Displaying 13 results from an estimated 13 matches for "ncv".
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2009 Sep 18
1
some irritation with heteroskedasticity testing
...produce rather
different results i am somewhat clueless how to deal with it.
Here is what I did:
1. I plotted fitted.values vs residuals and somewhat intuitively
believe, it isn't really increasing...
2. further I ran the following tests
bptest (studentized and non-studentized), gqtest, ncv.test with the
following results:
ncv:
Non-constant Variance Score Test
Variance formula: ~ fitted.values
Chisquare = 13.87429 Df = 1 p = 0.00194580
Goldfeld-Quandt test
data: reg
GQ = 1.7092, df1 = 327, df2 = 327, p-value = 7.93e-07
studentized Breusch-Pagan test
data: reg
BP = 15.82...
2012 Oct 08
0
time series data failing ncv test
For a set of data showing seasonality (related to the 4th quarter), ncv
test in R shows p-value of 0.008 which rejects the null hypothesis of
constant-variance. How to apply White's standard error in R?
thanks
______________________________________________________________________
The information transmitted, including any attachments, is intended only...
2005 Jun 04
1
the test result is quite different,why?
...or(year) + clprbarr + clprbcon +
clprbpri + clavgsen + clpolpc, data = cri)
> bptest(a,st=F)
Breusch-Pagan test
data: a
BP = 34.4936, df = 10, p-value = 0.0001523
> bptest(a,st=T)
studentized Breusch-Pagan test
data: a
BP = 10.9297, df = 10, p-value = 0.363
> ncv.test(a)
$formula
~fitted.values
$formula.name
[1] "Variance"
$ChiSquare
[1] 1.163501
$Df
[1] 1
$p
[1] 0.2807406
$test
[1] "Non-constant Variance Score Test"
attr(,"class")
[1] "chisq.test"
>
2008 Sep 04
2
Correct for heteroscedasticity using car package
Dear all,
Sorry if this is too obvious.
I am trying to fit my multiple regression model using lm()
Before starting model simplification using step() I checked whether the
model presented heteroscedasticity with ncv.test() from the CAR package.
It presents it.
I want to correct for it, I used hccm() from the CAR package as well and
got the Heteroscedasticity-Corrected Covariance Matrix.
I am not sure what am I supposed to do with the matrix. I guess I should
run my model again telling it to use that matrix b...
2018 Sep 06
2
Adding an trinsics in x86
...tPrefix = "x86" in {
def int_x86_max_qb: GCCBuiltin<"__builtin_x86_max_qb">,
Intrinsic<[llvm_i32_ty], [llvm_i32_ty, llvm_i32_ty], [IntrNoMem]>;
}
In src//tools/clang/include/clang/Basic/BuiltinsX86.def
TARGET_BUILTIN(__builtin_x86_max_qb, "V2iV2iV2i", "ncV:64:", "") //I don't know the meaning of these parameters, just write according to the add function.
In src/tools/clang/lib/CodeGen/CGBuiltin.cpp. in function EmitX86BuiltinExpr
case X86::BI__builtin_x86_max_qb:{
return Builder.CreateCall(CGM.getIntrinsic(Intrinsic::x86_max_qb));...
2012 Oct 08
0
time series data failing non-constant variance test
For a set of data showing seasonality (related to the 4th quarter),
ncv
test shows p-value of 0.008 which rejects the null hypothesis of
constant-variance. Currently a linear LM relationship is being
applied to
the data.
Should white's error be used to correct the non-constant variance? Are
the p-values of the coefficients unreliable?
th...
2008 Apr 29
2
function to generate weights for lm?
Hi,
I would like to use a weighted lm model to reduce heteroscendasticity. I am
wondering if the only way to generate the weights in R is through the
laborious process of trial and error by hand. Does anyone know if R has a
function that would automatically generate the weights need for lm?
Thanks,
--
Tom
[[alternative HTML version deleted]]
2008 May 09
1
Which gls models to use?
Hi,
I need to correct for ar(1) behavior of my residuals of my model. I noticed
that there are multiple gls models in R. I am wondering if anyone
has experience in choosing between gls models. For example, how
should one decide whether to use lm.gls in MASS, or gls in nlme for
correcting ar(1)? Does anyone have a preference? Any advice is appreciated!
Thanks,
--
Tom
[[alternative HTML
2003 Aug 01
0
gdb coredumps
...mbios Logic
#device sym # NCR/Symbios Logic (newer chipsets)
#options SYM_SETUP_LP_PROBE_MAP=0x40
# Allow ncr to attach legacy NCR devices when
# both sym and ncr are configured
#device adv0 at isa?
#device adw
#device bt0 at isa?
#device aha0 at isa?
device aic0 at isa?
#device ncv # NCR 53C500
#device nsp # Workbit Ninja SCSI-3
#device stg # TMC 18C30/18C50
# SCSI peripherals
device scbus # SCSI bus (required)
device da # Direct Access (disks)
device sa # Sequential Access (tape etc)
device cd # CD
device pass # Passthrough device (direct SCSI access)
# RAID...
2003 Oct 01
0
AC-97 problem between RELENG_4_8 and RELENG_4
...bios Logic
#device sym # NCR/Symbios Logic (newer chipsets)
#options SYM_SETUP_LP_PROBE_MAP=0x40
# Allow ncr to attach legacy NCR devices when
# both sym and ncr are configured
#device adv0 at isa?
#device adw
#device bt0 at isa?
#device aha0 at isa?
#device aic0 at isa?
#device ncv # NCR 53C500
#device nsp # Workbit Ninja SCSI-3
#device stg # TMC 18C30/18C50
# SCSI peripherals
device scbus # SCSI bus (required)
device da # Direct Access (disks)
device sa # Sequential Access (tape etc)
device cd # CD
device pass # Passthrough device (direct SCSI access)
device...
2008 Sep 30
1
wpi driver freeze on boot
...)
device trm # Tekram DC395U/UW/F DC315U adapters
device adv # Advansys SCSI adapters
device adw # Advansys wide SCSI adapters
device aha # Adaptec 154x SCSI adapters
device aic # Adaptec 15[012]x SCSI adapters, AIC-6[23]60.
device bt # Buslogic/Mylex MultiMaster SCSI adapters
device ncv # NCR 53C500
device nsp # Workbit Ninja SCSI-3
device stg # TMC 18C30/18C50
# SCSI peripherals
device scbus # SCSI bus (required for SCSI)
device ch # SCSI media changers
device da # Direct Access (disks)
device sa # Sequential Access (tape etc)
device cd # CD
device pass # Passth...
2003 Apr 07
1
kmem_malloc crash with 4.8
...NCR/Symbios Logic
device sym # NCR/Symbios Logic (newer chipsets)
options SYM_SETUP_LP_PROBE_MAP=0x40
# Allow ncr to attach legacy NCR devices when
# both sym and ncr are configured
device adv0 at isa?
device adw
device bt0 at isa?
device aha0 at isa?
device aic0 at isa?
device ncv # NCR 53C500
device nsp # Workbit Ninja SCSI-3
device stg # TMC 18C30/18C50
# SCSI peripherals
device scbus # SCSI bus (required)
device da # Direct Access (disks)
device sa # Sequential Access (tape etc)
device cd # CD
device pass # Passthrough device (direct SCSI access)
# RAID c...
2003 Apr 10
2
Crash dump in umount
...ymbios Logic
device sym # NCR/Symbios Logic (newer chipsets)
options SYM_SETUP_LP_PROBE_MAP=0x40
# Allow ncr to attach legacy NCR devices when
# both sym and ncr are configured
#device adv0 at isa?
#device adw
#device bt0 at isa?
#device aha0 at isa?
#device aic0 at isa?
#device ncv # NCR 53C500
#device nsp # Workbit Ninja SCSI-3
#device stg # TMC 18C30/18C50
# SCSI peripherals
device scbus # SCSI bus (required)
device da # Direct Access (disks)
#device sa # Sequential Access (tape etc)
device cd # CD
#device pass # Passthrough device (direct SCSI access)
# RA...