustness. In the present paper we extend previous work on asymptoticrobustnessto a general context of multi-sample analysis of linear latent variablemodels,with a latent component of the model allowed to be fixed across(hypothetical)sample replications, and with the asymptotic covariance matrix of thesamplemoments not necessarily finite. We will show that, under certainconditions,the matrix $\Gamma$ of asymptotic variances of the analyzed samplemomentscan be substituted by a matrix $\Omega$ that is a function only of thecross-product moments of the observed variables. The main advantage of thisis thatinferences based on $\Omega$ are readily available in standard softwareforcovariance structure analysis, and do not require to compute samplefourth-order moments. An illustration with simulated data in the context ofregressionwith errors in variables will be presented.

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Iowa Sales and Use Tax Annual Statistical Report 1998

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Iowa Sales and Use Tax Annual Statistical Report 1999

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Iowa Sales and Use Tax Annual Statistical Report 2000