search for: section4

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2006 Aug 29
0
how to contrast with factorial experiment
Hello, R experts, If I understand Ted's anwser correctly, then I can not contrast the mean yields between sections 1-8 and 9-11 under "Trt" but I can contrast mean yields for sections 1-3 and 6-11 because there exists significant interaction between two factors (Trt:section4, Trt:section5). Could I use the commands below to test the difference between sections 1-3 and 6-11 ? > contrasts(section)<-c(-2,-2,-2,0,0,1,1,1,1,1,1) > newobj<-lm(log2(yield)~treat*section) How can I infer that there is significant difference between sections 1-3 and sections 6-11 f...
2012 Jun 25
2
Fractional Factorial - Wrong values using lm-function
...ing the use of aov and lm-functions. I'm doing a fractional factorial experiment at our production site, and I need to familiarize myself with the analysis before I conduct the experiment. I've been working my way through the examples provided at http://www.itl.nist.gov/div898/handbook/pri/section4/pri472.htm http://www.itl.nist.gov/div898/handbook/pri/section4/pri472.htm , but I can't get the results provided in the trial model calculations. Why is this. Here is how I have tried to do it: > data.catapult=read.table("Fractional.txt",header=T) #Read the data in the > table...
2006 Aug 24
1
how to constrast with factorial experiment
...t) 6.288403 0.050034 125.682 < 2e-16 *** treatTrt 1.221219 0.070759 17.259 < 2e-16 *** section1 -0.008502 0.010213 -0.832 0.409675 section2 -0.491175 0.165945 -2.960 0.004942 ** section3 2.569427 0.165945 15.484 < 2e-16 *** section4 3.556067 0.165945 21.429 < 2e-16 *** section5 -1.157069 0.165945 -6.973 1.25e-08 *** section6 -0.003562 0.165945 -0.021 0.982971 section7 -0.487770 0.165945 -2.939 0.005223 ** section8 0.106181 0.165945 0.640 0.525585 section9...
2010 Oct 14
7
undefined method?
I''m trying to learn rails as I go along, and having a bit of trouble. There is an undefined method cropping that I don''t know why rails thinks should be there. Firstly, I''m using rails 3, ruby 1.9.2 I have a controller with an index action This part works fine, but i am trying to add a comment form to the page that is rendered by that index action. Supposing my
2012 Feb 02
9
Modelo senoidal de datos temporales de radiación y prueba de Thom
...verificar su homogeneidad [0]. De momento me encuentro con los siguientes problemas: 1- ¿Existe la prueba de Thom en R? ¿O debo crearme mi propia función? 2- Para la realización del modelo senoidal estoy siguiendo los pasos que marcan en este texto: http://www.itl.nist.gov/div898/handbook/eda/section4/eda4253.htm pero me encuentro con los siguientes problemas: 1a - La serie que estoy utilizando tiene valores perdidos (ND) y hay varias funciones, como spectrum o lag.plot, que no se pueden utilizar. Yo los he reconvertido a 0, lo que no se si sera la correcto o me puede desvirtuar el modelo....
2009 Nov 07
0
Scheffé's method?
Evidently my RSeek capabilities have once again failed me...By any chance is Scheffe's method (http://www.itl.nist.gov/div898/handbook/prc/section4/prc472.htm) implemented independently in any R base packages? If not, is it implemented independently in any of the add-on packages? Thanks again for any insights.
2003 Nov 15
0
FW: computing a p-value ...
...proceed. cheers, Rolf Turner rolf@math.unb.ca -----Original Message----- From: Jason Turner [mailto:jasont@indigoindustrial.co.nz] This should get you started. These methods can be found in most introductory statistics textbooks. http://www.itl.nist.gov/div898/handbook/prc/section4/prc47.htm Cheers Jason -- Indigo Industrial Controls Ltd. http://www.indigoindustrial.co.nz 64-21-343-545 jasont@indigoindustrial.co.nz This e-mail message (and any attachments) may contain confidential and/or privileged information for the sole use of the intended recipient. Any review or dis...
2009 May 20
1
stationarity tests
How can I make sure the residual signal, after subtracting the trend extracted through some technique, is actually trend-free ? I would greatly appreciate any suggestion about some Stationarity tests. I'd like to make sure I have got the difference between ACF and PACF right. In the following I am citing some definitions. I would appreciate your thoughts. ACF(k) estimates the correlation