similar to: I'm writing this letter to enquire where can I download the package of "lmtest".

Hi, P-values in Durbin-Watson test obtained through the use of functions available in packages "lmtest" and "car" are different. The difference is quite significant. function "dwtest" in "lmtest" is much faster than "burbinwatson" in "car". Actually, you can take a nap while the latter trying to calculated Durbin-Watson test. My question

Hello! I have a data frame mysample (sorry for a long way of creating it below - but I need it in this form, and it works). I regress Y onto X1 through X11 - first without weights, then with weights: regtest1<-lm(Y~., data=mysample[-13])) regtest2<-lm(Y~., data=mysample[-13]),weights=mysample$weight) summary(regtest1) summary(regtest2) Then I calculate Durbin-Watson for both regressions

Hi, I installed the package r-cran-lmtest in a Debian Sid but I can't use it. I typed "lmtest" but nothing occur. Any help? Thanks. -- S?vio Martins Ramos - Arquiteto Rio de Janeiro ICQ 174972645 Pirataria n?o! Seja livre: Linux http://www.debian.org

Hi everyone! I am beginner in using R, so please excuse easy questions in advance. I want to reproduce results from the data available in the lmtest-package. That?s the failure code I get: > data(bondyield) Warning message: file 'bondyield.rda' has magic number 'RDX1' Use of save versions prior to 2 is deprecated Can anyone help me? Thanks in advance! Henning -- View

Hi everyone, I've downloaded the lmtest package, but I'm having trouble building it. Here's the output: copland:/home/wilson/tmp# R CMD INSTALL -l /usr/lib/R/library lmtest_0.9-0.tar.gz * Installing *source* package 'lmtest' ... ** libs g77 -fPIC -g -O2 -c pan.f -o pan.o gcc -shared -o lmtest.so pan.o -L/usr/lib/gcc-lib/i386-linux/2.95.4 -lreadline -ldl -lncurses

Hello Uwe First, I want to thank you for spending your time replying to my mail. I'm very impressed with the speed that my question was answered. I'm new at R (about two weeks) and reading your mail made me realize that it was indeed a question of vectors of different lengths. I thinked that I could create a function ("carfun") without creating a "x" vector, since

Hi, I'm dealing with time series. I usually use stl() to estimate trend, stagionality and residuals. I test for normality of residuals using shapiro.test(), but I can't test for autocorrelation and heteroskedasticity. Is there a way to perform Durbin-Watson test and Breusch-Pagan test (or other simalar tests) for time series? I find dwtest() and bptest() in the package lmtest, but it

In other words, is it possible to avoid duplicates if new documents are inserted into the DB by another process in-between ->get_mset calls when reusing Xapian::Enquire objects? I do some expensive processing on each mset window, so I always limit the results to limit heap usage even if I'm planning on going through a big chunk of the DB: $mset = $enq->get_mset(0, 1000);

Dear Achim, R Users, What am I doing wrong in this example ? a<-zoo(rnorm(100),order.by=1:100) b<-lag(a) regr<-na.exclude(merge(a,b)) plot(regr) grangertest(regr[,1],regr[,2],3) > a<-zoo(rnorm(100),order.by=1:100) > b<-lag(a) > regr<-na.exclude(merge(a,b)) > plot(regr) > grangertest(regr[,1],regr[,2],3) Error in solve(vc[ovar, ovar]) : subscript out of bounds

Hello, This is a somewhat idle question about Enquire::get_mset(), possibly based on wrong assumptions on how Xapian works, but I would be grateful if someone satisfied my curiosity. Xapian::MSet Xapian::Enquire::get_mset(Xapian::doccount first, Xapian::doccount maxitems, const Xapian::RSet * omrset = 0, const

Hello list, looks like one can open a Xapian database in read-only mode and do the following: $db = Search::Xapian::Database->new("/foo/bar/"); $enq = $db->enquire("XIDblub"); the same doesn't seem to be possible with a database opened in read-write mode: $db = Search::Xapian::WritableDatabase->new("/foo/bar/",

On Thu, Aug 17, 2023 at 09:28:26PM +0000, Eric Wong wrote: > In other words, is it possible to avoid duplicates if new > documents are inserted into the DB by another process in-between > ->get_mset calls when reusing Xapian::Enquire objects? The Database object itself effectively does (it works in a snapshot of the state of the database when you open it, or last called reopen() which

Hi, Nice to receive your suggestions. Follwing the suggestions, the xapi service does work on a non XCP host and most of the xe interface of get information (such as "xe vm-list ")can work well. However, when I used the "xe sr-create" interface to create a SR, I got a error "The SR could not be connected because the driver was not recognised ". I noted that

Hi, Nice to receive your suggestions. Follwing the suggestions, the xapi service does work on a non XCP host and most of the xe interface of get information (such as "xe vm-list ")can work well. However, when I used the "xe sr-create" interface to create a SR, I got a error "The SR could not be connected because the driver was not recognised ". I noted that

Should "dwtest" and "durbin.watson" be giving me the same DW statistic and p-value for these two fits? library(lmtest) library(car) X <- c(4.8509E-1,8.2667E-2,6.4010E-2,5.1188E-2,3.4492E-2,2.1660E-2, 3.2242E-3,1.8285E-3) Y <- c(2720,1150,1010,790,482,358,78,35) W <- 1/Y^2 fit <- lm(Y ~ X - 1) dwtest(fit,alternative="two.sided")

Hi all, I am doing a two-sided DW test: H0: rho = 0 H1: rho =/= 0 My understanding is that most test statistics tables are one-sided. It's the way they created the table. So from online, by doing Googling, I found a bunch of DW tables for Confidence Level 5%. Those tables can answer my two-sided question at 5x2 = 10% confidence level. But what if I want two-sided test at 1% and 5%

> Does R have a function for the Durbin-Watson test? > ......................................................... Is there a version of package lmtest for Win 9x? > Steven Scroggin > scrog at lvcm.com > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",

i have 300 millions records and my search file like this , i want the newest 10 results that match my query , so i use boolean search and "enquire.set_docid_order(enquire.DESCENDING)" , but this method seems a little slow . when i remove "enquire.set_docid_order(enquire.DESCENDING)" it run much faster . how can i fetch the newest 10 results as fast as possible? search.py

I have been reading about autocorrelation in linear models over the last couple of days, and I have to say the more I read, the more confused I get. Beyond confusion lies enlightenment, so I'm tempted to ask R-Help for guidance. Most authors are mainly worried about autocorrelation in the residuals, but some authors are also worried about autocorrelation within Y and within X vectors

Hello all- I have two time series, Index1stdiff and Comps1stdiff. I regressed the first on the second and R returned the summary stats I expected. Then I looked at and plotted the residuals. I then wanted to assess autocorrelation characteristics and tried to run a Durbin-Watson using: library(lmtest) dwtest(formula=Index1stdiff~Comps1stdiff,alternative=c("greater")) I am