The most common summary of a fitted statistical model, a list of parameter estimates and standard errors, does not give the precision of estimated combinations of the parameters, such as differences or ratios. For this, covariances also are needed; but space constraints typically mean that the full...

Generalized linear models unite a wide variety of statistical models in a common theoretical framework. This paper discusses GLMLAB-software that enables such models to be fitted in the popular mathematical package MATLAB. It provides a graphical user interface to the powerful MATLAB...

Robust regression procedures have considerable attention in mathematical statistics literature. They, however, have not received nearly as much attention by practitioners performing data analysis. A contributing factor to this may be the lack of availability of these procedures in commonly used...

Rweb is a freely accessible statistical analysis environment that is delivered through the World Wide Web (WWW). It is based on R, a well known statistical analysis package. The only requirement to run the basic Rweb interface is a WWW browser that supports forms. If you want graphical output...

The Monty Python Method for generating random variables takes a decreasing density, cuts it into three pieces, then, using area-preserving transformations, folds it into a rectangle of area 1. A random point (x,y) from that rectangle is used to provide a variate from the given density, most of...

We consider the problem of estimating an unknown distribution function in the presence of censoring under the conditions that a parametric model is believed to hold approximately. We use a Bayesian approach, in which the prior on is a mixture of Dirichlet distributions. A hyperparameter of the...

Let X' = (X_1,X_2, ... ,X_k) have the multivariate normal distribution f(X) = MVN(mu, sumsigma^2) where sum is a known positive definite matrix, and sigma^2 is a constant. There are many problems in statistics which require the evaluation of f(x) over some convex region A. That is P = integral...

MIXNO provides maximum marginal likelihood estimates for mixed-effects nominal logistic regression analysis. These models can be used for analysis of correlated nominal response data, for example, data arising from a clustered or longitudinal design. For such data, the mixed-effects model...

We consider the fitting of normal or t-component mixture models to multivariate data, using maximum likelikhood via the EM algorithm. This approach requires the initial specification of an initial estimate of the vector of unknown parameters, or equivalently of an initial classification of the...

This document contains program code and examples of survival analyses in XLISP-Stat, structured using the noweb (Ramsey,'93) literate programming system. It is described as a "semiliterate" program because most of the code was already written before it was converted to use noweb.