Re: asymptotic standard error of lambda

[John Darrington]

On Mon, May 05, 2014 at 08:09:16AM -0700, Ben Pfaff wrote:
     I'm sure there is an error in our implementation.  NaN is coming from
     the square root of a negative number, as you said.
     
     I made another mistake below.  PSPP actually calculates ASE0 correctly
     for asymmetric lambda (lambda divided by ASE0 is what's displayed as
     "Approx. T", which matches that calculated by SPSS for asymmetric
     lambda).  It's ASE1, displayed as "Asymp. Std. Error", that PSPP gets
     wrong.

Ahh. I was calculating ASE0.

ASE1 like you say seems wierd and results in an imaginary number.  I can only 
imagine
that this is a mistake in the SPSS documentation.  Unfortunately I haven't been 
able
to find any other references on how to calculate this value.

Another issue: if we have T, we should be able to calculate the significance.  
We just
need to know the degrees of freedom.  I wonder how these are calculated?

Unfortunately the litereature on these values seems to be scarce.

J'
     

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