search for: sandwiches

Displaying 20 results from an estimated 238 matches for "sandwiches".

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2011 Sep 19
1
"could not find function" after import
I am trying to build a package (GWASTools, submitted to Bioconductor) that uses the "sandwich" package. I have references to "sandwich" in DESCRIPTION: Imports: methods, DBI, RSQLite, sandwich, survival, DNAcopy and NAMESPACE: import(sandwich) In the code itself is a call to vcovHC: Vhat <- vcovHC(mod, type="HC0") I have sandwich version 2.2-7 installed.
2006 Aug 25
0
sandwich: new version 2.0-0
Dear useRs, a new version 2.0-0 of the sandwich package for estimating sandwich covariance matrices is available from the CRAN mirrors. The tools for computing heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators, including the Eicker-Huber-White estimator) have been generalized over the last releases from linear regression to
2013 Apr 05
1
white heteroskedasticity standard errors NLS
Hello Is there any function to calculate White's standard errors in R in an NLS regression. The sandwich and car package do it but they need an lm object to calculate the error's. Does anyone have idea how to do it for an NLS object ? Regards The woods are lovely, dark and deep But I have promises to keep And miles before I go to sleep And miles before I go to sleep ----- [[alternative
2004 Aug 12
0
"new" package sandwich 0.1-3
Dear useRs, here is the announcement for the next "new" package: sandwich 0.1-3. sandwich provides heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators). The former are implemented in the function vcovHC() (which was available in strucchange before - and independently in hccm() in John Fox's car package). And the
2004 Aug 12
0
"new" package sandwich 0.1-3
Dear useRs, here is the announcement for the next "new" package: sandwich 0.1-3. sandwich provides heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators). The former are implemented in the function vcovHC() (which was available in strucchange before - and independently in hccm() in John Fox's car package). And the
2008 Dec 19
1
svyglm and sandwich estimator of variance
Hi, I would like to estimate coefficients using poisson regression and then get standard errors that are adjusted for heteroskedasticity, using a complex sample survey data. Then I will calculate prevalence ratio and confidence intervals. Can sandwich estimator of variance be used when observations aren?t independent? In my case, observations are independent across groups (clusters), but
2012 Oct 27
0
[gam] [mgcv] Question in integrating a eiker-white "sandwich" VCV estimator into GAM
Dear List, I'm just teaching myself semi-parametric techniques. Apologies in advance for the long post. I've got observational data and a longitudinal, semi-parametric model that I want to fit in GAM (or potentially something equivalent), and I'm not sure how to do it. I'm posting this to ask whether it is possible to do what I want to do using "canned" commands
2008 Jul 04
4
Re ad in a file - produce independent vectors
Is there a way of reading in a file in a way that each line becomes a vector: for example: meals.txt breakfast bacon eggs sausage lunch sandwich apple marsbar crisps dinner chicken rice custard pie I want to read in this file and end up with 3 different vectors, one called breakfast which contains "bacon", "eggs", sausage" One called
2008 May 08
2
poisson regression with robust error variance ('eyestudy
Ted Harding said: > I can get the estimated RRs from > RRs <- exp(summary(GLM)$coef[,1]) > but do not see how to implement confidence intervals based > on "robust error variances" using the output in GLM. Thanks for the link to the data. Here's my best guess. If you use the following approach, with the HC0 type of robust standard errors in the
2010 May 10
2
Robust SE & Heteroskedasticity-consistent estimation
Hi, I'm using maxlik with functions specified (L, his gradient & hessian). Now I would like determine some robust standard errors of my estimators. So I 'm try to use vcovHC, or hccm or robcov for example but in use one of them with my result of maxlik, I've a the following error message : Erreur dans terms.default(object) : no terms component Is there some attributes
2005 Jan 14
1
empirical (sandwich) SE estimate in lme ()?
Is it possible to get the empirical (sandwich) S.E. estimates for the fixed effects in lme () (thus allowing possibly correlated errors within the group)? In SAS you can get it by the 'empirical' option to PROC MIXED. Cheers, Michael -- Na (Michael) Li, Ph.D. Division of Biostatistics A443 Mayo Building, MMC 303 School of Public Health 420 Delaware
2010 Oct 13
1
robust standard errors for panel data
Hi, I would like to estimate a panel model (small N large T, fixed effects), but would need "robust" standard errors for that. In particular, I am worried about potential serial correlation for a given individual (not so much about correlation in the cross section). >From the documentation, it looks as if the vcovHC that comes with plm does not seem to do autocorrelation, and the
2007 Oct 30
1
Some matrix and sandwich questions
Dear R-help, I have a four-part question about regression, matrices, and sandwich package. 1) In the sandwich package, I would like to better understand the meat() function. >From the bread() documentation, for a simple OLS regression, bread() returns (1/n * X'X)^(-1) That is, for a simple regression (per the documentation on bread()): MyLM <- lm(y ~ x) bread(MyLM)
2007 Sep 19
3
Robust or Sandwich estimates in lmer2
Dear R-Users: I am trying to find the robust (or sandwich) estimates of the standard error of fixed effects parameter estimates using the package "lmer2". In model-1, I used "robust=TRUE" on the other, in model-2, I used "robust=FALSE". Both models giving me the same estimates. So my question is, does the robust option works in lmer2 to get the robust estimates of
2010 Jul 15
1
Longitudinal negative binomial regression - robust sandwich estimator standard errors
Hi All, I have a dataset, longitudinal in nature, each row is a 'visit' to a clinic, which has numerous data fields and a count variable for the number of 'events' that occurred since the previous visit. ~50k rows, ~2k unique subjects so ~25 rows/visits per subject, some have 50 some have 3 or 4. In STATA there is an adjustment for the fact that you have multiple rows per
2010 Jun 08
2
how to ignore rows missing arguments of a function when creating a function?
Hi, I am relatively new to R; when creating functions, I run into problems with missing values. I would like my functions to ignore rows with missing values for arguments of my function) in the analysis (as for example is the case in STATA). Note that I don't want my function to drop rows if there are missing arguments elsewhere in a row, ie for variables that are not arguments of my
2006 Dec 10
1
Use of bread() function
Hello, I am trying to extract an estimator for the bread of the sandwich function. I used bread(fitted model) however it seems that I have missed something as an error message "no applicable method for "bread" appears. My fitted model is a Spatial simultaneous autoregressive error model.(errorsarlm in spdep package) Can anyone please tell me what I might be doing wrong? Your
2009 Mar 03
2
latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White
Hello, first of all: I'm new to R and have only used SPSS befor this (which can't do this at all...). I'm trying to output some regression results to latex. The regressions are normal OLS and I'm trying to output the results with standardized regression coefficients and t-statistics based on "Huber-White sandwich estimator for variance". The final result should be
2010 Oct 14
1
robust standard errors for panel data - corrigendum
Hello again Max. A correction to my response from yesterday. Things were better than they seemed. I thought it over, checked Arellano's panel book and Driscoll and Kraay (Rev. Econ. Stud. 1998) and finally realized that vcovSCC does what you want: in fact, despite being born primarily for dealing with cross-sectional correlation, 'SCC' standard errors are robust to "both
2010 May 14
1
Creating an S3 method when the generic function is defined in another (imported) package
Hi, In one of my packages (maxLik), I would like to add an S3 method, where the generic function (estfun) is defined in another package (sandwich). Everything works fine if my package "Depends" on the other package and I import the generic function "estfun" from the "sandwich" package and define the new method in the NAMESPACE file. However, I prefer not to load the