similar to: How to Extract Information from SIMEX Output

Displaying 20 results from an estimated 7000 matches similar to: "How to Extract Information from SIMEX Output"

2008 Jan 28
2
Package simex
Dear R-helpers, It is not clear to me how you get measurement.error SD when you have a single dataset, and it is not clear to me how sensitive SIMEX is to errors in the estimates of measurement error. Could someone please point me to the relevant literature? _____________________________ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400
2011 May 18
1
Help with Memory Problems (cannot allocate vector of size)
While doing pls I found the following problem > BHPLS1 <- plsr(GroupingList ~ PCIList, ncomp = 10, data = PLSdata, jackknife = >FALSE, validation = "LOO") when not enabling jackknife the command works fine, but when trying to enable jackknife i get the following error. >BHPLS1 <- plsr(GroupingList ~ PCIList, ncomp = 10, data = PLSdata, jackknife = >TRUE,
2008 Dec 18
1
using jackknife in linear models
Hi R-experts, I want to use the jackknife function from the bootstrap package onto a linear model. I can't figure out how to do that. The manual says the following: # To jackknife functions of more complex data structures, # write theta so that its argument x # is the set of observation numbers # and simply pass as data to jackknife the vector 1,2,..n. # For example, to jackknife #
2010 Nov 25
2
delete-d jackknife
Hi dear all, Can aynone help me about delete-d jackknife usually normal jackknife code for my data is: n <- nrow(data) y <- data$y z <- data$z theta.hat <- mean(y) / mean(z) print (theta.hat) theta.jack <- numeric(n) for (i in 1:n) theta.jack[i] <- mean(y[-i]) / mean(z[-i]) bias <- (n - 1) * (mean(theta.jack) - theta.hat) print(bias) but how i can apply delete-d jackknife
2009 Apr 26
1
help with plotting results of lda
Hi, I've performed an lda and obtained a classification table for some of my data: > efa.dfa<-lda(groups~.,efa.scores.8,CV=T) > str(efa.dfa) List of 5 $ class : Factor w/ 2 levels "1","2": 1 2 1 2 1 1 2 2 1 2 ... $ posterior: num [1:160, 1:2] 0.99083 0.00852 0.93983 0.23186 0.85931 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : chr [1:160]
2006 Apr 11
4
Bootstrap and Jackknife Bias using Survey Package
Dear R users, I?m student of Master in Statistic and Data analysis, in New University of Lisbon. And now i?m writting my dissertation in variance estimation.So i?m using Survey Package to compute the principal estimators and theirs variances. My data is from Incoming and Expendire Survey. This is stratified Multi-stage Survey care out by National Statistic Institute of Mozambique. My domain of
2012 Jul 31
1
kernlab kpca predict
Hi! The kernlab function kpca() mentions that new observations can be transformed by using predict. Theres also an example in the documentation, but as you can see i am getting an error there (As i do with my own data). I'm not sure whats wrong at the moment. I haven't any predict functions written by myself in the workspace either. I've tested it with using the matrix version and the
2007 Mar 27
1
Jackknife estimates of predict.lda success rate
Dear all I have used the lda and predict functions to classify a set of objects of unknown origin. I would like to use a jackknife reclassification to assess the degree to which the outcomes deviate from that expected by chance. However, I can't find any function that allows me to do this. Any suggestions of how to generate the jackknife reclassification to assess classification accuracy?
2010 Nov 14
2
jackknife-after-bootstrap
Hi dear all, Can someone help me about detection of outliers using jackknife after bootstrap algorithm? -- View this message in context: http://r.789695.n4.nabble.com/jackknife-after-bootstrap-tp3041634p3041634.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]]
2009 Oct 08
0
predict.lm() out-of-sample predictions - problem with data classes
Hello! I'm still working on my problem, which also occurs with the predict.lm() function. - Providing newdata, which is a data.frame with all variables being "numeric", as str() shows, R tells me the following: ar1.xpred.test.pred <- predict(ar1.xpred.fitted, regdata.test, se.fit = FALSE) Fehler: variable 'lag(ret1)' was fitted with type "numeric" but type
2012 Nov 14
2
Jackknife in Logistic Regression
Dear R friends I´m interested into apply a Jackknife analysis to in order to quantify the uncertainty of my coefficients estimated by the logistic regression. I´m using a glm(family=’binomial’) because my independent variable is in 0 - 1 format. My dataset has 76000 obs, and I´m using 7 independent variables plus an offset. The idea involves to split the data in let’s say 5 random subsets and
2005 Nov 08
1
Poisson/negbin followed by jackknife
Folks, Thanks for the help with the hier.part analysis. All the problems stemmed from an import problem which was solved with file.chose(). Now that I have the variables that I'd like to use I need to run some GLM models. I think I have that part under control but I'd like to use a jackknife approach to model validation (I was using a hold out sample but this seems to have fallen out
2003 Apr 16
2
Jackknife and rpart
Hi, First, thanks to those who helped me see my gross misunderstanding of randomForest. I worked through a baging tutorial and now understand the "many tree" approach. However, it is not what I want to do! My bagged errors are accpetable but I need to use the actual tree and need a single tree application. I am using rpart for a classification tree but am interested in a more unbaised
2003 Jan 15
1
Is R really an open source S+ ?
This is not a criticism. I'm just curious. Is there an effort to keep R comparable to S+? Or are the two languages diverging? I am doing what probably legions have done before me, and legions will after me...using R on examples from text books written with S+ code. Most of the time everything appears to be equivalent. And then there are amazing divergences in commands. For instance: S:
2011 Apr 08
1
Variance of random effects: survreg()
I have the following questions about the variance of the random effects in the survreg() function in the survival package: 1) How can I extract the variance of the random effects after fitting a model? For example: set.seed(1007) x <- runif(100) m <- rnorm(10, mean = 1, sd =2) mu <- rep(m, rep(10,10)) test1 <- data.frame(Time = qsurvreg(x, mean = mu, scale= 0.5, distribution =
2011 May 17
1
Help with PLSR with jack knife
Hi I am analysing a dataset of 40 samples each with 90,000 intensity measures for various peptides. I am trying to identify the Biomarkers (i.e. most significant peptides). I beleive that PLS with jack knifing, or alternativeley CMV(cross-model-validation) are multivariateThe 40 samples belong to four different groups. I have managed to conduct the plsr using the commands: BHPLS1 <-
2008 Jul 27
2
equivalent R functions for Numerical Recipes fitxy and fitexy ?
Dear Folks, We need to fit the model y~x assuming there are random errors in both x and y. Numerical Recipes (Press et al.) have two useful functions, fitxy and fitexy, which handle cases of unspecified and specified errors respectively. Are there equivalent functions in base R or a installable package? Alternatively, has anyone written a wrapper to provide an interface to a
2010 Aug 13
2
Unable to retrieve residual sum of squares from nls output
Colleagues, I am using "nls" successfully (2.11.1, OS X) but I am having difficulties retrieving part of the output - residual sum of squares. I have assigned the output to FIT: > > FIT > Nonlinear regression model > model: NEWY ~ PMESOR + PAMPLITUDE * cos(2 * pi * (NEWX - POFFSET)/PERIOD) > data: parent.frame() > PMESOR PAMPLITUDE POFFSET >
2004 Jan 19
1
qda problem
Hi, the following strange error appears when I use qda: > qda1 <- qda(as.data.frame(mfilters[cvtrain,]),as.factor(traingroups)) Error: function is not a closure That's also strange: > qda1 <- qda(mfilters[cvtrain,],as.factor(traingroups)) Error in qda.default(mfilters[cvtrain, ], as.factor(traingroups)) : length of dimnames must match that of dims Some backgroud: >
2006 Oct 24
1
Variance Component/ICC Confidence Intervals via Bootstrap or Jackknife
I'm using the lme function in nmle to estimate the variance components of a fully nested two-level model: Y_ijk = mu + a_i + b_j(i) + e_k(j(i)) lme computes estimates of the variances for a, b, and e, call them v_a, v_b, and v_e, and I can use the intervals function to get confidence intervals. My understanding is that these intervals are probably not that robust plus I need intervals on the