search for: muhat

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2008 Oct 05
1
Sample mean in R
I am having issues with the following: (muhat = 1/n^2(sum of all the xi's) ) essentially if xbar = the sample mean, muhat = sample mean but square the n. Question: Use R to run a Monte Carlo simulation which compares the finite-sample performance of xbar and muhat. Specifically generate 1000 samples n=30 from a standard normal distribu...
2008 May 02
0
Adaptive design code
...value for the final test statistic # theta is theta from Schafer Muller 2001 result<-rep(0,num.sim) final.size<-rep(0,num.sim) final.t<-rep(0,num.sim) final.stat<-rep(0,num.sim) z<-rep(0,num.sim) # k1 is the number of expected events at the end of the trial under current design # muhat is the median survival in the combined sample under alternative hypothesis for PARTNER muhat<- (-12*log(2)/log(1-p.a)-12*log(2)/log(1-p.0))/2 n<- n.0 + n.a k1<- (n/t.A)*( exp(-0.69*t.end/muhat) + 0.69*t.A/muhat - exp(-0.69*(t.end-t.A)/muhat) )/(0.69/muhat) # start the simulation for (i in...
2011 Sep 02
5
Hessian Matrix Issue
...-1)*(d-1))/mu),0) #aa[j]<-log(1+((j-1)*(d-1))/mu) #print(aa[j]) } a[i]<-sum(aa) #print(a[i]) } a arg3<-sum(a) llh<-arg1+arg2+arg3 if(! is.finite(llh)) llh<-1e+20 -llh } ac<-optim(NegBin,par=c(xbar,dbar),method="L-BFGS-B",hessian=TRUE,lower= c(0,1) ) ac print(ac$hessian) muhat<-ac$par[1] dhat<-ac$par[2] zhat<- 1+(log(dhat)/(1-dhat)) infor<-solve(ac$hessian) var.dhat<-infor[2,2] se.dhat<-sqrt(var.dhat) var.muhat<-infor[1,1] se.muhat<-sqrt(var.muhat) var.func<-dhat*muhat var.func d.prime<-cbind(dhat,muhat) se.var.func<-d.prime%*%infor%*%t(...
2005 Apr 05
2
Stats Question: Single data item versus Sample from Norma l Distribution
Here's one possibility, assuming muhat and sigmahat are estimtes of mu and sigma from N iid draws of N(mu, sigma^2): tStat <- abs(x - muhat) / sigmahat pValue <- pt(tStat, df=N, lower=TRUE) I'm not quite sure what df tStat should have (exercise for math stat), but given fairly large N, that should make little difference. An...
2002 Aug 29
8
lme() with known level-one variances
Greetings, I have a meta-analysis problem in which I have fixed effects regression coefficients (and estimated standard errors) from identical models fit to different data sets. I would like to use these results to create pooled estimated regression coefficients and estimated standard errors for these pooled coefficients. In particular, I would like to estimate the model \beta_{i} = \mu +
2008 Oct 21
2
Question about glm using R
Good morning, I am using R to try to model the proportion of burned area in Portugal. The dependent variable is the proportion. The family used is binomial and the epsilon would be binary. I am not able to find the package to be used when the proportion (%) has to be used in glm. Could someone help me? I am using normal commands of glm.. for example: glm_5<- glm(formula=p~Precipitation,
2008 Jun 25
0
Goodness-of-fit for zero-truncated poisson distribution
...converge") } return(lambda) } 3) Once I get there, I would like to apply a chi-square with (k-2) df, k being the number of classes. Here the difficulty is to reduce the number of classes so that a chi-square test may be applied. For instance: Fi <- c(8, 5, 0, 4, 0, 1, 2, 0, 0, 1) muHat <- trunpoismle(mean(Fi)) class <- 1 : 10 Exp <- muHat^class * exp(-muHat) / factorial(class) Exp <- Exp[-1] / (1- Exp[1]) * sum(Fi) # individuals seen 1, 2, 3, 4, 5, 6, 7, 8, 9, and 10 times # This distribution maybe reduced to: FiPooled <- c(8, 5, 4, 4) # individuals seen 1, 2, 3-4...