search for: tutz

...esterday. According to http://mirror-status.centos.org a whopping number of 227 mirrors are currently out of date. This is the major part of all European mirrors. :( Can someone please have a closer look at this? Thanks a lot and regards Patrick -- Lobster LOGsuite GmbH, Hauptstra?e 67, D-82327 Tutzing HRB 178831, Amtsgericht M?nchen Gesch?ftsf?hrer: Dr. Martin Fischer, Rolf Henrich

Dear R users, I am trying to fit a glm with a distribution free family, link = log and variance = constant*mu. I guess I have to use the quasi family but the choices of variance are restricted to constant or mu or mu^2..., I don't know the way to choose the variance that I need, i.e. constant*mu. If you have any ideas or advice, please tell me. Thanks, Laetitia Mestdagh Laetitia Mestdagh

Hello all, I am wondering if there is a way to do a spatial error probit/logit model in R? I can't seem to find it in any of the packages. I can do it in MATLAB with Gibbs sampling, but would like to confirm the results. Ideally I would like to use this model to predict probability of parcel conversion in a future time period. This seems especially difficult in a binary outcome model

How might you fit a generalized linear model (glm) with variance = mu+theta*mu^2 (where mu = mean of the exponential family random variable and theta is a parameter to be estimated)? This appears in Table 2.7 of Fahrmeir and Tutz (2001) Multivariate Statisticial Modeling Based on Generalized Linear Models, 2nd ed. (Springer, p. 60), where they compare "log-linear model fits to cellular differentiation data based on quasi-likelihoods" between variance = phi*mu (quasi-Poisson), variance = phi*mu^2 (quasi-exponen...

...tion that in the former one has individual data and in the latter one aggregated data. The difference between the two examples is on a single subject: I substituted to the first example a censored case with a subject who died at the first time-unit. Afterward I fitted a logistic model (Fahrmeir and Tutz, 2001) in the glm context, but whereas there is not difference between individual and aggregated dataset in the first example, I noted some discrepancies in the second example. I might guess that something with weights is going on, but I did not manage to clearly understand. Hope that the following...

Dear R users, an update of the package ppls - Penalized Partial Least Squares - is now available on CRAN. It implements the methods described in N. Kr?mer, A.-L. Boulesteix, G. Tutz "Penalized Partial Least Squares with Applications to B-Spline Transformations and Functional Data" Chem. Intell. Lab. Sys. 2008 http://dx.doi.org/10.1016/j.chemolab.2008.06.009 Features of the package include * the estimation of functional data with penalized PLS, * the estimation of...

Dear R users, an update of the package ppls - Penalized Partial Least Squares - is now available on CRAN. It implements the methods described in N. Kr?mer, A.-L. Boulesteix, G. Tutz "Penalized Partial Least Squares with Applications to B-Spline Transformations and Functional Data" Chem. Intell. Lab. Sys. 2008 http://dx.doi.org/10.1016/j.chemolab.2008.06.009 Features of the package include * the estimation of functional data with penalized PLS, * the estimation of...

Folks, Should semanage be part of the policycoreutils package? At least in 6.x, it's not. mark

...ized by members of the program committee, including Claudio Agostinelli, Roger Bivand, Peter Buehlmann, Ram??n D??az-Uriarte, Sandrine Dudoit, Dirk Eddelbuettel, Frank Harrell, Simon Jackman, Roger Koenker, Uwe Ligges, Andrew Martin, Balasubramanian Narasimhan, Peter Rossi, Anthony Rossini, Gerhard Tutz and Antony Unwin and will cover topics such as - Applied Statistics & Biostatistics - Bayesian Statistics - Bioinformatics - Econometrics & Finance - Machine Learning - Marketing - Robust Statistics - Spatial Statistics - Statistics in the Social and Political Sciences -...

...ized by members of the program committee, including Claudio Agostinelli, Roger Bivand, Peter Buehlmann, Ram??n D??az-Uriarte, Sandrine Dudoit, Dirk Eddelbuettel, Frank Harrell, Simon Jackman, Roger Koenker, Uwe Ligges, Andrew Martin, Balasubramanian Narasimhan, Peter Rossi, Anthony Rossini, Gerhard Tutz and Antony Unwin and will cover topics such as - Applied Statistics & Biostatistics - Bayesian Statistics - Bioinformatics - Econometrics & Finance - Machine Learning - Marketing - Robust Statistics - Spatial Statistics - Statistics in the Social and Political Sciences -...

Dear R-listers, I am working with generalized linear mixed models to quantify the variance due to two nested random factors, but have hit a snag in the interpretation of variance components. Despite my best efforts with Venables & Ripley 2002, Fahrmeir & Tutz 2001, R-help archives, Google, and other eminent sources (i.e. local R gurus), I have not been able to find a definitive answer explaining when the value reported for the residual error represents a scale parameter, and when it represents the actual variance (or standard error) and can be interpret...