search for: klijunjie

Displaying 8 results from an estimated 8 matches for "klijunjie".

2007 May 21
4
How to compare linear models with intercept and those without intercept using minimizing adjs R^2 strategy
...hich[var.selection$adjr2==max(var.selection$adjr2),] 1 2 3 4 TRUE TRUE TRUE FALSE Actually, I use the definition of R-square in which the model is without a intercept term. Is what I am doing is correct? Thanks for any suggestion or correction. -- Junjie Li, klijunjie@gmail.com Undergranduate in DEP of Tsinghua University, [[alternative HTML version deleted]]
2007 May 17
4
R2 always increases as variables are added?
...1062 > ### r2 calculated by lm(y~xx-1) > lm=lm(y~xx-1) > summary(lm)$r.squared [1] 0.9365253 > ### r2 calculated by me > y.hat=xx%*%lm$coefficients > (r.square=sum((y.hat-mean(y))^2)/sum((y-mean(y))^2)) [1] 0.9231062 Thanks a lot for any cue:) -- Junjie Li, klijunjie@gmail.com Undergranduate in DEP of Tsinghua University, [[alternative HTML version deleted]]
2007 May 12
0
There might be something wrong with cv.lm(DAAG)
...n cv.lm(DAAG), then you will find the residues are all derived from a model with only one predictor, but the coefficient of that only one predictor can be calculated from a model with more than one predictors which you've set in the formula term in cv.lm(DAAG), -- Junjie Li, klijunjie@gmail.com Undergranduate in DEP of Tsinghua University, [[alternative HTML version deleted]]
2007 May 21
0
How to conduct a hypothesis test : Ho:|E(X)|=|E(Y)|<->H1:otherwise NOT R question
...)/mc p.value } Although it seems plausible, this function doesn't work > n=1000 > x=rnorm(n)+10 > y=rnorm(n)-10 > permutation.test.bias(x,y) [1] 0 I think there should be other test methods for this problem. Thanks for any suggestion/solution. -- Junjie Li, klijunjie@gmail.com Undergranduate in DEP of Tsinghua University, [[alternative HTML version deleted]]
2007 May 21
0
Is this a bug in cv.lm(DAAG) ?
...odel gave three equal mss(mean squared error). I checked the code of function cv.lm(DAAG), then found the residues were all derived from a model with only one predictor. Is this a bug? Or is it because of my misunderstanding of somthing about cv.lm(DAAG)? Li Junjie -- Junjie Li, klijunjie@gmail.com Undergranduate in DEP of Tsinghua University, [[alternative HTML version deleted]]
2007 May 11
1
model seleciton by leave-one-out cross-validation
...data=data.frame(y=y,x=x[,comb[[i]]]) glm=glm(y~.-1,data=data) pe1[i]=cv.glm(data,glm)$delta[1] } var=rep(0,n.var) if(min(pe)<min(pe1)){ int=1 var[comb[[which(pe==min(pe))]]]=1 }else{ int=0 var[comb[[which(pe1==min(pe1))]]]=1 } c(int,var) } -- Junjie Li, klijunjie@gmail.com Undergranduate in DEP of Tsinghua University, [[alternative HTML version deleted]]
2006 Dec 29
1
Why giving negative density when doing kernel density estimate?
Why? And how to solve it? The code and result are following, > data=rnorm(50) > > kde=density(data,n=20,from=-1,to=10) > > kde$x;kde$y [1] -1.0000000 -0.4210526 0.1578947 0.7368421 1.3157895 1.8947368 [7] 2.4736842 3.0526316 3.6315789 4.2105263 4.7894737 5.3684211 [13] 5.9473684 6.5263158 7.1052632 7.6842105 8.2631579 8.8421053 [19] 9.4210526 10.0000000 [1]
2007 Jan 31
0
A GSE data in the web of ncbi, GSE3524 cannot be open correctly
Hi, all I met a problem to query GSE3524, which cannot be open on my computer. I hope some of you would be kind to give me some advice. Thanks! The code is as follow: ################## library(GEOquery) gsename="GSE3524" gse=getGEO(gsename) ################## The error information follows as