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