Displaying 20 results from an estimated 10000 matches similar to: "Score residuals with glm()"
2006 Aug 25
0
sandwich: new version 2.0-0
Dear useRs,
a new version 2.0-0 of the sandwich package for estimating sandwich
covariance matrices is available from the CRAN mirrors.
The tools for computing heteroskedasticity (and autocorrelation)
consistent covariance matrix estimators (also called HC
and HAC estimators, including the Eicker-Huber-White estimator)
have been generalized over the last releases from linear regression to
2009 Mar 03
2
latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White
Hello,
first of all: I'm new to R and have only used SPSS befor this (which
can't do this at all...).
I'm trying to output some regression results to latex. The regressions
are normal OLS and I'm trying to output the results with standardized
regression coefficients and t-statistics based on "Huber-White sandwich
estimator for variance". The final result should be
2007 Jan 25
1
summary of the effects after logistic regression model
Dear all, my aim is to estimate the efficacy over time of a treatment for
headache prevention. Data consist of long sequences of repeated binary
outcomes (1 if the subject has at least 1 episode of headache , 0
otherwise) on subjects randomized to placebo or treatment.
I have fit a logistic regression model with Huber-White cluster sandwich
covariance estimator.
I have put in the model the
2007 Feb 20
0
Problems with obtaining t-tests of regression coefficients applying consistent standard errors after run 2SLS estimation. Clearer !!!!!
First I have to say I am sorry because I have not been so clear in my
previous e-mails. I will try to explain clearer what it is my problem.
I have the following model:
lnP=Sc+Ag+Ag2+Var+R+D
In this model the variable Sc is endogenous and the rest are all objective
exogenous variables. I verified that Sc is endogenous through a standard
Hausman test. To determine this I defined before a new
2006 Dec 27
2
proposal: allowing alternative variance estimators in glm/lm
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
2010 Sep 13
0
New version of rms package on CRAN
CRAN has a significant update to rms. Windows and unix/linux versions
are available and I expect the Mac version to be available soon.
The most significant improvement is addition of latex=TRUE
arguments to model fitting print methods, made especially for use
with Sweave.
Here is a summary of changes since the previous version.
Changes in version 3.1-0 (2010-09-12)
* Fixed gIndex to not
2010 Sep 13
0
New version of rms package on CRAN
CRAN has a significant update to rms. Windows and unix/linux versions
are available and I expect the Mac version to be available soon.
The most significant improvement is addition of latex=TRUE
arguments to model fitting print methods, made especially for use
with Sweave.
Here is a summary of changes since the previous version.
Changes in version 3.1-0 (2010-09-12)
* Fixed gIndex to not
2008 Dec 19
1
svyglm and sandwich estimator of variance
Hi,
I would like to estimate coefficients using poisson regression and then get
standard errors that are adjusted for heteroskedasticity, using a complex
sample survey data. Then I will calculate prevalence ratio and confidence
intervals.
Can sandwich estimator of variance be used when observations aren?t
independent? In my case, observations are independent across groups
(clusters), but
2009 Apr 27
0
VIF's in R using BIGLM
Dear R-help
This is a follow-up to my previous post here:
http://groups.google.com/group/r-help-archive/browse_thread/thread/d9b6f87ce06a9fb7/e9be30a4688f239c?lnk=gst&q=dobomode#e9be30a4688f239c
I am working on developing an open-source automated system for running
batch-regressions on very large datasets. In my previous post, I posed
the question of obtaining VIF's from the output of
2005 Jan 17
2
Omitting constant in ols() from Design
Hi!
I need to run ols regressions with Huber-White sandwich estimators and
the correponding standard errors, without an intercept. What I'm trying
to do is create an ols object and then use the robcov() function, on the
order of:
f <- ols(depvar ~ ind1 + ind2, x=TRUE)
robcov(f)
However, when I go
f <- ols(depvar ~ ind1 + ind2 -1, x=TRUE)
I get the following error:
Error in
2006 Dec 26
1
Colored Dendrogram
Hi all,
I am a real novice to R. :)
I am struggling with a problem for generating colored dendrogram. I have
searched the R list and complied/collected a R code which can generated a
colored dendrogram based on the rainbow color and 4x4 similarity matrix (say
matrix:m).
In this dendrogram, each leaf is colored differently. But, I do not want the
leaf colored on a random basis. I want to assign
2001 Nov 20
0
Time Series Event Count: Great Responses So Far!
In case more of you come across my request from this morning, I've
already gotten several great tips, which I summarize here since one or
two of these did not come across R-help as well.
A team of fellow political scientists is on this problem like
"white-on-rice"!
Brandt, Patrick, John T. Williams Benjamin O. Fordham, and Brian
Pollins.
2000. "Dynamic Modeling for Persistent
2011 Mar 16
1
Standardized Pearson residuals (and score tests)
Hi Peter and others,
If it helps, I wrote a small function glm.scoretest() for the statmod
package on CRAN to compute score tests from glm fits. The score test for
adding a covariate, or any set of covariates, can be extracted very neatly
from the standard glm output, although you probably already know that.
Regards
Gordon
---------------------------------------------
Professor Gordon K
2010 Oct 14
1
robust standard errors for panel data - corrigendum
Hello again Max. A correction to my response from yesterday. Things were better than they seemed.
I thought it over, checked Arellano's panel book and Driscoll and Kraay (Rev. Econ. Stud. 1998) and finally realized that vcovSCC does what you want: in fact, despite being born primarily for dealing with cross-sectional correlation, 'SCC' standard errors are robust to "both
2012 Oct 27
0
[gam] [mgcv] Question in integrating a eiker-white "sandwich" VCV estimator into GAM
Dear List,
I'm just teaching myself semi-parametric techniques. Apologies in
advance for the long post.
I've got observational data and a longitudinal, semi-parametric model
that I want to fit in GAM (or potentially something equivalent), and I'm
not sure how to do it. I'm posting this to ask whether it is possible
to do what I want to do using "canned" commands
2018 Apr 07
0
Fast tau-estimator line does not appear on the plot
You need to pay attention to the documentation more closely. If you don't
know what something means, that is usually a signal that you need to study
more... in this case about the difference between an input variable and a
design (model) matrix. This is a concept from the standard linear algebra
formulation for regression equations. (Note that I have never used RobPer,
nor do I regularly
2011 Apr 30
0
bootcov or robcov for odds ratio?
Dear list,
I made a logistic regression model (MyModel) using lrm and penalization
by pentrace for data of 104 patients, which consists of 5 explanatory
variables and one binary outcome (poor/good). Then, I found bootcov and
robcov function in rms package for calculation of confidence range of
coefficients and odds ratio by bootstrap covariance matrix and
Huber-White sandwich method,
2011 Feb 28
1
Robust variance estimation with rq (failure of the bootstrap?)
I am fitting quantile regression models using data collected from a
sample of 124 patients. When modeling cross-sectional associations, I
have noticed that nonparametric bootstrap estimates of the variances
of parameter estimates are much greater in magnitude than the
empirical Huber estimates derived using summary.rq's "nid" option.
The outcome variable is severely skewed, and I am
2011 Jan 23
1
extract score vector and covariance matrix in glm package
Hello
I am running a project but I encounter a problem . I would be happy
to receive help :
problem:
I have a binary dependent variable and some covariates logit(y)=a+bx+cz .
I want to estimate the score vectors and their covariance by the usage of
logit function and so glm in R .The vlaue of one of the coefficient (
like b) is known previously and I want to extract a and c and covariance
2012 Nov 22
1
help in M-estimator by R
hi guys and gals ... How are you all ...
i have to do something in robust regression by R programm , and i have some
problems as following:
*the first :*
suppose
w(r) =1/(1 r^2) and r <- c(7.01,2.07,7.061,5.607,8.502,54.909,12.222)
and i want to exclude some values from r so that (abs(r)>4.9 )...
after ,i want to used (w) to get on coefficients beta0 and beta1 (B1 <-