search for: coeffiecients

Dear Rusers, I have met a difficult problem on explaining the differences of principal component analysis(PCA) between R,S-PLUS and SAS/STATA/SPSS, which wasn't met before. Althought they have got the same eigenvalues, their coeffiecients were different. First, I list my results from R,S-PLUS and SAS/STATA/SPSS, and then show the original dataset, hoping sb. to try and explain it. SAS,STATA,and SPSS have the same results, so i put them together. From their results, we see that the absolute values of coeffiecient are same, but...

Dear list members, I am trying to get information on how to fit a linear regression with constrained parameters. Specifically, I have 8 predictors , their coeffiecients should all be non-negative and add up to 1. I understand it is a quadratic programming problem but I have no experience in the subject. I searched the archives but the results were inconclusive. Could someone provide suggestions and references to the literature, please? Thank you very much. Car...

...ulate confidence interval for fitted values in general for non-linear regressions. Lets say we have y=f(x1,x2,..xN) where f() is a non-linear regression. I would like to calculate a confidence interval for new prediction f(a1,..,aN). I am aware of techniques for calculating confidence intervals for coeffiecients in specific non-linear regressions and with them then to calculate confidence interval for the predicted value. However, I am interested to find if there is any unique approach, maybe using bootstrap, which can be used on f() where f() is kind of black box. Any references to the literature or R pa...