Wolfgang M. Hartmann (Dr.rer.nat., Dr.sc.nat.)

Copyright Wolfgang M. Hartmann.

Until February 2007:

Living in Morrisville NC Working in Cary NC

Starting March 2007: Living in Germany, working on CMAT.

Page last updated December 2011

List of Content

Offering Consulting Service
About Wolfgang and Some Recent and Old Papers
Journal of Statistical Software
My Work at SAS Institute
Somewhat Work Related
CMAT (Copyright Wolfgang M. Hartmann)
"Make Your Own Kind Of Music"
"Treat Your Own Back"
Miscellaneous
Playing Chess with the Stasi
Some Windows Software (Not up to date)
Member in Societies
Some Math and Stat Links
Some More Pictures
Contact Information

Offering Consulting Service

Structural Equation Modeling
- with our automatic modeling function we are creating excellent CFA (confirmatory factor analysis) models for your data;
  (at no charge if we are not able to find models with p larger than 0.01)
- structural equation modeling (SEM) for metric and ordinal data (multiple sample analysis)
Linear and Nonlinear Optimization: using CMAT and Matlab (Optimization Toolbox)
Linear and Nonlinear Statistics:
- dimension reduction and variable selection
- normalization and analysis of microarray data (using Bioconductor)
- structural equation modeling (SEM), IRT, factor analysis, and PLS
Programming SAS: DATA Step, IML, STAT, ETS, OR, and EM (using SAS software version 9.1.3)
Programming CMAT, Matlab, R, C, and Fortran
Data Mining with CMAT, R, and SAS Enterprise Miner (v. 9.1.3)

About Wolfgang and Some Recent and Old Papers

CV of Wolfgang
Netlib Entry
Book Review: Mervyn G. Marasinghe and William J. Kennedy: SAS for Data Analysis: Intermediate Statistical Methods
Summary of Talk at Lifestat 2008 in Munich, March 2008
Summary of Talk at DAGStat in Bielefeld, March 2007
Asymptotically Distribution-Free (ADF) Interval Estimation of Coefficient Alpha
(thanks to A. Maydeu-Olivares and Donna Coffman)
published in Psychological Methods, vol. 12, 157-176
Resampling Methods in Structural Equation Modeling
published in A. Maydeu-Olivares and J.J. McArdle (eds.):
Contemporary Psychometrics (Festschrift for Roderick P. McDonald),
Mahwah, NJ: Lawrence Erlbaum, 2005.
"Huber Approximation for Nonlinear L1 Estimation"
European Journal of Operational Research, Vol. 109, No. 3, March 2006, pp. 1096-1107.
PARA'04: State-of-the-Art in Scientific Computing
Minisymposium 14: Computationally Expensive Methods in Statistics
Presentation at JSM03 in San Francisco
JSM03: The State of Statistical Software
"A QR Decomposition of Matrix Pencils"
published: BIT, 1999, vol. 40, 183-189.
"Tri Diagonal L-D-L^T Factorization with Pivoting"
Unpublished Technical Report with Robert Hartwig.
"Least Squares for Dense and Sparse Semi-Definite Matrices"
Unpublished Technical Report with Robert Hartwig.
"Computing the Moore-Penrose Inverse for the Covariance Matrix in Constrained Nonlinear Estimation"
published: SIAM Journal on Optimization, 1996, vol. 6, 727-747.
R. P. McDonald and W. M. Hartmann (1992): "A Procedure for Obtaining Initial Values of Parameters in the RAM Model"; Multivariate Behavioral Research, vol. 27, 57-76.
published in 1986: "Canonical decomposition with linear inequality and equality constraints on parameters"; in: W. Gaul and M. Schader (Ed.): Classification as a Tool of Research; North Holland, Amsterdam, 191-199.
published in 1985: "On a connection between optimal product location in stores and a linearly constrained technique of multidimensional scaling"; (in German: Ueber einen Zusammenhang zwischen optimaler Artikelpositionierung in Lagerraeumen und einem linear restriktiven Verfahren der multidimensionalen Skalierung";) in: L. Streitferdt et al. (Ed.): Operations Research Proceedings, Springer: Berlin, Heidelberg, New York, Tokio, 383-390.
Published in 1985 in Poland, when I was just released to the West: "Some modern methods of data analysis in Sociology"; (in Polish: "Wspo'lczesne metody analizy danych w socjologii"; Roczniki Polskiego Towarzystwa Matematycznego, Seria III: Matematyka Stosowana, vol. XXIV, 21-48.
Published in 1983 in Russia, when I was in prison in Cottbus: "Selected nonmetric models for the analysis of ordinal data"; (in Russian: "Distanzionnye modeli analisa metrischeskich i porjadkowych dannych";) in: Analis netschislowych dannych w sistemnych issledowanijach (Sbornik trudow); Wsesojusnyi nautschno-issledowatelskii institut sistemnych isledowanii, Moskau, 62-70.
"Models and techniques of cluster analysis based on scalar product relations"; (in German: "Modelle und Verfahren der Clusteranalyse auf Basis von Skalarprodukt-Relationen";) International Classification, vol. 9, 129-139, 1982;
My habilitation script: Geometrische Modelle zur Analyse empirischer Daten; Akademie Verlag, Berlin, 1979. (in english: Geometrical Models for Analysis of Empirical Data)
"Ueber ein Verfahren der numerischen Taxonomie von Cattell und Coulter"; Biometrische Zeitschrift, vol. 18, 273-290, 1976. (in english: "On a technique of numerical taxonomy by Cattell and Coulter" )
"Ueber einen Algorithmus zur Clusteranalyse maximal-kompakter Gruppen und die rechentechnische Realisierung des Verfahrens von Cattell und Coulter"; Biometrische Zeitschrift, vol. 18, 333-349, 1976. (in english: "On an algorithm for the cluster analysis of maximally compact groups and the implementation of the technique by Cattell and Coulter" )
My first published paper in 1972: "Ueber eine Erweiterung der Monte-Carlo-Methode zur Loesung linearer Randwertprobleme zweiter und dritter Art"; Zeitschrift fuer Angewandte Mathematik und Mechanik (ZAMM), vol. 52, 471-477. ( in english: "On an extension of the Monte-Carlo method for solving linear boundary problems of the second and third kinds" )

Journal of Statistical Software

Associate Editor at JSS since startup in 1995.

My Work at SAS Institute

1986-1987: Translating PROC VARCLUS from PL/I to C
1986-1995: Support of PROC FACTOR in SAS/STAT (user invisible)
1986-1997: Support of many subroutines for linear algebra and optimization in SAS subroutine library (user invisible)
1987-1989: Working on PROC ORTHOREG (extension to rank deficient, i.e. collinear data) and working on numerical modules in PROC IML
1988-1992: Designing and writing PROC CALIS (in SAS/STAT)
1991-1995: Designing and writing PROC NLP (in SAS/OR) and the NLP... subroutines in IML
1995-1997: Robust regression (LAV, LMS, LTS) and outlier detection (MVE and MCD) for IML
1997: Changing to Data Mining Department (working on SAS Enterprise Miner): Work on PROCs DMINE, DMSPLIT, and SEQ
1997-1998: Extension of PROC SEQ for more than 2 items
1998-2001: Designing and writing PROC DMNEURL (US patent 6,941,289, Sept 6, 2005) (US patent 7,162,461, Jan 9, 2007) (US patent 7,340,440, March 4, 2008)
2001-2006: Designing and writing PROC SVM (Support Vector Machines) and SVMSCORE
2006-2007: Designing and writing PROC KPLS (Kernel PLS)
"Writing on the Job"
Code of Business Ethics

Somewhat Work Related

Is that what Statisticians do?
One of my most influential teachers at the TU Dresden: Prof. Dr. Helmut Heinrich (I also worked some time as a reviewer for him when he published ZAMM)
Masters (German Diplom) at TU Dresden, 1970: I had no financial support from my adoptive parents who did not approve of my academic career and I had to work hard in a computer center for just staying alive
Dr. rer. nat. at TH Merseburg, 1972, with Prof. Dr. Gert Naue; my thesis in Philosophy was a computer program for the statistical analysis of a questionnaire which later got me the job at the Academy of Science in Berlin; Prof. Naue was not only teaching me the numerical solution of partial differential equations, I also enjoyed running his program for scheduling rooms for lectures at the TH during his stay in Nowosibirsk (it paid me some money:-)
Dr. sc. nat. (East German Habilitation) at the Akademie der Wissenschaften, Berlin in 1980
My habilitation appears as a book with the Akademie Verlag, Berlin, 1979, Review by W. Heiser in Psychometrika
At the Akademie der Wissenschaften (Academy of Science) in Berlin, my person was judged twice: once before the Stasi wanted to hire me and then after I was contacted by the Stasi and I refused to work for them and I had to leave. Note, even though the time difference is small, the judgements are quite different.
More about political and professional problems in East Germany at my Stasi site After leaving East Germany 1984 (at age 40) I had to find a job in the West:
- Job Referral by Jan de Leeuw
- Job Referral by Willem Heiser
- Job Referral by J. Douglas Carroll page 1 page 2
NY Times on R, Jan 7, 2009: Data Analysts Captivated by R’s Power Remarkable the last sentence: “We could have chosen to be commercial, and we would have sold five copies of the software.”
Dr. J. Goodnight, SAS Institute: "Tarheel of the Year" (in Raleigh News and Observer): Page 1, Page 2, Page 3, Page 4.
Dr. Goodnight was not only the spritual leader and administrative mind at SAS Institute, he also wrote very considerable software. He himself wrote the first good selling PROC GLM in the seventies. In the eighties he wrote the at that time leading graphical software, SAS GRAPH. And in 1996 and 1997 he himself wrote about 10 PROCs as starting tools for the Enterprise Miner project which I had to support for some time as the first developer in that department. At those times he had an office in the basement of building S and just came to my office to check on me that I was working on his ideas for additional features into his PROCs. He said that programming was much more fun than running the company.
Dr. Goodnights three talks at UNC: Defining the creative class - creative workers and how they contribute to the economy
Encryption by Matt Blaze His disclaimer:
Please don't download this code if you're in a place that's forbidden (under US or local law) to export cryptographic software from the US to, or if you're on the State Department's "Denied Persons List." If you aren't sure, ask a good lawyer.
Internet Forgery: In 1999 my name and my professional email address from SAS Institute were used on the Internet for a series of dirty and sexual offensive postings. At that time my employer, SAS Institute, did not permit us to make any public posts on the Internet. The postings went through different news groups until I found out of this. Contacting an internet provider it was found that the postings were done after midnight in the computer center of Columbia University in New York. Those were terrible days and nights I had at that time and after many weeks I decided to contact my local senator J. Helms about the subject. In April 1999 Senator Helms contacted the US Justice Department. Here is the answer: page 1 and page 2. The criminal was never found and I decided not to stay in the US.
Don Hedeker is not only playing Guitar at the Polkaholics he also wrote great software with MIXOR, MIXNO, MIXREG, and MIXPREG.
Wise Birthday Wishes, April 2006: "You should not think of slowing down just because you are 62. I hope it merely means a change in your habits - giving up some of your obligations in exchange for doing things you find more attractive. At least that was what I did 10 years ago, and I am 82 now. Best Wishes, George Marsaglia"
Richard Gabriel's "Worse-is-better"

CMAT (Copyright Wolfgang M. Hartmann)

CMAT is just another interactive language which is an extension of C for matrix algebra and nonlinear optimization and estimation. That means, for scalar operations, the syntax of CMAT is compatible with that of the C language. Even though CMAT is similar to Gauss, MATLAB, and IML; it is not a clone of any of these. CMAT is in some degree self learning.
Data types are string, integer, real, and complex. Objects may consist of mixed data type (string and numeric). No special routines are necessary for sparse matrix algebra, CMAT decides for sparse operations whenever a specified percentage of zeros are present.
CMAT interprets in the first run through the input code. At each following pass, assembler code is executed, saving some computer time.
CMAT is using software packages like BLAS and LAPACK. Among many other functions CMAT permits the optimization of smooth and nonsmooth objective functions, quadrature of multidimensional integrals, the iterative solution of large linear systems, has an interface to ARPACK, includes a wide range of probability functions, a number of robust and nonlinear estimation methods, among them ML regression and GLIMs with fixed and random effects, and contains an advanced multi-sample SEM implementation with a variety of bootstrap methods. It has a number of features for nonnormal data, like Satorra-Bentler robust chisquare, robust ASEs, and Bollen-Stine bootstrap. It incoporates feature (variable) selection algorithms that work easily up to 100,000 variable's. It comes with a small frontend written in Tcl/TK.
Wolfgang works on CMAT since Walee moved to New Orleans and and it became clear to Wolfgang that working overtime at SAS would not be honored anyway.
Here is a short summary manual describing the elements of the language and here some more information about CMAT including some more technical papers.

Make Your Own Kind Of Music

(Performed by "Mama Cass", Lyrics by B. Mann and C. Weil)

Nobody can tell ya;
There's only one song worth singin'.
They may try and sell ya,
'cause it hangs them up
to see somone like you.

But you've gotta make your own kind of music
sing your own special song,
make your own kind of music even if nobody
else sing along.

So if you cannot take my hand,
and if you must be goin',
I will understand.

You're gonna be knowing
the loneliest kind of lonely.
It may be rough goin',
just to do your thing's
the hardest thing to do.

But you've gotta make your own ...

So if you cannot take my hand,
and if you must be goin',
I will understand.

You gotta make your own kind of music
sing your own special song,
make your own kind of music even if nobody
else sings along.

"Treat your own Back"

Book: "Treat Your Own Back" by Robin McKenzie, ISBN 0-9597746-6-1
Book: "7 Steps for a Pain-free Life" by Robin McKenzie, ISBN 0-525-94560-1
Die fuenf Tibeter (Helmut Erb)
1. Der Kreisel:
  Stellen Sie sich aufrecht hin. Breiten Sie Ihre Arme in Schulterhöhe aus. Drehen Sie sich jetzt im Uhrzeigersinn um Ihre eigene Achse. Stellen Sie sich wieder gerade hin. Legen Sie Ihre Handflächen auf Brusthöhe aneinander. Betrachten Sie nun für kurze Zeit Ihre Daumen, und kommen Sie so zur Ruhe.
  Diese Übung fördert Ihren Gleichgewichtssinn, stärkt Ihre Standfestigkeit und regt Ihren Kreislauf an:
2. Die Kerze:
  Legen Sie sich flach mit dem Rücken auf den Boden. Ihre Arme liegen seitlich neben Ihrem Körper, Ihre Handflächen zeigen zum Boden. Heben Sie Ihren Kopf, und ziehen Sie Ihr Kinn an die Brust. Winkeln Sie Ihre Beine an, Ihr Oberkörper bleibt dabei auf dem Boden. Ihre Fußsohlen „gucken" in die Luft. Wenn es Ihnen möglich ist, strecken Sie Ihre Knie durch. Senken Sie nun Ihre Beine und Ihren Kopf wieder und gehen Sie in Ihre Ausgangsposition zurück.
  Diese Übung kräftigt Ihre Bauch- und Rückenmuskulatur und hilft Ihnen, Abstand zu gewinnen:
3. Der Halbmond:
  Knien Sie sich auf den Boden, Ihr Körper ist aufrecht. Legen Sie die Hände stützend auf Ihre Hüften. Neigen Sie nun Ihren Kopf zur Brust, anschließend ganz langsam nach hinten in Ihren Nacken. Biegen Sie Ihre Wirbelsäule so weit durch, wie es gerade noch angenehm für Sie ist. Dann gehen Sie langsam wieder in die Ausgangsposition zurück.
  Diese Übung dehnt Ihre Hals- und Schulterpartie sowie Ihren Brustkorb, sie fördert die Durchblutung und stärkt die Ausscheidung Ihrer Nieren. Auf der geistigen Ebene schafft sie Offenheit und kurbelt Ihre Kreativität an.
4. Die Brücke:
  Setzen Sie sich mit ausgestreckten Beinen und geradem Rücken auf den Boden. Ihre Füße liegen knapp schulterbreit auseinander. Ihre Hände befinden sich neben Ihrem Po auf dem Boden. Neigen Sie Ihren Kopf nun zunächst zur Brust und anschließend in den Rücken zurück in den Nacken. Pressen Sie Ihre Hände gegen den Boden und drücken dabei Ihr Becken nach oben, so dass sich Ihre Füße aufstellen. Spannen Sie kurze Zeit jeden Muskel Ihres Körpers an, und kehren Sie dann in die Ausgangsposition zurück.
  Diese Übung stärkt Ihre Wirbelsäule, bringt Ihre Verdauung auf Trab, löst geistige Verklebungen und fördert Ihre gesunde Selbsteinschätzung.
5. Der Berg:
  Legen Sie sich mit dem Bauch auf den Boden. Strecken Sie sich nun nach oben und neigen dabei den Kopf in den Nacken. Heben Sie Ihr Becken nach oben, Po voran, bis Sie ein umgedrehtes V bilden. Ziehen Sie Ihr Kinn zur Brust, und versuchen dabei, Ihre Fersen in Richtung Boden zu drücken. Dann gehen Sie langsam in Ihre Ausgangsposition zurück.
  Diese Übung dehnt und kräftigt Ihre Muskulatur, regt Ihren Kreislauf an, vertreibt Grübeleien und negative Gedanken, stärkt Ihre Konzentrationsfähigkeit.
Daily Back Exercises Part 1, Part 2 for people sitting all day in front of computers.

Miscellaneous

About DVD regions and TV color systems. (Kleine Einfuehrung in TV Farbsysteme und DVD Regionen.)
There are also some remarks about my absolutely free of charge Antenna based HDTV setup.
Watch it! Internet Crime Schemes
Finding movies on the Internet Movie Database.
Finding DVDs on Netflix.
Singer and song writer in German and French: Reinhard Mey.
Singer and (sad) song writer Townes van Zandt
Singer and (sad) song writer Chris Smither
Blues Guitarist and Historian Scott Ainslee:
Singer and song writer Neil Young and his "Living with War" record
Singer and song writer Joni Mitchell
Singer and song writer Sarah McLachlan. (my wifes favorite singer)
Singer and song writer Alison Krauss.
Singer and song writer Loreena McKennitt.
Singer and song writer Mary Chapin Carpenter.
Beautiful website for space.
Beautiful website for space.
Astronomy Picture of the Day
Graphing the last 120 days of Currency Exchange Rates
Verfying rumours at (note that sometimes opinion changes here) Urban Legends.

I'm a registered Dilbert addict: here I get my daily dose of Dilbert and other Comics

Playing Chess with the Stasi

Movie

Some Windows Software

Introduction into some internet security: (Fuer Einige mit PC und MS OS, hier ist ein kleine subjektive Einfuehrung in) Internetsicherheit
This is free and even "open source": WinMerge
Comparing files using: WinDiff
Tracking and reporting of SPAM addresses with SpamCop
Make pdf documents from any Windows program like MS Word PDF Creator
For document writing I prefer TeX and Latex to MS Word and for many years now I have a License from PC TeX
Search and Replace in Windows
Nice editor for windows and it's free: Textpad
Software for Remote Assistance
Lets talk computers
It looks like a nice way to keep your inbox from filling up. yousendit.com Sent Items and Inbox folders that store files you send and receive A Contact List so you can store your contacts' email addresses

Member in Societies

Some Math and Stat Links

Statistics Glossary	Netlib (free)	StatLib	Download Shareware
Scilab (free)	XploRe	Matlab	Mathematica
CRAN: R Archive	ViSta (free)	Interleap (free?)	Agoras, Antwerp
GIFI	Multivariate Data Analysis	Alan Miller Page	Olvi Mangasarian
UCI ML Repository	X-MINE	Machine Learning	Jobs in Data Mining
quantiom bioinformatics	SAL	AMOS SmallWaters	Statistical Solutions
Optimization Software	Argonne National Lab	CTC Manhattan	Value & Risk
SAS Institute Inc.	S-Plus and Axum	SPSS	SAS Special Air Services

Wolfgang M. Hartmann (Dr.rer.nat., Dr.sc.nat.)

Copyright Wolfgang M. Hartmann.

List of Content

Copyright: Wolfgang Hartmann