Displaying 18 results from an estimated 18 matches for "varstruct".
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2006 Jan 09
1
trouble with extraction/interpretation of variance structure para meters from a model built using gnls and varConstPower
...data=data,weights=varConstPower(const=1,power=0,form=
~fitted(.))));
#Examine results
model3; #const = .6551298, power =
.8913665
summary(model3); #const = .6551298, power =
.8913665
coef(model3$modelStruct$varStruct)["power"]; # power =
.8913665
coef(model3$modelStruct$varStruct)["const"]; #const = -0.4229219
coef.varFunc(model3$modelStruct$varStruct); #R can't seem to find this
function, Splus can
Any advice on what I am doing wrong would be appreciated....
2006 Feb 17
0
trouble with extraction/interpretation of variance struct ure para meters from a model built using gnls and varConstPower
...df.com]
Sent: Sunday, January 15, 2006 6:41 PM
To: Rand, Hugh
Cc: 'r-help at lists.R-project.org'
Subject: Re: [R] trouble with extraction/interpretation of variance
structure para meters from a model built using gnls and varConstPower
How about this:
> exp(coef(model3$modelStruct$varStruct)["const"])
const
0.6551298
Does that answer the question about not understanding the
connection
between summary(model3) and coef(model3$modelStruct$varStruct)["const"]?
Regarding the question about R not being able to find
'coef.varFunc',
I tried the follo...
2003 Mar 31
1
nonpos. def. var-cov matrix
R 1.6.2 for Windows, Win2k:
I have fitted a weighted least squares model using the code
"wls.out <- gls(y ~ x1 + x2 + x3 + x4 + x5 + x6 - 1, data = foo.frame,
weights = varConstPower(form = ~ fitted(.), fixed = list(power = 0.5),
const = 1))"
The data has 62 rows and the response is zero when the covariates are
zero. The purpose of the model was to account
for the the fact that
2010 Oct 15
2
How to extract parameter estimates of variance function from lme fit
...ated data, we use varConstPower ( constant plus power
variance function).
fm<-lme(UPDRS~time,data=data.simula,random=~time,method="ML",weights=varConstPower(fixed=list(power=1)))
I extract the results of this function by using the following codes:
y<-summary(fm)
x<-y$modelStruct$varStruct
> x
Variance function structure of class varConstPower representing
const power
1.184535e-15 1.000000e+00
These are the constants and power that apppear in the summary(fm), and
that I want to extract.
Hower I got different value of const when extracting from x:
> x$const...
2006 Jun 01
2
Help: lme
...essian matrix is not positive definite or something like that (i am not quite sure), the intervals function delivers an error message.
Thus, i will like to ask if there is another way to access these values. I tried using the following code:
hh$modelStruct$corStruct[1]
hh$modelStruct$varStruct[1]
Rather the output was:
> hh$modelStruct$corStruct[1]
[1] -1.308580
> hh$modelStruct$varStruct[1]
[1] -0.03124255
I presume there is a way to calculate the correlation and variance function coefficients using these values.
Could you tell me how to access those value...
2006 May 30
1
Query: lme output
...essian matrix is not positive definite or something like that (i am not quite sure), the intervals function delivers an error message.
Thus, i will like to ask if there is another way to access these values. I tried using the following code:
hh$modelStruct$corStruct[1]
hh$modelStruct$varStruct[1]
Rather the output was:
> hh$modelStruct$corStruct[1]
[1] -1.308580
> hh$modelStruct$varStruct[1]
[1] -0.03124255
I presume there is a way to calculate the correlation and variance function coefficients using these values.
Could someone tell me how to access those v...
2010 Mar 09
0
varComb in gls/lme
...alpha0=0.1
alpha1=3
m=200
n=200
c0=-2.413; nu0=-0.2; nu1=0.3
simu.dat=simulate.pilot(m, mn, sigma, alpha0, alpha1, c0, nu0, nu1)
fit1=try(gls(Y~W, data=simu.dat, weights=varComb(varExp(form=~W),
varExp(form=~I(W^2)))))
c0.hat= log(fit1$sigma^2)
nu0.hat=2*fit1$modelStruct$varStruct$A[1]
nu1.hat=2*fit1$modelStruct$varStruct$B[1]
> c0.hat
[1] -1.570104
> nu0.hat
[1] -0.787264
> nu1.hat
[1] 0.4057129
>
Thanks
Xuesong
CONFIDENTIALITY NOTICE: This e-mail message, including a...{{dropped:12}}
2010 Mar 15
0
question regarding variance function in gls
...sigma=sqrt(0.5)
alpha0=0.1
alpha1=3
m=200
n=200
c0=-2.413; nu0=-0.2; nu1=0.3
simu.dat=simulate.pilot(m, mn, sigma, alpha0, alpha1, c0, nu0, nu1)
fit1=try(gls(Y~W, data=simu.dat, weights=varComb(varExp(form=~W),
varExp(form=~I(W^2)))))
c0.hat= log(fit1$sigma^2)
nu0.hat=2*fit1$modelStruct$varStruct$A[1]
nu1.hat=2*fit1$modelStruct$varStruct$B[1]
> c0.hat
[1] -1.570104
> nu0.hat
[1] -0.787264
> nu1.hat
[1] 0.4057129
>
Thanks
Xuesong
2010 Jun 24
1
Question on WLS (gls vs lm)
...hought
that maybe optimum weights from gls might be used as weights in lm (as
shown below), but apparently this is not the case. See:
library(nlme)
f1 <- gls(Petal.Width ~ Species / Petal.Length, data = iris, weights
= varIdent(form = ~ 1 | Species))
aa <- attributes(summary(f1)$modelStruct$varStruct)$weights
f2 <- lm(Petal.Width ~ Species / Petal.Length, data = iris, weights = aa)
summary(f1)$tTable; summary(f2)
So, the two models with the very same weights do differ (in terms of
standard errors). Could you please explain why? Are these different
types of weights?
Many thanks in advance,...
2007 Oct 17
2
nmle: gnls freezes on difficult case
...version.string R version 2.6.0 (2007-10-03)
start=c(-1.5, 9.5, 0.09, 10.25)
names(start)<-c("A","B","xmid","scal")
gnls(response~SSllogis(conc,A,B,xmid,scal),tdat,start=start,weights=varPower(),verbose=TRUE)
**Iteration 1
GLS step: Objective: NULLvarStruct parameters:
power
0.3373199
NLS step: RSS = 0
model parameters:-0.799941 8.99983 -0.522623 212.314
iterations: 2
Convergence:
params varStruct
1.172208 1.000000
### After about 10 min hit cntrl C
Warning messages:
1: In log(xmid) : NaNs produced
2: In log(xmid) : NaNs pro...
2011 Aug 17
1
contrast package with interactions in gls model
...ts levels)
I used function contrast (package contrast) whit following script to probe
the hypotesis 1.:
con<-contrast(FINAL, list(Lugar= 'Xmatkuil', Tra=1), list(Lugar='Xmatkuil',
Tra = 0))
but i found this error message:
Error en gendata.default(fit = list(modelStruct = list(varStruct =
c(-0.253689933940456, :
not enough factors
I would be grateful if somebody tell me I'm doing wrong with my contrast
function script.
Thanks in advance,
Marylin Bejarano
PHd candidate in Ecology Institute of Mexico's National Autonomous
University
[[alternative HTML version delete...
2006 Mar 07
1
lme and gls : accessing values from correlation structure and variance functions
...-------------------------------------------------------------------------------------------------
Can somebody tell me how to access the values in blue above?
Also, when i tried accessing these values i obtained the following
bm$modelStruct
corStruct parameters:
[1] -1.394879
varStruct parameters:
[1] 0.5680815
What do these values represent.
Thanks in advance..
Pryseley
sample data:
RowNames Trial subject VISUAL0 TRT VISUAL24 VISUAL52 TREAT outcome endpoint trt
4 1 1003 65 4 65 55 2 0 1 1
8 1...
2004 Oct 28
0
Auxilliary args in gls
...mula.
It should not be part of the data frame, as it is a vector of a
different length. How can this be done?
The gls() code suggests it may be difficult to keep the auxillary arg
out of the model.frame but in the evaluation frame of the formula:
glsSt <- glsStruct(corStruct = correlation, varStruct =
varFunc(weights))
mfArgs <- list(formula = asOneFormula(formula(glsSt), model,
groups), data = data, na.action = na.action)
if (!missing(subset)) {
mfArgs[["subset"]] <- asOneSidedFormula(Call[["subset"]])[[2]]
}
mfArgs$drop.unused.levels...
2007 Jun 25
3
Bug in getVarCov.gls method (PR#9752)
...to eliminate the
>method entirely. Any objections to my doing that?
>
>The method is currently defined as
>
>getVarCov.gls <-
> function(obj, individual = 1, ...)
>{
> S <- corMatrix(obj$modelStruct$corStruct)[[individual]]
> if (!is.null( obj$modelStruct$varStruct))
> {
> ind <- obj$groups==individual
> vw <- 1/varWeights(obj$modelStruct$varStruct)[ind]
> }
> else vw <- rep(1,nrow(S))
> vars <- (obj$sigma^2)*vw
> result <- t(S * sqrt(vars))*sqrt(vars)
> class(result) <- c(&...
2007 Nov 27
2
lme object manipulation
Hello:
I have an lme object, say lme_res2, which was generated using the varIdent. I'm trying to extract the double 1.532940 from the object, but I can't find it by attributes(lme_res2) or attributes(summary(lme_res2)). How can I pull it out (so that I can save it to another variable)? Thanks.
Shin
Linear mixed-effects model fit by REML
Data: dat
Log-restricted-likelihood:
2003 Mar 04
2
How to extract R{i} from lme object?
Hi, lme() users,
Can some one tell me how to do this.
I model Orthodont with the same G for random
variables, but different R{i}'s for boys and girls, so
that I can get sigma1_square_hat for boys and
sigma2_square_hat for girls.
The model is Y{i}=X{i}beta + Z{i}b + e{i}
b ~ iid N(0,G) and e{i} ~ iid N(0,R{i}) i=1,2
orth.lme <- lme(distance ~ Sex * age, data=Orthodont,
random=~age|Subject,
2004 Apr 05
3
2 lme questions
Greetings,
1) Is there a nice way of extracting the variance estimates from an lme fit? They don't seem to be part of the lme object.
2) In a series of simulations, I am finding that with ML fitting one of my random effect variances is sometimes being estimated as essentially zero with massive CI instead of the finite value it should have, whilst using REML I get the expected value. I guess
2006 Mar 08
0
survival
...--------------------------------------------------------------------
----------------------------
Can somebody tell me how to access the values in blue above?
Also, when i tried accessing these values i obtained the following
bm$modelStruct
corStruct parameters:
[1] -1.394879
varStruct parameters:
[1] 0.5680815
What do these values represent.
Thanks in advance..
Pryseley
sample data:
RowNames Trial subject VISUAL0 TRT VISUAL24 VISUAL52 TREAT outcome
endpoint trt
4 1 1003 65 4 65 55 2 0 1
1
8 1...