similar to: bayesian HLM random effects

Displaying 20 results from an estimated 2000 matches similar to: "bayesian HLM random effects"

2013 Mar 28
1
unique not working
i am using mac OSX 10.7.5, running R version 2.15.2 (2012-10-26) -- "Trick or Treat" when i do: uncountry <- unique(wvsAB[,7]) wvsAB$numcountry <- match(wvsAB$country, uncountry) "unstate" isn't attaching. > library(base) > uncountry <- unique(wvsAB[,7]) > wvsAB$numcountry <- match(wvsAB$country, uncountry) > ls(wvsAB) [1] "age"
2013 Mar 31
1
lmer effects-type plot?
hello, all. while i have a mcmc running, i am looking at the frequestist method of my model. i have never done HLM so i am looking for ways to plot them that might yeild something useful like dr. fox's effects plot package. this is my model, where dem is democracy ranked continuous 1:10, trsut is a 3 level categorical variable, cpi is 1:10, etc... > hier.jags2.mod <- lmer(dem ~
2008 Jul 14
2
long data frame selection error
Hello, I am trying to select the following headers from a data frame but when I try and run the command it executes halfway through and give me an error at V188 and V359. Temp <- data.frame(V4, V5, V6, V7, V8, V9, V10, V11, V12, V13, V14, V15, V16, V17, V18, V19, V20, V21, V22, V23, V24, V25, V26, V27, V28, V29, V30, V31, V32, V33, V34, V35, V36, V37, V38, V39, V40, V41, V42, V43, V44, V45,
2013 Mar 19
1
creating a new variable.
Hello, all. The following is for my own research. I have attached the relevant data in pdf from Transparency International. I am only interested in the "CPI 2010 scores" column. I am interested in creating a variable for several of these countries. The idea is, they will become a country level aggregate IV "corruption". I am running models on about 10 countries,
2006 Feb 01
2
sort columns
Hi. I have a simple (I think) question My dataset have these variables: names(data) [1] "v1" "v2" "v3" "v4" "v5" "v6" "v7" "v8" "v9" "v10" "v11" "v12" "v13" "v14" "v15" "v16" "v17"
2004 Aug 24
5
MMX/mmxext optimisations
quite some speed improvement indeed. attached the updated patch to apply to svn/trunk. j -------------- next part -------------- A non-text attachment was scrubbed... Name: theora-mmx.patch.gz Type: application/x-gzip Size: 8648 bytes Desc: not available Url : http://lists.xiph.org/pipermail/theora-dev/attachments/20040824/5a5f2731/theora-mmx.patch-0001.bin
2010 Aug 17
3
Wilcoxon test and grouping factor with multiple levels
Dear R users, I have a dataset with two variables: $esan - a grouping factor with 8 levels and $reus. I'd like to do wilcox.test on this dataset as sugested Weiwei here: https://stat.ethz.ch/pipermail/r-help/2007-July/136627.html. I tried to adapt his recommendation but no succes. Can anyone help me? Regards, Iurie Malai, Senior Lecturer Department of Psychology Faculty of Psychology and
2008 Jan 21
5
"nonstandard" column names
Hi everyone, I am sure that this question has been asked here some time ago but I do not remember the answer and was unable to find it in the archives... Below is my question: suppose that I have a data.frame x and one of it's columns name is "CPI/RPI" (without quotation marks of course). How can I reference this column? Neither of x$CPI/RPI or x$"CPI/RPI" work. I
2004 Aug 17
1
An entire data frame which is a time-series?
I have : raw <- read.table("monthly.text", skip=3, sep="|", col.names=c("junk", "junk2", "wpi", "g.wpi", "wpi.primary", "g.wpi.primary", "wpi.fuel", "g.wpi.fuel", "wpi.manuf", "g.wpi.manuf",
2010 Apr 09
6
How to run Shapiro-Wilk test for each grouped variable?
I want to run Shapiro-Wilk test for each variable in my dataset, each grouped by variable groupFactor. I have these working commands: > data.n<-names(data) # put names into a vector called data.n > by(eval(parse(text=(paste("data",data.n[3],sep="$")))), data$factor, shapiro.test) #run shapiro.test but I must to change the variable number manualy. How to automate
2009 Sep 24
2
Downloading data from from internet
Hi all, I want to download data from those two different sources, directly into R : http://www.rateinflation.com/consumer-price-index/usa-cpi.php http://eaindustry.nic.in/asp2/list_d.asp First one is CPI of US and 2nd one is WPI of India. Can anyone please give any clue how to download them directly into R. I want to make them zoo object for further analysis. Thanks, -- View this message in
2004 Aug 21
3
Puzzled at lm() and time-series
I tried toy problems and there doesn't seem to be a basic problem between lm() and ts objects: X = data.frame(x=c(1,2,7,9), y=c(7,2,3,1)) lm(y ~ x, X) X <- lapply(X, function(x) ts(x, frequency=12, start=c(1994,7))) lm(y ~ x, X) and this works fine - whether you do an lm() before or after making ts objects, it's okay. But I have a situation where things aren't okay.
2009 Oct 23
4
How to apply the Wilcoxon test to a hole table at once?
Hi, I have a data set: > Dataset X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14 X15 X16 X17 1 user1 m 22 19 28 24 12 18 9 7 4 5 4 7 5 7 9 2 user2 f 25 19 23 18 18 15 6 8 6 6 7 10 7 7 7 3 user3 f 28 21 24 18 15 12 10 6 7 9 5 10 5 9 5 4 user4 f 26 19 26 21 12 18 6 6 5 1 3 8 6 5 6 5 user5 m 21 22 26 18 9 6 4 6 1
2011 Jan 10
3
Lattice, combine histogram and line graph
Hello everyone, I have a simple histogram of gasoline prices going back a few years that I want to insert a line graph of consumer price index (cpi) over the histogram. I have looked through the "Lattice" book by Deepayan Sarkar but don't see anything there. How might this be done? An example would be wonderful. Current code snippet follows. For example additional field to add
2013 Nov 16
2
[LLVMdev] Implementing the ldr pseudo instruction in ARM integrated assembler
Moving discussion to llvm-commits now that I have a more developed implementation: http://lists.cs.uiuc.edu/pipermail/llvm-commits/Week-of-Mon-20131111/195401. html > -----Original Message----- > From: llvmdev-bounces at cs.uiuc.edu [mailto:llvmdev-bounces at cs.uiuc.edu] On > Behalf Of David Peixotto > Sent: Tuesday, November 12, 2013 11:09 AM > To: 'Amara Emerson' >
2009 Jun 11
1
Thusnelda - Floating point exception in encoder_toplevel.c:209
Hi all, I've been hitting the odd floating point exception errors using the new alpha encoders. They're encoding a live stream so I can't reproduce the crash on demand, and it might only happen once every few days so it's been fun trying to get a backtrace. The crash happens in a fairly scary block of code, I wouldn't have a clue where to begin trying to fix it!
2013 Dec 17
0
[LLVMdev] Implementing the ldr pseudo instruction in ARM integrated assembler
Hi David, Maybe I’m just blind, but where’s the code to handle the .ltorg directive? Is that a separate patch, maybe? Without that, this is not going to be usable in any circumstance using subsections-via-symbols. +typedef std::map<const MCSection *, ConstantPool> ConstantPoolMapTy; This feels odd to me. Can you elaborate a bit more on the data structure choices?? I would have expected
2011 Dec 06
1
About summary in linear models
Hello!!, for linear models fit I use Gretl, but now I'm starting to use R, I would like to know if is there some function to obtain a extended summary like in Gretl. I will write a example in Gretl Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest Coeficient St error t-ratio p-value const 377,631 35,0955 10,7601 <0,00001 *** GNP
2012 Aug 03
1
How can I read time series data to create zoo objects if I have two title lines?
Hello, This is a standard example in which I read the time series data from a csv file and create a zoo object: x0 <- read.csv(file="CPI.csv", header=TRUE) time_0<-as.yearmon("1981-01")+(0:371)/12 x0zoo<-zoo(x0, time_0) The data look like this: TIME CPI CPI_food CPI_Clothes CPI_House CPI_Rent 198101 62.1 55.34 103.45 65.24 61.43 198102 63.16 56.95
2011 Dec 06
1
Duda sobre summary
Hola!! A ver si alguien puede ayudarme!! Para ajuste de modelos lineales normalmente uso Gretl. Ahora estoy empezando a hacerlo en R. Me gustaría saber si existe alguna función que haga un summary extendido como el de Gretl. Os pongo un ejemplo del summary de Gretl. Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest              Coeficiente   Desv. Típica