A program to calculate the empirical bias in autocorrelation estimators
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How to Cite

Arnau, J., & Bono, R. (2002). A program to calculate the empirical bias in autocorrelation estimators. Psicothema, 14(Número 3), 669–672. Retrieved from https://reunido.uniovi.es/index.php/PST/article/view/8000

Abstract

The statistical analysis of short time series designs is influenced by the presence of serial dependence. Therefore, it is important to correctly estimate the first-order autocorrelation in behavioral data. The empirical bias is an indicator generally used to evaluate the adequacy degree of an estimator. This paper presents the Bias program, a Monte Carlo simulation pro gram tha t generates fir st-order autoregressive processes and calculates the bias in three autocorrelation estimators (r 1, r 1+ and r1 ') for different values of the lag-one autocorrelation parameter and sample siz es. The prog ram has been designed with MATLAB programming language and it runs on IBM-PC compa tible computers with a 486 or later processor.
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