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...the newdata is x, why it does not work though? 2. Because the prediction is conducted for log(y). I need to get the expected value of y, which is LN distribution, for the new data sets. I need to know the expectation of log(y) and variance of log(y). ##### mean=mean(prediction) sd=sd(prediction) mean_y=exp(mean+0.5*sd^2) ### formula from Normal to LN ###### Is sd(prediction) the correct why to calculate the sigma of the prediction? Or should I just use the value of Residual standard error from summary(lin)? Answer to either question will be appreciated! Thanks Yi [[alternative HTML version...

...ated distribution since I want the samples to take values from 0 to the max(x) respectively max(y). I am unsure how to specify the means and standard deviations in 'urlnorm'. Based on x- and y-values I have standard deviations sd_x=0.3372137, sd_y=0.5120841 and the means mean_x=0.3126667 mean_y=0.4223137 which are not on log scale as required in urlnorm. To covert sd_x, sd_y and mean_x, mean_y on a log-scale I did sd_logx=sqrt(log(1.3372137))=0.54, sd_logy=sqrt(log(1.5120841))=0.64, mean_logx=-(0.54^2)/2 and mean_logy=-(0.64^2)/2. Can anyone tell if these are correctly calculated? Are...

...tional MA-part? Sample code for a series, which follows a pure AR-process: #Series y of 192 observations, which follows an AR(1)-process #Fit of an AR(1)-Model to y ar.coef <- ar(y)$ar ar.resid <- ar(y)$resid #Sampling for mean y_sample <- numeric(192) y_sample[1] <- y[1] mean_y <- numeric(10000) for (i in 1:10000) { for (j in 1:191) { idx <- sample(2:192,1,replace=TRUE) y_sample[j+1] <- y_sample[j]*ar.coef+ar.resid[idx] } mean_y[i] <- mean(y_sample) } What would the function look like if y follows an ARIMA(1,1,1)-process for e...

Hi, I have a data.frame that looks like this: Subject <- c(rep(1,4), rep(2,4), rep(3,4)) y <- rnorm(12, 3, 2) gender <- c(rep("w",4), rep("m",4), rep("w",4)) comment <- c(rep("comment A",4), rep("comment B",4), rep("comment C",4)) data <- data.frame(Subject,y,gender,comment) data Subject y gender

dear readers---I struggled with how to do nice fixed-effects regressions in large economic samples for a while. Eventually, I realized that nlme is not really what I needed (too complex), and all I really wanted is the plm package. so, I thought I would share a quick example. ################ sample code to show fixed-effects models? in R # create a sample panel data set with firms and years

Hello Everyone, My name is Thomas and I have been using R for one week. I recently found your site and have been able to search the archives of posts. This has given me some great information that has allowed me to craft an initial design to an inquiry I would like to make into the breakdown of McNemar's test. I have read an intro to R manual and the posting guides and hope I am not violating