search for: hattrac

...parse I would like to employ Taucs linear solver ( http://www.tau.ac.il/~stoledo/taucs/ ) on SX = B'B. (Further improvement by implying a looping over i=1,...,p, calling taucs_linsolve(S, X[,i], (B'B)[,i]) and saving X[i,i] only is pending.) For this purpose I compiled the C code "hattrace.c" to a shared object using: gcc -g -Wall -I/usr/local/taucs/src -I/usr/local/taucs/build/linux -c hattrace.c -o hattrace.o gcc -g -L/usr/local/taucs/external/lib/linux -L/usr/local/taucs/lib/linux -L/usr/local/lib -L/opt/gnome/lib -L/usr/lib/R/lib -shared -fpic -o hattrace.so hattrace....

...unction to be used: CAIC <- function(model) { sigma <- attr(VarCorr(model), 'sc') observed <- attr(model, 'y') predicted <- fitted(model) cond.loglik <- sum(dnorm(observed, predicted, sigma, log=TRUE)) rho <- hatTrace(model) p <- length(fixef(model)) N <- nrow(attr(model, 'X')) K.corr <- N*(N-p-1)*(rho+1)/((N-p)*(N-p-2)) + N*(p+1)/((N-p)*(N-p-2)) CAIC <- -2*cond.loglik + 2*K.corr return(CAIC) } Reference: http://r.789695.n4.n...

...e a more efficient way than doing the spectral decomposition of an NxN-matrix. The degrees of freedom associated with the linear and smooth parts can be read from the gam-part of the fitted gamm()-model, but not the degrees of freedom associated with the random effects. For lmer()-models, there is hatTrace() but I know of nothing of the sort for lme()-Objects. Maybe somebody has some code or ideas to share? --

...f-list advice, we have decided that appropriate code for CAIC is CAIC <- function(model) { sigma <- attr(VarCorr(model), 'sc') observed <- attr(model, 'y') predicted <- fitted(model) cond.loglik <- sum(dnorm(observed, predicted, sigma, log=TRUE)) rho <- hatTrace(model) p <- length(fixef(model)) N <- nrow(attr(model, 'X')) K.corr <- N*(N-p-1)*(rho+1)/((N-p)*(N-p-2)) + N*(p+1)/((N-p)*(N-p-2)) CAIC <- -2*cond.loglik + 2*K.corr return(CAIC) } where K.corr is the finite-sample correction for K, for ML model fits. I am posting th...

Dear lmer-ers, My thanks for all of you who are sharing your trials and tribulations publicly. I was hoping to elicit some feedback on my thoughts on denominator degrees of freedom for F ratios in mixed models. These thoughts and practices result from my reading of previous postings by Doug Bates and others. - I start by assuming that the appropriate denominator degrees lies between n