similar to: read.dta function in foreign package

Hi, I am computing the Nelson-Aalen (NA) estimate of baseline cumulative hazard in two different ways using the "survival" package. I am expecting that they should be identical. However, they are not. Their difference is a monotonically increasing with time. This difference is probably not large to make any impact in the application, but is annoyingly non-trivial for me to just

Hi, I am dealing with the following problem. There are two biochemical assays, say A and B, available for analyzing blood samples. Half the samples have been analyzed with A. Now, for some insurmountable logistic reasons, we have to use B to analyze the remaining samples. However, we can do a comparative study on a small number of samples where we can obtain concentrations using both A and

Hi Reuben, I am puzzled to note that the gradient check in "optimx" does not work for you. Can you send me a reproducible example so that I can figure this out? John - I think the best solution for now is to issue a "warning" rather than an error message, when the numerical gradient is not sufficiently close to the user-specified gradient. Best, Ravi.

Hi, I am running a simulation study with the survival::coxph. Some of the simulations result in problematic fits due to flat partial likelihood. So, you get the warning message: Warning message: In fitter(X, Y, strats, offset, init, control, weights = weights, ... : Loglik converged before variable 2 ; beta may be infinite. How can I keep track of the simulations which yield any kind of

Thanks in advance. I pass data sets between R and Stata and think dta files would be the best files for this. To do this I can use package foreign or package memisc. I mostly use foreign, although have used memisc and this problem mostly didn't happen, but created errors at other times. I have a csv data set (and created a test case) with with at least one column completely missing. This

Dear R-helpers, if I want to read a .dta-file generated by stata 9.0 with read.dta (foreign), I get the message "not a stata version 5-8 .dta-file". I'm using R-2.6.2 and the latest version of the foreign package. Has someone any hint? With many thanks, Albrecht

Hi, I'd like to request that the 'write.dta' command also save the "var.labels" attributes of the data frame. 'read.dta' can read them, but 'write.dta' doesn't write them back. Thanks.... Edward McNeil -- Epidemiology Unit Faculty of Medicine Prince of Songkla University Hat Yai THAILAND (\_ _/) (='.'=) ('')_('') -- This

Hi, I have a data file, certain lines of which are character fields. I would like to skip these rows, and read the data file as a numeric data frame. I know that I can skip lines at the beginning with read.table and scan, but is there a way to skip a specified sequence of lines (e.g., 1, 2, 10, 11, 19, 20, 28, 29, etc.) ? If I read the entire data file, and then delete the character

Hi, Suppose I have a multivariate response Y (n x k) obtained at a set of predictors X (n x p). I would like to perform a linear regression taking into consideration the covariance structure of Y within each unit - this would be represented by a specified matrix V (k x k), assumed to be the same across units. How do I use "lm" to do this? One approach that I was thinking of

Try this: Age_log_model = glm(Arthrose ~ Alter, data=x, start=c(-1, 0), family=quasibinomial(link = log)) Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins University rvaradhan@jhmi.edu<mailto:rvaradhan@jhmi.edu> 410-502-2619 [[alternative HTML version deleted]]

Hi: In R, how do I display some intermediate results calculated in a "for" loop within a function? For example, in the attached code, how do I get it to print the intermediate variable "mh.new" for each simulation, when I call the function "MHsim.ind"? thanks for any help, Ravi. #################################################################### MHsim.ind

Hi, Given a positive integer N, and a real number \lambda such that 0 < \lambda < 1, I would like to generate an N by N stochastic matrix (a matrix with all the rows summing to 1), such that it has the second largest eigenvalue equal to \lambda (Note: the dominant eigenvalue of a stochastic matrix is 1). I don't care what the other eigenvalues are. The second eigenvalue is

Hi, I would like to solve a system of coupled ordinary differential equations, where there is a delay (time lag) term. I would like to use the "lsoda" function "odesolve" package. However, I am not sure how to specify the delay term using the syntax allowed by odesolve. Here is an example of the kind of problem that I am trying to solve: > library(odesolve)

hi , lik <- function(nO, nA, nB, nAB){ loglik <- function(par) { p=par[1] q=par[2] r <- 1 - p - q if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) ) { -(2 * nO * log (r) + nA * log (p^2 + 2 * p * r) + nB * log (q^2 + 2 * q * r) + nAB * (log(2) +log(p) +log(q))) } else NA } loglik }

Hi, I have a simple problem that I would appreciate getting some tips. I am using the "truehist" function within an "apply" call to plot multiple histograms. I can't figure out how to get truehist to use the column names of the matrix as the labels for the x-axis of the histograms. Here is a simple example: X <- matrix(runif(4000),ncol=4) colnames(X)

Hi, Where can I find the source code for nlm()? I dowloaded the R2.8.1.tar.gz file and looked at all the .c and .f files, but couldn't find either nlm.c or nlm.f There is an nlm.r file, but that is not useful. Thanks for any help, Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging

Hi, I am trying to do the following computation: p <- rep(0, n) coef <- runif(K+1) U <- matrix(runif(n*(2*K+1)), n, 2*K+1) for (i in 0:K){ for (j in 0:K){ p <- p + coef[i+1]* coef[j+1] * U[,i+j+1] } } I would appreciate any suggestions on how to perform this computation efficiently without the "for" loops? Thank

Hi: I have two matrices, A and B, where A is n x k, and B is m x k, where n >> m >> k. Is there a computationally fast way to count the number of times each row (a k-vector) of B occurs in A? Thanks for any suggestions. Best, Ravi. [[alternative HTML version deleted]]

Hi, I apologize for this repeat posting, which I first posted yesterday. I would appreciate any hints on solving this problem: I have two matrices A (m x 2) and B (n x 2), where m and n are large integers (on the order of 10^4). I am looking for an efficient way to create another matrix, W (m x n), which can be defined as follows: for (i in 1:m){ for (j in 1:n) { W[i,j] <-

Hi, I have noticed that there is a change in the use of ellipses or . in R versions 2.6.1 and later. In versions 2.5.1 and earlier, the . were always at the end of the argument list, but in 2.6.1 they are placed after the main arguments and before method control arguments. This results in the user having to specify the exact (complete) names of the control arguments, i.e. partial matching is