similar to: t-criterion calculation using means and SE

Hello: I am a rookie in using R. When I used the unit root test in "CADFtest", I got the different t-test statistics between using criterion="BIC" and no using criterion. But when I checked the result with eviews, I find out that no using criterion is correct. Why after using criterion="BIC", I got the different result? Paul > data(Canada) > ADFt

Hello all, i hope you don't mind my off topic question. i want to use the Akaike criterion for variable selection in a regression model. Does anyone know some basic literature about that topic? Especially I'm interested in answers to the following questions: 1. Has (and if so how has) the criterion to be modified, if i estimate the transformations of the variables too? 2. How is the

Hi There, I'm working on some cluster analyses on a large data-set using hclust with Wards method and Manhattan (city block) distance measures. I've created dendrograms to illustrate the clustering criteria, but would like to create a plot to examine for the classic elbow criterion to use in determining the best number of clusters. Ideally I'd like to plot percent variance explained

Dear R-help members, I'd like to run a binomial logistic stepwise regression with ten explanatory variables and as many interaction terms as R can handle. I'll come up with the right R command sooner or later, but my real question is whether and how the criterion for the evaluation of the different models can be set to be the probability of the residual deviance in the Chi-Square

Hello, I am using the 'regsubsets' function (from leaps package) to get the best linear models to explain 1 variable from 1 to 5 explanatory variables (exhaustive search). Is there anyone who can tell me on which criterion is based the 'regsubsets' function ? Thank you. samuel Samuel BERTRAND Doctorant Laboratoire de Biomecanique LBM - ENSAM - CNRS UMR 8005

Dear all, what function can be used to calculate weighted SD or/and SE? There's no such stuff in 'base' package. Best regards, A.A.Morkovin

I'm interested in writing some model selection functions (for linear regression models, as a start), which incorporate the PRESS criterion since it, to my knowledge, is not currently implemented in any available model selection procedure. I thought it would be simplest to build on already existing functions like regsubsets in package leaps. It's easy enough to calculate the PRESS

I have a several questions about R graphic properties. I use a "barplot2" function for creating plots with error bars. My data include species' names in first column, and I need make plots for each species. I know how to select species for each plot: D<-read.table("FD_R.txt", h=T) Dens<-D[D[,1]=="Sit.eur",] but I want to make a cycle which will

Dear Rers, is there a way to color counties on a full US map based on a criterion one establishes (i.e., all counties I assign the same number should be the same color)? I explored a bit and looks like the package "maps" might be of help. library(maps) One could get a map of the US: map('usa') One could get countries within a US state: map('county', 'iowa', fill

Dear R users (r-help@r-project.org), The definition of AIC (Akaike information criterion) for normal error models has just been changed. Please refer to the paper below on this matter. Eq.(22) is the new definition. The essential part is RSS(n+q+1)/(n-q-3); it is close to GCV. The paper is temporarily available at the "Papers In Press" place. Kunio Takezawa(2012): A Revision of

sorry for my previus (WRONG) answer, as someone already pointed out a solution could be subset(data, PUNTAR==c("IX49","IX48")) > -----Messaggio originale----- > Da: Guazzetti Stefano > Inviato: venerd?? 23 luglio 2004 15.55 > A: 'Luis Rideau Cruz'; r-help at stat.math.ethz.ch > Oggetto: R: [R] retrieve rows from frame assuming criterion > >

Hello, I am using the function stepAIC (library MASS) to run a backward elimination on my linear regression. The new model stepAIC calculates contains coefficients that have a Pr(>|t|) value below 0.1, but I'd like to have only coefficients with 0.001 or below. How can I change the stop criterion for stepAIC, so that it is more strict? There is a parameter "steps", but it is

Hi everybody, I was wondering if you can help me about a module. In fact, I'm looking for a package or module about Wilks' lambda criterion in R environment. I didn't find it in R website ( http://cran.cict.fr/web/packages/index.html#available-packages-W or http://search.cpan.org/faq.html). If this module exists, could you show me the command line. Thank you very much for your help,

Hello all, I would like to rigorously test whether observations in my dataset are outliers. I guess all the main tests in R (Grubbs) impose the assumption of normality. My data is surely not normal, so I would like to use something else. As far as I can tell from wikipedia, Peirce's criterion is just that. The data I am interested in testing is: 1) Continuous on the unit interval 2)

Hi Since a stepwise procedure for variable selection (as e.g. in SPSS) for a LDA is not implemented in R and anyway I cannot be sure, that all the required assumptions for e.g. a procedure using a statistic based on wilks' lambda, hold (such as normality and variance homogeneity) I would like to ask you, what you would recommend me: shall I e.g. define a criterion such as the error-rate

Hi all, I'd like to do a multiplication between 2 matrices buy only want resulsts of cloumn 1 * column 1, column 2 * column 2 and so on. Now I do C <- diag(t(A) %*% B) Is there a bulit in way to do this? Thank you. [[alternative HTML version deleted]]

Dear Professor Bernhard, Sorry for take your time, but I found something strange that I am not able to explain/understand. Suppose that I compute the ADF test by using the criterion="BIC" to select the lags: summary(CADFtest(y, max.lag.y = 20, type = "drift", criterion="BIC")) Suppose that 2 lags are selected. Next, if I set the lags to 2: summary(CADFtest(y,

I have two models, controlled by dummy variables to see if the models can be combined into one model with similar intercepts and slopes. Has anyone tried to conduct this type of test in R. I am utilizing the econometric idea of hypothesis testing through the hypothesis of coincidence. I have tried to run an anova with test of Chisq, but I am not sure what the results are telling. In addition, I

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Yes, paraphrasing Murphy I can say of myself: "Nothing seems to be able to stop a stupid thought in its pathway from the brain to the keyboard". :-) Sorry once again and thank for your patience. Stefano > -----Messaggio originale----- > Da: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] > Inviato: venerd?? 23 luglio 2004 16.30 > A: Guazzetti Stefano > Cc: Luis