Displaying 4 results from an estimated 4 matches for "undersmooth".
2006 Mar 23
1
comparative density estimates
..., bw="sj", adjust=1)
d2 <- density(sub2, from=1500, to=1990, bw="sj", adjust=1)
the second to
d1 <- density(sub1, from=1500, to=1990, bw="sj", adjust=2.5)
d2 <- density(sub2, from=1500, to=1990, bw="sj", adjust=0.75)
The second graph seems to me to undersmooth the more extensive data
from Europe and undersmooth the data from North America.
- any comments or suggestions?
- are there other methods I should consider?
I did find overlap.Density() in the DAAG package, but perversely, it
uses a bw=
argument to select a B&W/grayscale plot.
thanks,
-Mich...
2005 Dec 16
3
partially linear models
Hey,
I am estiamting a partially linear model y=X\beta+f(\theta) where the f(\theta) is estiamted using wavelets.
Has anyone heard of methods to test if the betas are significant or to address model fit?
Thanks for any thoughts or comments.
Elizabeth Lawson
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2005 Jan 05
1
cubic spline smoother with heterogeneous variance.
Hello. I want to estimate the predicted values and standard errors of
Y=f(t) and its first derivative at each unique value of t using the
smooth.spline function. However, the data (plant growth as a function
of time) show substantial heterogeneity of variance since the variance
of plant mass increases over time. What is the consequence of such
heterogeneity of variance in terms of bias in the
2013 Apr 17
1
mgcv: how select significant predictor vars when using gam(...select=TRUE) using automatic optimization
I have 11 possible predictor variables and use them to model quite a few
target variables.
In search for a consistent manner and possibly non-manual manner to identify
the significant predictor vars out of the eleven I thought the option
"select=T" might do.
Example: (here only 4 pedictors)
first is vanilla with "select=F"
>