similar to: multiple correlation?

Displaying 20 results from an estimated 10000 matches similar to: "multiple correlation?"

2010 Feb 25
1
How to do: Correlation with "blocks" (or - "repeated measures" ?!) ?
Hello dear R help group, I have the following setup to analyse: We have about 150 subjects, and for each subject we performed a pair of tests (under different conditions) 18 times. The 18 different conditions of the test are complementary, in such a way so that if we where to average over the tests (for each subject), we would get no correlation between the tests (between subjects). What we wish
2011 Jan 04
5
scoping/non-standard evaluation issue
Dear r-devel list members, On a couple of occasions I've encountered the issue illustrated by the following examples: --------- snip ----------- > mod.1 <- lm(Employed ~ GNP.deflator + GNP + Unemployed + + Armed.Forces + Population + Year, data=longley) > mod.2 <- update(mod.1, . ~ . - Year + Year) > all.equal(mod.1, mod.2) [1] TRUE > > f <-
2011 Oct 09
1
strucchange Nyblom-Hansen Test?
I want to apply Nyblom-Hansen test with the strucchange package, but I don't know how is the correct way and what is the difference between the following two approaches (leeding to different results): data("longley") # 1. Approach: sctest(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley, type = "Nyblom-Hansen") #results in: # Score-based CUSUM
2005 Aug 24
1
lm.ridge
Hello, I have posted this mail a few days ago but I did it wrong, I hope is right now: I have the following doubts related with lm.ridge, from MASS package. To show the problem using the Longley example, I have the following doubts: First: I think coefficients from lm(Employed~.,data=longley) should be equal coefficients from lm.ridge(Employed~.,data=longley, lambda=0) why it does not happen?
2005 Mar 29
1
improved pairs.formula?
Dear all, I would like to suggest changing the pairs.formula command such that a command like pairs(GNP ~ . - Year - GNP.deflator, longley) would behave in a similar fashion as lm(GNP ~ . - Year - GNP.deflator, longley) i.e., make a pairwise scatterplot of GNP and all other variables in the (longley) dataframe except for Year and GNP.deflator. The above command, with the
2017 Sep 13
3
vcov and survival
Dear Terry, Even the behaviour of lm() and glm() isn't entirely consistent. In both cases, singularity results in NA coefficients by default, and these are reported in the model summary and coefficient vector, but not in the coefficient covariance matrix: ---------------- > mod.lm <- lm(Employed ~ GNP + Population + I(GNP + Population), + data=longley) >
2011 Aug 23
1
obtaining p-values for lm.ridge() coefficients (package 'MASS')
Dear all I'm familiarising myself with Ridge Regressions in R and the following is bugging me: How does one get p-values for the coefficients obtained from MASS::lm.ridge() output (for a given lambda)? Consider the example below (adapted from PRA [1]): > require(MASS) > data(longley) > gr <- lm.ridge(Employed ~ .,longley,lambda = seq(0,0.1,0.001)) > plot(gr) > select(gr)
2017 Sep 14
6
vcov and survival
>>>>> Martin Maechler <maechler at stat.math.ethz.ch> >>>>> on Thu, 14 Sep 2017 10:13:02 +0200 writes: >>>>> Fox, John <jfox at mcmaster.ca> >>>>> on Wed, 13 Sep 2017 22:45:07 +0000 writes: >> Dear Terry, >> Even the behaviour of lm() and glm() isn't entirely consistent. In both cases,
2017 Nov 02
2
vcov and survival
>>>>> Fox, John <jfox at mcmaster.ca> >>>>> on Thu, 14 Sep 2017 13:46:44 +0000 writes: > Dear Martin, I made three points which likely got lost > because of the way I presented them: > (1) Singularity is an unusual situation and should be made > more prominent. It typically reflects a problem with the > data or the
2001 Jul 26
2
winedt (PR#1033)
i don't know, whether this is a bug or it is intended: when using winedt and R together it works perfectly, as long as R is run in mdi (multiple window mode). When you switch to sdi (single window mode) winedt, sends no command at all: no history, paste, source or script. Thomas Pesl > version _ platform i386-pc-mingw32 arch x86 os Win32
2011 Dec 21
1
matrix multivariate bootstrap: order of results in $t component
[This question is hopefully straight-forward, but difficult to provide reproducible code.] I'm doing a multivariate bootstrap, using boot::boot(), where the output of the basic computation is a k x p matrix of coefficients, representing a tuning constant x variable, as shown in the $t0 component from my run, giving a 3 x 6 matrix > lboot$t0 GNP Unemployed Armed.Forces
2010 Oct 13
2
total newbie issue with Cortado player using new java 1.6.0_22
is anybody else having problems with the new java 1.6.0.22 ? i am tried both cortado-ovt-debug and cortado-ovtk-debug - neither seem to work anymore once i installed the new java. once i go back to the old java 21 everything works fine. my jar file downloads for console messages (below) came from: http://downloads.xiph.org/releases/cortado/cortado-ovtk-debug-0.6.0.jar i have included
2001 Sep 04
10
Newsgroup - another try?
As nobody seems to answer my request, I simply post it again. Is there any reason why the r-help-mailinglist should not be converted to a newsgroup? These were the advantages of a newsgroup I mentioned earlier: -) you can easily search the archives -) the discussion is faster (I experience that the R-mailinglist has a lag of about 1 to 2 hours (not for everyone!!!). When I ask a question, I get
2000 Sep 07
2
read.table
When I read a table (the dimnames of the table are numbers), R reads the column names as: X plus the number (X1,X2,X3,...) and the rownames as the numbers (1,2,3,...) How can I suppress this action? The code and the output: ^^^^^^^^^^^^^^^^^^^^^^^^ > r2<-read.table("h:\\matrix",header=T,dec=",",na.strings="-99") > dimnames(r2) [[1]] [1] "500"
2000 Aug 29
4
short way
i want to replace certain values of a matrix. i know how to replace them when the values are in a vector. i tried the same way for a matrix and got this answer: la[la==0]<-1 Error in [<-.data.frame(*tmp*, la == 0, value = 1) : matrix subscripts not allowed in replacement i found a way to do this with "for()", but i think this is the worst way to do it. So is there a
2001 Jul 25
1
type missmatch in ?par
under 'mfg' the second paragraph says: [.]the form `c(i, j, nr, nc)' is also accepted, when `nc' and `nc' should be the current number of rows and number of columns. [.] it should be 'nr' and 'nc' instead of 'nc and 'nc' Thomas Pesl > version _ platform i386-pc-mingw32 arch x86 os Win32
2001 Aug 06
2
plot.hclust
I want to plot only a part of a denrogramm, which was produced by hclust. In S-Plus I used the function subtree, but I can not find this function or a similar one in R. Thank you for your help, Thomas Pesl -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",
2001 Aug 20
2
lm
By error I used the function lm with arrays. Is this a legal action? funtion call: h.lm<-lm(h.0~h.9+h.8) where all of the variables are arrays of dimension 722,6,10 Thank you for your help. Thomas Pesl -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",
2013 Apr 27
1
Selecting ridge regression coefficients for minimum GCV
Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is advisable to
2003 Apr 24
2
R-1.7.0 build feedback: NetBSD 1.6 (PR#2837)
R-1.7.0 built on NetBSD 1.6, but the validation test suite failed: Machinetype: Intel Pentium III (600 MHz); NetBSD 1.6 (GENERIC) Remote gcc version: gcc (GCC) 3.2.2 Remote g++ version: g++ (GCC) 3.2.2 Configure environment: CC=gcc CXX=g++ LDFLAGS=-Wl,-rpath,/usr/local/lib make[5]: Entering directory `/local/build/R-1.7.0/src/library' >>> Building/Updating