Displaying 4 results from an estimated 4 matches for "y_new".
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2011 Mar 12
2
Identifying unique pairs
... 8
7 2 7
8 2 7
9 5 2
10 5 2
11 6 4
unique(mydat$x) will give me 1, 2, 5, 6 i.e. 4 values and
unique(mydat$y) will give me 10, 8, 7, 2, 4.
What I need is a data frame where I will get a vector (say) x_new as (1, 2, 2, 5, 6) and corresponding y_new as (10, 8, 7, 2, 4). I need to use these two vectors viz. x_new and y_new seperately for further processing. They may be under same data frame say mydat_new but I should be able to access them as mydat_new$x_new and similarly for y.
I tried following way.
pp = paste(mydat$x, mydat$y)
pp = > p...
2009 Aug 12
3
Obtaining the value of x at a given value of y in a smooth.spline object
I have some data fit to a smooth.spline object as follows: (x=vector of data
for the predictor variable, y=vector of data for the response variable)
fit <- smooth.spline(x,y)
Now, given a spline fit point y_new, I want to be able to find out what
value of x_new yielded this fit value. How to do so?
(This problem is the inverse of the predict.smooth.spline function, which
takes x_new as input and yields the corresponding y_new fit value)
Any insight is much appreciated!
Thanks,
Kavitha
[[alternative HT...
2005 Feb 16
2
R: ridge regression
hi all
a technical question for those bright statisticians.
my question involves ridge regression.
definition:
n=sample size of a data set
X is the matrix of data with , say p variables
Y is the y matrix i.e the response variable
Z(i,j) = ( X(i,j)- xbar(j) / [ (n-1)^0.5* std(x(j))]
Y_new(i)=( Y(i)- ybar(j) ) / [ (n-1)^0.5* std(Y(i))] (note that i have
scaled the Y matrix as well)
k is the ridge constant
the ridge estimate for the betas is = inverse(Z'Z+kI)*Z'Y_new=W*Z'Y_new
the associated variance covariance matrix sigma*W*(Z'Z)*W where sigma is
the residual vari...
2005 Jul 20
1
predict.lm - standard error of predicted means?
...me(x=c(10,20)),se.fit=T,interval="prediction")$se.fit
1 2
0.2708064 0.7254615
I was surprised to find that the standard errors returned were in fact the
standard errors of the sampling distribution of Y_hat:
sqrt(MSE(1/n + (x-x_bar)^2/SS_x)),
not the standard errors of Y_new (predicted value):
sqrt(MSE(1 + 1/n + (x-x_bar)^2/SS_x)).
Is there a reason this quantity is called the "standard error of predicted
means" if it doesn't relate to the prediction distribution?
Turning to Neter et al.'s Applied Linear Statistical Models, I note that
if we have m...