Displaying 3 results from an estimated 3 matches for "hoeting".
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hoening
2006 Jul 12
1
Prediction interval of Y using BMA
...the prediction interval around the estimated value for this
point t_next. I've found the formulae for the ponctual estimation of t_next
but I cannot succeed in finding the formula to compute the prediction
interval based on BMA sets of models, which requires the adequate variance.
The paper of Hoeting et al. on BMA gives the posterior variance of a
parameter but what I want is the posterior variance of a predicted Y and not
the posterior variance of a beta, since the goal here is not to build an
explanatory model but an accurately predictive model.
Is there a way to get around it with the funct...
2007 Apr 06
0
Likelihood returning inf values to optim(L-BFGS-B) other
...ose to the actual maximum to get there. Surface plots might help,
setting some variables to a constant. I know in 4D this will be tough.
Here is a useful reference that helped me recently with a similar
maximization problem:
"Computational Statistics"
by Geof H. Givens and Jennifer A. Hoeting
They have R-code examples here:
http://www.stat.colostate.edu/computationalstatistics/
Good luck!
Joe Liddle
University of Alaska Southeast
2012 Feb 01
3
Probit regression with limited parameter space
Dear R helpers,
I need to estimate a probit model with box constraints placed on several of
the model parameters. I have the following two questions:
1) How are the standard errors calclulated in glm
(family=binomial(link="probit")? I ran a typical probit model using the
glm probit link and the nlminb function with my own coding of the
loglikehood, separately. As nlminb does not