similar to: Linear regression with tranformed dependant variable

Hello, R-Help answers questions on R code, your question is about statistics. You should try posting the question to https://stats.stackexchange.com/ Hope this helps, Rui Barradas Em 23-10-2017 18:54, kende jan via R-help escreveu: > Dear all, I am trying to fit a multiple linear regression model with a transformed dependant variable (the normality assumption was not verified...). I have

Hello, I've some questions concerning log-transformations and plotting of the regression lines. So far as I know is it a problem to log-transform values smaller than 1 (0-1). In my statistics lecture I was told to do a log(x+1) transformation in such cases. So I provide here a small example to explain my questions: # Some example data for testing a1

Hello R-Users, The following questions are not R-technical, but more of general statistical nature. 1. NORMALITY I built a normal linear regression model and now I want to check for the residual normality assumption. If I check the distribution graphically and look at the descriptive characteristics (skewness and kurtosis are below 1), I would confirm that the residuals are normally

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

I have a Mac OS X system. To deal with a long monthly electricity demand time-series I use the procedures TRAMO/SEATS with the MS-windows only Demetra programme and X12 under R resorting to the awkward - as far as the output is concerned - x12 R package running the relating Fortran code. I wonder if someone out there has attempted to translate TRAMO/SEATS and X12 into R native language? Ciao

Hello, I ran AIC for some competing models I created. I get df and an AIC score from the AIC procedure. Can I use the models with the lowest AIC scores from this procedure to choose my 'best' models? If not, what else do I need to do (and know) and how can I do it in R to chose the 'best' models? Thank you kindly, Michael [[alternative HTML version deleted]]

Hallo, as I see there is a new version for R available. Can anyone tell me how I can update my version 2.5.0 under Windows? The last times I just uninstalled the old version and installed the new one. Afterwards I had to install also all needed packages again. All in all it cost me half a day until my system works fine again. Is there a quicker option? If yes please tell me the commands. Thanks,

Hello all, I looking at package dse or vars or mAr I know how to simulate a VAR(p) process, my problem is that most of those processes are unstable (not weakly stationary). Do anybody know how to generate a random VAR (or VARMA even better) process that is weakly stationary? Thanks -- View this message in context: http://r.789695.n4.nabble.com/simulating-stable-VAR-process-tp4261177p4261177.html

When I do ARMA(2,2) using one lag of LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **MA Backcast: 1969Q4 1970Q1 > ** > **Variable Coefficient Std.

>From the R Studio downloads, look below the installers. This is off topic however. If there is no zipped, no exe, no installation required of R, then I thank you very much for your help and trolling. (BTW, I think my question was pretty clear, concise and specific, I appreciate that some of you tried to solve a problem related to what I have, but I have already reviewed all options, and what

Dear R-experts, It is a quite stupid question but please help me. I am very confuced. I am able to import normal txt ant mat-files to R but unable to import .xls-file I do not understand the online help. Can please anyone send me the corresponding command lines? The .xls-file is attached. In my file we use commas for the decimal format (example: 0,712), changes might be needed. Thanks, Corinna

Dear R People: Is it possible to run R on a netbook/mini, please? Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at gmail.com

Hello ! I'm already using "fBasics" to generate alpha-stable variables or compute their density or distribution function but do you know where I could find .R tools for computing the correlation and fit a regression between two alpha-stable variables ? Thanks in advance ! Kind regards, Pascal Grosbuis (France) [[alternative HTML version deleted]]

Dear R-users, I have an anual info of gross product and I would like to disaggregate to trimestral data. Can I import a matlab library of Quilis? ( http://www.mathworks.com/matlabcentral/fileexchange/24438-temporal-disaggregation-library ) Thanks, Sebasti?n.

Hi R users Having both a faster CPU and more memory will boost computing power. I was wondering if only adding more memory (1GB -> 2GB) will significantly reduce R computation time? Taka, _________________________________________________________________ Get FREE company branded e-mail accounts and business Web site from Microsoft Office Live

Hello, I am very new to R and Time Series. I need some help including R codes about the following issues. I' ll really appreciate any number of answers... # I have a time series data composed of 24 values: myinput = c(n1,n2...,n24); # In order to make a forecasting a, I use the following codes result1 = arima(ts(myinput),order = c(p,d,q),seasonal = list(order=c(P,D,Q))) result2 =

Based on the feedback received, I did the following: a) moved my lib sub-directory from the existing installed R version to c:\myRLib b) installed the updated R version c) created .Renviron file in the home directory (C:\R-2.5.1) with the line R_LIBS=c:/myRLib d) used .libPaths() command to confirm that the new R installation was recognizing the myRLib sub-directory e) deleted my old R

I recently installed R 2.6.2 and am getting errors on startup that relate to svIDE being loaded by Tinn-R. Loading required package: tcltk Loading Tcl/Tk interface ... done Warning messages: 1: '\A' is an unrecognized escape in a character string 2: unrecognized escape removed from ";for Options\AutoIndent: 0=Off, 1=follow language scoping and 2=copy from previous line\n" 3: In

Hi, Could someone please tell me the R codes for fitting VAR(p) (Vector Auto Regressive) models and doing the Johansen?s cointegration tests. TIA Aditya

I'm using stableFit from the package fBasics to estimate the parameters of a truncated normal distribution (I'm interested in the parameters of the underlying normal distribution). It is correct to generalize this truncated normal distribution as a stable distribution ? Thanks David -- View this message in context: