search for: kenward

...t when directories contain accented characters, around 10 or so copies of them are created, each with varying numbers of the box special character. I would very much appreciate if anyone could help me with this! I am happy to provide more detailed information on request. Cheers, Ben -- Dr. Ben Kenward Department of Psychology, Uppsala University, Sweden +46 18 4712125 http://www.benkenward.com

...axis units per centimeter) when you output it to postscript? If not, how am I supposed to plot graphs with different axis limits to the same scale? They just get resized to fit the paper so that graphs which show a smaller number of axis units end up with a larger scale. Cheers, Ben -- Dr. Ben Kenward Department of Psychology, Uppsala University, Sweden http://www.benkenward.com

...o that. As I understood it was a "covariance regression model". In the analysis, baseline was used as covariate and autoregressive (1) as covariance structure. The model included baseline, session, group and interaction between baseline and group. The degree of freedom was corrected by Kenward-Roger method. Study design: - 2 Groups: group A: n=10 subjects, group B: n=10 - 5 motor test: baseline; learning sessions immediately, 6h, 24h, and 30d after memory task - dependent variable: response time (RT) Research question: Do the two groups learn differently across time? I would apprecia...

...factor (subject), and an untransformably skewed dependent variable. I might want to add some additional fixed factors (age group) in future but for now I would like to keep it simple. I guess this is straightforward for those in the know. Any help at all much appreciated! Cheers, Ben -- Dr. Ben Kenward Department of Psychology, Uppsala University, Sweden http://www.benkenward.com

Dear addresses, I need perform a batch of 10 000 simulations for each of 4 options considered. (The idea is to obtain the parameter estimates in a heteroskedastic linear regression model - with additive or mixed heteroskedasticity - via the Kenward-Roger small-sample adjusted covariance matrix of disturbances). For this purpose I wrote an R program which would capture all possible options (true heteroskedasticity = additive or mixed / assumed heteroskedasticity = additive or mixed): simulate data, compute ML estimates of covariance components...

Hi Folks OK - I'm ready to upgrade my version .99.11 to the latest release candidate but I haven't a clue how to do that on a live mail server without potential disruption. Can anyone help with advice on the best way to do this? CentOS latest release Running Sendmail/Procmail/Dovecot Thanks Chris

http://biomet.oxfordjournals.org/cgi/reprint/86/3/677 biometrika1999 http://biomet.oxfordjournals.org/cgi/reprint/94/4/1006 biometrika2000 Hi All: I just want to try some luck. I am currenly working on my project,one part of my project is to reanalysis the kenward cattle data by using the method in Mohsen's paper,but I found I really can get the same or close output as he did,so,any one who have happenly read his paper,got any idea how he got the LS estimates of gamma. he assumed the autoregressive phi_tj satisfy the cubic function on lag of time,wher...

Hello, I’m trying to perform a REML analysis using the lmer() function (lme4 package). Well, it seems to work well, except that I’m not getting any p-value (see example below). Can someone tell me what I did wrong? Thanks for your help, Amélie > library(gdata) > dive <- read.xls("C:/Documents and Settings/Amelie/My Documents/Postdoc/CE 2005-2006/divebydive.xls",

On Tuesday 29 August 2006 15:41, Chris Kenward took the opportunity to say: > Hi Magnus > > > Just a couple of general netiquette issues: When bringing up > > a new topic you shouldn't use the Reply command, and you > > should also use a more descriptive subject, such as "Mail > > deleted from IMAP server...

...files with accents were created by windows. I have read that "mount -t smbfs" should be synonymous with "smbmount". Well it isn't for me - I can't mount the network drive at all with the former command. Any help at all very much appreciated! Cheers, Ben -- Dr. Ben Kenward Department of Psychology, Uppsala University, Sweden +46 18 4712125 http://www.benkenward.com

Dear all Somebody may have asked this before but I could not find any answers in the web so let me ask a question on lme. When I have a fixed factor of, say, three levels (A, B, C), in which each level has different size (i.e. no. of observations; e.g. A>B>C). When I run an lme model, I get the same degree of freedom for all the contrast t-tests (e.g. AvsB or BvsC). I have tried this to

...imulations seem limited to nested designs. The major problems are with repeated measures designs where the error structure is not compound symmetric, which lme4 does not at present handle (unless I have missed something). Such imbalance as was investigated was not a serious issue, at least for the Kenward and Roger degree of freedom calculations. The paper ends by commenting that "research should continue". What may be even more important is to educate users to think carefully about any df that they are presented with, and to be especially sceptical when designs are not approximately bal...

...eses.pdf) for more information on that. Type I tests are the sequential tests, so with anova(model, type=1), you will get the sequential tests you want. lmerTest will approximate the denominator degrees of freedom for you (using Satterthwaite method by default, or the more computationally intensive Kenward-Roger method), so you'll get p-values if that's what you want. Finally, it's important to note two things: 1. The "type"-argument for nlme::summary doesn't actually do anything (see ?nlme::summary.lme). It's just passed onto the 'print' method, where it's...

R 2.3 Windows XP I am trying to understand lme. My aim is to run a random effects regression in which the intercept and jweek are random effects. I am comparing output from SAS PROC MIXED with output from R. The point estimates and the SEs are the same, however the DFs and the p values are different. I am clearly doing something wrong in my R code. I would appreciate any suggestions of how I can

...ation > on that. Type I tests are the sequential tests, so with anova(model, > type=1), you will get the sequential tests you want. lmerTest will > approximate the denominator degrees of freedom for you (using > Satterthwaite method by default, or the more computationally intensive > Kenward-Roger method), so you'll get p-values if that's what you want. > > Finally, it's important to note two things: > > 1. The "type"-argument for nlme::summary doesn't actually do anything > (see ?nlme::summary.lme). It's just passed onto the 'print...

Dear list members, I am new to R and to the R-help list. I am trying to perform a mixed-model analysis using the lmer() function. I have a problem with the output anova table when using the anova() function on the lmer output object: I only get the numerator d.f., the sum of squares and the mean squares, but not the denominator d.f., F statistics and P values. Below is a sample output, following

Hi folks, I am working with repeated measures data and I ran into issues where the paired t-test results did not match those obtained by employing glht() contrasts on a lme model. While the lme model itself appears to be fine, there seems to be some discrepancy with using glht() on the lme model (unless I am missing something here). I was wondering if someone could help identify the issue. On

Hello. Douglas Bates has explained in a previous posting to R why he does not output residual degrees of freedom, F values and probabilities in the mixed model (lmer) function: because the usual degrees of freedom (obs - fixed df -1) are not exact and are really only upper bounds. I am interpreting what he said but I am not a professional statistician, so I might be getting this wrong... Does

Dear lmer-ers, My thanks for all of you who are sharing your trials and tribulations publicly. I was hoping to elicit some feedback on my thoughts on denominator degrees of freedom for F ratios in mixed models. These thoughts and practices result from my reading of previous postings by Doug Bates and others. - I start by assuming that the appropriate denominator degrees lies between n

Hi all, I have two related questions about plot limits and plot sizes. R can automatically fit plot limits to your data if you plot the data in the first plot command. But if you add to the plot later (e.g. by drawing lines, as I must do), the original limits are not recalculated, even if you plot outside what is displayed. Is there a way to get R to automatically change the limits to fit