similar to: Discourage the weights= option of lm with summarized data

Yes. Thank you; I should have quoted it. I suggest to remove this text or to add the word "not" at the beginning. Arie On Sun, Oct 8, 2017 at 4:38 PM, Viechtbauer Wolfgang (SP) <wolfgang.viechtbauer at maastrichtuniversity.nl> wrote: > Ah, I think you are referring to this part from ?lm: > > "(including the case that there are w_i observations equal to y_i and

OK. We have now three suggestions to repair the text: - remove the text - add "not" at the beginning of the text - add at the end of the text a warning; something like: "Note that in this case the standard estimates of the parameters are in general not correct, and hence also the t values and the p value. Also the number of degrees of freedom is not correct. (The parameter

Peter, This is a highly structured text. Just for the discussion, I separate the building blocks, where (D) and (E) and (F) are new: BEGIN OF TEXT -------------------- (A) Non-?NULL? ?weights? can be used to indicate that different observations have different variances (with the values in ?weights? being inversely proportional to the variances); (B) or equivalently, when the elements of

In the Details section of lm (linear models) in the Reference manual, it is suggested to use the weights= option for summarized data. This must be discouraged rather than encouraged. The motivation for this is as follows. With summarized data the standard errors get smaller with increasing numbers of observations. However, the standard errors in lm do not get smaller when for instance all weights

AFAIR, it is a little more subtle than that. If you have replication weights, then the estimates are right, it is "just" that the SE from summary.lm() are wrong. Somehow, the text should reflect this. It is of some importance when you put glm() into the mix, because you can in fact get correct results from things like y <- c(0,1) w <- c(49,51) glm(y~1, weights=w,

My local R-devel version now has (in ?lm) Non-?NULL? ?weights? can be used to indicate that different observations have different variances (with the values in ?weights? being inversely proportional to the variances); or equivalently, when the elements of ?weights? are positive integers w_i, that each response y_i is the mean of w_i unit-weight observations

Since the three posters agree (only) that there is a bug, I propose to file it as a bug, which is the least we can do now. There is more to it: the only other case of a change in the Reference Manual which I know of, is also about the weights option! This is in coxph. The Reference Manual version 3.0.0 (2013) says about coxph: " ... If weights is a vector of integers, then the estimated

Ah, I think you are referring to this part from ?lm: "(including the case that there are w_i observations equal to y_i and the data have been summarized)" I see; indeed, I don't think this is what 'weights' should be used for (the other part before that is correct). Sorry, I misunderstood the point you were trying to make. Best, Wolfgang -----Original Message----- From:

Thanks Gabor and Duncan! It works. For those interested, I added this to the beginning of the \details{} section: \if{html}{\out{ <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax at 3/es5/tex-mml-chtml.js"> </script> }} And then I can use: \if{html}{\out{\(B_{x(a,b)} = \int_0^x t^{a-1} (1-t)^{b-1} dt\)}} or

Hello All, I am wondering if there has ever been any discussion/consideration given to incorporating MathJax (or something similar) into R for rendering equations in .Rd files. I know that equations are rendered beautifully in the pdf manuals, but I suspect the majority of users primarily look at the html help files when using R. While I am comfortable reading something like "B_x(a,b) =

Interesting. I gave this a try, but couldn't make this work. One would have to infuse something like <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax at 3/es5/tex-mml-chtml.js"> </script> or <script id="MathJax-script" async src="<url-to-your-site>/mathjax/tex-chtml.js"> </script> into

Hi All, After some tinkering, and with support from Duncan, I put together a package that allows for easy inclusion of MathJax equations in Rd files. The package has been submitted to CRAN, but those who want to try this out already can get it here: https://github.com/wviechtb/mathjaxr or in other words: install.packages("remotes")

I was not sure who I should contact about this, so I am posting this here. There are a few broken links on the R website. 1) http://www.r-project.org/search.html -> link to the Nabble R Forum. I belive the correct/new URL should be: http://r.789695.n4.nabble.com/ 2) http://www.r-project.org/other-docs.html -> link to "Auswertung ?kologischer Daten". Not sure if there is a new

> -----Original Message----- > From: Kurt Hornik <Kurt.Hornik at wu.ac.at> > Sent: Friday, October 11, 2024 14:18 > To: Viechtbauer, Wolfgang (NP) <wolfgang.viechtbauer at maastrichtuniversity.nl> > Cc: r-devel <r-devel at r-project.org> > Subject: Re: [Rd] Error message when calling t.test() and aov() with a factor > variables > > >>>>>

Dear All, The metafor package currently fails CRAN checks on Sparc Solaris: http://cran.r-project.org/web/checks/check_results_metafor.html The problem is probably due to an unintended (= stupid) use of identical() in a couple tests. I have changed that to more appropriate tests using all.equal(). However, before I resubmit the package to CRAN, I would really like to make sure that the updated

Hi, Here is (I hope) all the relevant output from R. > mean(s1$ZDEPRESSION, na.rm=T) [1] -1.041546e-16 > mean(s1$ZDIVERSITY_PA, na.rm=T) [1] -9.660583e-16 > mean(s1$ZMEAN_PA, na.rm=T) [1] -5.430282e-15 > lm.ridge(ZDEPRESSION ~ ZMEAN_PA * ZDIVERSITY_PA, data=s1)$coef ZMEAN_PA ZDIVERSITY_PA ZMEAN_PA:ZDIVERSITY_PA -0.3962254 -0.3636026

Hello all, I am using forest.rma to plot a random effects model meta-analysis. I noticed that refline sets a vertical line indicating the null hypothesis. Is there a way to draw another vertical line, possibly dashed, centered on the summary estimate? Prof. Viechtbauer, if you happen to read this, I'd like to thank you for making an excellent package. I have been using the metafor package

>>>>> Viechtbauer, Wolfgang (NP) writes: > Hi all, > Just noticed that the error that arises when calling t.test() with factors could be a bit clearer: >> t.test(factor(c(3,1,2,4,3,5,4,5)), factor(c(2,1,2,3,4,5))) > Error in var(x) : Calling var(x) on a factor x is defunct. > Use something like 'all(duplicated(x)[-1L])' to test for a constant vector.

x <- c(1, 1, 2, 2, 2, 3) y <- c(1, 2, 1, 3, NA, 3) > str(xyTable(x,y)) List of 3 $ x : num [1:6] 1 1 2 2 NA 3 $ y : num [1:6] 1 2 1 3 NA 3 $ number: int [1:6] 1 1 1 NA NA 1 How many (2,3)s do we have? At least one, the third entry, but the fourth entry, (2,NA), is possibly a (2,3) so we don't know and make the count NA. I suspect this is not the intended logic, but a

Hi all, Posted this many years ago (https://stat.ethz.ch/pipermail/r-devel/2017-December/075224.html), but either this slipped under the radar or my feeble mind is unable to understand what xyTable() is doing here and nobody bothered to correct me. I now stumbled again across this issue. x <- c(1, 1, 2, 2, 2, 3) y <- c(1, 2, 1, 3, NA, 3) table(x, y, useNA="always") xyTable(x, y)