Re: asymptotic standard error of lambda

[Ben Pfaff]

On Mon, May 5, 2014 at 10:51 AM, John Darrington
<address@hidden> wrote:
> On Mon, May 05, 2014 at 08:09:16AM -0700, Ben Pfaff wrote:
>      I'm sure there is an error in our implementation.  NaN is coming from
>      the square root of a negative number, as you said.
>
>      I made another mistake below.  PSPP actually calculates ASE0 correctly
>      for asymmetric lambda (lambda divided by ASE0 is what's displayed as
>      "Approx. T", which matches that calculated by SPSS for asymmetric
>      lambda).  It's ASE1, displayed as "Asymp. Std. Error", that PSPP gets
>      wrong.
>
> Ahh. I was calculating ASE0.
>
> ASE1 like you say seems wierd and results in an imaginary number.  I can only 
> imagine
> that this is a mistake in the SPSS documentation.  Unfortunately I haven't 
> been able
> to find any other references on how to calculate this value.
>
> Another issue: if we have T, we should be able to calculate the significance. 
>  We just
> need to know the degrees of freedom.  I wonder how these are calculated?
>
> Unfortunately the litereature on these values seems to be scarce.

https://v8doc.sas.com/sashtml/stat/chap28/sect20.htm has a different formula,
but I don't understand how to interpret r_i|l_i = l.