search for: _negative_

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2011 Mar 16
1
Autocorrelation in linear models
...als(fm)[-1]) stats::Box.test(residuals(fm)) lmtest::dwtest(fm, alternative="two.sided") lmtest::bgtest(fm, type="F") In my model, a simple lm(y~x1+x2) with n=20 annual measurements, I have significant _positive_ autocorrelation within Y and within both X vectors, but _negative_ autocorrelation in the residuals. The residual autocorrelation is not quite significant, with the p-values 0.070 0.064 0.125 0.077 from the tests above. I seem to remember some authors saying that the Durbin-Watson test has less power than some alternative tests, as reflected here....
2007 Sep 20
0
Problem with lars
...n data with much more components than data points? Did you observe bad overfitting, too? Any other observations? * Why might the lars (least angle regression from lars package) method produce beta values that shoot up into the sky (until they overflow), and why might the Cp values start at a _negative_ value in step 1, growing linearly? That's not normal behaviour. What might be wrong there? For details see my last mail. :) Regards, Wiebke
2020 Apr 24
0
R 4.0.0 is released
...ke and Kirill M"uller. * round() does a better job of rounding _"to nearest"_ by _measuring_ and _"to even"_; thanks to a careful algorithm originally prompted by the report from Adam Wheeler and then others, in PR#17668. round(x, dig) for _negative_ digits is much more rational now, notably for large |dig|. * Inheritance information on S4 classes is maintained more consistently, particularly in the case of class unions (in part due to PR#17596 and a report from Ezra Tucker). * is() behaves more robustly when its arg...
2020 Apr 24
0
R 4.0.0 is released
...ke and Kirill M"uller. * round() does a better job of rounding _"to nearest"_ by _measuring_ and _"to even"_; thanks to a careful algorithm originally prompted by the report from Adam Wheeler and then others, in PR#17668. round(x, dig) for _negative_ digits is much more rational now, notably for large |dig|. * Inheritance information on S4 classes is maintained more consistently, particularly in the case of class unions (in part due to PR#17596 and a report from Ezra Tucker). * is() behaves more robustly when its arg...
2020 Apr 24
0
R 4.0.0 is released
...ke and Kirill M"uller. * round() does a better job of rounding _"to nearest"_ by _measuring_ and _"to even"_; thanks to a careful algorithm originally prompted by the report from Adam Wheeler and then others, in PR#17668. round(x, dig) for _negative_ digits is much more rational now, notably for large |dig|. * Inheritance information on S4 classes is maintained more consistently, particularly in the case of class unions (in part due to PR#17596 and a report from Ezra Tucker). * is() behaves more robustly when its arg...