similar to: serial.test

Dear R users, I have two irregular time series say x and y. Each series is supposed to cover 20 years. The data looks, for instance: x<-c(200,178, 330, 127, 420) ## only 5 observations out of the expected 20 annual values y<-c(0.35,-0.18,-0.54,0.78,1.7,-1.1,0.2,1.9,0.49)### only 9 observations of the expected 20 I need to intepolate each of the series into equally spaced 20 points. Is

Dear Spencer and Prof. Fox, Thank you for your replies. I'll very appreciate, if you have any ideas concerning the problem described below. First, I'd like to describe the model in brief. In general I consider a model with three equations. First one is for annual GRP growth - in general it looks like: 1) GRP growth per capita = G(investment, migration, initial GRP per

Hi, dear all, I wish to get one sample (2500-d vector) from the truncated multivariate normal distribution, so I choose use the R function rtmvnorm() to do this. But the error information shows that for this function, the dimension should be lower than 1000, So could you help me to find out if there's any solution could do such sampling from a truncated multivariate normal distribution

Hello folks, many multivariate anayses (e.g., structural equation modeling) require multivariate normal distributions. Real data, however, most often significantly depart from the multinormal distribution. Some researchers (e.g., Yuan et al., 2000) have proposed a multivariate transformation of the variables. Can you tell me, if and how such a transformation can be handeled in R? Thanks in

Dear R experts/ users Full Information Maximum Likelihood (FIML) estimation approach is considered robust over Seemingly Unrelated Regression (SUR) approach for analysing data of multivariate sample selection problem. The zero cases in my dependent variables are resulted from three sources: Irreverent options, not choosing due to negative utility and not used in the reported time. FIML can

Hi all, How can a multivariate Poisson time series be modeled? Aspects of glm, forecast, dse and dynlm seem relevant but not quite complete--but hopefully what I am missing is how to assemble them effectively. What I am looking to do is model my dependent variable y_t as a Poisson family function of lags of several independent variables and lags of y_t. I would like to include all lags up

Deal all: i want to do the probit with sample selection estimation, the following is my code: probit with sample selection can be done by stata :heckprob The heckprobll is the likelihood function shown in W.H. Greene 5th p714 ¡´ The question is the convergence is very slow compare with Stata using likellihood only. ¡´ Second i did the similar way in matlab using fminsearch , the estimated

Given a square matrix of variables X, is there any way to compute a multivariable correlation among all the variables in the array? It is possible to calculate the correlation of all pairs of variables in the array, but I want to know the correlation of all the variables taken together, i.e. for the matrix X=x1 x2 x3 x4 x5 x6 x7 x8 x9 I don't want the pair-wise correlations

Dear all, I have a set of data with 4 inputs (independent variables) and one output (dependent variable). I want to perform a regression analysis in order to fit these data to a regression model, however due to the non-linearity of the model I do not have a clue which equation to use. I am thinking of starting with a very general equation including ^3 terms and interactions between the variables

>>>>> David Winsemius <dwinsemius at comcast.net> >>>>> on Tue, 9 May 2017 14:33:04 -0700 writes: >> On May 9, 2017, at 2:05 PM, Czarek Kowalski <czarek230800 at gmail.com> wrote: >> >> I have already posted that in attachement - pdf file. > I see that now. I failed to scroll to the 3rd page. from a late reader:

Hello useRs, I`m running structural equation models with R, but for one of my models the below error message apears. I`m trying to change startvalues but without success. The manual for sem package did not help me. Does anyone knows how to change startvalues for iteration in sem package? Or it can be another problem with the model? Error in startvalues(S, ram, debug = debug, tol = start.tol)

Hello, I am comparing 2 nonlinear models one with a correlation structure. I used the gnls command in the nlme package to fit model 1 and then the update(mod1,corr=corExp(form=~lat+lon,nugget=T) to fit the same model but with a correlation structure. I am comparing models using AIC, but I am getting results that don't seem to match. I get matching results for the model with no correlation

Dear all, Hyball is a free, DOS program for factor analysis and exploratory structural equation modeling (SEM), with some distinct capabilities. For a brief introduction and overview see http://www.psych.ualberta.ca/~rozeboom/READHYBL.TXT (A list of more formal references is at the end of this e-mail.) The program itself is available from http://www.psych.ualberta.ca/~rozeboom/ The program was

Hi, keine ahnung. Das liegt jetzt bei Hr. Feld. Frag mal bei ihm nach. Gr??e Thushyanthan r-help-request at r-project.org wrote: > Send R-help mailing list submissions to > r-help at r-project.org > > To subscribe or unsubscribe via the World Wide Web, visit > https://stat.ethz.ch/mailman/listinfo/r-help > or, via email, send a message with subject or body 'help'

Hi All How can I fit a repeated measures analysis using gls? I want to start with a unstructured correlation structure, as if the the measures at the occations are not longitudinal (no AR) but plainly multivariate (corSymm). My data (ignore the prox_pup and gender, occ means occasion): > head(dta,12) teacher occ prox_self prox_pup gender 1 1 0 0.76 0.41 1 2

Dear Members, I am working with 6-dimensional Student-t distribution with 4 degrees of freedom truncated to [20; 60]. I have generated 100 000 samples from truncated multivariate Student-t distribution using rtmvt function from package ?tmvtnorm?. I have also calculated mean vector using equation (3) from attached pdf. The problem is, that after summing all elements in one column of rtmvt result

At Mon, 19 Nov 2001 08:36:38, you wrote: > I get the labels I expect: if this is quarterly data the lags are labelled > in years. That is what `frequency = 4' is intended to mean: 4 > observations per unit of time. some further thoughts convinces me that this is a mis-feature. if you ask any person what is the lag i autocorrelation, the answer would be corr(y_t, y_{t-i}). so you

Dear all: Greetings! I am trying to replicate a simple state space model in R, using the package 'dlm'. This model has two observation equations and three state equations. Each observation equation represents structural shocks based on SVAR for country i, where i=1 to 2. The structural shocks (S1 and S2) are to be decomposed into common (sv1) and country-specific (sv2, sv3) shocks. We

Hi, I would like to print elements from sem (structural equation modeling) function (e.g., model-reproduced covariance matrix (C); estimated asymptotic covariance matrix of parameter estimates (cov)). How can I do this? Thanks, Andr?? -- Andr?? Tavares Corr??a Dias Laborat??rio de Ecologia Vegetal Universidade Federal do Rio de Janeiro CCS-IB-Departamento de Ecologia Caixa Postal 68020

Dear All, I wonder if there is an efficient way to fit the generalized linear mixed model for multivariate outcomes. More specifically, Suppose that for a given subject i and at a given time j we observe a multivariate outcome Yij = (Y_ij1, Y_ij2, ..., Y_ijK). where Y_ijk is a binomial(n_ijk, p_ijk). One way to jointly model the data is to use the following specification: g(p_ijk) =