Re: asymptotic standard error of lambda

[John Darrington]

On Mon, May 05, 2014 at 11:27:40AM -0700, Ben Pfaff wrote:
     On Mon, May 5, 2014 at 10:51 AM, John Darrington
     <address@hidden> wrote:
     > 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.
     
     https://v8doc.sas.com/sashtml/stat/chap28/sect20.htm has a different 
formula,
     but I don't understand how to interpret r_i|l_i = l.

The text below it says:
 Also, let li be the unique value of j such that ri=nij, and let l be the 
unique value of j such that r = n??j.

I interpret this to mean that r_i is summed for all i where the condition l_i 
== l is true.



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