Displaying 20 results from an estimated 200 matches similar to: "Bug in coef<-.varIdent method (nlme package) (PR#9831)"
2007 Jun 25
3
Bug in getVarCov.gls method (PR#9752)
Hello,
I am using R2.5 under Windows.
Looks like the following statement
vars <- (obj$sigma^2)*vw
in getVarCov.gls method (nlme package) needs to be replaced with:
vars <- (obj$sigma*vw)^2
With best regards
Andrzej Galecki
Douglas Bates wrote:
>I'm not sure when the getVarCov.gls method was written or by whom. To
>tell the truth I'm not really sure what
2006 May 04
0
Online course- Mixed Effects Models
Dr. Andrzej Galecki will present his online course "Mixed
Effects Models with Applications" May 12 ? June 9 at
statistics.com.
This course will explain the basic theory of linear and
non-linear mixed effects models, including hierarchical
linear models (HLM). It will outline the algorithms used
for estimation, primarily for models involving normally
distributed errors, and will provide
2004 Feb 19
1
Process R segmentation with strsplit() (PR#6601)
Getting a crash with R1.8.1 on windows 2000 an linux with the strsplit.
Version:
platform = i386-pc-mingw32
arch = i386
os = mingw32
system = i386, mingw32
status =
major = 1
minor = 8.1
year = 2003
month = 11
day = 21
language = R
Version:
platform = i386-pc-mingw32
arch = i386
os = mingw32
system = i386, mingw32
status =
major = 1
minor = 8.1
year = 2003
month = 11
day =
2005 Nov 03
1
Fitting heteroscedastic linear models/ problems with varIdent of nlme
Hi,
I would like to fit a model for a factorial design that allows for
unequal variances in all groups. If I am not mistaken, this can be done
in lm by specifying weights.
A function intended to specify weights for unequal variance structures
is provided in the nlme library with the varIdent function. Is it
apropriate to use these weights with lm? If not, is there another
possibility to do
2007 Sep 27
1
Getting intervals for within-group standard errors for each group using nlme and varIdent
I am using lme from the nlme package to fit a mixed model. We have observations nested in patients(encounters) and patients nested in groups (2 different treatments). We are interested in the differences between the 2 groups, both the means and the standard deviations (are patients in group A less variable than those in group B? both within patient and between patient within group).
Here is
2006 Oct 31
0
ANNOUNCEMENT: 20% Discount on the Latest R Books from Chapman & Hall/CRC Press
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2010 Jun 18
2
varIdent error using gam function in mgcv
Hello,
As I am relatively new to the R environment this question may be either
a) Really simple to answer
b) Or I am overlooking something relatively simple.
I am trying to add a VarIdent structure to my gam model which is fitting
smoothing functions to the time variables year and month for a particular
species. When I try to add the varIdent weights to variable Month I get this
error returned.
2007 Jun 01
2
how to specify starting values in varIdent() of lme()
I was reading the help but just did not get how to specify starting values for
varIdent() of the lme() function, although I managed to do it for corSymm().
Do I specify the values just as they are printed out in an output, like c(1,
1.3473, 1.0195). Or do I need to take the residual and multiply it with these
like c(0.2235, 0.2235*1.3473, 0.2235*1.0195)
or any other form that I dont know of?
2004 Jul 12
2
lme unequal random-effects variances varIdent pdMat Pinheiro Bates nlme
How does one implement a likelihood-ratio test, to test whether the
variances of the random effects differ between two groups of subjects?
Suppose your data consist of repeated measures on subjects belonging to
two groups, say boys and girls, and you are fitting a linear mixed-effects
model for the response as a function of time. The within-subject errors
(residuals) have the same variance in
1999 Apr 30
1
Question on the idiom: start <- coef; start[fit$pivot] <- coef
I wonder if someone could explain how the following R idiom works (it's
used in
glm.fit).
start <- coef
start[fit$pivot] <- coef
coef is a vector of coefficients, set by .Fortran("dqrls", ...).
fit$pivot is a vector of integer indexes (indicating how dqrls permuted
the columns
of x). If coef has n elements, fit$pivot is a permutation of seq(1,5).
start[fit$pivot]
2017 Nov 07
0
New vcov(*, complete=TRUE) etc -- coef(<lm>) vs coef(<aov>)
Dear Martin,
I think that your plan makes sense. It's too bad that aov() behaved differently in this respect from lm(), and thus created more work, but it's not be a bad thing that the difference is now explicit and documented.
I expect that that other problems like this will surface, particularly with contributed packages (and I know that you're aware that this has already happened
2007 Feb 21
1
simple question on one-sided p-values for coef() on output of lm()
Dear list,
I was wondering if it is possible to get the p-values for one-sided tests on the parameters of a linear regression.
For instance, I use lm() and store the result in an object. lm() gives me a matrix, using summary() and coef() on which gives me a matrix containing the coefficients, the standard errors, the t-statistics and the two-sided p-values by default. Can I get it to provide me
2011 Jul 23
2
standard error of exp(coef) from coxph
Dear List,
Must be a silly question, but I was wondering whether there is a direct way of calculating "standard error of a HR or exp(coef)" from coxph objects
x <- coxph(Surv(time, status) ~ age + inst, lung)> x coef exp(coef) se(coef) z page 0.0190 1.02 0.00925 2.06 0.04inst -0.0104 0.99 0.01028 -1.01 0.31
cheers,
Ehsan
[[alternative HTML
2010 Aug 09
2
coef(summary) and plyr
Dear all,
I?m having trouble getting a list of regression variables back into a dataframe.
mydf <- data.frame(x1=rnorm(100), x2=rnorm(100), x3=rnorm(100))
mydf$fac<-factor(sample((0:2),replace=T,100))
mydf$y<- mydf$x1+0.01+mydf$x2*3-mydf$x3*19+rnorm(100)
dlply(mydf,.(fac),function(df) lm(y~x1+x2+x3,data=df))->dl
here I?d like to use
ldply(dl,coef(summary)) or something
2010 Jul 06
0
Add1 w/ coef estimates?
I was wondering if there is anyway to have Add1() display the coefficient
estimates for each candidate predictor along with the F test. This is for
lm() btw.
Thanks
--
View this message in context: http://r.789695.n4.nabble.com/Add1-w-coef-estimates-tp2279662p2279662.html
Sent from the R help mailing list archive at Nabble.com.
2007 Mar 16
1
Create coef.table as in summary.glm (with Signif. codes)
Hi,
how do I create a coef.table as for example returned by summary.glm?
I don't see where the significance codes are assigned during summary.glm.
Thank you,
Benjamin
2004 Sep 21
0
Lme warning with coef()
Hello<
I routinely use the following without a problem:
fm1<-lme(score~time,data,random=~time|ID)
tmp<-coef(fm1, augFrame=T)
However, in my current situation, I am running into the following error
when I execute the coef() call
Error in tapply(as.character(object[[nm]]), groups, FUN[[dClass]]) :
arguments must have same length
There are some cases with missing data, but I
2018 May 23
1
coef does not work for my ASReml model
Hi Everyone,
I am using ASReml to fit a spatial model. I do not have all the components
of ASReml when I call;
names(summary())
e.g.
names(summary(fcov.asr2))
[1] "call" "loglik" "nedf" "sigma" "varcomp"
I am trying to get the coefs but I get "NULL".
Does anybody know the reason?
Any help would be much appreciated.
Regards
2008 Nov 19
0
qr.coef and complex numbers - still busted for non-square case? (PR#13305)
Full_Name: Rick Sayre
Version: 2.8.0
OS: windows, linux, os x
Submission from: (NULL) (138.72.153.166)
PR#8476 and PR#8478
http://bugs.r-project.org/cgi-bin/R/Models-fixed?id=8478
http://bugs.r-project.org/cgi-bin/R/Models-fixed?id=8476
discuss fixing qr.coef to handle complex matrices correctly
But it appears the solution now "shipping" only handles square matrices.
In 2.8.0 [linux,
2018 May 19
1
Bug on qr.coef when qr is created by a zero matrix with colnames and all y equals zero
Dear maintainers,
I'm reporting a bug in qr.coef that mishandles the colnames of matrix. A minimal reproducible example is as follows:
x <- cbind(rep(0, 10), rep(0, 10))
y <- rep(0, 10)
q <- qr.default(x)
qr.coef(q, y)
[1] NA NA
If x has colnames, then qr.coef will end up with an error:
x <- cbind(x1 = rep(0, 10), x2 = rep(0, 10))
y <- rep(0, 10)
q <- qr.default(x)