Displaying 3 results from an estimated 3 matches for "model_summ".
2023 Apr 30
2
NaN response with gam (mgcv library)
...2,0.47,0.52,0.87,0.56,0.71,0.6)
x2=c(9,7,5,3,2,1,1,2,8,9,6,3,1,5,6,7,3,1,3,5)
x3=c(11,10,13,15,10,9,14,16,18,19,20,9,13,12,14,17,21,19,23,12)
?
model=lm(y~x1+x2+x3)
model1=gam(y ~ s(x1, bs = 'cr', k = 3) + s(x2, bs = 'cr', k = 3)+ s(x3, bs = 'cr', k = 3))
?
?
#Calculate MSE
?model_summ=summary(model)
?mean(model_summ$residuals^2)
?
?
?#Calculate MSE
?model_summ=summary(model1)
?mean(model_summ$residuals^2)
#########################################################
2024 Sep 04
2
Calculation of VCV matrix of estimated coefficient
Hi,
I am trying to replicate the R's result for VCV matrix of estimated
coefficients from linear model as below
data(mtcars)
model <- lm(mpg~disp+hp, data=mtcars)
model_summ <-summary(model)
MSE = mean(model_summ$residuals^2)
vcov(model)
Now I want to calculate the same thing manually,
library(dplyr)
X = as.matrix(mtcars[, c('disp', 'hp')] %>% mutate(Intercept = 1));
solve(t(X) %*% X) * MSE
Unfortunately they do not match.
Could you please hel...
2024 Sep 05
1
Calculation of VCV matrix of estimated coefficient
...On Wed, Sep 4, 2024 at 3:34?PM Daniel Lobo <danielobo9976 at gmail.com> wrote:
>
> Hi,
>
> I am trying to replicate the R's result for VCV matrix of estimated
> coefficients from linear model as below
>
> data(mtcars)
> model <- lm(mpg~disp+hp, data=mtcars)
> model_summ <-summary(model)
> MSE = mean(model_summ$residuals^2)
> vcov(model)
>
> Now I want to calculate the same thing manually,
>
> library(dplyr)
> X = as.matrix(mtcars[, c('disp', 'hp')] %>% mutate(Intercept = 1));
> solve(t(X) %*% X) * MSE
>
> Unfortu...