search for: varclass

Dear Douglas and R-help, Does lme assume normal distribution AND equal variance among groups like anova() does? If it does, is there any method like unequal variance T-test (Welch T) in lme when each group has unequal variance in my data? Thanks, Shirley

Hi, I need to correct for ar(1) behavior of my residuals of my model. I noticed that there are multiple gls models in R. I am wondering if anyone has experience in choosing between gls models. For example, how should one decide whether to use lm.gls in MASS, or gls in nlme for correcting ar(1)? Does anyone have a preference? Any advice is appreciated! Thanks, -- Tom [[alternative HTML

Dear list, I was trying to create a VarClass for nlme to work with Fay-Herriot (FH) models. The idea was to create a modification of VarComb that instead of multiplying the variance functions made their sum (I called it varSum). After some fails etc... I found that the I was not getting the expected results because I needed to make sigma fixe...

A couple of questions: How to be sure that gls allowes errors to be correlated and/or have unequal variances? (is this on auto or is there a switch?) How to calculate confidence limits for a linear regresssion? -------------- next part -------------- A non-text attachment was scrubbed... Name: dthompson.vcf Type: text/x-vcard Size: 303 bytes Desc: Card for David Thompson Url :

...weights: an optional `varFunc' object or one-sided formula describing the within-group heteroscedasticity structure. If given as a formula, it is used as the argument to `varFixed', corresponding to fixed variance weights. See the documentation on `varClasses' for a description of the available `varFunc' classes. Defaults to `NULL', corresponding to homoscesdatic within-group errors. Is it possible to use case weights in an nlme model (both in general and in the specific R implementation)? If so, could some kind soul p...

I would like to be able to extract the significance levels (or standard errors) of the variance-covariance parameters in nlme objects (i.e. from the varClasses and/or corClasses). Is there a way to do it, or do I have to reverse the intervals function calculations ? Thanks. Rob _________________________________________________________________ [[alternative HTML version deleted]]

...weighting. The statistical weight would thus differ across individuals but be the same over the repeated measurements of each individual (to which the random effects apply) and should be somehow multiplied by the residuals of the repeated measurements of each individual. We guess we need to use the varClasses argument but it does not seem clear in the R help files to which level the statistical weights would apply. Could you please tell us how to define the statistical weights on the level of the random effects, i.e. on the level of the individual? varIdent? 2) We furthermore want to analyze the...

Hi, I would like to use a weighted lm model to reduce heteroscendasticity. I am wondering if the only way to generate the weights in R is through the laborious process of trial and error by hand. Does anyone know if R has a function that would automatically generate the weights need for lm? Thanks, -- Tom [[alternative HTML version deleted]]