Estimating equations are used to develop simple non-iterative estimates of the κ-coefficient that can be used when there are more than two random raters and/or unbalanced data (each subject is not ...

This paper deals with confidence interval estimation and hypothesis testing for components of variance, in analysis-of-variance situations embraced by the Model II of Eisenhart [1], including also the ...

The GLM procedure produces the following output by default: The overall analysis-of-variance table breaks down the Total Sum of Squares for the dependent variable ...

For principal components from a covariance matrix, the names of the variables containing principal component scores are PCV1, PCV2, PCV3, and so on. The output component scores are a linear ...