Displaying 20 results from an estimated 8000 matches similar to: "help with breaking loops used to fit covariates in nlme model building procedure"
2012 Dec 04
1
Winbugs from R
Hi,
I am trying to covert a Winbugs code into R code. Here is the winbugs code
model{# model’s likelihoodfor (i in 1:n){time[i] ~ dnorm( mu[i], tau ) # stochastic componenent# link and linear predictormu[i] <- beta0 + beta1 * cases[i] + beta2 * distance[i]}# prior distributionstau ~ dgamma( 0.01, 0.01 )beta0 ~ dnorm( 0.0, 1.0E-4)beta1 ~ dnorm( 0.0, 1.0E-4)beta2 ~ dnorm( 0.0, 1.0E-4)#
2012 Oct 03
1
Errors when saving output from WinBUGS to R
Dear all
I used R2WinBUGS package's bugs() function to generate MCMC results. Then I
tried to save the simulation draws in R, using read.bugs() function. Here is
a simple test:
######################
library(coda)
library(R2WinBUGS)
#fake some data to test
beta0=1
beta1=1.5
beta2=-1
beta3=2
N=200
x1=rnorm(N, mean=0,sd=1)
x2=rnorm(N, mean=0,sd=1)
x3=rnorm(N, mean=0,sd=1)
lambda2= exp(beta0+
2012 Jul 02
1
How to get prediction for a variable in WinBUGS?
Dear all,I am a new user of WinBUGS and need your help. After running the following code, I got parameters of beta0 through beta4 (stats, density), but I don't know how to get the prediction of the last value of h, the variable I set to NA and want to model it using the following code.Does anyone can given me a hint? Any advice would be greatly appreciated.Best
2007 May 14
1
Hierarchical models in R
Is there a way to do hierarchical (bayesian) logistic regression in R, the
way we do it in BUGS? For example in BUGS we can have this model:
model
{for(i in 1:N) {
y[i] ~ dbin(p[i],n[i])
logit(p[i]) <- beta0+beta1*x1[i]+beta2*x2[i]+beta3*x3[i]
}
sd ~ dunif(0,10)
tau <- pow(sd, -2)
beta0 ~ dnorm(0,0.1)
beta1 ~ dnorm(0,tau)
beta2 ~ dnorm(0,tau)
beta3 ~
2004 May 24
0
Seasonal ARIMA question - stat package (formerly ts)
To whom it may concern:
I am trying to better understand the functionality of 'R' when making
arima predictions to avoid any "Black Box" disadvantages.
I'm fitting a seasonal arima model using the following command (having
already loaded 'stat' package).
arimaSeason <-
arima(Data,order=c(1,0,1),seasonal=list(order=c(1,0,1),period=12))
I can then generate
2008 Mar 19
1
betabinomial model
Hi,
can anyone help me fit betabinomial model to the following dataset where
each iD is a cluster in itself , if i use package aod 's betabinom model it
gives an estimate of zero to phi(the correlation coeficient ) and if i fix
it to the anova type estimate obtained from icc( in package aod) then it
says system is exactly singular. And when i try to fit my loglikelihood by
2004 Apr 21
2
Question on CAR appendix on NLS
The PDF file on the web, which is an appendix on nonlinear regression
associated with the CAR book, is very nice.
When I ran through the code presented there, I found something
odd. The code does a certain model in 3 ways: Vanilla NLS (using
numerical differentation), Analytical derivatives (where the user
supplies the derivatives) and analytical derivatives (using automatic
differentiation). The
2012 May 27
7
Customized R Regression Output?
Hello R-Experts,
I am facing the problem that I have to estimate several parameters for a lot
of different dependent variables.
One single regression looks something like this:
y = beta0 + beta1 * x1 + beta2 * x2 + beta3 * x1 * x2 + beta4 * x4 + beta5 *
lag(x4,-1)
where y is the dependent variable and xi are the independent ones. Important
to me are the different estimates of betai and their
2009 Sep 06
2
question about ... passed to two different functions
I have hit a problem with the design of the mcmc package I can't
figure out, possibly because I don't really understand the R function
call mechanism. The function metrop in the mcmc package has a ... argument
that it passes to one or two user-supplied functions, which are other
arguments to metrop. When the two functions don't have the same arguments,
this doesn't work.
2007 Oct 29
1
How to test combined effects?
Suppose I have a mixed-effects model where yij is the jth sample for
the ith subject:
yij= beta0 + beta1(age) + beta2(age^2) + beta3(age^3) + beta4(IQ) +
beta5(IQ^2) + beta6(age*IQ) + beta7(age^2*IQ) + beta8(age^3 *IQ)
+random intercepti + eij
In R how can I get an F test against the null hypothesis of
beta6=beta7=beta8=0? In SAS I can run something like contrast age*IQ
1,
2018 Apr 04
1
parfm unable to fit models when hazard rate is small
Hello, I would like to use the parfm package: https://cran.r-project.org/web/packages/parfm/parfm.pdfhttps://cran.r-project.org/web/packages/parfm/parfm.pdf in my work. This package fits parametric frailty models to survival data. To ensure I was using it properly, I started by running some small simulations to generate some survival data (without any random effects), and analyse the data using
2018 Mar 28
0
coxme in R underestimates variance of random effect, when random effect is on observation level
Hello,
I have a question concerning fitting a cox model with a random intercept, also known as a frailty model. I am using both the coxme package, and the frailty statement in coxph. Often 'shared' frailty models are implemented in practice, to group people who are from a cluster to account for homogeneity in outcomes for people from the same cluster. I am more interested in the classic
2006 Mar 27
1
Missing Argument in optim()
Hello everybody,
i already searched the archieves, but i still don't know what is wrong
in my implementation, mybe anybody coud give me some advice
ll1<-function(rho,theta,beta1,beta2,beta3,beta4,t,Szenariosw5,Testfaellew5,X1,X2)
{
n<-length(t)
t<-cumsum(t)
tn<-t[length(t)]
Szenn<-Szenariosw5[length(Szenariosw5)]
2010 Mar 26
1
Problems if optimization
What's up fellows...
I am a begginer in R and i am trying to find the parameters of one
likelihood function, but when i otimize it, always appers a error or
advertisement and the solve does not occur.
The problem seems like that:
"lMix<-function(pars,y){
beta1<-pars[1]
beta2<-pars[2]
beta3<-pars[3]
beta4<-pars[4]
beta5<-pars[5]
alfa1<-pars[6]
2010 Jun 23
1
Estimate of variance and prediction for multiple linear regression
Hi, everyone,
Night. I have three questions about multiple linear regression in R.
Q1:
y=rnorm(10,mean=5)
x1=rnorm(10,mean=2)
x2=rnorm(10)
lin=lm(y~x1+x2)
summary(lin)
## In the summary, 'Residual standard error: 1.017 on 7 degrees of freedom',
1.017 is the estimate of the constance variance?
Q2:
beta0=lin$coefficients[1]
beta1=lin$coefficients[2]
beta2=lin$coefficients[3]
2009 Aug 19
1
ridge regression
Dear all,
I considered an ordinary ridge regression problem. I followed three
different ways:
1. estimate beta without any standardization
2. estimate standardized beta (standardizing X and y) and then again convert
back
3. estimate beta using lm.ridge() function
X<-matrix(c(1,2,9,3,2,4,7,2,3,5,9,1),4,3)
y<-t(as.matrix(cbind(2,3,4,5)))
n<-nrow(X)
p<-ncol(X)
#Without
2009 Aug 19
1
Ridge regression [Repost]
Dear all,
For an ordinary ridge regression problem, I followed three different
approaches:
1. estimate beta without any standardization
2. estimate standardized beta (standardizing X and y) and then again convert
back
3. estimate beta using lm.ridge() function
X<-matrix(c(1,2,9,3,2,4,7,2,3,5,9,1),4,3)
y<-as.matrix(c(2,3,4,5))
n<-nrow(X)
p<-ncol(X)
#Without standardization
2005 Jun 09
2
lme model specification
Dear All,
I am trying to specify the following fixed effects model for lme:
y ~ constant1 - beta1*(x - beta2)
where y is the response, x is the independent variable, and the
operators above are real arithmetic operations of addition, subtraction,
and multiplication. I realize that this model is just a
reparameterization of y=beta0+beta1*x, but I am using this
parameterization because I am
2013 May 15
1
Problem with convergence in optim
Hello to all,
I have been using an optim with the following call:
optim(param_ini,fun_errores2,Precio_mercado=Precio,anos_pagosE2=anos_pagos,control=list(maxit=10000,reltol=1e-16))
depending on the intial values I'm getting the same solution but once I get
the convergence message=10 (no convergence) and for the others I get
convergence message = 0
Solution1:
$par
beta1
2023 Aug 20
1
Determining Starting Values for Model Parameters in Nonlinear Regression
The cautions people have given about starting values are worth heeding. That nlxb() does well in many cases is useful,
but not foolproof. And John Fox has shown that the problem can be tackled very simply too.
Best, JN
On 2023-08-19 18:42, Paul Bernal wrote:
> Thank you so much Dr. Nash, I truly appreciate your kind and valuable contribution.
>
> Cheers,
> Paul
>
> El El