search for: coeffcient

Hi everyone, I've been trying to find a function that outputs the Pearson and/or Spearman correlation coefficients for several variables with the associated statistics in one single table/matrix. For what I've been able to understand the Stats package is only able to compute these coeficients/statistics only in defined pairs. This becomes time consuming when we want to determine these

Dear All, I am using "Caret"package for SVM regression and elastic net regression . I can get the final fiited vs observed values. How can I get the coefficients? Any ideas? Thanks Alex [[alternative HTML version deleted]]

hi everybody I have to do a lot of Anova with R and I would like to have another type of coefficients coding.. I explain. by default if I have 2 temperatures for an experience. 100°C or 130°C and I want to see the temperature effect on the presure I want to estimate the coefficient of each temperature. I will obtain ,with the anova, juste one coefficients for example +3,56 (for 100°C), and the

...k that the solution (if it exists) may be down one of the following paths: 1) An alternative command which allows me to generate joint confidence intervals for the objects generated by the gls function. p.s. I note that the intervals function only appears to produce confidence intervals for each coeffcient (not for a linear combination of coeffcients). 2) An alternative means of generating GLS estimates as lm, glm, lme or lmer objects, so they can be inputed into the estimable function. Regards, David [[alternative HTML version deleted]]

Hi, I am using the Strucchange package in R to test for structural change in regression coeffcient. Given a model y = b0 + b1*X + b2*Z, the Fstats test whether there is a change in both b1 and b2 over a time period. Is there any way where I can restrict the test to hold b2 constant and test for break in only b1? That is, instead of a pure structural change, could I test for partial structural...

...choles <- c(94, 158, 133, 164, 162, 182, 140, 157, 146, 182); sbp <- c(105, 121, 128, 149, 132, 103, 97, 128, 114, 129); case <- c(1, 3, 3, 2, 1, 2, 3, 1, 2, 2); result <- multinom(case ~ choles + sbp + choles:sbp, abstol=1.0e-20, reltol=1.0e-20, MaxNWts=10000); However, the estimated coeffcients and standard errors of the coefficeints are different from the SPSS. For instance, the estimated coefficients of the variable "choles" are 0.1946555 and 0.6244513 from the above result, but the SPSS result are 0.213120 and 0.662575. Standard errors are much more different. Why these...

Hi Folks, I'm analysing some data which, in its simplest aspect, has 3 factors A, B, C each at 2 levels. If I do lm1 <- lm(y ~ A*B) say, and then summary(lm1, corr=T) I get the correlation matrix of the estimated coeffcients with numerical values for the correlations (3 coeffs in this case). Likewise with 'glm' instead of 'lm'. However, if I do lm2 <- lm(y ~ A*B*C) and then summary(lm2, corr=T) I get only symbols (such as ".", "+", "*") for the values, denoting...

Hi everyone. Probably this is statistical question rather than an R, but it involves packages from R I am asking here since I am unable to find an answer. In the parametric modeling packages like glmnet, lasso etc......., we are able to obtain the coeffcients that have entered the model. for eg in glmnet if we are working on a dataset containing 15 variables the coeffecient parameters output is like this, from the below result we know that 5 variables or features have entered the model and are chosen and the rest 10 variables have not entered, can we...

Dear All! I want to test a coeffcient restriction beta=1 in a univariate model lm (y~x). Entering lm((y-x)~1) does not help since anova test requires the same dependent variable. What is the right way to proceed? Thank you for your help and marry xmas, Serguei Kaniovski ________________________________________ Austrian Institute of Ec...

...dependant variables. The problem is that i cannot use the normal multiple regression/correlation in Spss because the data is not normal distributed. i calculated the spearman roh and Kendalls tau Correlation and also some partial correlations in R. Now i wanna find out the the multiple correlation coeffcient for Kendalls Tau and spearmans roh and check if it is signifikant. unfortunately i cannot find a way to do that in R. any sugestions? thank you in advance -- View this message in context: http://r.789695.n4.nabble.com/Multiple-Correlation-coefficient-spearman-Kenall-tp2063314p2063314.html Sen...

...I have problem with extracting coefficients from a object. Here, X (predictor)and Y (response) are two matrix , I am regressing X ( dimensions 10 x 20) on each of columns of Y[,1] (10 x 1) and want to store the coefficient values. I have performed a Elastic Net regression and I want to store the coeffcients in each iteration. I got an error message . I do not know where is the problem???? Please help me. Thanks *Code:* ------------------------------------------------------- library(elasticnet) X<-matrix(rnorm(200),ncol=20) Y<-matrix(rnorm(200),ncol=20) loop <- 20 size <- 20 enres<...

...4.001692e-18 1.365740e-17 2.930053e-01 0.76973827 i12 -1.052843e-17 1.324484e-17 -7.949081e-01 0.42735000 i13 2.571236e-17 1.357336e-17 1.894325e+00 0.05922715 This is my coeffcients table.Here I want ti inser t rows with value NA in all columns in between and after the last row.After last row I can insert using rbind.But how will I enter row in between so that the order also doesn’t change. I need this to be generated :--- Estimate Std. Error t val...

Hi, I am currently working with the sem package in R, to create pathway diagrams. Id like to use the standardized path coeffcients. To get these, I use std.coef. However, using this yields only the standardized coefficients, but does not give me the standard error. Does someone know how to get std.coef to show the standard error of the standardized path coefficients as well? Thanks, Bastiaan PS: When I use std.coef, all...

...regression obtained (and t-stats and R^2) for each company and put it in another dataset/table. The procedure can be done easily done with a loop statement, but i need to retrieve each individual coefficient, t-stat, R^2, etc... I know that, using the $coefficients command will return the vector of coeffcients but I'm having trouble to assignt it to the correct row in the final dataset. Furthermore, I can't find any way of retrieving the R^2 and t-stats... Thanks for any help, Pablo.

...llowing workaround but it did not work either since AIC = (Deviance(Mu) + 2C) / N where: Mu is deviance of unconstrained model C is number of coefficients N is sample size and BIC = Deviance(Mu) - (df1 *ln(N)) where: Mu is deviance of unconstrained model df1 is the sample size minus the number of coeffcients N is the sample size thus by substitution BIC = (AIC*N - 2C) - (df1 * ln(N)) In R the code I tried was: AIC.80<-AIC(nb.80) first.term <- AIC.80*length(Sample.80)-2*length(nb.80$coefficients) second.term <- length(Sample.80)-length(nb.80$coefficients)*log(length(Sample.80)) BIC.80 <-...

...nk I have the linear separation issue discussed in one of the links I provided. PS - Then I do this and I get a odds ratio a crazy size: > l_sm = summary(l_logit) # coef pval is $coefficients[8], log odds $coefficients[2] > l_exp_coef = exp(l_logit$coefficients)[2] # exponentiate the coeffcients > l_exp_coef x 3161.781 So for one unit increase in the predictor variable I get 3160.781% (3161.781 - 1 = 3160.781) increase in odds? That can't be correct either. How do I correct for this issue? (I tried multiplying the predictor variables by a constant and the odds ratio goe...

Dear r-help, I am trying to plot several scatter plots with marginal histograms on one page. Ideally, a page is equally divided into 4 figure regions. Within each figure region, a scatter plot with marginal histograms will be plotted. I followed Dr. Paul Murrell's code released online to successfully plot the scatter plot with marginal histograms. The code applies "layout()" to

...nio Olinto [mailto:aolinto at bignet.com.br] Sent: Wednesday, October 30, 2002 11:05 AM To: R-Help Subject: [R] extracting Std. Error value from lm/nls Hi, How to extract Std. Error values from a lm or a nls? With coef(model), coef(model)[1], coef(model)[2] and df.residual(model) I can get the coeffcients and the degrees of freedom but I couldn't find a way to get Std. Error values. Thanks, Antonio Olinto -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-. -.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", &quot...

Hi, I am running a simple linear model with (say) 5 independent variables. Is there a simple way of getting the variance-covariance matrix of the coeffcient estimates? None of the values of the lm() seem to provide this. Thanks in advance, Ritwik Sinha rsinha@darwin.cwru.edu Grad Student Case Western Reserve University [[alternative HTML version deleted]]

flusHi, I am connecting R to a PHP web script. The first effort attempted to use a named pipe but gave up on that because PHP could not read any data from the named pipe. I changed to using a temp file but it also has problems. It appears that the file to which R's output is redirected is not recieving any output until the pipe connection form PHP is closed. I think this means that R is