Web Pages that Perform Statistical Calculations!
( StatPages.net )
Over 600 Links (including 380 Calculating
Pages) -- And Growing!
(Updated 04/08/2006 -- check out What's New, and
the Awards and Recognition this site has received.)
The web pages listed here comprise a powerful, conveniently-accessible,
multi-platform statistical software package. There are also links to online
statistics books, tutorials, downloadable software, and related resources.
All of these resources are freely accessible, once you can get onto the Internet.
FREE dial-up Internet access is available from
NetZero and
Juno.
These pages are located on servers all over the world, and are the result
of much cleverness and hard work on the part of some very talented individuals.
So if you find a page useful it would be nice to send the authors a short
e-mail expressing your appreciation for their hard work and generosity in
making this software freely accessible to the world. Please let me know of
any dead links, computational errors, or other problems you might encounter
(e-mail me at johnp71@aol.com).
Table of Contents for this
page...
-
Selecting the right kind of analysis
-
"Online Software" Package websites
-
Calculators, plotters, function integrators, and interactive
programming environments
-
Probability distribution functions: tables, graphs, random
number generators
-
Descriptive statistics, histograms, charts
-
Confidence intervals, single-population tests
-
Sample comparisons: t-tests, ANOVAs, non-parametric
comparisons
-
Contingency tables, cross-tabs, Chi-Square tests
-
Regression, correlation, least squares curve-fitting,
non-parametric correlation
-
Analysis of survival data
-
Bayesian Methods
-
Other statistical tests and analyses
-
Specialized and discipline-specific tests and analyses
-
Power, sample size and experimental design
Other Statistical Resources...
There are a bewildering number of statistical analyses out there, and choosing
the right one for a particular set of data can be a daunting task. Here are
some web pages that can help:
-
Statistical
Decision Tree, from the developers of the
MicrOsiris package. This is an
interactive set of web pages to help you select the right kind of analysis
to perform on your data. It asks you a simple series of questions about your
data (how many variables, etc.), then makes recommendations about the best
test to perform.
-
Choosing a Statistical
Test, Chapter 37 of Dr. Harvey Motulsky's book
Intuitive
Biotatistics.
-
"Selecting
Statistics", by Bill Trochim (Cornell). Another interactive set
of web pages to help you select the right kind of analysis to perform on
your data.
-
The very extensive
test-selection routine used in Dr. Robert Knodt's MODSTAT statistical
package.
As you can see from looking at the StatPages.net web site, there are many
"stand-alone" web pages that are each designed to perform only a single test
or calculation. In addition, some talented individuals and groups have created
coherent website that perform an entire suite of calculations, with
a logical organization and consistent user interface. Each of these web sites
is really a fairly complete online statistical software package in itself.
Here are some of these "comprehensive" statistical analysis web sites:
-
OpenEpi -- a project to create open
source software for Epidemiologic statistics in JavaScript and HTML. Can
be run from a web site or downloaded to a local computer and run without
a web connection. Currently includes calculations for: Proportion, Two by
Two Table, Paired Case Control, 1 Person Time Rate, 2 Person Time Rates,
R by C Table, Diagnostic Test Eval, Dose-Response/Trend, Sample Size, Random
numbers.
-
Statlets
-- an "online statistical computing center" providing access to over 50 applets
in which you can enter data, compute statistics, create tables and graphs,
and print out the results. Provides basic plotting, probability distributions,
summary statistics, one-sample analysis, time-series analysis, two-sample
comparisons, regression analysis, attribute estimates, ANOVAs, and Statistical
Process Control. This public version supports up to 50 rows and 8 columns
of data. For larger data sets, a single-user copy or a corporate deployment
license can be purchased.
-
The Calcugator -- a
calculator, plotting engine, and programming environment. Also available
as a free stand-alone downloadable program. Simple to use; rivals programs
like MATLAB, with 200 functions/operators to perform real, integer, rational,
complex, boolean, statistical, vector, array and matrix computations. Both
the input and output of the program are displayed on standard windows which
can be further edited, saved, merged, print-previewed and printed. Allows
rapid creation of 2D and 3D plots of functions, polar and parametric displays,
bar, pie, pareto and xy charts. All plots can be configured using the mouse
(zooming, panning, selecting). Titles and labels are supported, and all figures
created by the Calcugator can be exported into popular file formats or pasted
into an editable window. As a programming environment it has a simple and
compact language with identical syntax to Java/C/C++, and allows user-defined
functions.
-
The WebMath page performs a large number
of numeric calculations and symbolic algebraic manipulations of the type
that might arise in high school / college algebra and calculus, including
some elementary statistical calculations. In doing so, it provides a detailed
step-by-step explanation of how it arrived at the answer.
-
Expression Evaluators -- type in any numeric expression;
the computer will evaluate it and display the results...
-
Scientific Calculator (numeric expression evaluator)
-
Expression
Evaluator, similar to above, but doesn't require Java or JavaScript
capability
-
Visible Memory Kalculator --
provides a growing visible memory of all values inputed or computed for use
at any time later (just click on it). Can also read text (ascii) files.
-
Evaluates
various sums, cross-products, and other "building block" expressions that
arise in statistical formulas
-
The Vanderbilt
MathServe
Calculus Toolkit has separate calculating/graphing pages for:
Factoring
Polynomials,
Partial
Fractions,
Polynomial
Equations,
Graphs
of Functions,
Graphs
of Equations,
Limits,
Derivatives,
Antiderivatives
(Indefinite Integrals),
Definite
Integrals,
Inverse
Functions,
Newton's
Method,
Polynomial
Interpolation,
Sums,
Parametric
Equations, and
Polar
Functions
-
Inverse Symbolic
Calculator -- tells you where a number came from. For example, if you
type in 1.55838744, this program will tell you that it's really the
square root of 17/7.
-
Calculators -- pages that look and act like a pocket
calculator...
-
Plotters -- type in any algebraic function; it displays
the graph...
-
Function
plotter -- Lets you zoom in and out to view any portion of the graph.
(Needs Java.)
-
Function
plotter -- Plot almost any function or relation found in high school
and undergraduate college mathematics. Plots functions of the form y = f(x),
such as y = x2 or y = 3x + 1, or relations of the form f(x,y) = g(x,y), such
as x2 + y2 = 4. (No Java needed.)
-
Linear
Programming Grapher-- Enter a linear function of two variables to be
minimized, and any number of linear inequality expressions, and the page
will instantly solve it and display a graph showing the feasible region and
the constraints.
-
Simplex
Tool -- Similar to the Linear Programming Grapher, but works with functions
of more than two variables, and doesn't graph the results.
-
Integrators -- type in any function; the computer
displays the indefinite integral function (if one exists) and/or the value
of the definite integral (area under the curve) between two endpoints...
-
Interactive Programming Environments -- These pages
implement various mathematical programming languages. You can enter commands
or entire programs (type or copy/paste) into the web page, and they will
be executed immediately.
-
Rweb -- an interactive web-based
interface to the "R" statistical programming language (similar to S or S-plus)
-
SHAZAM -- a programming environment
for econometricians, statisticians, and others who use statistical techniques.
Its primary strength is estimating and testing many types of regression models.
Provides a flexible command language and capabilities for programming procedures.
Has an interface to the GNUPLOT package for high quality graphics.
-
Mx -- a matrix
algebra interpreter and numerical optimizer for exploration of matrix algebra.
Many built-in fit fuctions for structural equation modeling and other statistical
modeling. Has fitting fuctions like those in LISREL, LISCOMP, EQS and CALIS,
along with facilities for maximum likelihood estimation of parameters from
missing data structures, under normal theory. Users can easily specify
complex 'nonstandard' models, define their own fit functions, and perform
optimization subject to linear and nonlinear equality or boundary constraints.
-
Probability Integrals -- these pages take the place
of a handbook of statistical functions. They're arranged with the most
comprehensive,multi-function pages first...
-
These pages contain calculations for a very wide assortment of probability
distribution functions, including Normal, Bivariate Normal, Student t,
Chi-Square, Fisher F, Bivariate Normal, Noncentral Student t, Non-central
Chi-Square, Non-central Fisher F, Poisson, Log-normal, Exponential, Beta,
Gamma, Logistic, Binomial, Negative Binomial, Multinomial, Cauchy, Gumbel,
Laplace, Pareto, Weibull, Uniform (continuous and discrete), Triangular,
Geometric, and Hypergeometric:
-
These pages each compute probabilities for the four most common probability
distributions:
-
Normal,
t, Chi-Square, and Binomial (density and cumulative) probabilities; (When
you get to the Rweb page, scroll down to the Analysis Menu
and select Probability.)
-
Normal, t, F,
Chi-Square probabilities and inverses, with nice graphical representation.
-
Normal, t, F, Chi-Square,
Binomial, and Uniform probabilities and inverses
-
Normal,
Student
t,
Chi-Square,
and
Binomial
probabilities and inverses. Provides an easy graphical way to specify whether
you want upper / lower tail or interior integrals.
-
Central and
tail areas for Normal, Student, F, Chi-Square, Binomial, and Poisson
distributions
-
Statistical probability distribution functions: Normal,
Student t, Chi-Square, Fisher F
-
P-values
for the Popular Distributions -- Binomial , Chi-square, Exponential ,
Fisher's F, K-S: Two Samples , Poisson, Normal , Student's t, and Uniform
distributions.
-
Calculate p-value
from z, t, F, r, or Chi Square; or do the
reverse.
-
Reverse computations:
enter p-value (and, if necessary, sample sizes and/or d.f.); program will
compute z, t, F, Chi Square, and correlation coefficient
-
These pages each compute probabilities and/or inverses for a specific
distributions:
-
Normal distribution
areas, with nice graphical interpretations
-
A very attractive
page for Normal distribution (and inverse), with detailed explanations
-
Normal
area (1-tailed)
-
Cumulative area
under the normal curve (integral from minus infinity to z)
-
Chi-Square
probabilities, and reverse, with a detailed explanation
-
Chi Square
probabilities and reverse
-
Chi-Square
Distribution
-
Chi-Square
Distribution
-
Student
t Distribution
-
Student t
Distribution and its
inverse (t
value from p value)
-
Studentized Range
-- the probability of a studentized range being less than or equal to value
x with v d.f. from r sample
-
Probabilities for the
Fisher F distribution
-
Another Fisher
F distribution p-value calculator.
-
Critical Fisher
F value, given the alpha level, the numerator and denominator d.f.
-
Non-central F
value (by Laubscher's square root approximation), given the F-value,
numerator and denominator d.f., and the noncentrality parameter.
-
Binomial, Poisson
and Gaussian distribution probabilities
-
Binomial probability
calculator
-
Binomial Approximation
of the Normal Distribution
-
Cumulative
frequency for the Binomial distribution
-
Probabilities for Gamma,
complete Beta, and Incomplete Beta distributions
-
Multinomial
Distribution
-
This page contains
links
to printable copies (in Adobe Acrobat PDF format) of many statistical
tables including some for which no "calculating pages" are available
-
Normal
Curve
-
Critical Values for:
Student
t,
Fisher
F,
Studentized
Range Statistic and Dunnett's Test,
Chi-Square,
Binomial
Test,
Wilcoxon
Ranked-Sums Test,
Wilcoxon
Signed Ranks Test, and
Correlation
Coefficient
-
Converting
r to Z
-
Statistical Power of:
Z
Test,
t-Test
for One Sample or Two Related Samples,
t-Test
for Two Independent Samples,
Analysis
of Variance, and
Correlation
Coefficient
-
Required
Sample Size for various tests
-
Random Number Generators...
-
Combinatorial Objects Server
-- generates an incredible assortment of...
-
Permutations and their restrictions
-
Subsets or Combinations
-
Permutations or Combinations of a Multiset
-
Set Partitions
-
Numerical Partitions and relatives
-
Binary, rooted, free and other trees
-
Necklaces, Lyndon words, DeBruijn Sequences
-
Irreducible and Primitive Polynomials over GF(2)
-
Ideals or Linear Extensions of a Poset
-
Spanning Trees and other Subgraphs of a Graph
-
Unlabelled Graphs
-
Pentomino Puzzles, Polyominoes, n-Queens
-
and other puzzles and Miscellanea
-
Statiscope
-- a beautifully-implemented page for calculating and displaying a large
number of descriptive statistics from a set of numbers you enter
-
WebStat (an integrated
applet) can generate summary statistics, as well as histograms, stem and
leaf plots, boxplots, dotplots, parallel coordinate plots, means plots,
scatterplots, QQ plots, and time series plots
-
Descriptive
Sampling Statistics -- Enter up to 80 numbers; this page will calculate
the mean, variance, SD, CV, skewness and kurtosis.
-
Descriptive statistics
(mean, SD, SEM, and CI of mean). Can enter or paste raw data, or enter
mean, SD or SEM, and N to get CI.
-
Descriptive
Statistics -- Enter up to 80 values; page calculates: N, mean, variance,
SD, CV, skewness, kurtosis, SEM, median, min, max, range, 1st
& 3rd quartiles, interquartile range, quartile deviation,
coeff of quartile var, and absolute deviation.
-
Measuring
for Accuracy -- Given a set of observed and predicted values, this
page calculates the SD of errors, mean absolute & relative error, and
Durbin-Watson statistic.
-
Arithmetic,
Geometric, and Harmonic Means -- of up to 80 values.
-
Rweb
- extensive tabular and graphical descriptive summarization: mean, quartiles,
histograms, scatterplot matrices (with smoothers), QQ plots (normal and
pairwise), time series, box plots. (When you get to the Rweb page,
scroll down to the Analysis Menu and select Summary.)
-
The Data
Applet provides descriptive statistics, histograms, boxplots, and
scatterplots
-
A variety
of descriptive statistics and a stem and leaf display
-
Detect Outliers
-- this calculator performs Grubbs' test, also called the ESD method (extreme
studentized deviate), to determine whether one of the values in the list
you enter is a signficant outlier from the rest. Also contains an
excellent discussion of what to do about outliers.
-
Combine
Subgroups -- calculate the mean and SD of a combination of groups from
the N, mean and SD of each group.
-
Computes
summary statistics for one variable, draws a crude histogram, and sorts a
list of values. Given pairs of values, it computes the least squares regression
line and Pearson correlation coefficient.
-
Basic
descriptive statistics (mean, sum of squares, variance, standard deviation,
minimum, 25th percentile, median, 75th percentile,
and maximum for up to 500 numbers
-
Empirical
Distribution Function -- from up to 42 sets of [value, frequency].
-
Multinomial
Distributions -- Enter up to 12 values and their corresponding probabilities,
and this page will calculate Expected Value, Variance, Standard Deviation,
& Coefficient of Variation
-
Paired
Data Sets Statistics -- Enter up to 28 sample paired data sets, and this
page will calculate means, variances, and covariance
-
Histogram
-- Enter up to 80 numbers, and this page will display a histogram.
-
Histogram
from a set of numbers, lets you dynamically alter the interval width
and see the effect immediately
-
Histogram -- type
in or upload a data set or give a URL; submit; returns a colored histogram
that you can copy from the page; also does polygons and cumulative
-
Determination
and Removal of Outliers -- Given a set of numbers, this page iteratively
isolates potential outliers for removal.
-
Point
Pattern Analysis -- used to describe and help analyze point patterns.
It consists of 14 different analysis routines for a variety of basic descriptive
statistics: nearest neighbor analysis, K-function, space-time Knox, Join-Count
statistics, Global Morans I and Gearys c, general Getis-Ords
G, local K-function, and more.
-
Draw a scattergram
from {x,y} data
-
Draw a 3-dimensional
scattergram from {x,y,z} data
-
Generate a VRML file to view
3-dimensional (x,y,z) data. To view the resulting files requires a
VRML
viewer.
-
Compute and plot a Kernel
Density Estimate from a set of points, using Epanechnikov, triangular,
biweight or Gaussian kernels
-
Compute Poisson
change-point, that is: estimate when, in a long sequence of occurrences,
the occurrence rate underwent a sudden change
-
Boxplot -- type
in or upload a data set, or give a URL; submit; returns a colored boxplot
that you can copy from the page
-
Parallel Boxplot
-- type in or upload a bivariate data set with a continuous variable and
a group indicator; submit; returns a colored parallel boxplots that you can
copy from the page
-
Q-Q Plot -- type in or
upload a data set, or give a URL; submit; returns a colored q-q plot that
you can copy from the page
-
Plot up to 10 x,y data points
-
Confidence Intervals...
-
for the difference between two means,
given N, mean, SD for each group
-
Exact C.I.'s for Binomial (observed proportion) and
Poisson (observed count) (also available as an Excel
spreadsheet)
-
Exact and "modified
Wald" C.I.'s for observed proportion or count, with a good explanation
-
Confidence
interval around a proportion, given the population size, the sample size,
the sample percentage and the confidence level. Has interesting animation,
plus a good explanation of the concepts.
A related
page has no animation, but can be printed out.
-
95% C.I. around an
observed proportion
-
Bayesian
"credible" intervals around an observed proportion. Somewhat comparable
to the "classic" confidence intervals, but tend to be somewhat narrower.
-
95% or 99% C.I. for proportions
for any specified sample size and population size
-
95% C.I. around an observed sample
mean
-
Confidence interval around
an observed sample SD, assuming the data are sampled from a Normal
distribution
-
Percentage:
Estimation & Testing -- calculates exact binomial confidence intervals
and tests of hypothesis for population proportion, from infinite or finite
populations.
-
Tolerance Intervals...
-
Tolerance Intervals for the Normal Distribution.
(Don't confuse tolerance intervals with confidence intervals!)
A tolerance interval for a measured quantity is the interval in which
there is a specified likelihood that a specified fraction of the population's
values lie. This page will calculate 1-sided and 2-sided tolerance intervals
for any specified population fraction, and for any specified level of confidence,
from the mean and standard deviation of a finite sample, under the assumption
that the population is normally distributed. These calculations are also
available in a downloadable Excel spreadsheet:
tolintvl.xls .
-
Single-Population Tests...
-
Sign and Binomial
test -- test an observed proportion against a proposed population proportion
-
Another Sign and Binomial
test
-
Mean, SD,
confidence interval, etc. for a set of values
-
An excellent One-Sample
Student t Test page -- enter or paste raw data, or enter mean, SD or
SEM, and N
-
One-sample
Student t test for Mean vs. a Specified Value -- for up to 80 observations,
and a postulated population mean.
-
Student t-test of a single mean
(vs specified value) from N, mean, SD
-
Another
Student t-test of a single mean (vs specified value) from N, mean, SD
-
Similar test of single mean
vs 0 (equivalent to a paired Student t) from N, mean, SD
-
Test for Asymmetry
around zero -- Enter a set of numbers (usually a mix of positive and
negative numbers), and the program will apply a non-parametric test (originally
created by R. A. Fisher) of whether the numbers are consistent with a population
frequency distribution that is symmetrical around zero (but does not necessarily
have to be normal). It is a frequentist test to work Darwin's experiment
with matched pairs, and experiments like it.
-
Test for the mean being
greater than some specified value. This unusual test is Bayesian
and frequentist at the same time. The null hypothesis asserts some
value for the mean of a population of positive numbers; the alternative
hypothesis says the mean is higher than that. This test gives a Bayesian
likelihood ratio that is also an upper bound on the p-value of the frequentist
test.
-
Test observed vs. expected
rates of occurrence of events, based on Poisson distribution; also includes
confidence intervals and analysis of rate-ratios (such as Standardized Mortality
Ratio, Morbidity Ratio, and Comparative Mortality Figure)
-
Similar to above, but used
to study the distribution of accidents and events at the individual level
-
Exact confidence intervals
around a rate-ratio, using Liddell's method (also contains a number of
common approximations, for comparison)
-
Test observed vs expected
proportions, based on the Binomial distribution
-
Binomial
Test -- whether the number of "successes" differ from what was expected
based on the number of trials and the probability of success.
-
Similar to above, but deals
with the probability of a particular sample size, given an observed 'x' number
positive (or white, or car crashes) vs. an expected 'U' proportion positive
-
Compatibility
of Multi-Counts -- tests whether up to 14 observed event counts (each
over the same amount of time) are consistent with a single expected event
rate.
-
Runs
Test for Randomness -- Enter up to 80 numbers, and this page will calculate
a runs test to see if the numbers form a random sequence
-
Testing
the Variance -- of up to 80 observations against a postulated population
variance.
-
Analyze observed proportions
in samples from finite populations, based on the Hypergeometric distribution
-
Test
for Normality -- Enter up to 80 numbers, and this page will test for
normality based on the Jarque-Bera statistic
-
Test
for Homogeneity of a Population -- enter form 25 to 84 values; page provides
information to test whether histogram is unimodal.
-
Test
for Normality -- enter up to 42 sets of [value, frequency]; page will
calculate skewness, kurtosis, and Liliefors test for consistency with a normal
distribution.
-
Test
for Uniform Distribution -- enter up to 42 sets of [value, frequency];
page will calculate the Kolmogorov-Smirnov test for consistency with a uniform
distribution.
-
Testing
Poisson Process -- enter up to 14 sets of [value, frequency]; page will
calculate a Chi square test for consistency with a Poisson distribution.
-
Lilliefors
Test for Exponential Distribution -- tests whether a set of observed
values are consistent with an exponential distribution.
-
Chi-Square "Goodness of Fit" test for observed vs expected
counts (NOT from Contingency Tables)...
-
Measurement Errors and Error Propagation...
-
Student t-test (for comparing two samples)...
-
a very general Student
t-test web page -- paired or unpaired, equal- or unequal-variance, from
individual observations (which can be key-entered or copy/pasted) or summary
data (N, Mean, SD or SEM). Includes explanations and advice on carrying out
this type of test.
-
t-test,
paired
or
unpaired
-
t-test,
paired
or
unpaired
-
t-test, paired
or unpaired
-
t-test,
paired
-
Paired
Student t Test -- on up to 42 pairs of values, along with a postulated
population mean difference.
-
Testing
Two Populations -- Unpaired Student t test for up to 80 observations
in each sample. Also accepts a postulated difference between the two population
means, which can be different from 0.
-
A general 2-sample comparison
calculator, for paired, unpaired, equal-variance, obtaining its p-values
from table lookup or from resampling
-
Unpaired
t-test from summary data (N, mean, SD)
-
Very general t-test program
for comparing measured quantities, observed counts, and proportions between
two unpaired samples; also produces risk ratio, odds ratio, number needed
to treat, and population analysis.
-
ANOVA (Analysis of Variance) -- comparison of two
or more samples ...
-
One-Way and Factorial ANOVA for uncorrelated samples
(extension of unpaired Student t-test to more than 2 groups)...
-
One-way ANOVA, with
graphical output
-
One-way ANOVA for 3
Independent Samples
-
ANOVA:
Testing the Means -- One-way ANOVA for three groups, each containing
up to 40 subjects.
-
One-way ANOVA for 4
Independent Samples
-
One-way ANOVA from summary data (N, mean, and SD
or SEM)
-
Another
1-way ANOVA from summary data
-
Two-way factorial
ANOVA for 2 rows by 2 columns
-
Two-way factorial
ANOVA for 2 rows by 3 columns.
-
Two-Way
ANOVA Test -- for blocked designs of up to 4 groups by 6 treatments.
-
Two-Way
ANOVA with Replications -- for blocked designs of up to 4 groups by 6
treatments, with up to 4 replications.
-
Two-way
factorial ANOVA for 2 rows by 2 columns, from summary data (N, mean, SD)
-
ANOVA
for Condensed Data Sets -- Enter up to 10 sets of (N, mean, SD); page
calculates a one-way ANOVA.
-
Very
general n-way factorial ANOVA, with interactions, means table, interaction
plots, Bonferroni post-hoc multiple comparisons, and confidence intervals.
(When you get to the Rweb page, scroll down to the Analysis Menu
and select ANOVA.)
-
Repeated-Measures ANOVA for correlated samples (extension
of paired Student t-test to more than 2 matched measurements)...
-
Bartlett's
Test for Equality of Multi-variances -- for up to 14 sets of [N, variance].
-
Post-hoc Tests
-- After doing a two-way (or other) ANOVA, post -hoc tests (also called post
tests) compare individual pairs of groups. This calculator does not perform
the ANOVA calculations, but takes the output from an ANOVA (residual means
square error, degrees of freedom) performs a post-hoc test between any pairs
of cells that you select (using cell means and N's), at whatever alpha you
specify.
-
Tukey
LSD (Least Significant Difference), using the standard table produced
by an ANOVA
-
Scheffe
Least Significant Difference, using data from a standard ANOVA table
and the N's for the two groups being compared
-
Non-parametric tests (use these when the data is not
normally distributed)...
-
Sign
test for matched pairs
-
Median
test for unmatched pairs
-
Wilcoxon
Signed-Ranks test for matched pairs -- This page takes case-by-case pairs
of matched data
-
Another
Wilcoxon Signed-Ranks test for matched pairs -- This page takes summarized,
tabulated data: how many cases had differences of +1, +2, +3, etc., and -1,
-2, -3, etc.
-
Comparing
Two Random Variables -- by the Mann-Whitney U test, with up to 80
observations per sample.
-
K-S
Test for Equality of Two Populations -- Given two sets of frequencies
(using the same grouping intervals), this page calculates the Kolmogorov-Smirnov
test.
-
Wilcoxon
Sum-of-Ranks (Mann-Whitney) test for comparing two unmatched samples
-
Kruskal-Wallis
test (non-parametric ANOVA) for 2 or more groups of unpaired data --
This page requires that you first cross-tabulate your data into a matrix,
with a row for every group and a column for every different numeric value
that any subject had; the cell of the matrix tell how many subjects (if any)
in that group had exactly that numeric value.
-
Least
Significant Difference between mean ranks (post-hoc test after a significant
Kruskal-Wallis test)
-
Friedman
test for comparing rankings (non-parametric)
-
Two-group ordinal comparisons
to assess how probable it is that the two groups come from a single
ordering, using Wald-Wolfowitz, Randomness Test, Mann-Whitney, and
Kolmogorov-Smirnov
-
Two-group paired
comparisons, using T-test, Wilcoxon, Signs test, and McNemar test
-
McNemar's
test for the paired comparison of proportions (or for matched pairs of
labels)
-
Comparison of proportions between two groups...
-
Sequential Analysis -- each subject's data (usually
paired comparisons) is tested as it becomes available, and a decision is
made to accept or to reject the null hypothesis or to keep testing.
-
WebStat (an integrated
(Java) applet) can perform Z-tests and T-tests (one-
and two-sample) for population means, and Chi-square and Fisher-F tests for
population variances
-
Chi-Square tests...
-
2-by-2 table analysis (Chi-square, Fisher Exact
Test, sensitivity, odds ratio, relative risk, difference in proportions,
number needed to treat, etc.) with confidence intervals
-
for 2-by-2 table,
by Fisher Exact, and by Chi Square (with and without Yates' correction),
with a good explanation
-
for 2-by-2 table
-
2-by-2
table analysis (Chi Square, Fisher Exact, difference in proportions,
risk ratio, odds ratio, theta, log-odds ratio, Poisson test)
-
for
2-by-N table, where the two rows represent dichotomies like lived/died,
present/absent, yes/no. This can test for a trend in the probability of an
event when you have counts of the two categories over a set of time intervals.
-
for table up
to about 30 cells
-
Chi-square
Test for Relationship -- for up to a 6-by-6 cross-tab.
-
for up
to 10-by-10 tables. This page also has a section for comparing observed
with explicitly-specified frequencies.
-
for any-size
table
-
another
for any-size table
-
another
for any-size table (When you get to the Rweb page, scroll down
to the Analysis Menu and select Two Way.)
-
Exhaustive analysis of 2-by-2
tables, with Pearson Chi-square, Likelyhood Ratio Chi-Square, Yates
Chi-square, Mantel Haenszel Chi-square, Odds Ratio, Log Odds Ratio, Yules-Q,
Yules-Y, Phi-square, Pearson correlation, and McNemar Test
-
Paired
Proportion Test -- for testing whether the proportion of subjects having
some characteristic is the same in two matched groups or in one group before
and after some intervention. (Also can test against a null hypothesis specifying
some non-zero difference.)
-
Also see the Evidence-Based-Medicine (EBM) calculator in the "Biostatistical
Calculators" section of the "Other Statistical Tests and
Analyses" section of this page.
-
Three-dimensional Tables (2x2x2)...
-
Fisher Exact tests for contingency tables...
-
Exact unconditional
homogeneity/independence tests for 2-by-2 tables
(said to be more powerful than the Fisher exact test!)
-
Test differences between two
observed proportions, based on the Binomial distribution
-
Contingency table for sequenced categories (Ordinal
by Ordinal, 5-by-5 table or less)
-
Contingency table for sequenced
categories, 5-by-2 table, with exact probability calculations
-
Spearman's
correlation from cross-tabbed data with sequenced row and column categories
-
McNemar's test to analyze
a matched case-control study, with a good explanation
-
McNemar's
test for paired contingency tables
-
Exact Bayes test
for independence in r by c contingency tables -- Can also handle comparison
of observed-vs-expected, and observed-vs-uniform situations.
-
Comparison of ratings or rankings by different
raters...
-
Chi-Square
test for equality of distributions
-
Chi-Square "Goodness of Fit" test for observed vs expected
counts (NOT from Contingency Tables)...
-
Straight Lines and Correlation Coefficients...
-
Least
squares regression line and Pearson correlation coefficient.
-
Variations
on straight-line fitting, when X and Y have error
-
Least squares
regression. (nice interface)
-
Linear correlation
and regression (nicely designed)
-
Simple
Linear Regression -- for up to 84 points, with extensive output and residual
analysis.
-
Correlation and
regression calculator -- input two sets of numbers (or upload a file);
computes the means, variances, covariance, correlation coefficient and regression
coefficients; also gives a scatterplot with the two regression lines
-
The Data
Applet provides descriptive statistics, histograms, boxplots, and
scatterplots
-
Least squares
straight line (also allows some simple transformations), with an interesting
tutorial on
the topic
-
Least
squares straight line, also creates a high-quality Postscript graph of your
data and the fitted line
-
Least squares straight
line, allows several common types of y-value weighting (constant, proportional,
or Poisson errors); also allows you to
recall
recently-entered data (for a limited time)
-
Scatter
Diagram and Test for Outliers -- for up to 84 points.
-
Bivariate
Sampling Statistics -- calculates means, variances, and covariance for
up to 42 [x,y] measurements.
-
Calculate partial correlation
coefficients rbc.a, rac.b, rab.c from
rab, rac, rbc
-
WebStat (an integrated
(Java) applet) can perform simple regression analysis
-
Correlation Tests...
-
Spearman's rank correlation (non-parametric)...
-
Correlation
test
-
Significance
level corresponding to a correlation coefficient
-
Testing
the Correlation Coefficient -- enter up to 42 r values, along with a
postulated population r value.
-
Minimum
significant correlation coefficient for a given sample size
-
95% Confidence
Interval around an observed correlation coefficient.
-
Comparison
of two correlation coefficients
-
Comparison
of two or more correlation coefficients
-
Comparison
of two sets of (X,Y) data to see if they are consistent with the same straight
line (tests whether the slopes are different, and whether the lines are
vertically distinct)
-
Comparing
Two Linear Regressions -- Enter two sets of [x,y] values; page calculates
two straight lines, then compares slopes and intercepts.
-
Test
for Several Correlation Coefficients -- enter up to 14 sets of [N, r];
page will test whether all r's are consistent with a single population r
value.
-
Biserial
and point-biserial correlation analysis
-
Biserial
correlation coefficient from summary data (N, mean, SD) of the X and
Y variables
-
Point-biserial
correlation analysis
-
Lin's
"concordance correlation coefficient" -- first proposed by Lin
(1989) for assessment of concordance in continuous data. A breakthrough in
assessing agreement between alternative methods for continuous data. Seems
to avoid the shortcomings of correlation coefficient r, paired t-tests, least
squares analysis for slope and intercept, coefficient of variation, intraclass
correlation coefficient.. It is robust on as few as 10 pairs of data.
-
Manipulation
of a correlation matrix -- you enter the N-by-N correlation matrix, the
page computes all Partial Correlation Coefficients, all Standardized Partial
Regression Coefficients, and the Multiple Correlation Coefficient for each
variable.
-
A versatile page for calculating
the significance of a correlation (rho<>0), significance of the difference
between two correlations, power and sample size requirements for correlations
testing, and the inter-relationships between three partial correlation
coefficients.
-
Sobel's
test to determine the extent to which an intermediate variable ("mediator")
carries the influence of an independent variable (predictor) on a dependent
variable (outcome).
-
Beyond Simple 2-parameter Curve-fitting...
-
Very general nonlinear least-squares curve fitter
-- almost any function you can write-- up to 8 nonlinear parameters, up to
10 independent variables.
-
Another
non-linear least-squares curve fitter -- with graphical output! Choose
one of 15 pre-defined nonlinear functions of one variable and up to three
parameters.
-
Compare the fit of two
models to your data. Which model fits better? Enter goodness-of-fit (SSQ,
or weighted SSQ) and # of data points and # of parameters for each model.
The calculator will compare the models using Akaike's method, , then the
F test .
-
Linear, parabolic,
or cubic fit, with graphics
(newer version
here)
-
Multivariate
linear or univariate polynomial regression, with graphical output. Has
a good discussion of the relevant mathematics and computational accuracy.
-
Fit "rational
functions" (also called "Pade functions") to {X,Y} data. A rational
function is a fraction whose numerator and denominator are both polynomials
in X. They can fit a broader range of functions than polynomials alone can
-- they can fit data where the Y value "levels off" to a horizontal line
for very large or small X, and can fit functions that have "singularities"
(Y shoots to infinity at some value of x). This curve-fitter is part of an
extensive set of online
calculators to solve problems in structural engineering (bending and
buckling of beams and plates, etc.) at the
Software for Structures web
site.
-
Univariate
and multiple regression, with very extensive graphical output (histograms,
scatterplots, scatterplot matrices) and residual analysis (QQ, histogram,
residuals vs dependent or predictors). Very intuitive point-and-click
interface, dynamically customized for your data. (When you get to the
Rweb page, scroll down to the Analysis Menu and select
Regression.)
-
Automatic Multiple Regression,
(New Web Address!) automatically builds a model
or regression equation! You merely supply the dependent and independent variables
and it does the rest. It will find which variables are important enough to
include in the model, determine the proper transformation of each of those
variables, then look for 2-way and 3-way interaction terms important enough
to include in the model, and transform them appropriately.
-
Multiple
Linear Regression -- up to 16 data points and up to 4 independent variables;
calculates fitted model, and a large number of residual analysis statistics.
-
Quadratic
Regression -- Fits a least squares parabola to up to 84 data points,
and provides extensive residual analysis.
-
Multiple regression, if you already have the correlation coefficient matrix
between all independent and dependent variables...
-
Fit any of five families of
curves (linear, polynomial, exponential, descending exponential, Gaussian)
and draw a graph
-
Curve fitting, smoothing, parameter
estimating, data correlating and forecasting utility
-
Logistic Regression, if the dependent variable
is restricted to two values (such as whether an event did or did not occur)
-
Regression and GLM Calculator
-- performs linear, Poisson, binomial and Gamma regression, with canonical,
identity, logit, log, probit, inverse, cloglog, and sqrt link functions
-
Cox Proportional Hazards Survival Regression Analysis
-
A faster version of Cox Proportional Hazards Analysis
-
Regression
by Prevalence -- when you have data on the number of occurrences and
non-occurrences of something over a set of time intervals. Tests whether
the probability of the occurrence shows a trend over time.
-
Test Bias Assessment Program,
computes statistics to help you decide if test scores predict a criterion
differently across subgroups
-
Time Series Analysis...
-
Autoregressive
Time Series -- tools for the identification, estimation, and forecasting
based on autoregressive order obtained from a time series.
-
Detecting
Trend & Autocrrelation in Time Series -- Given a set of numbers,
this page tests for trend by Sign Test, and for autocorrelation by Durbin-Watson
test.
-
Plot
of a Time Series -- generates a graph of a time series with up to 144
points.
-
Seasonal
Index -- Calculates a set of seasonal index values from a set of values
forming a time series. A related page performs a
Test
for Seasonality on the index values.
-
Forecasting
by Smoothing -- Given a set of numbers forming a time series, this page
estimates the next number, using Moving Avg & Exponential Smoothing,
Weighted Moving Avg, and Double & Triple Exponential Smoothing.
-
Runs
Test for Random Fluctuations -- in a time series.
-
Test
for Stationary Time Series -- Given a set of numbers forming a time
series, this page calculates the mean & variance of the first & second
half, and calculates one-lag-apart & two-lag-apart autocorrelations.
A related page:
Time
Series' Statistics calculates these statistics, and also the overall
mean & variance, and the first & second partial autocorrelations.
-
Life Table
(Kaplan-Meier) -- Enter the number died and censored at each time period,
and the page calculates the cumulative survival probability and 95% confidence
intervals. Also graphs the survival curve, and exports the data, so you can
create a better graph using another program.
-
Cox Proportional Hazards Survival Regression Analysis
-- specify each subject's observation time and status (last seen alive or
dead), and any number of independent variables (predictors, confounders,
and other covariates). This web page will perform a proportional-hazards
regression analysis and return the regression coefficients, their standard
errors, hazard (risk) ratio, and their confidence intervals, and the baseline
survivor curve, along with goodness-of-fit information. You can also use
a faster version by Ronald Brand (Leiden University),
or an enhanced
version by Kevin Sullivan (Emory University) that has illustrative examples
and explanatory material.
-
Comparison
of Two Survival Distributions, using data from a data file in your computer
(many different file types are supported). A graph is returned to your browser
with the two survival curves plotted, along with the estimated relative risk,
standard error and p-value.
-
Bayesian Credibililty Analysis -- allows the
credibility of a clinical trial finding to be assessed in the light of current
knowledge. This page takes the odds ratio and its confidence interval from
a clinical trial, and uses a newly-developed Bayesian method to calculate
a quantity called the critical odds ratio (COR). If odds ratios at
least as impressive as that indicated by the COR can be justified by
existing knowledge, then the results of the clinical trial can be deemed
credible.
-
Etiologic Predictive Value (EPV) --
a new statistical method developed for determining the probability of symptoms
being caused by a bacteriological finding, while taking carriers into
consideration. To calculate EPV, one must know the number of positive and
negative tests among patients and healthy controls as well as the sensitivity
of the test. This enables calculating the positive and negative EPV with
a 95% confidence interval.
-
Exact Bayes test
for independence in r by c contingency tables -- Can also handle comparison
of observed-vs-expected, and observed-vs-uniform situations.
-
Analysis of "1-degree of
freedom" data -- performs interactive frequentist and Bayesian conditional
tests for counts data having one degree of freedom. That is, it does
hypergeometric, binomial, Poisson, Bessel, and related distributions (for
double dichotomies, sign tests, a special kind of structural zero design,
etc.).
-
Bayes' theorem calculations -- takes prior probabilities
and conditional probabilities, and calculates revised probabilities. (great
for solving certain kinds of brain teaser puzzles)
-
Interpret P
values -- Compute post test probability to take into account the context
of the experiment, as expressed by the prior probability that your hypothesis
is true.
-
Bayesian calculations
for diagnostic tests -- computes interrelationships among true pos, true
neg, false pos, false neg, prevalence, sensitivity, specificity, predictive
values, and likelihood ratios.
-
Calculate the post-test
probability of an outcome (disease) from prior probability (prevalence)
of the disease, and from the sensitivity and specificity of the test
-
Sequential Experimental Design
for testing the probability ratios
-
2-by-2 table analysis (Chi-Square, sensitivity, odds
ratio, relative risk, etc. with confidence intervals
-
Wald's Sequential Probability
Ratio's -- for designing a sequential experiment in which a decision
is made after each observation either to accept the null hypothesis, accept
the alternate hypothesis, or acquire more observations.
-
Universal Inventory/Test
Scorer will instantly and automatically score ANY objective test
or personality inventory/questionnaire. For any particular questionnaire,
you create a text file that describes the scores associated with each possible
answer to each question (True/False, A/B/C/D/E, Likert Scale, etc.). It is
available as a Java implementation and as JavaScript implementation. These
will run online, or can be downloaded to be run locally on your computer
(offline from the Internet).
-
Bonferroni adjustment of critical
p-values when performing multiple comparisons (has an excellent discussion
of this topic)
-
Multiple
comparisons correction (Bonferroni adjustment)
-
Number Needed to Treat,
based on a 2-by-2 table
-
Detect Outliers
-- this calculator performs Grubbs' test, also called the ESD method (extreme
studentized deviate), to determine whether one of the values in the list
you enter is a signficant outlier from the rest.
-
Selection Bias Calculator
for Prevalence Estimates
-
Calculate and plot an
ROC Curve
(for grouped predictor data)
-
Clustering
Calculator generates tree structures of data clustering, and much more
-
Misclassification
Bias in Prevalence Studies
-
Predictive Value from
Sensitivity, Specificity and Prevalence, (when analyzing a clinical test),
with a nice explanation
-
Selection Bias in
Case-control Studies
-
NetMul: a browser
interface to a program that performs:
-
Principal Coordinate Analysis (PCO)
-
co-inertia analysis
-
discriminant analysis and within- or between-class analyses
-
analyses on distance matrices or neighboring graphs.
-
A Web-Based SAS Code
Developer for Experimental Designs
-
Simultaneous
Equations and Matrix Inversion -- up to 10 equations (or 10x10 matrix).
-
Linear
Optimization with Tools for Sensitivity Regions -- This page finds the
optimal solution, and does a post-optimality analysis of small-size linear
programming problems (constrained optimization).
-
Martindale's
Reference Desk - Calculators On-Line - Statistics (the grand-daddy
of all compendia of calculating web pages)
-
Biostatistical Calculators:
-
All-purpose Four-fold Table
Calculator: for Cohort or Case-control studies. Calculates Rx parameters:
CER, EER, ARR, RRR, NNT; Dx parameters: Sensitivity, Specificity, LR:,
LR-, Prevalence; Hyopthesis-testing parameters: RR, OR, NNH, Chi Square.
-
Evidence-Based Medicine (EBM)
calculator -- From Warren Goff's
interestingly-named web site. Analyzes
one or more fourfold (2x2) tables; calculates Chi Square, CER, EER, and RR,
and parameters related to treatment (RRR, ARR, NNT, NNH, with 95% confidence
intervals), diagnosis (Sensitivity, Specificity, PPV, NPV, Prevalence, LR+,
LR-, OR, Pre-Odds, Post-Prob), and Harm (RR, OR NNH). Can also compare two
different tables.
-
Number
Needed to Treat, also Normal, Student t, Chi-Square, Binomial, and Random
Digits
-
Clinical Significance
Calculator -- For two groups (control and treatment), enter the group
size and incidence rate; the page will calculate absolute and relative
risk reductions, odds ratio, and number needed to treat, along with 95%
confidence intervals for each result
-
Compute ECanything
from EC50 (assuming a standard "Hill-type"
dose-response relationship). Very useful in dose-response studies.
-
Thorough
analysis of 2-by-2 table relevant to Predictions and Diagnostic Tests
-- sensitivity, specificity, prevalence, diagnostic accuracy, PPV, post-test
probabilities, likelihood ratio tests
-
Calculation
of posttest probability from Likelihood Ratio and pretest probability
-
Conversion
of Sensitivity and Specificity to Likelihood Ratios
-
Calculator to predict the
probability of a successful outcome to lumbar disc surgery (based on
a logistic model)
-
LODS - Logistic Organ Dysfunction System calculator
-
Scoring systems for ICU
and surgical patients -- Online calculation of scores used in general
or specialized Intensive Care or Anesthesia, including:
-
Adult, General scores:
SAPS II,
APACHE II,
SOFA,
MODS ,
ODIN, MPM
(on admission
, 24 hrs,
48 hrs ,
MPM Over Time) , MPM
II (on
admission,
24-48-72 hrs)
, LODS, and
TRIOS
-
Adult, Specialized and Surgical Intensive Care - Preoperative
evaluation:
EUROSCORE,
ONTARIO,
Parsonnet,
System 97,
QMMI,
MPM,
POSSUM, and
Portsmouth POSSUM
-
Adult, Trauma scores:
ISS/RTS/TRISS, and
24 h - ICU Trauma
Score
-
Adult, Therapeutic intervention, nursing ICU scores:
TISS
-
Pediatric, General scores:
PRISM,
DORA,
PELOD, and
PIM
-
Pediatric, Specialized (Neonatal, Surgical):
CRIB,
SNAP,
SNAP-PE,
SNAP II / SNAPPE II
-
Pediatric, Trauma Scores:
Pediatric Trauma
Score
-
Calculators for Clinical
Formulas -- A-a
Gradient, Anion
Gap, Body Surface
Area, Body Mass Index,
Estimated Creatinine
Clearance, Fractional
Excretion of Sodium,
Heart Disease
Risk, Ingested
Substance Blood Level,
Pregnancy Due
Date , Serum
Osmolality , and
Weights and Measures
(converts lbs. to kgs. and F to C)
-
Disparate
Impact Analysis
-
Item Analysis -- for multiple choice
questionnaires
-
Statistical Quality Control (SQC)
Online -- Online calculators and tutorials to perform SQC annd Statistical
Process Control (SPC). Contains:
-
-
Online versions of Military & Civilian Standard Tables: MS-105E / ANSI/ASQC
Z1.4, ISO 2859 (sampling plans for attribute data), MS-414 / ANSI/ASQC Z1.9
(sampling plans for measurement data, and MS-1235C (sampling inspection plans
for continuous production, Procedure CSP-1).
-
Online Calculators for Process Capability Index (Cp), MTBF Calculator for
a system given the part (component) failure rate, and Control Charts and
Runs Rules (Switching Rules for MS-105E, Continuous Sampling CSP-1, Western
Electric Rules, and System Reliability for consecutive-type systems)
-
Queuing Theory Calculator
-- a remarkably powerful web calculator that can solve a wide variety of
queueing problems: single-server, multiple-server, infinite-server, infinite
or finite waiting room, Erlang loss model, and machine interference model
(with or without spare machines). Provides detailed output in the form of
averages, standard deviations, and frequency distributions in the form of
tables and graphs.
-
Single-Case
analysis tools -- an online calculator that can do a number of tests
and analyses that are especially useful in "single-case" or "single-system"
research: Time Series (handles A-B and multiple-baseline designs, and calculates
correlations and the C-statistic, with p-value), Autocorrelation, Chi Square,
Testing Significance of Difference: t-test and Mann-Whitney U, Binomial
Expansion, and Bayesian Analysis. Also contains a good
overview
of single-case methods.
-
Decision Making in Economics and Finance:
-
-
ABC
Inventory Classification -- an analysis of a range of items, such as
finished products or customers into three "importance" categories: A, B,
and C as a basis for a control scheme. This pageconstructs an empirical
cumulative distribution function (ECDF) as a measuring tool and decision
procedure for the ABC inventory classification.
-
Inventory
Control Models -- Given the costs of holding stock, placing an order,
and running short of stock, this page optimizes decision parameters (order
point, order quantity, etc.) using four models: Classical, Shortages Permitted
, Production & Consumption, Production & Consumption with Shortages.
-
Optimal
Age for Replacement -- Given yearly figures for resale value and running
costs, this page calculates the replacement optimal age and average cost.
-
Single-period
Inventory Analysis -- computes the optimal inventory level over a single
cycle, from up-to-28 pairs of (number of possible item to sell, and their
associated non-zero probabilities), together with the "not sold unit batch
cost", and the "net profit of a batch sold".
-
Theoretical
Expectancy Calculator -- estimates amount of workforce improvement from
implementing a valid selection procedure in an organization. Computes
institutional expectancies under three different models.
-
Investment Derivative Calculations --
A very elaborate online calculator and real-time data retrieval system. Includes
economic regression analysis.
-
Black-Scholes
Calculator -- to place a value on stock options.
-
Bardahl
Calculator -- to compute the reasonable working capital needs of a
corporation.
-
Probabilistic Modeling:
-
Bayes'
Revised Probability -- computes the posterior probabilities to "sharpen"
your uncertainties by incorporating an expert judgement's reliability matrix
with your prior probability vector. Can accommodate up to nine states of
nature.
-
Decision
Making Under Uncertainty -- Enter up-to-6x6 payoff matrix of decision
alternatives (choices) by states of nature, along with a coefficient
of optimism; the page will calculate Action & Payoff for Pessimism, Optimism,
Middle-of-the-Road, Minimize Regret, and Insufficient Reason.
-
Determination
of Utility Function -- Takes two monetary values and their known utility,
and calculates the utility of another amount, under two different strategies:
certain & uncertain.
-
Making
Risky Decisions -- Enter up-to-6x6 payoff matrix of decision alternatives
(choices) by states of nature, along with subjective estimates of occurrence
probability for each states of nature; the page will calculate action &
payoff (expected, and for most likely event), min expected regret , return
of perfect information, value of perfect information, and efficiency.
-
Multinomial
Distributions -- for up to 36 probabilities and associated outcomes,
calculates expected value, variance, SD, and CV.
-
Revising
the Mean and the Variance -- to combine subjectivity and evidence-based
estimates. Takes up to 14 pairs of means and variances; calculates combined
estimates of mean, variance, and CV.
-
Subjective
Assessment of Estimates -- (relative precision as a measuring tool
for inaccuracy assessment among estimates), tests the claim that at least
one estimate is away from the parameter by more than r times (i.e., a relative
precision), where r is a subjective positive number less than one. Takes
up-to-10 sample estimates, and a subjective relative precision (r<1);
the page indicates whether at least one measurement is unacceptable.
-
Subjectivity
in Hypothesis Testing -- Takes the profit/loss measure of various correct
or incorrect conclusions regarding the hypothesis, along with
probabilities of Type I and II errors (alpha & beta), total sampling
cost, and subjective estimate of probability that null hypothesis is true;
returns the expected net profit.
Check out the large number of
power and sample size
calculators at the UCLA Statistics website. Many of them are included
below.
Also, check out the very general and elegant
power/sample-size
calculator by Russel Lenth (U of Iowa). It handles tests of means (one
or two samples), tests of proportions (one or two samples), linear regression,
generic chi-square and Poisson tests, and an amazing variety of ANOVAs --
1-, 2-, and 3-way; randomized complete-block; Latin and Greco-Latin squares;
1-stage, 2-stage, and factorial nested designs; crossover; split-plot;
strip-plot; and more! This calculator is implemented in Java, and can be
run as a web page, or can be
downloaded
to your computer to run offline as a stand-alone application.
Here's a collection of online power calculator web pages for specific kinds
of tests:
-
For one-group tests (comparing the sample to a specified
value) or for paired two-group tests...
-
For designing surveys (sample size and confidence intervals
for proportions, based on sample size, with or without corrections for finite
populations:
-
Calculates sample size
for given population size, confidence interval (margin of error), confidence
level, and population proportion. Also displays margin of error for three
other specified sample sizes (your choice), and sample sizes for three other
specified confidence levels.
-
Compute the sample
size, given the population size, the confidence interval and the confidence
level. A related
"advanced" page
also allows you to specify the postulated proportion (rather than assuming
50%).
-
Find the required
sample size
or statistical
power for comparing an observed proportion with a specific value
-
Confidence
Interval Calculator to compute the margin of error and confidence interval
given the population size, sample size, sample percentage, and confidence
level. An
animated
version is also available, which displays the calculation of the confidence
interval graphically.
-
Find the sampling
error in an observed proportion
-
Calculate sample size required
for a given confidence interval, or confidence interval for a given sample
size. Can handle finite populations. Downloadable program also available.
-
Another sample-size / confidence
interval calculator for proportions in finite samples
-
Power vs sample
size for survey questionnaire results, with graphical output
-
Sample
size or confidence interval of a proportion
-
For two-group tests...
-
For ANOVAs and other multi-group comparisons...
-
For regressions and correlation tests...
-
Power
or
sample
size for comparing an observed correlation coefficient with a specified
value
-
A versatile page for calculating
the significance of a correlation (rho<>0), significance of the difference
between two correlations, power and sample size requirements for correlations
testing, and the inter-relationships between three partial correlation
coefficients
-
Sample-size for
multiple regression -- will tell you the minimum required sample size
for your study, given the alpha level, the number of predictors, the anticipated
effect size (as f2), and the desired statistical power level.
If you know the effect size as R2, you can calculate f2
from R2 with
this calculator.
-
Power/Sample-size
for simple or multiple linear regression -- select the Linear regression
option, then click the Run Selection button.
-
Beta level for
multiple regression (i.e., the Type II error rate, which is 1 minusPower),
given the observed alpha level, the number of predictors, the observed
R2, and the sample size.
-
Post-hoc power
for multiple regression -- calculates the observed power for your study,
given the observed alpha level, the number of predictors, the observed
R2, and the sample size.
-
Power
calculations for logistic regression with a continuous exposure variable
and an additional continuous covariate or confounding variable. Also accommodates
measurement error in the exposure variable. Has graphical output.
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Other power calculations...
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Retrospective power analysis (after doing the test)
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Sample
Size Determination -- For several situations: ANOVA and 2-population
economic sampling, correlation with acceptable absolute precision, estimating
the mean or proportion with acceptable absolute or relative Precision, estimating
the mean or proportion from finite populations, and testing the mean or
proportion based on the Null and an Alternative.
-
Power calculations for clinical
trials and scientific experiments
-
Survival
Analysis -- computes power, sample size, or detectable-effect size in
a two group design with a survival outcome.
-
Generic Poisson
Test -- select the Generic Poisson test option, then click the
Run Selection button.
-
Exact power for
the Fisher exact test
-
A large, well-organized
collection of of power and sample size calculators, containing many of
the above links
-
Find sample size, power and minimal detectable difference for a:
-
Links
to printable copies (in Adobe Acrobat PDF format) of many power tables
including:
Z
Test,
t-Test
for One Sample or Two Related Samples,
t-Test
for Two Independent Samples,
Analysis
of Variance,
Correlation
Coefficient, and
Required
Sample Size for various tests
-
Wald's Sequential Probability
Ratio's -- for designing a sequential experiment in which a decision
is made after each observation either to accept the null hypothesis, accept
the alternate hypothesis, or acquire more observations.
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Experimental Design...
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WebDOE(tm) -- for "design
of experiments". Searches for I-, D- and A-optimal designs over continuous
spaces. Factors may be continuous, fixed-level, or qualitative. The site
can handle inequality and equality (e.g., mixture) constraints; provides
color plots; performs one-click, run-order-randomization; allows design
import/export interoperable with most 3rd-party analysis software; provides
OLS and BLUP fits; and includes an extensive Classical Design Library(tm),
including factorial, fractional-factorial, Box-Behnken, central-composite,
Plackett-Burman, orthogonal array, and uniform designs. All designs may be
evaluated under the I-, D-, and A-, and S-optimality criteria, as well as
for the maximum distance between nearest-neighbor pairs of design points
(maximin criterion). The My WebDOE(tm) feature allows users to store their
designs, evaluations, and fits on-line. There is no need for user-provided
candidatepoints.
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Design
and Analysis of Comparative Experiments website by Horticulture Research
International -- provides facilities for the design and analysis of of
comparative experiments for biological and agicultural research based on
a range of experimental block and treatment structures. Constructs simple
experimental designs interactively and also constructs appropriate statistical
software for the analysis of the designs. Handles Randomised block, Split-plot,
Latin and incomplete Latin square, Trojan and incomplete Trojan square designs.
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Tables of Latin Squares for constructing "Williams
design" experiments, in which every subject receives every treatment. These
designs are balanced for first-order carry-over (residual effects). Tables
are provided for experiments ranging from 2 to 26 treatments. Tables can
also be downloaded as a text file and as an
Excel spreadsheet.
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EDGAR
-- generates experimental designs and randomizes the position of experimental
treatments in the design, so that the subsequent analysis of the data is
comparatively straightforward
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Gehan/Simon
Two-Stage Designs approximating the power and significance level specified
in the input.
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Find
Optimal/MiniMax Phase-II 2-stage designs, where H0: p=p0 and H1:
p=p1>p0, subject to a fixed maximum sample size, N. Finds all the designs
that satisfy Type I & II error criteria. [see Simon, Controlled Clin
Trials, 10:1-10,1989]
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Compute
boundaries for a specified alpha spending function,
compute
drift given power and bound, and
compute probabilities,
all based upon the Lan-DeMets
method. Allows computation of boundaries at any time during the monitoring
of a study. It is valid for any normal test statistic with independent
increments. The information time is the ratio of accrued sample size to the
total sample size for normal data.
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