Displaying 20 results from an estimated 300 matches similar to: "varComb in gls/lme"
2010 Mar 15
0
question regarding variance function in gls
Dear R-help members,
I have a question regarding how to use varComb function to specify a
variance function for the "weights" in the gls. I need to fit a
linear model with heteroscedasticity. The variance function is
exp(c0+nu0*W +nu1*W^2) where W is a covariate. Initially I want to use
varFunc to define my own variance function following the instruction in
the Pinheiro and Bates
2009 Sep 17
1
Dealing with heterogeneity with varComb weights
Hi,
I am trying to add multiple variance structures such as the first example
below:
vf1 <- varComb(varIdent(form = ~1|Sex), varPower())
However my code below will not work can anybody please advise me?
VFcomb<-varComb(varExp(form=~depcptwithextybf),varFixed(form=~FebNAO))
also if you have two variables with the same weights function would you
write that as:
2005 Mar 10
1
how to view the syntax of a method which is not a generic method
Hello - I'm trying to modify an option for the lme() or nlme() macros.
I want to write my own specification for the variance function and am
following homework problem 4, Chapter 5, page 268 of Pinheiro and Bates
book on mixed effect.
I'm up to point where I've created a new class using an existing
variance function class, varExp as a template. Next I need to write an
2004 Oct 03
1
creating new varFunc classes in nlme .. error: "Don't know how to get coefficients for .. object"
Hello. I am trying my hand at modifying the varFunc
class varExp, but I must be missing a step. All I
want to do right now is make a working copy of varExp,
call it varExp2, and then later change it.
coef.varExp2, coef<-.varExp2, and Initialize.varExp2
all seem to work properly after I construct them. I
can successfully use the commands:
v2 <- varExp2(form = ~age|Sex,fixed =
2006 Feb 17
0
trouble with extraction/interpretation of variance struct ure para meters from a model built using gnls and varConstPower
Works perfectly. Thank you.
-Hugh Rand
-----Original Message-----
From: Spencer Graves [mailto:spencer.graves at pdf.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:
>
2017 Mar 07
0
Potential clue for Bug 16975 - lme fixed sigma - inconsistent REML estimation
Dear list,
I was trying to create a VarClass for nlme to work with Fay-Herriot
(FH) models. The idea was to create a modification of VarComb that
instead of multiplying the variance functions made their sum (I called
it varSum). After some fails etc... I found that the I was not getting
the expected results because I needed to make sigma fixed. Trying to
find how to make sigma fixed I run into
2006 Jan 09
1
trouble with extraction/interpretation of variance structure para meters from a model built using gnls and varConstPower
I have been using gnls with the weights argument (and varConstPower) to
specify a variance structure for curve fits. In attempting to extract the
parameters for the variance model I am seeing results I don't understand.
When I simply display the model (or use "summary" on the model), I get what
seem like reasonable values for both "power" and "const". When I
2007 Jul 27
4
Q: extracting data from lm
Warning: I am a complete newbie to R. I have read ISwR, but I am still
finding myself completely stuck on some simple concepts.
I have tried everything I can think of to solve this one, and finally
decided that enough was enough and I need a pointer to a solution.
I have the following summary from lm():
----
> summary(lm(nu1~nu4))
Call:
lm(formula = nu1 ~ nu4)
Residuals:
Min 1Q
2009 May 18
4
MAC OSX vs Win XP: Different stats test results!
Hi all,
I wondered whether anyone has some advice on a stats-related 'sanity check',
as I ran a nonparametric multivariate test (mulrank function as decribed by
R. Wilcox, 2005) on both systems, but got different results (please see
below for the system-specific outputs)! The functions I used are attached as
well. Any advice would be much appreciated! Thanks in advance for getting
back to
2010 Jun 09
1
dealing with heteroscedasticity in lmer: problem with the method weights
Dear lmer users,
The experiment includes 15 groups of (3 males and 1 female). The female is characterized by its quality Q1 and Q2. Each male of a group is characterized by the number of MatingAttempts (with Poisson distribution). I want to examine if male mating attempts depend on female quality. I can see from graphic exploration that the within-group heterogeneity of male attempts increases
2003 Mar 14
0
gls with "crossed heteroscedasticity"
Dear All,
I am using the function gls (in the nlme package) and I would like to fit a
heteroscedastic model, with different variances for each of the levels of two
stratification variables.
In p. 210 of Pinheiro & Bates ("Mixed effects models in S and S-Plus", 2000,
Springer), the authors show the use of the "*" operator. However, that is not
what I want, because it
2006 May 30
1
Query: lme output
Dear R-Users
I have a problem accessing some values in the output from the summary of an lme fit.
I fit the model below:
ggg <- lme (ST~ -1 + as.factor(endp):Z.sas + as.factor(endp), data=dat4a,
random=~-1 + as.factor(endp) + as.factor(endp):Z.sas|as.factor(trials),
correlation = corSymm(form=~1|as.factor(trials)/as.factor(id)), weights=varIdent(form=~1|endp))
hh
2005 May 19
1
R 2.1.0 RH Linux Built from Source Segmentation Fault
Background:
I administer a cluster of RedHat EWS 3U4 Linux workstations at a university.
I built R 2.1.0 from source:
./configure \
--prefix=/sscc/opt/R-2.1.0 \
--with-blas=no \
2>&1 \
| tee NUInstall.configure
R is now configured for i686-pc-linux-gnu
Source directory: .
Installation directory: /sscc/opt/R-2.1.0
C compiler:
2006 Jun 01
2
Help: lme
Good day R-Users,
I have a problem accessing some values in the output from the summary of an lme fit.
The structure of my data is as shown below (I have attached a copy of the full data).
id trials endp Z.sas ST
1 1 -1 -1 42.42884
1 1 1 -1 48.12007
2 1 -1 -1 43.42878
2 1 1 -1
2010 Oct 15
2
How to extract parameter estimates of variance function from lme fit
Dear R-Users,
I have a question concerning extraction of parameter estimates of
variance function from lme fit.
To fit my simulated 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:
2003 Mar 11
0
Interrater and intrarater reliability
Dear R users
The following function is R code for the main compuations in the article:
M. Eliasziw, S Lorraine Young, M Gail Woodbury and Karen Fryday-Field (1994):
Statistical Methodology for the Concurrent Assessment of Intrarater and
Intrarater Reliability: Using Goniometric Measurements as an Example.
Physical Therapy 74 (8); 777-788
The function gives the estimated inter- and intrarater
2007 Apr 26
1
gnls warning message
Dear R users;
I was trying to fit a nonlinear model using gnls (nlme version 3.1-80,
R 2.5.0, WinXP) and I got the following error and warning message:
Error in gnls(ht ~ a1 * hd * (1 - a2 * exp(-a3 * (dbh/dq2))), data = hdat, :
Step halving factor reduced below minimum in NLS step
In addition: Warning message:
$ operator is deprecated for atomic vectors, returning NULL in:
2010 Jun 24
1
Question on WLS (gls vs lm)
Hi all,
I understand that gls() uses generalized least squares, but I thought
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 <-
2011 Jul 11
1
GLS - Plotting Graphs with 95% conf interval
Hi, I am trying to plot the original data with the line of the model using
the predict function. I want to add SE to the graph, but not sure how to
get them out as the predict function for gls does not appear to allow for
SE=TRUE argument.
Here is my code so far:
f1<-formula(MaxNASC40_50~hu3+flcmax+TidalFlag)
vf1Exp<-varExp(form=~hu3)
B1D<-gls(f1,correlation=corGaus(form=Lat~Lon,
2007 Oct 17
2
nmle: gnls freezes on difficult case
Hi,
I am not sure this is a bug but I can repeat it, The functions and data
are below.
I know this is nasty data, and it is very questionable whether a 4pl
model
is appropriate, but it is data fed to an automated tool and I would
have hoped for an error. Does this repeat for anyone else?
My details:
> version
_
platform i686-pc-linux-gnu