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2012 Mar 14
2
Maximization problem in the optim function
Dear R Users
I am maximizing a user defined log likelihood function. It includes variance
parameter (sigma). I used R function optim with BFGS maximization method.
However, it stops before the solution saying ?sqrt(sigma): NaNs produced?
Could anybody know a proper transformation for sigma which can be passed in
the function? For the correlation parameter I used Fishers? transformation
so it
2012 Oct 03
2
Error in if (any(ch)) { : missing value where TRUE/FALSE needed
Can someone please help with the error message below?
thanks!
Start: AIC=-Inf
value ~ 1 + Core_CPI__ + GDP_change + Unemployment + housing +
interest + S_P + d1 + d2 + d3
Error in if (any(ch)) { : missing value where TRUE/FALSE needed
In addition: Warning message:
attempting model selection on an essentially perfect fit is nonsense
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The information transmitted, including any att...
2012 Oct 09
1
why does R stepAIC keep unsignificant variables?
.... Error t value Pr(>|t|)
(Intercept) 1.315e-01 2.687e-01 0.490 0.63611
Core_CPI__ 1.290e-02 7.496e-03 1.721 0.11927
GDP_change -3.482e-03 2.075e-03 -1.678 0.12767
Unemployment 1.209e-02 6.970e-03 1.735 0.11685
interest -5.580e-03 3.923e-03 -1.422 0.18863
housing 6.692e-04 5.812e-04 1.151 0.27928
S_P 7.636e-05 3.967e-05 1.925 0.08641 .
d1 2.087e-02 6.102e-03 3.421 0.00762 **
d2 -2.059e-02 7.331e-03 -2.808 0.02043 *
d3 -2.769e-02 6.268e-03 -4.418 0.00168 **
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Residual standard error: 0.008362 on 9 degrees of freedom
Multiple R-squar...
2005 Jul 29
0
PLS component selection for GPLS question
...ot sure how to
choose the right number of PLS components for my data set.
I used the function errorest() from package ipred to estimate the
error rates und gpls() with Firth procedure switched on.
The attached PDF Graphik illustrates the problem for my data set.
S_n is the model sensitivity and S_p the model specifity.
With 4 component I get the best crossvalidation error rate 17% and
with 5 components the best bootstrap error rate 9%, but
the sensitivity of the model is only 11% !
If one choose 13 components, one gets 100% sensitivity and 100%
specifity and CV error is 34% and the boostr...