Displaying 11 results from an estimated 11 matches for "x_ij".
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2011 Dec 30
2
Joint modelling of survival data
Assume that we collect below data : -
subjects = 20 males + 20 females, every single individual is independence,
and difference
events = 1, 2, 3... n
covariates = 4 blood types A, B, AB, O
http://r.789695.n4.nabble.com/file/n4245397/CodeCogsEqn.jpeg
?m = hazards rates for male
?n = hazards rates for female
Wm = Wn x ?, frailty for males, where ? is the edge ratio of male compare to
female
Wn =
2003 Jul 17
3
Looking to maximize a conditional likelihood
...rds model (in the survival
package of 1.7) will do what I want.
Here's a little more detail on the function, though this is still quite
terse. Pseudo Tex notation:
We have cases in clusters. y_ij is the outcome (0 or 1) for the j'th
case in the i'th cluster It has vector covariates X_ij. c_ij is a
transform of y_ij and is in (0, 1) (it's actually the probability of
being in cluster j). It may be specified a priori or to be estimated.
Maximize the product over i of
c_ij exp(sum_j y_ij X_ij b)
----------------------------
sum_K c_ij exp(sum_K y_ij X_ij b)
Where sum_K means w...
2000 Mar 31
2
linear models
...ts a random effect intercept
term.
The reason why I want to do this is test for the significance of the
random effect intercept term. anova( , ) does not work for an lm model and
lme model together.
2) Is there some nice way of handling linear models which are of the form
response_ij = a_i + b_i x_ij + \epsilon_ij
where a_i and b_i are fixed effects, x_ij is given (continuous) data,
\epsilon_ij ~ N(0, \sigma^2), and the i's range over some group? This is
basically a group of regression models, but I want them handled as one
unit for the purposes of estimation of \sigma^2 etc. I know that...
2006 Oct 27
2
Multivariate regression
..., assumed to be the same
across units. How do I use "lm" to do this?
One approach that I was thinking of is as follows:
Flatten Y to a vector, say, Yvec (n*k x 1). Create Xvec (n*k, p*k) such
that it is made up of block matrices Bij (k x k), where Bij is a diagonal
matrix with X_ij as the diagonal (i = 1,.n, and j = 1,.,p). Now I can use
"lm" in a univariate mode to regress Yvec against Xvec, with covariance
matrix Vvec (n*k x n*k). Vvec is a block-diagonal matrix with blocks of V
along the diagonal. This seems like a valid approach, but I still don't
know ho...
2005 Mar 28
1
mixed model question
I am trying to fit a linear mixed model of the form
y_ij = X_ij \beta + delta_i + e_ij
where e_ij ~N(0,s^2_ij) with s_ij known
and delta_i~N(0,tau^2)
I looked at the ecme routine in package:pan, but this routine
does not allow for different Vi (variance covariance matrix of
the e_i vector) matrices for each cluster.
Is there an easy way to fit this model in...
2011 Jul 19
1
notation question
Dear list, I am currently writing up some of my R models in a more
formal sense for a paper, and I am having trouble with the notation.
Although this isn't really an 'R' question, it should help me to
understand a bit better what I am actually doing when fitting my
models!
Using the analysis of co-variance example from MASS (fourth edition, p
142), what is the correct notation for the
2006 Nov 17
2
effects in ANCOVA
Dear R users,
I am trying to fit the following ANCOVA model in R2.4.0
Y_ij=mu+alpha_i+beta*(X_ij-X..)+epsilon_ij
Particularly I am interested in obtaining estimates for mu, and the effects
alpha_i
I have this data (from the book Applied Linear Statistical Models by Neter
et al (1996), page 1020)
y<-c(38,43,24,39,38,32,36,38,31,45,27,21,33,34,28)
x<-c(21,34,23,26,26,29,22,29,30,28,...
2001 Apr 03
3
single-pass algorithm for quantile calculation
Dear R users, I am looking for a reference to an algorithm for estimation of
sample quantiles which does not require bringing the whole data into memory
(more precisely its memory complexity should be much less than linear,
ideally constant). I realize that such an algorithm can only be approximate
and actually quite wrong for some samples, but that's fine with me.
Thank you,
Vadim
2006 May 20
5
Can lmer() fit a multilevel model embedded in a regression?
...ee reference below). It's a logistic regression of a health
outcome on quntities of food intake; the linear predictor has the form,
X*beta + W*gamma,
where X is a matrix of consumption of 82 foods (i.e., the rows of X
represent people in the study, the columns represent different foods,
and X_ij is the amount of food j eaten by person i); and W is a matrix
of some other predictors (sex, age, ...).
The second stage of the model is a regression of X on some food-level
predictors.
Is it possible to fit this model in (the current version of) lmer()?
The challenge is that the persons are...
2007 Jan 09
0
Random effects and level 1 censoring
...the survivor function for (in this case,
right) censored results. Within (for example) an R environment, this is
easy to do and gives the same solution as survreg even if it is a little
heavy.
But where there is an hierarchical situation, we need to consider the
contributions at level 2.
y_ij=X_ij.beta'+err2_i+err1_ij
If all the units at level 1 for a given level 2 are censored, then the
information we have for the level 2 is itself censored and we should
presumably use the survivor function. Conversely if none of the units at
level 1 are censored, then the information at level 2 is co...
2003 Oct 05
2
Jonckheere-Terpstra test
Hello,
can anybody here explain what a Jonckheere-Terpstra test is and whether it is
implemented in R? I just know it's a non-parametric test, otherwise I've no
clue about it ;-( . Are there alternatives to this test?
thanks for help,
Arne