Displaying 20 results from an estimated 300 matches similar to: "nonpos. def. var-cov matrix"
2006 Jan 09
1
trouble with extraction/interpretation of variance structure para meters from a model built using gnls and varConstPower
I have been using gnls with the weights argument (and varConstPower) to
specify a variance structure for curve fits. In attempting to extract the
parameters for the variance model I am seeing results I don't understand.
When I simply display the model (or use "summary" on the model), I get what
seem like reasonable values for both "power" and "const". When I
2010 Oct 15
2
How to extract parameter estimates of variance function from lme fit
Dear R-Users,
I have a question concerning extraction of parameter estimates of 
variance function from lme fit.
To fit my simulated data, we use varConstPower ( constant plus power 
variance function).
fm<-lme(UPDRS~time,data=data.simula,random=~time,method="ML",weights=varConstPower(fixed=list(power=1)))
I extract the results of this function by using the following codes:
2005 Apr 01
1
CI for Ratios of Variance components in lme?
My apologies if this is obvious:
Is there a simple way (other than simulation or bootstrapping) to obtain a
(approximate)confidence interval for the ratio of 2 variance components in a
fitted lme model? -- In particular, if there are only 2 components (1
grouping factor). I'm using nlme but lme4 would be fine, too.
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
2013 Jun 07
1
Function nlme::lme in Ubuntu (but not Win or OS X): "Non-positive definite approximate variance-covariance"
Dear all,
I am estimating a mixed-model in Ubuntu Raring (13.04¸ amd64), with the
code:
fm0 <- lme(rt ~ run + group * stim * cond,
                 random=list(
                   subj=pdSymm(~ 1 + run),
                   subj=pdSymm(~ 0 + stim)),
                 data=mydat1)
When I check the approximate variance-covariance matrix, I get:
> fm0$apVar
[1] "Non-positive definite
2010 Jun 24
1
Question on WLS (gls vs lm)
Hi all,
I understand that gls() uses generalized least squares, but I thought
that maybe optimum weights from gls might be used as weights in lm (as
shown below), but apparently this is not the case. See:
library(nlme)
f1 <- gls(Petal.Width ~ Species / Petal.Length, data = iris,  weights
= varIdent(form = ~ 1 | Species))
aa <- attributes(summary(f1)$modelStruct$varStruct)$weights
f2 <-
2009 Oct 15
2
Proper syntax for using varConstPower in nlme
Hello,
Excuse me for posting two questions in one day, but I figured it would be 
better to ask my questions in separate emails.  I will again give the caveat 
that I'm not a statistician by training, but have a fairly decent 
understanding of probability and likelihood.
As before, I'm trying to fit a nonlinear model to a dataset which has two main 
factors using nlme. Within the dataset
2008 Oct 15
2
Network meta-analysis, varConstPower in nlme
Dear Thomas Lumley, and R-help list members,
I have read your article "Network meta-analysis for indirect treatment
comparisons" (Statist Med, 2002) with great interest. I found it very
helpful that you included the R code to replicate your analysis;
however, I have had a problem replicating your example and wondered if
you are able to give me a hint. When I use the code from the
2006 Feb 17
0
trouble with extraction/interpretation of variance struct ure para meters from a model built using gnls and varConstPower
Works perfectly. Thank you.
-Hugh Rand
-----Original Message-----
From: Spencer Graves [mailto:spencer.graves at pdf.com]
Sent: Sunday, January 15, 2006 6:41 PM
To: Rand, Hugh
Cc: 'r-help at lists.R-project.org'
Subject: Re: [R] trouble with extraction/interpretation of variance
structure para meters from a model built using gnls and varConstPower
	  How about this:
 >
2004 Oct 18
3
manual recreation of varConstPower using new fixed effects variables in nlme
Hello, I am trying to design new variance structures
by using fixed effects variables in combination with
the VarPower function.  That is, I would like to
create and evaluate my own variance function in the
data frame and then incorporate it into the model
using varPower, with value=.5.  
As a start, I am trying to recreate the function of
VarConstPower by introducing two new variables in the
2006 Jul 18
2
Using corStruct in nlme
I am having trouble fitting correlation structures within nlme. I would like to 
fit corCAR1, corGaus and corExp correlation structures to my data.  I either 
get the error "step halving reduced below minimum in pnls step" or 
alternatively R crashes.
My dataset is similar to the CO2 example in the nlme package. The one major 
difference is that in my case the 'conc' steps are
2006 Jun 01
2
Help: lme
Good day R-Users,
   
  I have a problem accessing some values in the output from the summary of an lme fit.
   
  
The structure of my data is as shown below (I have attached a copy of the full data).
  
 
  id trials endp Z.sas       ST
  1      1   -1         -1        42.42884
  1      1    1         -1         48.12007
  2      1   -1         -1        43.42878
  2      1    1         -1     
2006 May 30
1
Query: lme output
Dear R-Users
   
  I have a problem accessing some values in the output from the summary of an lme fit. 
   
  I fit the model below:
   
  ggg <- lme (ST~ -1 + as.factor(endp):Z.sas + as.factor(endp), data=dat4a,
  random=~-1 + as.factor(endp) + as.factor(endp):Z.sas|as.factor(trials),
  correlation = corSymm(form=~1|as.factor(trials)/as.factor(id)), weights=varIdent(form=~1|endp))
   
  hh
2007 Oct 17
2
nmle: gnls freezes on difficult case
Hi,
I am not sure this is a bug but I can repeat it, The functions and data
are below.
I know this is nasty data, and it is very questionable whether a 4pl
model
is appropriate, but it is data fed to an automated tool and I would
have hoped for an error. Does this repeat for anyone else?
My details:
> version
               _                           
platform       i686-pc-linux-gnu          
2011 Aug 29
1
Bayesian functions for mle2 object
Hi everybody,
I'm interested in evaluating the effect of a continuous variable on the mean
and/or the variance of my response variable. I have built functions
expliciting these and used the 'mle2' function to estimate the coefficients,
as follows:
func.1 <- function(m=62.9, c0=8.84, c1=-1.6)
	{
 	s <- c0+c1*(x)
	-sum(dnorm(y, mean=m, sd=s,log=T))
	}
m1 <- mle2(func.1,
2011 Aug 17
1
contrast package with interactions in gls model
Hi!
I try to explain the efffect of (1)  forest where i took samples's soils (*
Lugar*: categorical variable with three levels), (2) nitrogen addition
treatments (*Tra*: categorical variable with two levels) on total carbon
concentration's soil samples (*C: *continue* *variable) during four months
of sampling (*Time:* categorical and ordered variable with four levels).
I fitted the
2012 May 02
3
Consulta gráfica
 
Hola,
 
Por favor, ¿podríais indicarme qué recursos (librerías o ideas) pueden resultar de utilidad para crear un gráfico del estilo del de la figura 3.8 del siguiente link?
 
http://www.tsc.uvigo.es/BIO/Bioing/ChrLDoc3.html#3.5
 
Actualmente estoy utilizando funciones muy básicas y la verdad es que no me encuentro muy satisfecha con el resultado.
 
Muchas gracias.
 
Eva
	[[alternative HTML
2007 Nov 27
2
lme object manipulation
Hello:
I have an lme object, say lme_res2,  which was generated using the varIdent.  I'm trying to extract the double 1.532940 from the object, but I can't find it by attributes(lme_res2) or attributes(summary(lme_res2)).  How can I pull it out (so that I can save it to another variable)?  Thanks.
 
Shin
 
Linear mixed-effects model fit by REML
  Data: dat
  Log-restricted-likelihood:
2006 Mar 07
1
lme and gls : accessing values from correlation structure and variance functions
Dear R-users
   
  I am relatively new to R, i hope my many novice questions are welcome.
   
  I have problems accessing some objects (specifically the random effects, correlation structure and variance function) from an object of class gls and lme.
   
  I used the following models:
   
  
  yah <- gls (outcome~ -1 + as.factor(Trial):as.factor(endpoint)+
2003 Mar 04
2
How to extract R{i} from lme object?
Hi, lme() users,
Can some one tell me how to do this.
I model Orthodont with the same G for random
variables, but different R{i}'s for boys and girls, so
that I can get sigma1_square_hat for boys and
sigma2_square_hat for girls.
The model is Y{i}=X{i}beta + Z{i}b + e{i}
b ~ iid N(0,G) and e{i} ~ iid N(0,R{i}) i=1,2
orth.lme <- lme(distance ~ Sex * age, data=Orthodont,
random=~age|Subject,
2007 Jun 10
1
{nlme} Multilevel estimation heteroscedasticity
Dear All,
I'm trying to model heteroscedasticity using a multilevel model. To  
do so, I make use of the nlme package and the weigths-parameter.  
Let's say that I hypothesize that the exam score of students  
(normexam) is influenced by their score on a standardized LR test  
(standLRT). Students are of course nested in "schools". These  
variables are contained in the