X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=doc%2Fstatistics.texi;h=632c1a3754492fb0eb5aa4c59ff31e810342e272;hb=b9a18d43ace66798d4f2eaaab063fd06b30d5f8f;hp=985560604b02b52b02440dcd39a36bd1b773c118;hpb=9a331fe64eb814ae5c1322e21717a04fb254bf65;p=pspp-builds.git diff --git a/doc/statistics.texi b/doc/statistics.texi index 98556060..632c1a37 100644 --- a/doc/statistics.texi +++ b/doc/statistics.texi @@ -15,6 +15,7 @@ far. * RANK:: Compute rank scores. * REGRESSION:: Linear regression. * RELIABILITY:: Reliability analysis. +* ROC:: Receiver Operating Characteristic. @end menu @node DESCRIPTIVES @@ -205,12 +206,13 @@ boundaries of the data set divided into the specified number of ranges. For instance, @code{/NTILES=4} would cause quartiles to be reported. The HISTOGRAM subcommand causes the output to include a histogram for -each specified variable. The X axis by default ranges from the +each specified numeric variable. The X axis by default ranges from the minimum to the maximum value observed in the data, but the MINIMUM and MAXIMUM keywords can set an explicit range. The Y axis by default is labeled in frequencies; use the PERCENT keyword to causes it to be labeled in percent of the total observed count. Specify NORMAL to superimpose a normal curve on the histogram. +Histograms are not created for string variables. The PIECHART adds a pie chart for each variable to the data. Each slice represents one value, with the size of the slice proportional to @@ -347,9 +349,7 @@ is present, the VARIABLES subcommand must precede the TABLES subcommand. In general mode, numeric and string variables may be specified on -TABLES. Although long string variables are allowed, only their -initial short-string parts are used. In integer mode, only numeric -variables are allowed. +TABLES. In integer mode, only numeric variables are allowed. The MISSING subcommand determines the handling of user-missing values. When set to TABLE, the default, missing values are dropped on a table by @@ -532,6 +532,7 @@ is used. * BINOMIAL:: Binomial Test * CHISQUARE:: Chisquare Test * WILCOXON:: Wilcoxon Signed Ranks Test +* SIGN:: The Sign Test @end menu @@ -544,7 +545,7 @@ is used. [ /BINOMIAL[(p)]=var_list[(value1[, value2)] ] ] @end display -The binomial test compares the observed distribution of a dichotomous +The /BINOMIAL subcommand compares the observed distribution of a dichotomous variable with that of a binomial distribution. The variable @var{p} specifies the test proportion of the binomial distribution. @@ -584,7 +585,7 @@ even for very large sample sizes. @node CHISQUARE -@subsection Chisquare test +@subsection Chisquare Test @vindex CHISQUARE @cindex chisquare test @@ -594,7 +595,7 @@ even for very large sample sizes. @end display -The chisquare test produces a chi-square statistic for the differences +The /CHISQUARE subcommand produces a chi-square statistic for the differences between the expected and observed frequencies of the categories of a variable. Optionally, a range of values may appear after the variable list. If a range is given, then non integer values are truncated, and values @@ -612,7 +613,7 @@ If no /EXPECTED subcommand is given, then then equal frequencies are expected. @node WILCOXON -@subsection Wilcoxon +@subsection Wilcoxon Matched Pairs Signed Ranks Test @comment node-name, next, previous, up @vindex WILCOXON @cindex wilcoxon matched pairs signed ranks test @@ -621,9 +622,10 @@ are expected. [ /WILCOXON varlist [ WITH varlist [ (PAIRED) ]]] @end display -The wilcoxon subcommand tests for differences between means of the -variables listed. The test does not make any assumptions about the -variances of the samples. +The /WILCOXON subcommand tests for differences between medians of the +variables listed. +The test does not make any assumptions about the variances of the samples. +It does however assume that the distribution is symetrical. If the @code{WITH} keyword is omitted, then tests for all combinations of the listed variables are performed. @@ -637,8 +639,32 @@ If the @code{WITH} keyword is given, but the of variable preceding @code{WITH} against variable following @code{WITH} are performed. -If the number of observations is large, and exact tests have been -requested. then the test may take a very long time to complete. + +@node SIGN +@subsection Sign Test +@vindex SIGN +@cindex sign test + +@display + [ /SIGN varlist [ WITH varlist [ (PAIRED) ]]] +@end display + +The /SIGN subcommand tests for differences between medians of the +variables listed. +The test does not make any assumptions about the +distribution of the data. + +If the @code{WITH} keyword is omitted, then tests for all +combinations of the listed variables are performed. +If the @code{WITH} keyword is given, and the @code{(PAIRED)} keyword +is also given, then the number of variables preceding @code{WITH} +must be the same as the number following it. +In this case, tests for each respective pair of variables are +performed. +If the @code{WITH} keyword is given, but the +@code{(PAIRED)} keyword is omitted, then tests for each combination +of variable preceding @code{WITH} against variable following +@code{WITH} are performed. @node T-TEST @comment node-name, next, previous, up @@ -925,3 +951,73 @@ analysis tested against the totals. +@node ROC +@section ROC + +@vindex ROC +@cindex Receiver Operating Characterstic +@cindex Area under curve + +@display +ROC @var{var_list} BY @var{state_var} (@var{state_value}) + /PLOT @{ CURVE [(REFERENCE)], NONE @} + /PRINT = [ SE ] [ COORDINATES ] + /CRITERIA = [ CUTOFF(@{INCLUDE,EXCLUDE@}) ] + [ TESTPOS (@{LARGE,SMALL@}) ] + [ CI (@var{confidence}) ] + [ DISTRIBUTION (@{FREE, NEGEXPO @}) ] + /MISSING=@{EXCLUDE,INCLUDE@} +@end display + + +The @cmd{ROC} command is used to plot the receiver operating characteristic curve +of a dataset, and to estimate the area under the curve. +This is useful for analysing the efficacy of a variable as a predictor of a state of nature. + +The mandatory @var{var_list} is the list of predictor variables. +The variable @var{state_var} is the variable whose values represent the actual states, +and @var{state_value} is the value of this variable which represents the positive state. + +The optional subcommand PLOT is used to determine if and how the ROC curve is drawn. +The keyword CURVE means that the ROC curve should be drawn, and the optional keyword REFERENCE, +which should be enclosed in parentheses, says that the diagonal reference line should be drawn. +If the keyword NONE is given, then no ROC curve is drawn. +By default, the curve is drawn with no reference line. + +The optional subcommand PRINT determines which additional tables should be printed. +Two additional tables are available. +The SE keyword says that standard error of the area under the curve should be printed as well as +the area itself. +In addition, a p-value under the null hypothesis that the area under the curve equals 0.5 will be +printed. +The COORDINATES keyword says that a table of coordinates of the ROC curve should be printed. + +The CRITERIA subcommand has four optional parameters: +@itemize @bullet +@item The TESTPOS parameter may be LARGE or SMALL. +LARGE is the default, and says that larger values in the predictor variables are to be +considered positive. SMALL indicates that smaller values should be considered positive. + +@item The CI parameter specifies the confidence interval that should be printed. +It has no effect if the SE keyword in the PRINT subcommand has not been given. + +@item The DISTRIBUTION parameter determines the method to be used when estimating the area +under the curve. +There are two possibilities, @i{viz}: FREE and NEGEXPO. +The FREE method uses a non-parametric estimate, and the NEGEXPO method a bi-negative +exponential distribution estimate. +The NEGEXPO method should only be used when the number of positive actual states is +equal to the number of negative actual states. +The default is FREE. + +@item The CUTOFF parameter is for compatibility and is ignored. +@end itemize + +The MISSING subcommand determines whether user missing values are to +be included or excluded in the analysis. The default behaviour is to +exclude them. +Cases are excluded on a listwise basis; if any of the variables in @var{var_list} +or if the variable @var{state_var} is missing, then the entire case will be +excluded. + +