Displaying 7 results from an estimated 7 matches for "b_3".
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2012 Feb 29
2
How to replace the values in a column
...o me...
I have a file with many many varieties, and want to replace some of them
into different names.
I tried various of ways, still don't know how to do that most efficiently..
Here is part of the example data:
Gen Rep
A_1 1
A_1 2
A_2 1
A_2 2
B_1 1
B_1 2
B_3 1
B_3 2
OP1_1 1
OP1_1 2
OP1_5 1
OP1_5 2
For example, I want to replace A_1, B_3, OP1_1 into different name
"Wynda"
So that the expected file should become:
Gen Rep
Wynda 1
Wynda 2
A_2 1
A_2 2
B_1 1
B_1...
2006 Jun 06
1
Problems using quadprog for solving quadratic programming problem
Hi,
I'm using the package quadprog to solve the following quadratic programming problem.
I want to minimize the function
(b_1-b_2)^2+(b_3-b_4)^2
by the following constraints b_i, i=1,...,4:
b_1+b_3=1
b_2+b_4=1
0.1<=b_1<=0.2
0.2<=b_2<=0.4
0.8<=b_3<=0.9
0.6<=b_4<=0.8
In my opinion the solution should be b_1=b_2=0.2 und b_3=b_4=0.8.
Unfortunately R doesn't find this solution and what's surprising to...
2013 Mar 05
2
Issues when using interaction term with a lagged variable
Hi there!
Today I tried to estimate models using both plm and pgmm functions, with an
interaction between X1 and lag(X2, 1). And I notice two issues.
Let "Y=b_1 * X_1 + b_2 * X_2 + b_3 * X_1 * x_2 + e" be our model.
1) When using plm, I got different results when I coded the interaction
term with I(X1 * lag(X2, 1)) and when I just saved this multiplication X1 *
lag(X2, 1) in a different variable of the dataset and then used it. in the
regression.
2) With pgmm it is not eve...
2005 Oct 13
3
Do Users of Nonlinear Mixed Effects Models Know Whether Their Software Really Works?
...place approximation
option.
Laplace approximation estimates:
# Number of parameters = 4 log-likelihood = -629.817
value std dev P value
b_1 -2.3321e+00 7.6973e-01 < 0.0024
b_2 -6.8795e-01 6.6185e-01 0.298
b_3 -4.6134e-01 4.0000e-02 < 0.001
sigma 4.5738e+00 7.0970e-01
The parameter of interest here the treatment effect b_2 which is the
parameter reported in Lesaffre et. al.
To calculate the exact MLE we fit the model using 100 point adaptive
Gaussian integration....
2010 Jan 19
1
change codes into loops
Hi,
See example.
for (i in 1:2) {
for (j in 1:3) {
b_1[i,j]<-rank(c(a1[i,j],a2[i,j],a3[i,j]))[1]
b_2[i,j]<-rank(c(a1[i,j],a2[i,j],a3[i,j]))[2]
b_3[i,j]<-rank(c(a1[i,j],a2[i,j],a3[i,j]))[3]
}
}
The inner codes is really repeated, so i want to change the inner codes
into loops. Take nn is from 1 to 3,
something like,
for (nn in 1:3) {
b_nn[i,j]<-rank(c(a1[i,j]:a3[i,j]))[nn]
}
Anybody can tell me the correct method to specify the...
2011 Dec 05
1
Summary coefficients give NA values because of singularities
Hello,
I have a data set which I am using to find a model with the most significant
parameters included and most importantly, the p-values. The full model is
of the form:
sad[,1]~b_1 sad[,2]+b_2 sad[,3]+b_3 sad[,4]+b_4 sad[,5]+b_5 sad[,6]+b_6
sad[,7]+b_7 sad[,8]+b_8 sad[,9]+b_9 sad[,10],
where the 9 variables on the right hand side are all indicator variables.
The thing I don't understand is the line ' sad[, 10] NA NA
NA NA ' as a result of 'Coefficients: (1...
2011 Jan 17
2
How to still processing despite bug errors?
...S estimator are consistent but
> only the 3SLS estimator is (asymptotically) efficient. Under the
> alternative hypothesis the 2SLS estimator is consistent but the
> 3SLS estimator is inconsistent.
>
> The Hausman test statistic is
>
> m = ( b_2 - b_3 )' ( V_2 - V_3 ) ( b_2 - b_3 )
>
> where $b_2$ and $V_2$ are the estimated coefficients and their
> variance covariance matrix of a _2SLS_ estimation and $b_3$ and
> $V_3$ are the estimated coefficients and their variance covariance
> matrix of a _3SLS_ estimation...