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...t). This dataset is stored in a 100.000 x 89 matrix where each row describes one individual and each column one variable. What is the easiest way of selecting a subset of let's say 1.000 individuals out of that whole matrix? Thanks, Michael Michael Haenlein Associate Professor of Marketing ESCP-EAP European School of Management Paris, France [[alternative HTML version deleted]]

...vreg as well as the document "A Package for Survival Analysis in S" written by Terry M. Therneau but I have to admit that I'm a bit lost here. Could anyone give me some advice on how this could be done? Thanks very much in advance, Michael Michael Haenlein Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...r x1 and x2 are constraint to be equal and to compare the fit of such a constraint model with the one of an unconstraint one. But again I'm not sure how this can be done using coxph. Could anyone help me out on this please? Thanks, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...orm(9) model <- lm (y ~ x1 + x2 + x1*x2) summary(model) Is there some function within R or in some separate library that allows me to estimate such a regression without obtaining inconsistent results? Thanks for your help in advance, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...Bob; 0.5 This measure of relationship strength can be interpreted like a distance measure in a spatial model. I assume that I need to work with the nb2listw function, but I am lost what to do in detail. Thanks very much for your help in advance! Michael Haenlein Assistant Professor of Marketing ESCP-EAP European School of Management Paris, France [[alternative HTML version deleted]]

...ategories (i.e. the top n levels with the highest occurrence) and NAN elsewhere. For example, for n=3 x_new would have three levels: The three most common levels of x + NAN. Is there some convenient way of doing this? Thanks in advance, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...some independent variables that appear in Equation 1 are also included in Equation 2. I assume that I cannot estimate these two regressions separately using lm. Is there an efficient way to estimate these equations? Thanks very much in advance, Michael Michael Haenlein Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...on coefficient in a multiple regression model? I have a model of the form lm(y ~ A*B*C*D) and would like to determine Cohen's f2 (http://en.wikipedia.org/wiki/Effect_size) for each predictor without having to do it manually. Thanks, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...grammer the job should not take more than 2-3 days (probably less), but this is to be decided once the person has looked at the code. In case you are interested, please send me a brief message so that I can provide you with more details, Thanks, Michael Michael Haenlein Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...ependent covariates? The description for this function does not make reference to them. And second, in case survreg cannot deal with time-dependent covariates, is there a similar function in some other package that can? Thanks very much, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...spirit, but I cannot get it to work. Could anyone point me to an R library that I could check out? I do not care much about the specific algorithm used as long as it allows me to vary clustering and degree polarization in certain ranges. Thanks, Michael Michael Haenlein Professor of Marketing ESCP Europe, Paris [[alternative HTML version deleted]]

...for example 16 years old. Is there some automatic way in R through which this can be done? I tried a Kernel density estimation of the histogram but this does not seem to provide what I'm looking for. Thanks very much for your help, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

...understand this. Do I have to add up the coefficient for the main effect and the ones of all interaction effects to get a total effect of a on y? Or am I doing something wrong here? Thanks very much for your answer in advance, Regards, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France Call: lm(formula = y ~ a * b * c * d) Residuals: Min 1Q Median 3Q Max -44.919 -5.184 0.294 5.232 115.984 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 27.3067 0.8181 33.379 < 2e-16 *** a -11.0524...

...;m now thinking about buying a more powerful desktop PC or laptop. Can anybody advise me on the best configuration to run R as fast as possible? I will use this PC exclusively for R so any other factors are of limited importance. Thanks, Michael Michael Haenlein Assocaite Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]

I am able to see my printer as a share. Well better put, I see four representations of my printer: ascii, lp2, lp-mono, and raw. I tried the naive thing and just selected lp2 and added the cannon bjc 4000 driver for NT. This didn't work. I get an error report: %%[ Error: undefined; offending Command: K ]%% . . . a bunch of strings that I don't understand. This does not look like the

...cost estimate for this programming job. I would love to have this finished within the next four weeks or so but the deadline is somehow flexible. I am planning to use these functions in a research project related to agent-based modeling. Thanks, Michael Michael Haenlein Professor of Marketing ESCP Europe [[alternative HTML version deleted]]

...ion is that the job does not take very long -- although I cannot give a precise estimate of the number of hours required. If anyone is interested, please let me know and I can send you an electronic copy of the manuscript mentioned above. Best, Michael Michael Haenlein Professor of Marketing ESCP Europe - The School of Management for Europe [[alternative HTML version deleted]]

...#39;d like to do that only requires one step? Or could you please provide me with a source I could quote that states that this two-step approach is fine from a statistical perspective? Thanks very much for your help in advance, Regards, Michael Michael Haenlein Professor of Marketing ESCP Europe - The School of Management for Europe 79, Avenue de la R¨¦publique¡¡|¡¡75011 Paris¡¡| France [[alternative HTML version deleted]]

...ion is that the job does not take very long -- although I cannot give a precise estimate of the number of hours required. If anyone is interested, please let me know and I can send you an electronic copy of the manuscript mentioned above. Best, Michael Michael Haenlein Professor of Marketing ESCP Europe - The School of Management for Europe [[alternative HTML version deleted]]

..."normal" coxph model, the z/p-values are replaced by a chi-squared test (Chisq, DF, p). What is the reason for this? Does a standard z-test not work once a frailty term is included? Thanks very much for your help in advance, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]