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Q: SPSS crosstab's statistical formula ( Answered 3 out of 5 stars,   0 Comments )
Question  
Subject: SPSS crosstab's statistical formula
Category: Science > Math
Asked by: roundrock-ga
List Price: $200.00
Posted: 31 Oct 2004 09:07 PST
Expires: 30 Nov 2004 09:07 PST
Question ID: 422556
In the Directional Measures part of SPSS crosstab function,

I know how to calculate the value of Lambda(Symmetric,Row
Dependant,Column Dependant),

Goodman and Kruskal tau(Row Dependant, Column Dependant),

Uncertainy Coefficient(Symmetric,Row Dependant,Column Dependant).

But I can't fugure out what is the Asympothy Standard Error, Approx.
T, Approx. Sig.?

and What's their formula ?

Could anybody help me ?

Request for Question Clarification by pythagoras-ga on 02 Nov 2004 11:08 PST
Dear Sir

I post this answer as a clarification, if this answer fits your needs,
please ask me to post it as an official answer. Otherwise ask me some
more clarification. Thank You.

* Asymptotic Standard Error (ASE) : calculated in the
same way as the standard errors (standard deviation of
each parameter)

http://www.bmb.psu.edu/nixon/597a/quant.htm
The most common method used for nonlinear regression error analysis on
PCs is the asymptotic standard error. This method reports the sum of
the diagonal values in the Variance-Covariance matrix, VC. This sum
represents the error only by assuming that the off-diagonal values of
this matrix are all zero. The method assumes that the confidence
interval is symmetric. The main advantage of this method is that it is
relatively quickly and easily calculated.
 

* Approximate T. : Value / ASE (can be interpreted as
roughly equivalent to a t-test)

* Approximate Significance : the p-value (the smallest
critical value alpha for which we would reject the
null hypothesis based on these data) = no formula, you choose by
yourself the p-value.

Usefull websites:
For ASE and approximate T:
http://groups.google.be/groups?q=%22asymptotic+standard+error%22&hl=nl&lr=&selm=D0CLvr.7Hq%40spss.com&rnum=3

http://eclectic.ss.uci.edu/~drwhite/courses/StatGuide.pdf

http://demography.anu.edu.au/Publications/SDA-course-notes/sec03.htm


If you need a clarification, just ask, i will be pleased to help you
again.

Kind Regards

Pythagoras

Clarification of Question by roundrock-ga on 07 Nov 2004 22:06 PST
Yes. I think this concept is correct for me.

But in the Appox. Sig. part,
Usualy we use 0.05 as the p-value,
But I dont know which function should I use ?(T-Distribute ?
chi-square-Distribute..., one tailed? tow tailed?)

And could you provide me a illustrate for previous discussing as answer?
For example, I have such data
| ---------------------------- |
------------------------------------------------------------ | ------
|
 |                              | Case                                
                        |Total   |
 |                              | ------ | --------- | ----- | ------
| ------- | ---- | ----- |        |
 |                              | thief  | violence  | drug  | other 
| patent  | sex  | gang  |        |
 | ---- | ------ | ------------ | ------ | --------- | ----- | ------
| ------- | ---- | ----- | ------ |
 | Sex  | Male   | Count        | 24     | 20        | 3     | 15    
| 20      | 0    | 5     | 87     |
 |      |        | ------------ | ------ | --------- | ----- | ------
| ------- | ---- | ----- | ------ |
 |      |        | % of Total   | 22.4%  | 18.7%     | 2.8%  | 14.0% 
| 18.7%   | .0%  | 4.7%  | 81.3%  |
 |      |        | ------------ | ------ | --------- | ----- | ------
| ------- | ---- | ----- | ------ |
 |      | Female | Count        | 6      | 5         | 4     | 2     
| 2       | 1    | 0     | 20     |
 |      |        | ------------ | ------ | --------- | ----- | ------
| ------- | ---- | ----- | ------ |
 |      |        | % of Total   | 5.6%   | 4.7%      | 3.7%  | 1.9%  
| 1.9%    | .9%  | .0%   | 18.7%  |
 | ---- | ------ | ------------ | ------ | --------- | ----- | ------
| ------- | ---- | ----- | ------ |
 | Total         | Count        | 30     | 25        | 7     | 17    
| 22      | 1    | 5     | 107    |
 |               | ------------ | ------ | --------- | ----- | ------
| ------- | ---- | ----- | ------ |
 |               | % of Total   | 28.0%  | 23.4%     | 6.5%  | 15.9% 
| 20.6%   | .9%  | 4.7%  | 100.0% |
 | ------------- | ------------ | ------ | --------- | ----- | ------
| ------- | ---- | ----- | ------ |

Thank you deeply.
Answer  
Subject: Re: SPSS crosstab's statistical formula
Answered By: pythagoras-ga on 08 Nov 2004 11:11 PST
Rated:3 out of 5 stars
 
Dear Sir

I will try to explain your other questions.
Helas, the tables of your example are unreadable to me.

I am not a specialist in statistics, but I made a research in my books
that I used during my studies at the university of Gent(Belgium).

The distribution function that you need to use is dependent of the
distribution of the results that you use. Therefore you have to study
the graph and compare it with the typical graphs of the distribution
functions. Also its sometimes possible to do it with software.

If you do a hypothesis, we can distinguish the following situations:

1)Test: ONE population, sigma^2 known, normal average

a)H0(= Hypothesis 0): µ = µ0
b)Choose an alpha (f.e. 0.5)
c)Calculate Xn en Z = (Xn - µ0)/(sigma/root(n))
d)choose an alternative hypothesis
d.1)H1:µ < µ0
reject H0 if Z < Phi^(-1)(alpha)
d.2)H1:µ > µ0
reject H0 if Z > Phi^(-1)(1-alpha)
d.3)H1:µ <> µ0
reject H0 if |Z| > Phi^(-1)(1-alpha/2)

2)T-test: ONE population, sigma^2 unknown, normal average

a)H0(= Hypothesis 0): µ = µ0
b)Choose an alpha (f.e. 0.5)
c)Calculate Xn , Sn^2 en T = (Xn - µ0)/root(Sn^2/n)
d)choose an alternative hypothesis
d.1)H1:µ < µ0
reject H0 if T < t(n-1)^(-1)(alpha)
d.2)H1:µ > µ0
reject H0 if T > t(n-1)^(-1)(1-alpha)
d.3)H1:µ <> µ0
reject H0 if |T| > t(n-1)^(-1)(1-alpha/2)

3)Xhi^2 test: ONE population, µ known, normal average

a)H0(= Hypothesis 0): sigma^2 = sigma0^2
b)Choose an alpha (f.e. 0.5)
c)Calculate sigma^2 = SUM(i=1,n)(Xi - µ)^2)/n and X^2 = n * sigma^2/sigma0^2
d)choose an alternative hypothesis
d.1)H1: sigma^2 < sigma0^2
reject H0 if  Xhi^2< (Xhi_n^2)^(-1)(alpha)
d.2)H1: sigma^2 < sigma0^2
reject H0 if Xhi^2 > (Xhi_n^2)^(-1)(1-alpha)
d.3)H1: sigma^2 <> sigma0^2
reject H0 if Xhi^2 > (Xhi_n^2)^(-1)(1-alpha/2) 
OR Xhi^2 < (Xhi_n^2)^(-1)(alpha/2)

4)Xhi^2 test: ONE population, µ unknown, normal average

a)H0(= Hypothesis 0): sigma^2 = sigma0^2
b)Choose an alpha (f.e. 0.5)
c)Calculate Xn,Sn^2 and X^2 = (n-1) * Sn^2/sigma0^2
d)choose an alternative hypothesis
d.1)H1: sigma^2 < sigma0^2
reject H0 if  Xhi^2< (Xhi_(n-1)^2)^(-1)(alpha)
d.2)H1: sigma^2 < sigma0^2
reject H0 if Xhi^2 > (Xhi_(n-1)^2)^(-1)(1-alpha)
d.3)H1: sigma^2 <> sigma0^2
reject H0 if Xhi^2 > (Xhi_(n-1)^2)^(-1)(1-alpha/2) 
OR Xhi^2 < (Xhi_(n-1)^2)^(-1)(alpha/2)

5)F(isher) test: 2 populations, µ1 and µ2 known, average variances

a)H0(= Hypothesis 0): sigma1^2 = sigma2^2
b)Choose an alpha (f.e. 0.5)
c)Calculate sigma1^2=(SUM(j=1,n)(Xj-µ1)^2)/n 
, sigma2^2=(SUM(j=1,m)(Yj-µ2)^2)/m AND F = sigma1^2/sigma2^2
d)choose an alternative hypothesis
d.1)H1: sigma1^2 < sigma2^2
reject H0 if F < F(n,m)^(-1)(alpha)
d.2)H1: sigma1^2 < sigma2^2
reject H0 if F > F(n,m)^(-1)(1-alpha)
d.3)H1: sigma1^2 <> sigma2^2
reject H0 if F > F(n,m)^(-1)(1-alpha/2)
OR F < F(n,m)^(-1)(alpha/2)

6)F(isher) test: 2 populations, µ1 and µ2 unknown, average variances

a)H0(= Hypothesis 0): sigma1^2 = sigma2^2
b)Choose an alpha (f.e. 0.5)
c)Calculate S1^2,S2^2,AND F = S1^2/S2^2
d)choose an alternative hypothesis
d.1)H1: sigma1^2 < sigma2^2
reject H0 if F < F(n-1,m-1)^(-1)(alpha)
d.2)H1: sigma1^2 < sigma2^2
reject H0 if F > F(n-1,m-1)^(-1)(1-alpha)
d.3)H1: sigma1^2 <> sigma2^2
reject H0 if F > F(n-1,m-1)^(-1)(1-alpha/2)
OR F < F(n-1,m-1)^(-1)(alpha/2)

7)z-test: 2 populations, sigma1^2 and sigma2^2 known, normal averages

a)H0(= Hypothesis 0): µ1 - µ2 = delta
b)Choose an alpha (f.e. 0.5)
c)Calculate Xn, Ym and Z = (Xn - Ym - delta) / Root(sigma1^2 /n +sigma2^2 /m)
d)choose an alternative hypothesis
d.1)H1: µ1 - µ2 < delta
reject H0 if Z < Phi^-1(alpha)
d.2)H1: µ1 - µ2 > delta
reject H0 if Z > Phi^-1(1-alpha)
d.3)H1: µ1 - µ2 <> delta
reject H0 if |Z| > Phi^-1(1-alpha/2)

8)t-test: 2 populations, sigma1^2 and sigma2^2 unknown, normal averages

a)H0(= Hypothesis 0): µ1 - µ2 = delta
b)Choose an alpha (f.e. 0.5)
c)Calculate Xn, Ym, S1^2, S2^2, Sp^2 = [(n-1)S1^2+(m-1S2^2]/(n+m-2)
and T = (Xn - Ym -delta)/root(Sp^2(n+m)/(nm))
d)choose an alternative hypothesis
d.1)H1: µ1 - µ2 < delta
reject H0 if T < T(n+m-2)^-1(alpha)
d.2)H1: µ1 - µ2 > delta
reject H0 if T > T(n+m-2)^-1(1-alpha)
d.3)H1: µ1 - µ2 <> delta
reject H0 if |T| > T(n+m-2)^-1(1-alpha/2)

I hope this can satisfy your question and you will give me the
permission to post the answers as an official one.

If not, i am afraid i cant help you anymore. 

Kind Regards

Pythagoras

Request for Answer Clarification by roundrock-ga on 11 Nov 2004 20:02 PST
Sorry for my bad explaing...
for exmaples, I have this data sheet.
 ------------- | -------------------------------- | ---- | 
               | Case                             |Total | 
               | -- | -- | -- | -- | -- | -- | -- |      | 
               | A  | B  | C  | D  | E  | F  | G  |      | 
 ---- | ------ | -- | -- | -- | -- | -- | -- | -- | ---- | 
 Sex  | Male   | 24 | 20 | 3  | 15 | 20 | 0  | 5  | 87   | 
      |        | -- | -- | -- | -- | -- | -- | -- | ---- | 
      | Female | 6  | 5  | 4  | 2  | 2  | 1  | 0  | 20   | 
 ---- | ------ | -- | -- | -- | -- | -- | -- | -- | ---- | 
 Total         | 30 | 25 | 7  | 17 | 22 | 1  | 5  | 107  | 
 ------------- | -- | -- | -- | -- | -- | -- | -- | ---- | 

I just want to know how SPSS caculate to get this result,
and I already know how to calculate the "Value" field.

-------------------------------------- | ----- | -------- | ------- | ------ | 
                                       | Value | Std.     | Approx. | Approx | 
                                       |       | Error(a) | T(b)    | Sig.   | 
------- | ----------- | -------------- | ----- | -------- | ------- | ------ | 
Nominal | Lambda      | Symmetric      | .021  | .029     | .709    | .478   | 
by      |             | -------------- | ----- | -------- | ------- | ------ | 
Nominal |             | Sex Dependant  | .100  | .134     | .709    | .478   | 
        |             | -------------- | ----- | -------- | ------- | ------ | 
        |             | Case Dependant | .000  | .000     | .(c)    | .(c)   | 
        | ----------- | -------------- | ----- | -------- | ------- | ------ | 
        | Goodman and | Sex Dependant  | .133  | .063     |         | .028(d)| 
        | Kruskal Tau | -------------- | ----- | -------- | ------- | -------| 
        |             | Case Dependant | .011  | .008     |         | .334(d)| 
        | ----------- | -------------- | ----- | -------- | ------- | -------| 
        | Uncertainty | Symmetric      | .055  | .027     | 1.946   | .047(e)| 
        | Coefficient | -------------- | ----- | -------- | ------- | -------| 
        |             | Sex Dependant  | .124  | .062     | 1.946   | .047(e)| 
        |             | -------------- | ----- | -------- | ------- | -------| 
        |             | Case Dependant | .036  | .018     | 1.946   | .047(e)| 
------- | ----------- | -------------- | ----- | -------- | ------- | -------| 

If Approx Sig. is not based on formula,
I just need to know what's it meaning,
(in What distribution? What's its df? ....)

I hope you can give me an illustration based on this sample.
If yes , I will give a premition to post answer soon ...

Sorry for my bad english.
Because I am not used to use this language ...

Clarification of Answer by pythagoras-ga on 17 Nov 2004 01:21 PST
Dir Sir

It will take some more time to answer your question. This week, before
sunday(21-11-04), I hope I can give you an answer in compliance with
your request.

I have mailed two professors(statistics) of the university of Gent
(Belgium) to help me with answering your problem, I have already
received one answer.

After my daily work, I will take the time to accomplish your question-example.

Kind Regards

Pythagoras

Clarification of Answer by pythagoras-ga on 20 Nov 2004 07:18 PST
Dear sir

I have done some extra research, with some help of a professor. I dont
have all the answers to your question, but I will try to give one as
best as possible.

Lambda 
------
asymptotic standard error: 
NOT calculated with the null hypothesis that the coefficient equals 0.
(--> var's are independent)

T:
value / asymptotic stand. error (*)
(*) Here it IS calculated with the null hypothesis
that the coefficient equals 0. 

Approx. sig:
By Lamda, there is assumed that T is approximate Normal Distributed
and as a result of this, the approx. sig (p-value, two tailed) is
calculated as two times the chance that Z (standard normal df) > 0.709

For example
chance that Z (standard normal df) <= 0.709 = 0.7611
chance that Z (standard normal df) > 0.709 = 1 - 0.7611 = 0.2389

Approx.sig = 2 * 0.2389 = 0.478


Goodman and Kruskal tau 
-----------------------
How to calculate T:
http://www.quantlet.com/mdstat/scripts/estat_zko/tau/estat/bpreview/007_goodmankruskalstau.html

T = (number of categories in the var that is dependant - 1) x (total
number - 1) x tau

tau --> df = chi square with libertydegrees: (number of rows - 1) x
(number of columns - 1)

Approx.sig = chance that Z (with a chi-square df, 6 liberty degrees) > T


Uncertainty coëfficiënt
-----------------------

T is calculated as like we have done in the lambda chapter BUT in
stead of the norma distribution we use a kind of chi-square df (dont
know which one is used in spss)

Approx.sig = chance that Z (with kind of chi-square df) > T


Extra:

Definition of lambda and uncertainty coefficient:
http://www2.chass.ncsu.edu/garson/pa765/assocnominal.htm

Their variants in 
http://www.id.unizh.ch/software/unix/statmath/sas/sasdoc/stat/chap28/sect20.htm

I still wait on a proper extra answer of the profs. If they take the
time to give me some more information, I will post this right a way.


Kind Regards

Pythagoras
roundrock-ga rated this answer:3 out of 5 stars and gave an additional tip of: $30.00
I indeed dont need this distribution formula,
just want to know how to get the value of Approx Sig.
I just wandering if the Approx Sig is calculated on distribution and df??
If yes, what's the distribution it need ?

I think I gave some bad explaination. :(

But very appreciated for your help.

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