search for: criterion

Displaying 20 results from an estimated 677 matches for "criterion".

2024 Mar 14
0
CADFtest difference between max.lag.y with criterion and without criterion
Dear Professor Bernhard, Sorry for take your time, but I found something strange that I am not able to explain/understand. Suppose that I compute the ADF test by using the criterion="BIC" to select the lags: summary(CADFtest(y, max.lag.y = 20, type = "drift", criterion="BIC")) Suppose that 2 lags are selected. Next, if I set the lags to 2: summary(CADFtest(y, max.lag.y = 2, type = "drift")) the ADF test result is different... You can...
2011 Nov 14
3
What is the CADF test criterion="BIC" report?
Hello: I am a rookie in using R. When I used the unit root test in "CADFtest", I got the different t-test statistics between using criterion="BIC" and no using criterion. But when I checked the result with eviews, I find out that no using criterion is correct. Why after using criterion="BIC", I got the different result? Paul > data(Canada) > ADFt <- CADFtest(Canada[,1], max.lag.y = 14, criterion=&qu...
2001 Sep 13
2
akaike's information criterion
Hello all, i hope you don't mind my off topic question. i want to use the Akaike criterion for variable selection in a regression model. Does anyone know some basic literature about that topic? Especially I'm interested in answers to the following questions: 1. Has (and if so how has) the criterion to be modified, if i estimate the transformations of the variables too? 2. How is th...
2005 Sep 27
4
regsubsets selection criterion
Hello, I am using the 'regsubsets' function (from leaps package) to get the best linear models to explain 1 variable from 1 to 5 explanatory variables (exhaustive search). Is there anyone who can tell me on which criterion is based the 'regsubsets' function ? Thank you. samuel Samuel BERTRAND Doctorant Laboratoire de Biomecanique LBM - ENSAM - CNRS UMR 8005 http://bio-web.paris.ensam.fr 151, bd de l'Hopital 75013 PARIS Tel. +33 (0) 1 44 24 64 53 Fax +33 (0) 1 44 24 63 66 [[alternative HTML versio...
2011 Mar 01
1
Logistic Stepwise Criterion
Dear R-help members, I'd like to run a binomial logistic stepwise regression with ten explanatory variables and as many interaction terms as R can handle. I'll come up with the right R command sooner or later, but my real question is whether and how the criterion for the evaluation of the different models can be set to be the probability of the residual deviance in the Chi-Square distribution (which would be more informative of overall model fit than AIC). Thanks in advance for all your help. Kind regards, Mano Gabor TOTH MA Political Science Central Eur...
2010 Aug 13
1
Bug in t.test?
...t.test(testdata.A, testdata.B, paired=TRUE, >alternative="two.sided", na.action="na.exclude")) deliver the same p value (0.1162, identical to Excel's result). However, after combining the two vectors with > testdata <- c(testdata.A, testdata.B); and defining a criterion vector with > criterion <- c(0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1); (that is the type of data layout we have in our proteomics project) we get a different p-value (0.01453) with > print(t.test(testdata ~ criterion, paired=TRUE, >alternative="two.sided", na.action=&qu...
2008 Mar 08
1
Elbow criterion plots for determining k in hierarchical clustering
Hi There, I'm working on some cluster analyses on a large data-set using hclust with Wards method and Manhattan (city block) distance measures. I've created dendrograms to illustrate the clustering criteria, but would like to create a plot to examine for the classic elbow criterion to use in determining the best number of clusters. Ideally I'd like to plot percent variance explained (y axis) against number of clusters (x axis). Is there a way to do this in R base or cluster packages that I'm missing? As an alternative I've attempted to write a function for th...
2009 Nov 19
3
t-criterion calculation using means and SE
Dear all, is there any functions which allow to calculate Student t-criterion using means, their SE and sample size? I've seek for, but bulit-in t-criterion works only with initial sample... Best regards, A.Morkovin
2001 Jul 02
1
text.rpart: Unwanted NA labels on terminal nodes (PR#1009)
Brian The following (which is new to rw1030) occurs with both Windows 98 & Windows ME. I have not tested behaviour under Unix or Linux, but I expect it is no different. text.rpart() prints unwanted NAs (presumably in the splitting criterion position) on terminal nodes. Criterion <- factor(paste("Leaf", 1:5)) Node <- factor(1:5) assign("tree.df", data.frame(Criterion = Criterion, Node = Node)) nobs <- dim(tree.df)[[1]] u.tree <- rpart(Node ~ Criterion, d...
2006 Nov 24
1
Splitting criterion in tree and rpart
? stato filtrato un testo allegato il cui set di caratteri non era indicato... Nome: non disponibile Url: https://stat.ethz.ch/pipermail/r-help/attachments/20061124/6ac3d11f/attachment.pl
2007 May 11
2
PRESS criterion in leaps
I'm interested in writing some model selection functions (for linear regression models, as a start), which incorporate the PRESS criterion since it, to my knowledge, is not currently implemented in any available model selection procedure. I thought it would be simplest to build on already existing functions like regsubsets in package leaps. It's easy enough to calculate the PRESS criterion for a fitted lm object, but I'm hav...
2012 Jan 13
1
Coloring counties on a full US map based on a certain criterion
Dear Rers, is there a way to color counties on a full US map based on a criterion one establishes (i.e., all counties I assign the same number should be the same color)? I explored a bit and looks like the package "maps" might be of help. library(maps) One could get a map of the US: map('usa') One could get countries within a US state: map('county', ...
2012 Jul 06
1
Definition of AIC (Akaike information criterion) for normal error models
Dear R users (r-help@r-project.org), The definition of AIC (Akaike information criterion) for normal error models has just been changed. Please refer to the paper below on this matter. Eq.(22) is the new definition. The essential part is RSS(n+q+1)/(n-q-3); it is close to GCV. The paper is temporarily available at the "Papers In Press" place. Kunio Takezawa(2012): A Revi...
2004 Jul 23
1
R: retrieve rows from frame assuming criterion [corrected]
...n could be subset(data, PUNTAR==c("IX49","IX48")) > -----Messaggio originale----- > Da: Guazzetti Stefano > Inviato: venerd?? 23 luglio 2004 15.55 > A: 'Luis Rideau Cruz'; r-help at stat.math.ethz.ch > Oggetto: R: [R] retrieve rows from frame assuming criterion > > > Assuming your data.frame is called "data" > > data[data$PUNTAR==c("IX49","IX48"),] > > is probably what you want > > Stefano > > > > > -----Messaggio originale----- > > Da: Luis Rideau Cruz [mailto:Luisr at...
2005 Aug 08
2
AIC model selection
Hello All; I need to run a multiple regression analysis and use Akaike's Information Criterion for model selection. I understand that this command will give the AIC value for specified models: AIC(object, ..., k = 2) with "..." meaning any other optional models for which I would like AIC values. But, how can I specify (in the place of "...") that I want R to perfor...
2005 Nov 17
3
loess: choose span to minimize AIC?
...use I to guess from the names of the components returned in a loess object. I guess I could use optimize(), or do a simple line search on span=, but I'm not sure how to use loess.aic to write a function that would act as a wrapper for loess() and return the mimimizing loess fit for a specified criterion. loess.aic <- function (x) { # extract values from loess object if (!(inherits(x,"loess"))) stop("Error: argument must be a loess object") span <- x$pars$span n <- x$n traceL <- x$trace.hat sigma2 <- sum( x$residuals^2 ) / (n-1) delta1 <- x$one.delta d...
2003 Jun 16
1
stop criterion for stepAIC
Hello, I am using the function stepAIC (library MASS) to run a backward elimination on my linear regression. The new model stepAIC calculates contains coefficients that have a Pr(>|t|) value below 0.1, but I'd like to have only coefficients with 0.001 or below. How can I change the stop criterion for stepAIC, so that it is more strict? There is a parameter "steps", but it is only a upper bound of steps. Greetings, Thomas Fischer
2004 Jul 23
0
R: R: retrieve rows from frame assuming criterion [corrected]
...patience. Stefano > -----Messaggio originale----- > Da: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] > Inviato: venerd?? 23 luglio 2004 16.30 > A: Guazzetti Stefano > Cc: Luis Rideau Cruz; r-help at stat.math.ethz.ch > Oggetto: Re: R: [R] retrieve rows from frame assuming criterion > [corrected] > > > On Fri, 23 Jul 2004, Guazzetti Stefano wrote: > > > sorry for my previus (WRONG) > > answer, as someone already pointed out > > a solution could be > > > > subset(data, PUNTAR==c("IX49","IX48")) > > That...
2004 Dec 08
2
Clustering in R
Is there a command to get cluster criterion for the cluster methods? SAS has its criterion, but I prefer to do it in R. If there is not a command is there code to produce criteria to choose the number of clusters? Adrian Katschke Statistics Grad Student University of Nebraska-Lincoln [[alternative HTML version deleted]]
2010 Mar 23
1
information module Wilks' lambda criterion
Hi everybody, I was wondering if you can help me about a module. In fact, I'm looking for a package or module about Wilks' lambda criterion in R environment. I didn't find it in R website ( http://cran.cict.fr/web/packages/index.html#available-packages-W or http://search.cpan.org/faq.html). If this module exists, could you show me the command line. Thank you very much for your help, Miss Catherine ENG ----- Laboratoire de Généti...