search for: vcov

Full_Name: Sven Sandin Version: 2.0.0 OS: SuSE Linux 9.0 Submission from: (NULL) (81.227.17.135) Have just compiled and installed R-2.0.0.tar.gz running SuSE9.0. The function vcov do not accept "coxph" object as input any longer. The same R-program running R1.9.1 do work. R-program attached below. Exporting the coxph object from R2.0.0 to R1.9.1 I get vcov ouput in R1.9.1. Exporting the coxph object from R1.9.1 to R2.0.0 I get errors in R2.0.0 =========== Copy o...

Dear all, The help file for the generic function vcov states "Classes with methods for this function include: 'lm', 'glm', 'nls', 'lme', 'gls', 'coxph' and 'survreg' (the last two in package 'survival')." Since, I am not able to use vcov.coxph(), I am wondering whether I am mi...

Hello all, I am trying to get the variance-covariance (VCOV) matrix of the parameter estimates produced from the nlminb minimizing function, using vcov.nlminb, but it seems to have been expunged from the MASS library. The hessian from nlminb is also producing NaNs, although the estimates seems to be right, so I can't VCOV that way either. I also tried...

...d. Is this a known issue on Linux and, if so, is there a workaround? Many thanks! require(strucchange) data("RealInt") bp.ri <- breakpoints(RealInt~1, h=15) summary(bp.ri) fac.ri <- breakfactor(bp.ri, breaks = 3, label='seg') fm.ri <- lm(RealInt~0 + fac.ri) summary(fm.ri) vcov.ri <- function(x,...) kernHAC (x, kernel = 'Quadratic Spectral', prewhite = 1, approx = 'AR(1)', ...) coef(bp.ri, breaks <- 3) sapply(vcov(bp.ri, breaks = 3, vcov=vcov.ri), sqrt) confint(bp.ri, breaks = 3, vcov=vcov.ri) png('SCC2.png') plot(RealInt) lines(as.vector(ti...

Hi there, After I fitted a cox model, I used vcov to obtain the variance of the parameter estimate. It worked correctly in R 1.9.1. But it failed in R 2.0.0 and the error message is Error in vcov(cox.1) : no applicable method for "vcov" I don't know if it is a bug or there is some update on this function. Thanks! Lei Liu Assis...

...ts(logcount~.,data=environment,nvmax=10,nbest=2,really.big=FALSE,method="exhaustive") ###the subset regression runs fine when i run it as above and i can get all the usual summaries ###The problem comes when i try and get it to output the variance convariance matric by adding the option vcov=TRUE ##When I do that i get the following: subsets<-regsubsets(logcount~.,data=environment,nvmax=10,nbest=2,really.big=FALSE,method="exhaustive",vcov=TRUE) Error in model.frame.default(data = environment, vcov = TRUE, formula = logcount~ : variable lengths differ (found for '...

Dear R Help, I wonder the way to show the source code of [vcov] command. Usually, it can show the source code after input the command and enter. But for [vcov], it shows function (object, ...) UseMethod("vcov") <environment: namespace:stats> I appreciate for your help. Best wishes. Christina [[alternative HTML version delet...

...svytable, round=TRUE) The vars, V024, V751 and V025 are factors. The by var has 2 levels, and hence there will be two subsets. strat2 is created by the svydesign function. It's giving me the following error: > b<-svyby(~V024+V751, by=~V025, design=strat2, svytable, round=TRUE) Error in vcov(object, ...) : no applicable method for "vcov" I can't understand what "vcov" is and why it is giving this error because both svyby and svytable functions do not have "vcov" as one of their arguements. I tried svytable without the svyby and it works fine. Any hel...

Hi everyone, I''m trying to use function vcov to extract the covariance matrix from a GAMLSS object. But I''m getting some strange errors and I was hoping someone could help me out? Vcov works with the same model for lm and glm objects, but not gamlss objects. I''ve searched various help sites to no avail. Its very possible...

...cumented. I expect that that other problems like this will surface, particularly with contributed packages (and I know that you're aware that this has already happened with the car package). That is, packages that made provision for aliased coefficients based on the old behaviour of coef() and vcov() will now have to adapt to the new, more consistent behaviour. Best, John > -----Original Message----- > From: R-devel [mailto:r-devel-bounces at r-project.org] On Behalf Of Martin > Maechler > Sent: Tuesday, November 7, 2017 4:48 PM > To: r-devel at r-project.org > Cc: Martin...

...0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 >> Residual standard error: 0.5459 on 13 degrees of freedom >> Multiple R-squared: 0.9791, Adjusted R-squared: 0.9758 >> F-statistic: 303.9 on 2 and 13 DF, p-value: 1.221e-11 >>> vcov(mod.lm) >> (Intercept) GNP Population >> (Intercept) 190.0269691 0.1445617813 -2.0954381 >> GNP 0.1445618 0.0001133631 -0.0016054 >> Population -2.0954381 -0.0016053999 0.0231456 >>> coef(mod.lm) >> (Intercept)...

...gular.ok option() that > would be FALSE out of the box. > Any changes would have to be made very carefully so as not > to create chaos. I for one, am too reluctant to want to change the default there. > That goes for the points below as well. > (2) coef() and vcov() behave inconsistently, which can be > problematic because one often uses them together in code. indeed; and I had agreed on that. As of today, in R-devel only they now behave compatibly. NEWS entry ? The ?default? ("lm" etc) methods of vcov() have gained new optional...

...os solaris2.8 system i386, solaris2.8 status major 1 minor 9.1 year 2004 month 06 day 21 language R > source("test.r") [1] "before vcov( lm.out)" [1] "before vcov(rlm.out)" Error in if (rdf != z$df.residual) warning("inconsistent residual degrees of fre edom. -- please report!") : missing value where TRUE/FALSE needed > ---here is a cut and paste of the terminal window on dos ----- H:\Notes&...

.... [mailto:therneau at mayo.edu] > Sent: Thursday, September 14, 2017 8:41 AM > To: Martin Maechler <maechler at stat.math.ethz.ch> > Cc: Fox, John <jfox at mcmaster.ca>; Therneau, Terry M., Ph.D. > <therneau at mayo.edu>; r-devel at r-project.org > Subject: Re: [Rd] vcov and survival > > Thanks all for your comments. No one said "all the other vcov methods do > ....", so I took some time this AM to look at several listed in the vcov help page. > Here is the code for the first few examples: data2 is constructed specifically to > create an...

I stumbled on the following: > library(stats4) > example(mle) > confint.default(fit2) Error in UseMethod("vcov") : no applicable method for "vcov" In addition: Warning message: In object$coefficients : $ operator not defined for this S4 class, returning NULL > vcov(fit2) lymax lxhalf lymax 0.02857612 -0.04870231 lxhalf -0.04870231 0.11457338 > coef(fit2) lymax...

coef() and vcov() have different dimensions if a model contains alised parameters as the following example illustrates. A search on "alised" gave noting as far as I could see. Is this a known bug? Bendix C ---------------------- Bendix Carstensen Senior Statistician Steno Diabetes Center Niels Steense...

...NA NA --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.5459 on 13 degrees of freedom Multiple R-squared: 0.9791, Adjusted R-squared: 0.9758 F-statistic: 303.9 on 2 and 13 DF, p-value: 1.221e-11 > vcov(mod.lm) (Intercept) GNP Population (Intercept) 190.0269691 0.1445617813 -2.0954381 GNP 0.1445618 0.0001133631 -0.0016054 Population -2.0954381 -0.0016053999 0.0231456 > coef(mod.lm) (Intercept) GNP Population I(GNP + Populatio...

...t;, "fn", "detect", "d0", "outcome") lm1<-try(lmer(outcome~0+d1+d0+(0+d1+d0 | persons), family=binomial, data=tmp1, nAGQ=3), silent=T) if(class(lm1)[1]!='try-error'){ a[ii,1]=lm1@fixef[1] a[ii,2]=lm1@fixef[2] a[ii,3]=vcov(lm1)[1,2]/prod(sqrt(diag(vcov(lm1)))) a[ii,4:5]=sqrt(diag(vcov(lm1))) } } #k=k+1 #a[ii,6]=k return(a) } ######################################### ######### try / try catch ############### ######################################### metatrialstry<-function(mydat...

...dard error? If anybody could offer me a suggestion I would greatly appreciate it. Thank you. Model-1: > p.mle<-lmer2(ddimer~race+steroid+psi+sofa+apache + (apache|subject), method="ML", data=final, robust=TRUE, cluster="id", weights=final$w) > beta=fixef(p.mle) > Vcov=vcov(p.mle, useScale=FALSE) > se=sqrt(diag(Vcov)) > beta (Intercept) race steroid psi sofa apache 5.826489820 -0.001920670 -0.242040171 0.005293996 0.075468340 0.009245152 > se [1] 0.108325229 0.058921371 0.055975547 0.001285687 0.018119089 0.0025...

...10, replace=T))) The response: > ans <- as.integer(junk$u) + rnorm(10) and the model: > junk.model <- lm(ans ~ junk$x + junk$u) 3 coefficients: > coefficients(junk.model) (Intercept) junk$x junk$uY 0.6808802 NA 1.5912192 and a 2x2 variance (X^tX)^-1: > vcov(junk.model) (Intercept) junk$uY (Intercept) 0.09905378 -0.09905378 junk$uY -0.09905378 0.19810756 result in no confidence interval for the third term: > confint(junk.model) 2.5 % 97.5 % (Intercept) -0.04488412 1.406644 junk$x NA NA...