Displaying 20 results from an estimated 5000 matches similar to: "linear against nonlinear alternatives - quantile regression"
2006 Jul 08
1
KhmaladzeTest
Hello. I am a beginer in R and I can not implement the KhmaladzeTest in the following command. Please help me!!!!!!!!!!!
PD: I attach thw results and the messages of the R program
R : Copyright 2006, The R Foundation for Statistical Computing
Version 2.3.1 (2006-06-01)
ISBN 3-900051-07-0
R es un software libre y viene sin GARANTIA ALGUNA.
Usted puede redistribuirlo bajo ciertas
2008 Oct 15
1
Error in Switch in KhmaladzeTest
Hey,
My dataset has 1 dependent variable(Logloss) and 7 independent dummy
variables(AS,AM,CB,CF,RB,RBR,TS) , it's attached in this email. The problem
is I cant finish Khmaladze test because there's an error "Error in
switch(mode(x), "NULL" = structure(NULL, class = "formula"), : invalid
formula" which I really dont know how to fix. My R version is 2.7.2.
2011 Oct 16
1
nlrq {quantreg}
Dear all,
I sent an email on Friday asking about nlrq {quantreg}, but I haven't received any answer.
I need to estimate the quantile regression estimators of a model as: y = exp(b0+x'b1+u). The model is nonlinear in parameters, although I can linearise it by using log.When I write:
fitnl <- nlrq(y ~ exp(x), tau=0.5)
I have the following error: Error in match.call(func, call = cll) :
2010 Oct 07
3
quantile regression
Dear all,
I am a new user in r and I am facing some problems with the quantile regression specification. I have two matrix (mresultb and mresultx) with nrow=1000 and ncol=nsim, where I specify (let's say) nsim=10. Hence, the columns in my matrix represents each simulation of a determined variable. I need to regress each column of mresultb on mresultx. My codes are the following:
2005 May 27
1
Testing Nonlinear Restrictions
Dear all,
I'm interested in testing 2 nonlinear restrictions on coefficients of a nls object. Is there a package for doing this? Something in the lines of `test(nls object, res=c("res 1","res 2"),...)'
I only found the function delta.method in the alr3 library that calculates the se of a singleton nonlinear restriction of a nls object using the delta method.
Thanks in
2006 Dec 02
2
nonlinear quantile regression
Hello, I?m with a problem in using nonlinear quantile regression, the
function nlrq.
I want to do a quantile regression o nonlinear function in the form
a*log(x)-b, the coefficients ?a? and ?b? is my objective. I try to use the
command:
funx <- function(x,a,b){
res <- a*log(x)-b
res
}
Dat.nlrq <- nlrq(y ~ funx(x, a, b), data=Dat, tau=0.25, trace=TRUE)
But a can?t solve de problem,
2004 Feb 04
1
Fitting nonlinear (quantile) models to linear data.
Hello.
I am trying to fit an asymptotic relationship (nonlinear) to some
ecological data, and am having problems. I am interested in the upper
bound on the data (i.e. if there is an upper limit to 'y' across a range
of 'x'). As such, I am using the nonlinear quantile regression package
(nlrq) to fit a michaelis mention type model.
The errors I get (which are dependant on
2000 Aug 12
1
Nonlinear regression question
Dear R users
I recently migrated from Statistica/SigmaPlot (Windows) to R (Linux), so
please excuse if this may sound 'basic'.
When running a nonlinear regression (V = Vmax * conc / (Ks + conc), i.e.
Michaelis-Menten) on SigmaPlot, I get the output listed below:
>>>Begin SigmaPlot Output<<<
R = 0.94860969 Rsqr = 0.89986035 Adj Rsqr = 0.89458984
Standard Error of
2008 Jan 01
2
Non-Linear Quantile Regression
Please,
I have a problem with nonlinear quantile regression.
My data shows a large variability and the quantile regression seemed perfect
to relate two given variables. I got to run the linear quantile regression
analysis and to build the graph in the R (with quantreg package). However, the
up part of my data dispersion seems a positive exponential curve, while the
down part seems a negative
2011 Nov 19
1
wald test: compare quantile regression estimators from different samples
Dear all,
I am trying to compare the estimated coefficients of a quantile regression model between two different samples. It is a Wald test, but I cannot find one way to do that in R.The samples are collected conditional on a specific characteristic and I would like to test whether such characteristic indeed affect the estimators. The problem in the test anova.rq is that the response variable
2009 Jun 09
1
Non-linear regression/Quantile regression
Hi,
I'm relatively new to R and need to do a quantile regression. Linear
quantile regression works, but for my data I need some quadratic function.
So I guess, I have to use a nonlinear quantile regression. I tried the
example on the help page for nlrq with my data and it worked. But the
example there was with a SSlogis model. Trying to write
dat.nlrq <- nlrq(BM ~ I(Regen100^2),
2004 Dec 05
4
What is the most useful way to detect nonlinearity in logistic regression?
It is easy to spot response nonlinearity in normal linear models using
plot(something.lm).
However plot(something.glm) produces artifactual peculiarities since the
diagnostic residuals are constrained by the fact that y can only take
values 0 or 1.
What do R users find most useful in checking the linearity assumption of
logistic regression (i.e. log-odds =a+bx)?
Patrick Foley
patfoley at
2004 Jun 29
1
Goodness of fit test for estimated distribution
Hi,
is there any method for goodness of fit testing of an (as general as
possible) univariate distribution with parameters estimated, for normal,
exponential, gamma distributions, say (e.g. the corrected p-values for
the Kolmogorov-Smirnov or Chi-squared with corresponding ML estimation
method)?
It seems that neither ks.test nor chisq.test handle estimated parameters.
I am aware of function
2003 Sep 01
0
Quantile Regression Packages
I'd like to mention that there is a new quantile regression package
"nprq" on CRAN for additive nonparametric quantile regression estimation.
Models are structured similarly to the gss package of Gu and the mgcv
package of Wood. Formulae like
y ~ qss(z1) + qss(z2) + X
are interpreted as a partially linear model in the covariates of X,
with nonparametric components defined as
2003 Jun 02
1
Help - Curvature measures of nonlinearity
Dear colleagues,
Von Bertalanffy model is commonly adjust to data on fish length (TL) and age (AGE)
TL= Linf*(1-exp(-K*(AGE-t0)). Linf, K and t0 are parameters of the model.
One main goal of the growth study is the comparison of growth parameter estimates between sexes of the same species, or estimates from different populations.
The realibility statistical tests normally applied are highly
2003 Jun 09
1
Printing problem with samba and cups
I have installed samba 3.0alpha20 and cups-1.1.18 on a freebsd 4.8 box. After
reading all the documentation that samba provides as well as the cups
administrators guide I am still stuck.
I can print at the moment OK from my freebsd box to my network printer using
cups, i can print from the shell and from a GUI (GNOME).
I also have a professional w2k as a client and i want to print in my network
2004 Feb 24
5
Nonlinear Optimization
Hi,
I have been brought back to the "R-Side" from MatLab. I have used R in
graduate econometrics but only for statistics and regression (linear and
nonlinear). But now I need to run general nonlinear optimization.
I know about the add-in quadprog but my problem is not QP. My problem is a
general nonlinear (obj funct) with linear constraints.I know about the "ms"
and
2003 Apr 21
4
nonlinear equation solver?
Dear R-Help,
I am trying to use R to solve a nonlinear equation many times for different values. I am looking for a mathematical nonlinear equation solution which may not have a closed solution form. For example, I have equation:
2 = (t^2)/log(t)
What is t?
I am wondering how to solve it in R.
Many thanks,
Zhu Wang
Statistical Science Department
SMU.
2010 May 14
1
nonlinearity and interaction
I have the following set-up.
6 values of a continuous variable (let's say light intensity) are
presented to a system.
The input is presented as a random series of blocks lasting (say) 5 sec each.
----
----
---- etc
----
time ->
The output is measured and sampled at say 10 samples/sec. Please
ignore the fact that this is a time series and
2008 Dec 24
3
statistical significance, nonlinear regression
I am using nonlinear regression to fit a couple of variables to a set of
measurements. I would like to do some significance tests for the estimated
parameters. I am able to check the confidence intervals using the Jacobian
coming out of nonlinear regression.
I do see in a paper which shows t-value (it says estimated by White
method??), f-value, f-test, and j-test, are these available in matlab,