Consider the nonparametric regression model Y = m(X)+ [tau](X)[epsilon], where X and [epsilon] are independent random variables, [epsilon] has a median of zero and variance [sigma][squared], [tau] is some unknown function used to model heteroscedasticity, and m(X) is an unknown function reflecting some conditional measure of location associated…

Some recent developments for the Shine-Bower single-subject analysis of variance (ANOVA) and the Shine Combined ANOVA are integrated in order to remove the restriction of an even number of trials for the Shine Combined ANOVA. (Author/JKS)

The Koppa coefficient is a measure of association between two variables which have been measured dichotomously. Significance tests for comparing Koppa coefficients from multiple samples are presented. (JKS)

The E (for Euclidean) correlation coefficient is introduced as a general formulation of a variety of measures of association. Characteristics of the coefficient are discussed, and 23 measures of association are shown to be or not be E coefficients. (JKS)

A computer program for computing coefficients for nominal scales, such as the contingency coefficient, Cramer's V, and others is described. (Author/JKS)

The accuracy of the large sample standard error of weighted kappa appropriate to the non-null case was studied by computer simulation for the hypothesis that two independently derived estimates of weighted kappa are equal, and for setting confidence limits around a single value of weighted kappa. (Author/CTM)

A statistic for testing monotonic trend that has been presented in the literature is shown not to be the binomial random variable it is contended to be, but rather it is linearly related to Kendall's tau statistic. (JKS)

A class of estimators which are asymptotically unbiased and mean square consistent are exhibited. Theorems giving necessary and sufficient conditions for uniform asymptotic unbiasedness and for mean square consistency are presented along with applications of the estimator to certain statistical problems. (Author/RC)

A statistical technique is proposed for comparing an empirically obtained matrix of the perceived similarity of paired stimuli against a set of distinctive features that supposedly characterize the stimuli on which the matrix is based. The statistical development of the technique and an example are presented. (Author/JKS)

Provides a framework based on rook methodology for constructing exact unweighted tests in the matching paradigm. This paradigm tests whether a one-to-one pairing configuration between objects in two arrays contains more pairings of a particular kind than expected under the null hypothesis. The procedure is particularly useful for small samples.…

Describes how the test statistic for nonparametric one-way multivariate analysis of variance can be obtained by submitting the data to a packaged computer program. Monte Carlo evidence indicates that the nonparametric approach is advantageous under certain violations of the assumptions of multinormality and homogeneity of covariance matrices.…

A technique for testing relational propositions when limited to ordinal data is suggested. (PS)

The problem of testing two correlated proportions with incomplete data is considered by means of Monte Carlo simulations studies. A test proposed in this paper, which can be regarded as a generalization of McNemar's test, is recommended in all cases with incomplete data and not too small samples. (Author)