similar to: One for the wish list - var.default etc

Win2k, R1.6.2. I've been using Splus 6.1 and wanted to try the same regression analysis in R. Using "names( blah.lm )" in R yields [1] "coefficients" "residuals" "effects" "rank" [5] "fitted.values" "assign" "qr" "df.residual" [9] "xlevels"

There has been recent discussion about alternatives to the model-based standard error estimators for lm. While some people like the sandwich estimator and others don't, it is clear that neither estimator dominates the other for any sane loss function. It is also worth noting that the sandwich estimator is the default for t.test(). I think it would be useful for models using other

Hi, I would like to extract the coefficients of a logistic regression (estimates and standard error as well) in lrm as in glm with summary(fit.glm)$coef Thanks David

I'm writing a package, and would appreciate advice on controlling the help documentation cross-references for a redefined generic. I wanted to define a cbind equivalent for an object that mostly behaves like a data frame. base::cbind dispatches to a data frame method if _any_ parameter is a data frame, so I defined a new S3 cbind and cbind.default to handle dispatch on first object only.

When using function heckit() from package ‘sampleSelection’, is there anyway to make t-tests for the coefficients using robust covariance matrix estimator? By “robust” I mean something like if a had an object ‘lm’ called “reg” and then used: > coeftest(reg, vcov = vcovHC(reg)). I’m asking this because in Stata we could use function heckman and then use vce option “robust”. We could do the

Hello, Is there a way to get the Var-Cov matrix from the LMER function? Thanks [[alternative HTML version deleted]]

I recently got a request to add head() and tail() methods for Surv objects, which is quite reasonable, but not unlike other requests for logLik,? vcov, extractAIC, ...?? What they all have in common is that are methods added since creation of the survival package, and that I didn't know they existed. To try and get ahead of the curve, is there a way to list names of all of the default

Small data sets (6-12 values, or a similarly small number of groups) which don't look nice and symmetric are quite common in my field (analytical chemistry and biological variants thereof), and often contain outliers or at least stragglers that I cannot simply discard. One of the things I occasionally do when I want to see what different assumptions do to my confidence intervals is to run a

Hello Is there any function to calculate White's standard errors in R in an NLS regression. The sandwich and car package do it but they need an lm object to calculate the error's. Does anyone have idea how to do it for an NLS object ? Regards The woods are lovely, dark and deep But I have promises to keep And miles before I go to sleep And miles before I go to sleep ----- [[alternative

Dear WizaRds, having met some of you in person in Vienna, I think even more fondly of this community and hope to continue on this route. It was great talking with you and learning from you. Thank you. I am trying to work through an artificial example in post stratification. This is my dataset: library(survey) age <- data.frame(id=1:8, stratum=rep(

> From: Spencer Graves [mailto:spencer.graves at pdf.com] > > Martin says, "This is another instance of S-Plus following R > behind and doing it incompatibly [with a reason?] ... ." > > This is one example of a major issue in "how to wage and win a > standards war", discussed by Shapiro and Varian (1998) > Information Rules >

Dear R-helpers and graphics gurus, I have two problems with plotting confidence bands: 1. First is relatively simple. I am using the Passing-Bablok procedure to obtain "unbiased" regression coefficients. This procedure yields the "a" & "b" coefficient values along with their confidence intervals. I then plot the raw data with the regression line, but I would

Dear all, I'm trying to get the variance/covarince matrix after fitting a quantile regression model (either linear or non linear), in order to get the variance of my predictions and be able to calculate the median squared error. The commands working for the lm models (corr=T or vcov=T) do not seem to work for the rq models. Could you advise me a way of getting it? Best regards

Hello, I would like to estimate a VAR model with HAC corrected standard errors. I tried to do this by using the sandwich package, for example: > library(vars) > data(Canada) > myvar = VAR(Canada, p = 2, type = "const") > coeftest(myvar, vcov = vcovHAC) Error in umat - res : non-conformable arrays Which suggests that this function is not compatible with the VAR command.

Hallo! I want to understand / recalculate what is done to get the CI of the logistic regression evaluated with lrm. As far as I came back, my problem is the variance-covariance matrix fit$var of the fit (fit<-lrm(...), fit$var). Here what I found and where I stucked: ----------------- library(Design) # data D<-c(rep("a", 20), rep("b", 20)) V<-0.25*(1:40) V[1]<-25

Hi, all. In setting up my package for post-processing regression models, I am trying to use standard notation as much as possible: thus, I use coef() to access estimated coefficients. I wrote a function called se.coef() to grab standard errors, and se.fixef() and se.ranef() to grab se's from coefficients estimated from lmer(). I also need a function to access sigma-hat (the residual sd

Dear list, As a reply to my recent mail: > simint and TukeyHSD work for aov objects. > Can someone point me to similar functions for lme objects? Douglas Bates wrote There aren't multiple comparison methods for lme objects because it is not clear how to do multiple comparisons for these. I don't think the theory of multiple comparisons extends easily to lme models. One could

Hi! Thanks for this service! It is very helpful to know what is being developed. I distribute the content to other venues and I noticed some times that the updates are duplicated. For example, the sentence "?is.R()? is deprecated as no other S dialect is known to be in use (and this could only identify historical dialects, not future ones)." is duplicated in different days: Day 1:

A copy of this question can be found on Cross Validated: https://stats.stackexchange.com/questions/645362 I am estimating a system of seemingly unrelated regressions (SUR) in R. Each of the equations has one unique regressor and one common regressor. I am using `gmm::sysGmm` and am experimenting with different weighting matrices. I get the same results (point estimates, standard errors and

Hi all, I need to test the significnce of difference between slopes of two regression lines and regression line with theoretical line. I try to use Slope.test function from emu package, but an error occured... library(emu) d1<-data.frame(P1=c(1,2,3,5,7,8,9,13,14,15), P2=c(1,2,5,8,11,13,15,15,18,24), R=c(2,7,8,9,16,21,27,31,33,36)) # First data set m1<-lm(R~P1+P2+P1*P2,data=d1) # Regr.