Displaying 20 results from an estimated 23 matches for "misspecification".
2009 Mar 09
2
path analysis (misspecification?)
hi,
I have following data and code;
cov <-
c
(1.670028
,-1.197685
,-2.931445,-1.197685,1.765646,3.883839,-2.931445,3.883839,12.050816)
cov.matrix <- matrix(cov, 3, 3, dimnames=list(c("y1","x1","x2"),
c("y1","x1","x2")))
path.model <- specify.model()
x1 -> y1, x1-y1
x2 <-> x1, x2-x1
x2 <->
2013 Feb 22
2
Model selection in nonstationary VAR
...toregressive processes with reduced rank structure, J. Econ. (91).
Or any other systematic procedure for the consistent selection of lag order and cointegration rank?
I understand that the usual procedure of first selecting the lag order (by AIC, etc.) and then the rank (by Johansen) can result in misspecification.
Thanks,
Murali
[[alternative HTML version deleted]]
2010 Jan 24
3
Display of results
...e been trying to carry out some variance ratio tests such as
Lo-MacKinlay test and Chow-Denning test. However, When I write the
function LM <- Lo.Mac(y,kvec)
or any other functions I don’t get the results displayed. The only
sign I get is <
I don’t understand what’s wrong (is it the package, misspecification
of the function, Vista). I am really stuck in and I would be grateful
for any hints that
may help me get the results displayed.
Many thanks in advance,
Ben.
[[alternative HTML version deleted]]
2005 Jun 28
2
STAR models estimation with R
Hi,
Can you tell me if there are an R package or code for STAR model estimation and test misspecification. If no, how i could do this.
Thanks in advance
Best regards
AJMI Noomen
Phd student
TUNISIA
---------------------------------
[[alternative HTML version deleted]]
2010 Sep 13
1
Problem (environment?) with R CMD CHECK
...when used in a normal R
session. However, the function fails the R CMD CHECK command with the
error
Error in get(as.character(FUN), mode = "function", envir = envir) :
object '.fooInternal' of mode 'function' was not found
I'm wondering if this is some environment misspecification issue? I
also tried replacing .fooInternal by packageName:::.fooInternal
(replacing packageName with actual package name, of course), to no
avail.
Thanks in advance for all replies.
Peter
2012 Nov 07
1
Excel Regression Function
Dear Frauke, good afternoon,
Could you tell me which excel function didnt work for regression analysis
and what excel version where you using?
Best regards,
Paul
El 07/11/2012 11:55, "frauke" <fhoss@andrew.cmu.edu> escribió:
> Hi David, hi Rui,
>
> thanks for your quick replies. I have replicated David's R results and
> confirmed them with Minitab. Though
2005 Oct 13
3
Do Users of Nonlinear Mixed Effects Models Know Whether Their Software Really Works?
Do Users of Nonlinear Mixed Effects Models Know
Whether Their Software Really Works?
Lesaffre et. al. (Appl. Statist. (2001) 50, Part3, pp 325-335)
analyzed
some simple clinical trials data using a logistic random effects
model. Several packages and methods MIXOR, SAS NLMIXED were employed.
They reported obtaining very different parameter estimates and
P
2019 Apr 11
0
Releasing new package on CRAN
....org/web/packages/spsur/index.html
This is a specific R package for the estimation of Spatial Seemingly Unrelated Regression models by maximum likelihood or instrumental variable procedures. Moreover, 'spsur' implements a collection of Lagrange Multipliers and Likelihood Ratios to test for misspecifications in SUR models.
If you would like, you can install 'spsur' directly from CRAN repository. There you will find also a vignette including some examples, available also in https://cran.r-project.org/web/packages/spsur/vignettes/spsur-vignette.html
This is the first version of 'spsur'...
2019 Apr 11
0
Releasing new package on CRAN
....org/web/packages/spsur/index.html
This is a specific R package for the estimation of Spatial Seemingly Unrelated Regression models by maximum likelihood or instrumental variable procedures. Moreover, 'spsur' implements a collection of Lagrange Multipliers and Likelihood Ratios to test for misspecifications in SUR models.
If you would like, you can install 'spsur' directly from CRAN repository. There you will find also a vignette including some examples, available also in https://cran.r-project.org/web/packages/spsur/vignettes/spsur-vignette.html
This is the first version of 'spsur'...
2000 Dec 08
0
Re: R-help Digest V2 #283
...t;< white.test()).
> >
> > The test's statistic is beta / sqrt(W), where W is Var(beta) "? la White",
> > that is the beta(i) matrix is replaced by the residuals matrix.
I think what you mention here is not a test for heteroskedasticity but a robustified (against misspecification, e.g., heteroskedasticity) t-test.
>
> >
> > Anyway, whatever anybody may haev, I'm interested, else I'll write it this
> > week-end.
>
> Have a look at the package 'tseries', available at CRAN.
>
> Uwe Ligges
>
The White test which Vincent men...
2005 May 31
2
help
Dear all:
I have this:
A1 B1 C1 D1 E1
A2 B2 C2 D2 E2
A3 B3 C3 D3 E3
And I want this
A1 E1
B1 E1
C1 E1
D1 E1
A2 E2
B2 E2
C2 E2
D2 E2
A3 E3
B3 E3
C3 E3
D3 E3
Example:
m<- matrix(1:15,nrow=3,byrow=T)
m
v<- unlist(list(t(m[,1:4])))
u<-
2012 Sep 18
0
Comparing rqpd() and rq()
...me model using rq() and dummy variables for the groups. The
coefficient estimates differ substantially between the two approaches
(rqpd() produces substantially larger coefficients).
Should the two approaches deliver similar estimates (as for plm() and lm()
plus dummies)? I.e. does this indicate a misspecification in one of the
models?
Best regards,
sseemann
--
View this message in context: http://r.789695.n4.nabble.com/Comparing-rqpd-and-rq-tp4643479.html
Sent from the R help mailing list archive at Nabble.com.
2011 Jul 07
1
Discussion on time series analysis and the use and misuse of Differencing
How does the R module ARIMA account for unspecified deterministic structure
such as seasonal pulses, level shifts, local time trends and regular pulses
without needing to ask the user to intervene to specify this?
I have attached a Makradakis paper which hammers Box-Jenkins approach to
this problem of nonstationarity. I have also included a recent discussion
from stackexchange which you might
2008 Oct 09
1
GWR Predictions' standard deviation
Dear all,
I would like to use a GWR model in order to spatially predict food
insecurity in Africa. I have a georeferenced village data-bases and I've run
a "classic" regression model (taking into account the spatial dependence of
the errors) that works fairly well for Niger that is a quite homogenous
country. Now, I would like to make the same thing for countries where it
should be
2004 Jan 06
2
comparing classification methods: 10-fold cv or leaving-one-out ?
Hi
what would you recommend to compare classification methods such as LDA,
classification trees (rpart), bagging, SVM, etc:
10-fold cv (as in Ripley p. 346f)
or
leaving-one-out (as e.g. implemented in LDA)?
my data-set is not that huge (roughly 200 entries)
many thanks for a hint
Christoph
--
Christoph Lehmann <christoph.lehmann at gmx.ch>
2011 Jul 25
1
Trouble with line of best fit
I don't usually do much with graphs in R, and this is my first time adding a
line of best fit. Hopefully this is an easy problem to solve.
I'm looking at a variable called soloKills along the range 5:28. Here are
all my commands, in script form:
range=5:28
graph=soloKills
title="Solo kill/death data"
xlabel="Number of deaths/1 game"
ylabel="Mean number of kills/1
2004 Sep 21
1
lme RE variance computation
As I understand it lme (in R v1.9.x) estimates random effect variances
on a log scale, constraining them to be positive. Whilst this seems
sensible, it does lead to apparently biased estimates if the variance is
actually zero - which makes our simulation results look strange. Whilst
we need to think a bit deeper about it - I still haven't got my head
around what a negative variance could
2009 Feb 10
2
Help regarding White's Heteroscedasticity Correction
Hi
I am actually running the White test for correcting Heteroscedasticity. I
used sandwich() & car(), however the output shows the updated t test of
coefficients, with revised Standard Errors, however the estimates remained
same. My problem is that the residuals formed a pattern in the original
regression equation. After running the White's test, I got some new
standard errors - but
2009 May 31
1
warning message when running quantile regression
Hi All,
I am running quantile regression in a "for loop" starting with 1
variable and adding a variable at a time reaching a maximum of 20
variables.
I get the following warning messages after my "for" loop runs. Should I
be concerned about these messages? I am building predictive models and
am not interested in inference.
Warning messages:
1: In
2010 Mar 17
1
Reg GARCH+ARIMA
Hi,
Although my doubt is pretty,as i m not from stats background i am not sure
how to proceed on this.
Currently i am doing a forecasting.I used ARIMA to forecast and time series
was volatile i used garchFit for residuals.
How to use the output of Garch to correct the forecasted values from ARIMA.
Here is my code:
###delta is the data
fit<-arima(delta,order=c(2,,0,1))
fit.res <-