search for: studres

Displaying 7 results from an estimated 7 matches for "studres".

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2005 Jul 28
1
conversion from SAS
...no/365); bloom=0; w_chla=1/chla/chla; run; ODS listing close; %macro sort_event(cut_off,last=0); /*proc glm data=sort_dataset; class year; model logchla=year cos1 sin1 cos2 sin2 cos3 sin3 cos4 sin4 /solution; by station; where bloom=0; output out=chla_res predicted=pred student=studres cookd=cookd rstudent=rstudent u95=u95; lsmeans year / at (cos1 sin1 cos2 sin2 cos3 sin3 cos4 sin4)=(0 0 0 0 0 0 0 0); ODS output ParameterEstimates=parmest LSmeans=lsmeans; run;*/ proc glm data=sort_dataset; class year month; model chla=/solution; by station; weight w_chla; whe...
2004 Apr 05
0
studentized deleted residuals and NA's
Dear R-Help, I am using the studres function from the MASS package to compute studentized deleted residuals in a oneway anova. I'm having trouble interpreting the results in situations where a factor level has only one observation. Sometimes studres yields an NaN and sometimes it produces a numeric value for cases where a facto...
2010 Nov 10
1
standardized/studentized residuals with loess
Hi all, I'm trying to apply loess regression to my data and then use the fitted model to get the *standardized/studentized residuals. I understood that for linear regression (lm) there are functions to do that:* * * fit1 = lm(y~x) stdres.fit1 = rstandard(fit1) studres.fit1 = rstudent(fit1) I was wondering if there is an equally simple way to get the standardized/studentized residuals for a loess model? BTW my apologies if there is something here that I'm missing. All the best, * * *Oliver * [[alternative HTML version deleted]]
2005 Aug 12
1
help on cross hedge optimal hedge variance ratio
Hi everyone I am trying to estimate the optimal hedge variance ratio for cross hedging two commodities. the price levels are used (compared to price change and % price change) and used the OLS with dummy variable for estimating the co-efficients. the equation looks like this Y = B + B1*D1 + B2*X + B3*(X*D1) Where Y = Daily Cash market price D1 = Dummy variable taking value 1 for period Oct-Mar
2002 Apr 02
1
Repeated aov residuals
Hello, Are there any access functions to the various residual variables that should result from a repeated measures ANOVA ? MyAOVObject$residuals does not exist, and simply printing MyAOVObject gives a very long print of all fields in the result list, many of which I can't see what they are exactly : $error.qr$qraux, for instance. What I would like basically is to inspect those residuals
2006 Jul 03
1
how to get the studentized residuals in lm()
Dear friends, In s-plus, lm() generates the the studentized residuals automatically for us, and In R, it seems don't have the results: After i fitted lm(), i use attibutes() to see the objects and didn't find studentized residuals . How to get the the studentized residuals in lm(),have i missed something? thanks very much! -- Kind Regards, Zhi Jie,Zhang ,PHD Department of Epidemiology
2002 Apr 11
14
Ordinal categorical data with GLM
Hello All: I am trying to replicate the results of an example found in Alan Agresti's "Categorical Data Analysis" on pages 267-269. The example is one of a 2 x 2 cross-classification table of ordinal counts: job satisfaction and income. I am able to get Agresti's results for the independence model (G^2 = 12.03 with df = 9) assuming as he does that the data is nominal, but