I am fittting a linner regression with constrained parameters, saying, all parameters are non-negative and sum up to 1. I have searched historical R-help and found that this can be done by solve.QP from the quadprog package. I need to assess the significance of the coefficient estimates, but there is no standard error of the coefficient estimates in the output. So I can not compute the p-value. Is there any other methods or packages which can do the constained regression with the standard error or p-values in the output? Thanks! [[alternative HTML version deleted]]
Dear r-users, i am developing regression tree for censored data, I have difficulty purning the tree, I choose the smallest of the cp , minimizing the predictive error (xerror) but this is not enough, i still have big tree. if anybody know about he pruning Technique, could you please sent the r syntex aswell Many thanks cheers, paaveenthan _________________________________________________________________ [[alternative HTML version deleted]]
Ravi Varadhan
2010-Feb-24 14:18 UTC
[R] significance of coefficients in Constrained regression
Bootstrap is your friend. You can resample the data that you have and re-fit the constrained regression model to each of the resampled data set. You can then obtain the entire joint distribution of the fitted parameter estimates (this is much more than just the standard error). Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvaradhan at jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Cakehe Sent: Tuesday, February 23, 2010 2:59 PM To: r-help at r-project.org Subject: [R] significance of coefficients in Constrained regression I am fittting a linner regression with constrained parameters, saying, all parameters are non-negative and sum up to 1. I have searched historical R-help and found that this can be done by solve.QP from the quadprog package. I need to assess the significance of the coefficient estimates, but there is no standard error of the coefficient estimates in the output. So I can not compute the p-value. Is there any other methods or packages which can do the constained regression with the standard error or p-values in the output? Thanks! [[alternative HTML version deleted]] ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.