Displaying 20 results from an estimated 300 matches similar to: "weighted likelihood for lme"
2017 Dec 03
1
Discourage the weights= option of lm with summarized data
Peter,
This is a highly structured text. Just for the discussion, I separate
the building blocks, where (D) and (E) and (F) are new:
BEGIN OF TEXT --------------------
(A)
Non-?NULL? ?weights? can be used to indicate that different
observations have different variances (with the values in ?weights?
being inversely proportional to the variances);
(B)
or equivalently, when the elements of
2003 Dec 15
1
distribution of second order statistic
Hi,
I am getting some weird results here and I think I am missing something.
I am trying to program a function that for a set of random variables
drawn from uniform distributions plots that distribution of the second
order statistic of the ordered variables. (ie I have n uniform
distributions on [0, w_i] for w_i different w_j and i=1..n. I want to
plot the distribution of the second order
2014 Oct 08
2
Optimización con restricciones lineales
Hola a todos,
Estoy intentando resolver un problema de optimización con R con
restricciones lineales, pero no consigo incluir dichas restricciones. Es
decir,
f<-function(w){
sd(...) # desviación típica de ciertos datos
}
optim(rep(1/2,8),fn = f,lower=0,upper=1,method='L-BFGS-B') # no se como
incluir aquí las restricciones
Las restricciones son: la suma de los w_i es 1 y todos los
2010 Oct 27
1
GLM and Weights
Dear all,
I am trying to use the 'glm' package as part of a semiparametric technique that involves weighting a likelihood in various ways, i.e.
L(theta;data)=Sum_i=1,..,n (W_i)(log L(theta;data_i))
Where W_i can be a kernel weighting function, or W_i can be an indicator of 'non-missingness' divided by a propensity score.
In a Monte Carlo exercise, the option glm(...,
2006 May 24
1
(PR#8877) predict.lm does not have a weights argument for
I am more than 'a little disappointed' that you expect a detailed
explanation of the problems with your 'bug' report, especially as you did
not provide any explanation yourself as to your reasoning (nor did you
provide any credentials nor references).
Note that
1) Your report did not make clear that this was only relevant to
prediction intervals, which are not commonly used.
2006 Feb 10
1
Lmer with weights
Hello!
I would like to use lmer() to fit data, which are some estimates and
their standard errors i.e kind of a "meta" analysis. I wonder if weights
argument is the right one to use to include uncertainty (standard
errors) of "data" into the model. I would like to use lmer(), since I
would like to have a "freedom" in modeling, if this is at all possible.
For
2011 Jan 13
1
Weighted Optimization
Hi All,
I am trying to code an R script which gives me the time varying parameters of the NIG and GH distributions. Further, becasue I think these these time varying parameters should be more responsive to more recent observations, I would like to include a weighted likelihood estimation proceedure where the observations have an exponentially decaying weighting rather than the equal weighting
2004 Dec 15
2
how to fit a weighted logistic regression?
I tried lrm in library(Design) but there is always
some error message. Is this function really doing the
weighted logistic regression as maximizing the
following likelihood:
\sum w_i*(y_i*\beta*x_i-log(1+exp(\beta*x_i)))
Does anybody know a better way to fit this kind of
model in R?
FYI: one example of getting error message is like:
> x=runif(10,0,3)
> y=c(rep(0,5),rep(1,5))
>
2012 Feb 29
2
Converting a function from Splus to R
I have a function written for Splus, when I run it in R I obtain get an error
because the function has the elements "0.d0" and "2.d0". How can I change it
to run in R?
The function can be found in page 230 from
http://www.stat.wisc.edu/~mchung/teaching/stat471/stat_computing.pdf
Function is as follows:
gauher <- function(n) {# Gauss-Hermite: returns x,w so that
2005 Oct 29
2
LaTex error when creating DVI version when compiling package
Dear Listers,
I got this message when compiling a package:
* creating pgirmess-manual.tex ... OK
* checking pgirmess-manual.text ... ERROR
LaTex errors when creating DVI version.
This typically indicates Rd problems.
The message is quite explicit but I struggled a lot before understanding
that the trouble comes from a single file "selMod.rd" among 44 topics.
Even though I have
2017 Oct 12
4
Discourage the weights= option of lm with summarized data
OK. We have now three suggestions to repair the text:
- remove the text
- add "not" at the beginning of the text
- add at the end of the text a warning; something like:
"Note that in this case the standard estimates of the parameters are
in general not correct, and hence also the t values and the p value.
Also the number of degrees of freedom is not correct. (The parameter
2013 Mar 15
1
quadprog issues---how to define the constriants
Hi list:
This is my first time to post my question on the list. Thanks for your
help.
I am solving a quadratic programming using R. Here is my question:
w = arg min 0.5*w'Mw - w'N
s. t. sum(w) = 1;
w>0
note: w is weight vector, each w_i must >=0, and the sum of w =1.
Here is my R code:
A <-matrix(c(2.26,1.26,1.12,1.12,2.27,1.13,1.12,1.13,2.2),3,3);
B <-
2007 Jul 19
1
R
Hello!
I am using for logistic regression in survey data the svyglm procedure.
I wondered how does the strata effect estimates SE (in addition to the
weights given proportional to population size).
I know that for simple regression measurements of each strata is assumed to
have different variance.
But in a logistic model this is not the case.
Can anyone help me here?
Thank you
Ron
[[alternative
2005 Dec 14
2
R for Windows server
Hi,
I need to run a burdensome simulation. I'm using a Dell PowerEdge 2850, 3.8 Ghz CPU, 2 Gb RAM, Windows server 2003, 32 bit. The task manager indicates that Rgui.exe is using 25% of the CPU speed. There is no other process that is slowing down R.
Does anyone know if it's a limitation of R? If so, can I set up the program for the CPU usage like I do for the memory usage? Is there a
2008 Feb 26
2
AIC and anova, lme
Dear listers,
Here we have a strange result we can hardly cope with. We want to
compare a null mixed model with a mixed model with one independent
variable.
> lmmedt1<-lme(mediane~1, random=~1|site, na.action=na.omit, data=bdd2)
> lmmedt9<-lme(mediane~log(0.0001+transat), random=~1|site,
na.action=na.omit, data=bdd2)
Using the Akaike Criterion and selMod of the package pgirmess
2006 Jan 27
1
avoiding warning messages on the screen with 'lme'
Dear all,
does anyone know a command to shut 'lme' (nlme) up? :)
I have a loop
for(i in 1:M){
lme(..)
}
and for each "i" i get the warning message
>Fewer observations than random effects in all level 1
groups >in: ...
I know I'm using "fewer observations...", I just don't
want to see the message printed on the screen during
the loop.
Thanks,
Marco
2006 May 20
1
(PR#8877) predict.lm does not have a weights argument for newdata
Dear R developers,
I am a little disappointed that my bug report only made it to the
wishlist, with the argument:
Well, it does not say it has.
Only relevant to prediction intervals.
predict.lm does calculate prediction intervals for linear models from
weighted regression, so they should be correct, right?
As far as I can see they are bound to be wrong in almost all cases, if
no weights
2017 Oct 09
2
Discourage the weights= option of lm with summarized data
Yes. Thank you; I should have quoted it.
I suggest to remove this text or to add the word "not" at the beginning.
Arie
On Sun, Oct 8, 2017 at 4:38 PM, Viechtbauer Wolfgang (SP)
<wolfgang.viechtbauer at maastrichtuniversity.nl> wrote:
> Ah, I think you are referring to this part from ?lm:
>
> "(including the case that there are w_i observations equal to y_i and
2007 Jun 28
0
maximum difference between two ECDF's
Hello,
I have a vector of samples x of length N. Associated with each
sample x_i is a certain weight w_i. All the weights are in another
vector w of the same length N.
I have another vector of samples y of length n (small n). All
these samples have equal weights 1/n. The ECDF of these samples
is defined as for example at
http://en.wikipedia.org/wiki/Empirical_distribution_function and
I can
2013 Jul 02
0
Optimización MINLP
Muy buenas,
Tengo la siguiente duda/problema,
He optimizado con éxito un problema de este tipo:
\sum f(x_i)
donde f es una curva exponencial (función no lineal)
sujeto a:
a_i < x_i < b_i
y
\sum f(x_i) < Presupuesto
Vamos, es repartir un presupuesto forzando a que inviertas como poco a_i y
como mucho b_i para cada i
Esto lo hecho correctamente usando el paquete: