[gradsusr] Referencing a Student Distribution Table inside Grads for Calculating confidence level from varying Effective N and varying T Value.

[Muhammad Yunus Ahmad Mazuki]

Alright, I'm going to look through this.


On Wed, Jun 11, 2014 at 8:42 PM, Arlindo da Silva <dasilva at alum.mit.edu>
wrote:

> Dear Muhammad,
>
>   Consult the documentation for the opengrads BJT extension for t-test and
> other functionality currently available:
>
>              http://opengrads.org/doc/udxt/libbjt/
>
>    Arlindo
>
>
> On Wed, Jun 11, 2014 at 3:21 AM, Muhammad Yunus Ahmad Mazuki <
> ukm.yunus at gmail.com> wrote:
>
>> Hi,
>>
>> I have a question here. How do I reference a Students Distribution Table
>> inside GraDS? I will explain my situation here. Using GraDS scripting, I
>> was able to calculate slope, and intercept from linear regression
>> calculation. Using the slope and intercept I was able to construct a fitted
>> model and find the standard error of the slope. From which I calculate
>> residuals (simply the data minus fitted model), finding actop and acbottom,
>> then residual auto correlation (actop divide by acbottom). Depending on the
>> value of the residual autocorrelation, I calculate Effective N to be either
>> the original n or based on calculation using the residual auto correlation.
>> After which I find the standard error based on effective n. Then finally t
>> value from dividing the standard error of the slope with the standard error
>> based on effective n. What I need to do next is to get the corresponding
>> confidence level by using the calculated t value and effective n to a
>> student distribution table. How do I go about this? Below is flow of the
>> calculation.
>>
>> 1. Calculate 30 JJA seasons of a variable (produce time1 until time30)
>> 2. Calculate the slope and intercept using linear regression (produce
>> slope and intercept)
>> 3. Calculate the fitted model using the intercept and and slope (produce
>> fitted1 to fitted30)
>> 4. Calculate the standard error of the slope(SEOTS) (produced SEOTS)
>> 5. Calculate the residuals, time-fitted (produce residual1 to residual30)
>> 6. Calculate the residual mean.
>> 7. Calculate actop
>> 8. Calculate acbottom
>> 9. Calculate the residual auto correlation
>> 10. based on value of residual auto correlation, calculate effective n
>> 11. Effective n is either 30 (in this example) or through calculation.
>> 12. Calculate the standard error based on effective n
>> 13. Calculate Tvalue which is slope divided by standard error based on
>> effective n
>>
>> This is where I'm stuck. I want to reference a students distribution
>> table to get the confidence level for the slope (which is actually trend of
>> linear regression). And the confidence level varies between each grid point
>> as the t value and effective n varies between each grid point.
>>
>> In Scilab 5.5.0, I would use:
>> [p,q]=cdft('pq',abs(TValue),round(EffectiveN+0.5))
>> ConfidenceLevel=(1-(q*2))*100
>> which will give the confidence value from double tailed t test. This is
>> just an example. Is there any student distribution function inside GraDS
>> which I'm not aware of?
>>
>> So how do I do this with GraDS or openGraDS?
>>
>>
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>>
>>
>
>
> --
> Arlindo da Silva
> *dasilva at alum.mit.edu <dasilva at alum.mit.edu>*
>
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