Displaying 20 results from an estimated 300 matches similar to: "Extract Variance Components"
2008 Jan 28
0
(no subject)
Hi all
I am trying to generate a normal unbalanced data to estimate the coefficients of LM, LMM, GLM, and GLMM and their standard errors. Also, I am trying to estimate the variance components and their standard errors. Further, I am trying to use the likelihood ratio test to test H0: sigma^2_b = 0 (random effects variance component), and the t-test to test H0:mu=0 (intercept of the model Yij = mu
2017 Aug 08
2
how to extract individual values from varcomp?
Hello,
I am trying to use varcomp to decompose the variance across multiple
nested levels on a lme object. I am able to successfully do this and
when I view the varcomp object I can see the individual values /
estimates for the variance at different levels.
However, I want to be able to extract each of them separately, as I
need to build a confidence interval using bootstrapping on the sample
2017 Aug 08
0
how to extract individual values from varcomp?
Hi
try
str(varcompobject)
to see structure of this object. You can extract parts by standard R means.
Cheers
Petr
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Sharada
> Ramadass
> Sent: Tuesday, August 8, 2017 3:33 PM
> To: r-help at r-project.org
> Subject: [R] how to extract individual values from varcomp?
>
>
2012 Jan 30
1
Linear Mixed Model set-up
Hello,
I have some data covering contaminant concentrations in fish over a time
period of ~35 years. Each year, multiple samples of fish were taken (with
varying sample sizes each year). Ultimately, I want an estimation of the
variance between years, and the variance within years + random effects. I
used a linear mixed model to estimate these variances, but after reading a
number of different
2018 Jan 22
1
what does the within component of varcomp (ape library) output indicate?
I am trying to use varcomp to obtain the variance partitioning across
different nested levels of random effects (say x,y and z). I get the
three variance components (for each of my along with an additional one
called 'within' from varcomp output. I am using the 'scale total
variance to 1' option and though the within component is small, it
does form a part of what explains the
2006 Aug 10
5
Variance Components in R
Hi,
I'm trying to fit a model using variance components in R, but if very
new on it, so I'm asking for your help.
I have imported the SPSS database onto R, but I don't know how to
convert the commands... the SPSS commands I'm trying to convert are:
VARCOMP
RATING BY CHAIN SECTOR RESP ASPECT ITEM
/RANDOM = CHAIN SECTOR RESP ASPECT ITEM
/METHOD = MINQUE (1)
/DESIGN
2008 Dec 16
1
Prediction intervals for zero inflated Poisson regression
Dear all,
I'm using zeroinfl() from the pscl-package for zero inflated Poisson
regression. I would like to calculate (aproximate) prediction intervals
for the fitted values. The package itself does not provide them. Can
this be calculated analyticaly? Or do I have to use bootstrap?
What I tried until now is to use bootstrap to estimate these intervals.
Any comments on the code are welcome.
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
2006 Dec 13
1
Obtaining Estimates of the Random Effects Parameters
I'm running simulation using lme and sometimes the estimated
variance-covariance matrix is not positive definite so that the
intervals function won't work for the random effect coefficients. I've
tried varcomp from the ape package but this does not return all the
coefficients. How can I extract the random effect coefficients without
using intervals?
Rick B.
2013 Jan 15
1
Histogram plot spacing
Dear all,
I'd like to remove the space between the x-axis and the 0 of the y-axis in the hist function.
I saw the previous post https://stat.ethz.ch/pipermail/r-help/2012-September/324177.html suggesting adding the x-axis at position 0 (or the lowest value of y) after making the histogram. Unfortunately, it doesn't work in my case as I want to use it with a histogram with a ylim starting
2003 May 23
1
variance components
Dear All,
I need to calculate the variance components in a mixed effect model (one
fixed and one random effect) with REML (maximizing the proportion of
the likelihood that does not depend on the fixed effects). In S+ there is
the varcomp function, but I would like to do it in R. Is there a way to do
that?
Thanks!
Katalin
___
Katalin Csillery
Division of Biological Sciences
University of
2007 Jun 12
1
Cause of error message in cov function?
Hi all,
I have written a script in R that simulates genetically informative
data - it is posted on my website and available to the public. This is
my first time to write a script for use by others and am learning that
it isn't as easy as it seems.
To the issue. My script runs fine on my machine and on a server I have
access to, but a user has written me saying that it crashes the first
time
2003 Nov 27
2
lme v. aov?
I am trying to understand better an analysis mean RT in various
conditions in a within subjects design with the overall mean RT /
subject as one of the factors. LME seems to be the right way to do
this. using something like m<- lme(rt~ a *b *subjectRT, random=
~1|subject) and then anova(m,type = "marginal"). My understanding is
that lme is an easy interface for dummy coding
2007 Jan 31
2
SystemStackError: stack level too deep
I''m testing the http module in console.
BUt I got the following error.
Anyone knows why?
>> Net::HTTP.get_print ''www.google.com'', ''index.html''
SystemStackError: stack level too deep
from C:/InstantRails/ruby/lib/ruby/1.8/net/http.rb:451:in
`newobj''
from C:/InstantRails/ruby/lib/ruby/1.8/net/http.rb:451:in
2006 Mar 16
2
Using of LME function in non-replicate data
Hello all R-users!
In Jun-2005, I find the follow discussion about using
of
LME function ( in NLME library ) for fitting
non-replicate data
The thread: ANOVA vs REML approach to variance
component estimation
http://tolstoy.newcastle.edu.au/R/help/05/06/6498.html
Someone expose the follow problem:
# non-replicate data
y <- c(2.2, -1.4, -0.5, -0.3, -2.1, 1.5, 1.3, -0.3,
0.5, -1.4,
2005 Oct 27
2
Extracting Variance Components
Dear List,
Is there a way to extract variance components from lmeObjects or
summary.lme objects without using intervals()? For my purposes I don't
need the confidence intervals which I'm obtaining using parametric
bootstrap.
Thanks,
Mike
[[alternative HTML version deleted]]
2006 Aug 31
0
Net::HTTP.new produces SystemStackError?
http = Net::HTTP.new(HOST, PORT)
When I try to create a new Net::HTTP object, I get a SystemStackError:
"stack level too deep". The trace shows a long list of
"/usr/lib/ruby/1.8/net/http.rb:333:in `newobj''", which when I look at
the code seems to say that Net::HTTP keeps calling its own newobj method
recursively, with some Proxy object involved? I''m not
2003 Dec 17
2
variance estimates in lme biased?
Hi all,
I didn't get a response to my post of this issue a week ago, so I've
tried to clarify:
When I use lme to analyze a model of nested random effects, the variance
estimates of levels higher in the hierarchy appear to have much more
variance than they should.
In the example below with 4 levels, I simulate variance in level 2
(sd=1.0) and level 4 (sd=0.1), but levels 1 and 3 do
2004 Apr 17
0
about lme
Dear R users:
I've a problem with lme function, when I want
to model an unbalanced two-way anova, with 2 random factors say t and b.
My two models are:
model1- y(ijk) = beta+b(i)+t(j)+epsilon(ijk)
model2- y(ijk)= beta+b(i)+t(j)+b:t(ij)+epsilon(ijk)
beta overall mean effect
The data.frame is X
t b med celda
1 1 10 1
1 1 12 1
1 1 11 1
1 2 13 2
1
1999 Apr 21
0
varcomp?
Hello R experts,
I haven't found anything like the S function 'varcomp' as described in
W.N. Venables & B.D. Ripley's 'Modern Applied Statistics ...' for R;
does something comparable exist for R, or is planned for future
releases?
More generally, are there libraries with post-anova test procedures,
like Student-Newman-Keuls? Or do those of you who frequently use