search for: hesterberg

Dear experts, I am asking for help with a question regarding to stratified bootstrap. My dataset is a longitudinal dataset (3 measurements per person at year 1, 4 and 7) composed of multiple clinic centers and multiple participants within each clinic. It has missing values. I want to do a bootstrap to find the standard errors and confidence intervals for my variance components. My model is a

There is now a tutorial on bootstrapping and other resampling methods at: http://www.burns-stat.com/pages/Tutor/bootstrap_resampling.html Corrections and other suggestions are welcome. The project started because a novice asked me about bootstrapping. My response was, "How dare you bug me while I'm playing with my cats, just google for it." My correspondent was not very impressed

Sometimes one might like to obtain pointwise bootstrap bias-corrected, accelerated (BCA) confidence intervals for a large number of statistics computed from a single dataset. For instance, one might like to get (so as to plot graphically) bootstrap confidence bands for the fitted values in a regression model. (Example: Chiu S et al., Early Acceleration of Head Circumference in Children with

Hello, I learnt there's an advanced R/Splus course in Boston this january. Anyone got the announcement? please kindly forward it to me. Best, Eugene

Dear R useres, I'm interested in getting a series of time-varying correlation, simply between two random variables. Could you please introduce a package to do this task? Thank you so much for any help. Amir --------------------------------- Don't pick lemons. [[alternative HTML version deleted]]

...("fg"), lty = par("lty"), --- > function (x0, y0, x1, y1, col = par("fg"), lty = par("lty"), Arrows: < function (x0, y0, x1 = x0, y1 = y0, length = 0.25, angle = 30, code = 2, --- > function (x0, y0, x1, y1, length = 0.25, angle = 30, code = 2, Tim Hesterberg

Hi, consider this one as an FYI, or a seed for further discussion. I am aware that many traps on sample() have been reported over the years. I know that these are also documents in help("sample"). Still I got bitten by this while writing sample(units, size=length(units)); where 'units' is an index (positive integer) vector. It works in all cases as expected (=I expect)

Hi I was wondering if there is a permutation test available in R for linear models with continuous dependent covariates. I want to do a test like the one shown here. bmi<-rnorm(100,25) x<-c(rep(0,75),rep(1,25)) y<-rnorm(100)+bmi^(1/2)+rnorm(100,2)*x+bmi*x H0<-lm(y~1+x+bmi) H1<-lm(y~1+x+bmi+x*bmi) anova(H0,H1) summary(lm(y~1+x+bmi)) But I want to use permutation testing to

Hello all, I am trying to run a two sample t-test on a matrix which is a 196002*22 matrix. I want to run the t-test, row-wise, with the first 11 columns being a part of the first group and columns 12-22 being a part of the second group. I tried running something like (temp.matrix being my 196002*22 matrix) t.test(temp.matrix[,1:11],temp.matrix[,12:22],paired=TRUE) or somthing like

Dear R experts, I have defined a class "myclass" and would like the slots to be extractable not only by "@" but also by "$". I now try to write a method for "$" that simply executes the request object at slotname, whenever someone calls object$slotname for any object of class "myclass". I don't manage to find out how I can provide this

Hi there, I want to generate different samples using the followindg code: g<-sample(LETTERS[1:2], 24, replace=T) How can I specify that I need 12 "A"s and 12 "B"s? Thank you, Judith ____________________________________________________________________________________ Be a better friend, newshound, and

Hallo, I'm looking for a "sunflower" plot. I noticed the Splus function "p.sunflowers" (Andreas Ruckstuhl, Werner Stahel, Martin Maechler, Tim Hesterberg) don't work... If its not available I would port this function... Thanks for 1 answer P *************************************************************************** P.Malewski Tel.: 0531 500965 Maschplatz 8 Email: P.Malewski at tu-bs.de ************************38114 Braunschweig*****...

...applied successfully to areas of statistical modelling where "traditional" standard errors, confidence intervals and significance tests are unavailable or of doubtful accuracy. Interest in these methods has risen dramatically over the past 10 years. The tutor for the course is Dr. Tim Hesterberg, of Insightful's R & D division in Seattle. Tim is primary author of the "S+Resample" package for bootstrapping, permutation tests, jackknife, and other resampling procedures, and is lead author of "Bootstrap Methods and Permutation Tests" (2003), W. H. Freeman, and num...

...ould be currently pursuing a bachelor's degree. The official positions are listed at: http://www.insightful.com/company/jobdescription.asp?JobID=116 http://www.insightful.com/company/jobdescription.asp?JobID=117 More information about the project can be found at: http://www.insightful.com/Hesterberg/glars For technical questions contact Tim Hesterberg timh at insightful.com. To apply, please contact Jill Goldschneider jrgold at insightful.com or Human Resources HR at insightful.com. Thank you, Jill ---- Jill R. Goldschneider, Ph.D. Director of Research Insightful Corporation 1700 Westlake...

Hi [R-2.6.0, macOSX 10.4.10]. The helppage says that rowSums() and colSums() are equivalent to 'apply' with 'FUN = sum'. But I came across this: > a <- matrix(1:30,5,6) > is.integer(apply(a,1,sum)) [1] TRUE > is.integer(rowSums(a)) [1] FALSE > so rowSums() returns a float. Why is this? -- Robin Hankin Uncertainty Analyst National Oceanography Centre,

Hi dear all, Can someone help me about detection of outliers using jackknife after bootstrap algorithm? -- View this message in context: http://r.789695.n4.nabble.com/jackknife-after-bootstrap-tp3041634p3041634.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]]

...ONETARY=English_United States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252 Search Path: .GlobalEnv, package:methods, package:stats, package:graphics, package:grDevices, package:utils, package:datasets, Autoloads, package:base ======================================================== | Tim Hesterberg Research Scientist | | timh at insightful.com Insightful Corp. | | (206)802-2319 1700 Westlake Ave. N, Suite 500 | | (206)283-8691 (fax) Seattle, WA 98109-3012, U.S.A. | | www.insightful.com/Hesterberg | ============================...

...ting R code, with two exceptions: * bug fix, if x has two columns, then x[[4]] <- value will fail rather than producing an illegal data frame * round(a data frame with numeric and factor columns) rounds the numeric columns and leaves the factor columns unchanged, rather than failing. Tim Hesterberg NEW! Mathematical Statistics with Resampling and R, Chihara & Hesterberg http://www.amazon.com/Mathematical-Statistics-Resampling-Laura-Chihara/dp/1118029852/ref=sr_1_1?ie=UTF8 http://home.comcast.net/~timhesterberg (resampling, water bottle rockets, computers to Costa Rica, shower = 2650 li...

Tim, I have reported some similar issues a while back and there was some discussion on this topic: http://tolstoy.newcastle.edu.au/R/devel/06/03/4609.html Good luck, Kevin On Tue, Jun 10, 2008 at 6:47 PM, Tim Hesterberg <timhesterberg at gmail.com> wrote: > Here are three different scenarios in which the browser() exits > when I don't want it to. These are all related to the browser > accepting either c or (return) to exit. I would like an option > to turn off the (return) behavior in order...

Hi! When I apply the lars (least-angle-regression) method to my data (3655 features, only 355 data points, no I did not mistype), I observe a strange behaviour: 1) The beta values tend to grow into real high values quite fast up to a point where they overflow and get negative. The overflow is not a problem, I don't need the last part of the analysis anyway, but why do they just