Displaying 2 results from an estimated 2 matches for "asumptot".
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asumption
2007 Nov 29
2
convert an S plus file to R?
...Please help me how to convert this S plus file to R.
Is there a quick method to do it? I don't have an S plus
installer here.
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# Computes a possible choice for the optimal k value
# of the Hill estimator by minimizing estimates of
# the asumptotic mean squared error (Section 4.7ii)
#
# Estimates can be based on the estimates of the second
# order parameters gamma, b and beta obtained with the
# function Hill.2oQV
#
# If addtoHill=TRUE then the optimal k value is added to
# the plot of the Hill estimates (given the plot is available)
#
# If...
2005 Apr 04
2
Problems with predict.lm: incorrect SE estimate (PR#7772)
Full_Name: Marek Ancukiewicz
Version: 2.01
OS: Linux
Submission from: (NULL) (132.183.12.87)
It seems that the the standard error of prediction of the linear regression,
caclulated with predict.lm is incorrect. Consider the following example where
the standard error is first calculated with predict.lm, then using delta
method. and finally, using the formula rms*sqrt(1+1/n+(xp-x0)^2/Sxx).
Marek