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2012 Apr 19
2
ANOVA in quantreg - faulty test for 'nesting'?
...ck is failing in my case. I think my models are nested despite the anova.rqlist() function saying otherwise. Here is an example where the GLM ANOVA regards the models as nested, but the quantile regression ANOVA tells me the models aren't nested: y = rnorm(100) x1 = rnorm(100) x2 = rnorm(100) fmla1 = y~I(x1+x2) fmla2 = y~x1+x2 f1 = glm(fmla1) f2 = glm(fmla2) anova(f1,f2) #This works f1.qr = rq(fmla1) f2.qr = rq(fmla2) anova(f1.qr,f2.qr) #Error! #Error in anova.rqlist(object, ...) : Models aren't nested Are the models in fact not nested? If they are nested, is there an easy workaround...
2006 Apr 20
1
A question about nlme
Hello, I have used nlme to fit a model, the R syntax is like fmla0<-as.formula(paste("~",paste(colnames(ldata[,9:13]),collapse="+"),"-1")) > fmla1<-as.formula(paste("~",paste(colnames(ldata[,14:18]),collapse="+"),"-1")) > fmla2<-as.formula(paste("~",paste(colnames(ldata[,19:23]),collapse="+"),"-1")) > Block=pdBlocked(list(pdIdent(fmla0),pdIdent(fmla1),pdIdent(fmla2))) &gt...
2012 Nov 16
2
R-Square in WLS
...tting a weighted least square regression and trying to compute SSE,SST and SSReg but I am not getting SST = SSReg + SSE and I dont know what I am coding wrong. Can you help please? xnam <-colnames(X) # colnames Design Matrix fmla1 <- as.formula(paste("Y ~",paste(xnam, collapse= "+"),"-1",sep="")) fitlm <- lm(formula=fmla1,data = data.frame(cbind(X,Y))) ResiSqr <- (residuals(fitlm))*(residuals(fitlm)) fmla2 <- as.formula(paste("ResiSqr ~ ", paste(xnam, collapse= &q...