search for: hc0

...imated RRs from > RRs <- exp(summary(GLM)$coef[,1]) > but do not see how to implement confidence intervals based > on "robust error variances" using the output in GLM. Thanks for the link to the data. Here's my best guess. If you use the following approach, with the HC0 type of robust standard errors in the "sandwich" package (thanks to Achim Zeileis), you get "almost" the same numbers as that Stata output gives. The estimated b's from the glm match exactly, but the robust standard errors are a bit off. ### Paul Johnson 2008-05-08 ### sa...

dear R experts: I wonder whether it is possible to extend the summary method for the lm function, so that it uses an option "hccm" (well, model "hc0"). In my line of work, it is pretty much required in reporting of almost all linear regressions these days, which means that it would be very nice not to have to manually library car, then sqrt the diagonal, and recompute T-stats; instead, I would love to get everything in the same format as...

Hello Is there any function to calculate White's standard errors in R in an NLS regression. The sandwich and car package do it but they need an lm object to calculate the error's. Does anyone have idea how to do it for an NLS object ? Regards The woods are lovely, dark and deep But I have promises to keep And miles before I go to sleep And miles before I go to sleep ----- [[alternative

...ken to be 0.5722583) Number of Fisher Scoring iterations: 5 library(sandwich) vcovHC(banco.glm7) (Intercept) x1 (Intercept) 4.806945e-13 -4.771409e-13 x1 -4.771409e-13 7.127168e-13 sqrt(diag(vcovHC(banco.glm7, type="HC0"))) (Intercept) x1 6.923295e-07 8.426314e-07 # I think this result isn?t correct, because standard errors are so small. Thank you for the help, Roberta Niquini. -- ENSP - Fiocruz

...submitted to Bioconductor) that uses the "sandwich" package. I have references to "sandwich" in DESCRIPTION: Imports: methods, DBI, RSQLite, sandwich, survival, DNAcopy and NAMESPACE: import(sandwich) In the code itself is a call to vcovHC: Vhat <- vcovHC(mod, type="HC0") I have sandwich version 2.2-7 installed. When I run R CMD check on my package, I get the following error during checking of examples: * using R Under development (unstable) (2011-08-29 r56828) * using platform: x86_64-apple-darwin9.8.0 (64-bit) ... * checking examples ... ERROR ... Error...

I'm trying to replicate a time-series cross-sectional analysis (countries over years) with SEs clustered by country. ?The original analysis was done in Stata 10 with: xtreg [DV] [IVs] fe cluster(country). Using plm() in R (cran.r-project.org/web/packages/plm/index.html), I've replicated the coefficients. I sought to estimate country-clustered SEs with vcovHC(), and tried a variety of

...ption: using robcov() ####* *>library (Design)* *>options(scipen=20)* *>robcov(Reg1) ### I tried with Reg 2 too* ** ** ** ***>####Second option: using coeftest and vcovHC ####* *>library (lmtest)* *>library (sandwich)* *>coeftest (Reg1, vcov=vcovHC(Reg1 or Reg2, type="HC0")) ### I tried with Reg 2 too* In the two cases after trying to apply robcov or coeftest I obtained a message of error: *With robcov:* *> Error in rep.default(1, p) : rep() incorrect type for second argument * * * *With coeftest:* *>** **Error in terms.default(object) : no ter...

...emets(alpha=0.05, spending= ObrienFleming), FutilityBoundary=LanDemets(alpha=0.1,spending=ObrienFleming), RR.Futility = 0.82, sided="<",method="A",accru =7.73, accrat=9818.65, tlook =tlook, tcut0 =t0, h0=h0, tcut1=t0, rhaz=rhaz, tcutc0=t0, hc0=hc, tcutc1=t0, hc1=hc, tcutd0B =c(0, 13), hd0B =c(0.04777, 0), tcutd1B =0:6, hd1B =hd1B, noncompliance =crossover, gradual =TRUE, WtFun =c("FH", "SFH", "Ramp"), ppar =c(0, 1, 0, 1, 10, 10)) ## we will construct a vari...

...emets(alpha=0.05, spending= ObrienFleming), FutilityBoundary=LanDemets(alpha=0.1,spending=ObrienFleming), RR.Futility = 0.82, sided="<",method="A",accru =7.73, accrat=9818.65, tlook =tlook, tcut0 =t0, h0=h0, tcut1=t0, rhaz=rhaz, tcutc0=t0, hc0=hc, tcutc1=t0, hc1=hc, tcutd0B =c(0, 13), hd0B =c(0.04777, 0), tcutd1B =0:6, hd1B =hd1B, noncompliance =crossover, gradual =TRUE, WtFun =c("FH", "SFH", "Ramp"), ppar =c(0, 1, 0, 1, 10, 10)) ## we will construct a vari...

...921] ================================ [ 30.456924] WARNING: inconsistent lock state [ 30.456928] 5.9.0.gf11901e-master #2 Tainted: G S E [ 30.456932] -------------------------------- [ 30.456935] inconsistent {SOFTIRQ-ON-W} -> {IN-SOFTIRQ-W} usage. [ 30.456940] ksoftirqd/4/36 [HC0[0]:SC1[1]:HE1:SE0] takes: [ 30.456944] ffff8e2c8bde9e40 (&mgr->vm_lock){++?+}-{2:2}, at: drm_vma_offset_remove+0x14/0x70 [drm] [ 30.456976] {SOFTIRQ-ON-W} state was registered at: [ 30.456982] lock_acquire+0x1a7/0x3b0 [ 30.456987] _raw_write_lock+0x2f/0x40 [ 30.457006] drm_vm...

...e a balanced panel dataset, and I run the following codes: > library(plm) > data<-plm.data(data, c("state","year")) > fn<-plm(y~x1+x2, data=data, method="within", effect="individual") > library(lmtest) > coeftest(fn,vcovHC(fn, type="HC0")) But I always get a warning: "Error in UseMethod("estfun") : no applicable method for "estfun"" Do anyone knows the why it is like this and how to solve it?? Thank you very much. Sincerely, Olivia -- View this message in context: http://www.nabble.com/err...

...123.551253] ====================================================== > [ 123.551253] [ INFO: HARDIRQ-safe -> HARDIRQ-unsafe lock order detected ] > [ 123.551253] 2.6.35-rc6-mmotm0727 #1 > [ 123.551253] ------------------------------------------------------ > [ 123.551253] e16/3822 [HC0[0]:SC0[0]:HE0:SE1] is trying to acquire: > [ 123.551253] (&(&mm->unused_lock)->rlock){+.+...}, at: [<ffffffff812a94bc>] drm_mm_put_block+0x10e/0x142 > [ 123.551253] > [ 123.551253] and this task is already holding: > [ 123.551253] (&(&dev_priv->cont...

Hi, I am trying to reconcile anova table in R (summary(lm)) with individual t.test. datafilename="http://personality-project.org/R/datasets/R.appendix1.data" data.ex1=read.table(datafilename,header=T) #read the data into a table summary(lm(Alertness~Dosage,data=data.ex1)) gives: Call: lm(formula = Alertness ~ Dosage, data = data.ex1) Residuals:    Min     1Q Median     3Q    Max

I am trying to compute the white heteroskedasticity-robust standard errors (also called the Huber standard errors) in a linear model, but I can't seem to find a function to do it. I know that the design library in S+ has something like this (robcov?), but I have not yet seen this library ported to R. Anyone know if there is already a function built into R to do this relatively simple job?

On Fri, 23 Oct 2020 14:07:13 +0200 Mike Galbraith wrote: > On Fri, 2020-10-23 at 11:01 +0200, Sebastian Andrzej Siewior wrote: > > On 2020-10-22 07:28:20 [+0200], Mike Galbraith wrote: > > > I've only as yet seen nouveau lockdep gripage when firing up one of my > > > full distro KVM's. > > > > Could you please check !RT with the `threadirqs'

Hi guys, I am at a loss with this feature of samba in that it is soo hit or miss if the client drivers will upload or not depending on samba version used. Can someone confirm that this feature does indeed work in the latest samba release? i have tried many setups be it ldap or tdbsam, made sure all more groupmappings are correct, folders and permissions are correct, etc, Yet when i go

...3 [ 2417.746638] [ 2417.746639] ====================================================== [ 2417.746642] [ INFO: HARDIRQ-safe -> HARDIRQ-unsafe lock order detected ] [ 2417.746644] 2.6.35-rc4-nv+ #379 [ 2417.746645] ------------------------------------------------------ [ 2417.746648] warsow/2850 [HC0[0]:SC0[0]:HE0:SE1] is trying to acquire: [ 2417.746650] (&(&mm->unused_lock)->rlock){+.+...}, at: [<ffffffff8129f0c0>] drm_mm_put_block+0x17a/0x1c0 [ 2417.746657] [ 2417.746658] and this task is already holding: [ 2417.746659] (&(&dev_priv->context_switch_lock)-&gt...

...to the end of the command or > "cluster(cluster.variable)" for a cluster-robust error. In R, there are two > functions, robcov and hccm. I had to run tests to figure out what the > relationship is between them and between them and Stata (robcov w/o cluster > gives hccm's hc0; hccm's hc1 is equivalent to Stata's 'robust' w/o cluster; > etc.). This is rather clearly document on the respective man pages. hccm() provides HC covariance matrices without clustering, as does vcovHC() in package sandwich. I plan to extend vcovHC() to also deal with clustered...

...ighted lm") } sumry <- summary(model, corr = FALSE) s2 <- sumry$sigma^2 V <- sumry$cov.unscaled if (type == FALSE) return(s2 * V) e <- residuals(model) X <- model.matrix(model) df.res <- df.residual(model) factor <- switch(type, hc0 = 1, hc1 = n/df.res, hc2 = 1/(1 - hat(X)), hc3 = 1/(1 - hat(X))^2) V %*% t(X) %*% apply(X, 2, "*", (e^2)/factor) %*% V } > --please do not edit the information below-- Version: platform = Windows arch = x86 os = Win32 system = x86, Win32 status = major = 1 minor...

Previous 2.6.31-rc8 kernel was built on F11 and installed with modules on F12. Current kernel has been built on F12 (2.6.31-0.204.rc9.fc12.x86_64) and installed on F12 before loading under Xen 3.4.1. Dmesg log looks similar to Michael Yuong''s ''rc7.git4''  kernel for F12. Boris. --- On Tue, 9/8/09, Boris Derzhavets <bderzhavets@yahoo.com> wrote: From: Boris