Displaying 20 results from an estimated 600 matches similar to: "What PRECISELY is the dfbetas() or lm.influence()$coef ?"
2004 Mar 04
0
passing a formula to coxph() along with a ...
Hello. I am making a program that allows a user to enter a formula
to be used in coxph() and then does some other stuff to it, and also allows
the user to set other options within coxph().
What is the proper way to pass a formula to a function along with a ...? I
have a function:
func <- function(coxformula, data = parent.frame(),...) {
# Cut to relevant part of function
coxmod <-
2009 Nov 13
1
dfbetas vs dfbeta
Hi, I've looked around but can't find a clear answer to the difference for
these two? Any help?
Thanks!
--
View this message in context: http://old.nabble.com/dfbetas-vs-dfbeta-tp26331704p26331704.html
Sent from the R help mailing list archive at Nabble.com.
2011 Apr 29
1
logistic regression with glm: cooks distance and dfbetas are different compared to SPSS output
Hi there,
I have the problem, that I'm not able to reproduce the SPSS residual
statistics (dfbeta and cook's distance) with a simple binary logistic
regression model obtained in R via the glm-function.
I tried the following:
fit <- glm(y ~ x1 + x2 + x3, data, family=binomial)
cooks.distance(fit)
dfbetas(fit)
When i compare the returned values with the values that I get in SPSS,
2009 Jan 14
1
dfbetas without intercept
Hello
I am running a regression without the intercept, and want to compute dfbetas. How do I do this? The dfbetas function only works when the intercept is included in the model.
Regards
K
[[alternative HTML version deleted]]
2003 Jul 12
1
Problem with library "car"
I am using the Unix version of R (version 1.7.0), installed via fink on a G4
Macintosh. I recently upgraded from version 1.6.0 and found that the "car"
library now has a problem:
---Begin transcript---
>library(car)
Attaching package 'car':
The following object(s) are masked from package:base :
dfbeta dfbeta.lm dfbetas dfbetas.lm hatvalues hatvalues.lm
2008 May 07
1
coxph - weights- robust SE
Hi,
I am using coxph with weights to represent sampling fraction of subjects.
Our simulation results show that the robust SE of beta systematically
under-estimate the empirical SD of beta.
Does anyone know how the robust SE are estimated in coxph using weights?
Is there any analytical formula for the “weighted” robust SE?
Any help is appreciated!
Thanks so much in advance
Willy
2001 Apr 28
9
two new packages
I've prepared preliminary versions of two packages that I plan eventually
to contribute to CRAN:
car (for "Companion to Applied Regression") is a package that provides a
variety of functions in support of linear and generalized linear models,
including regression diagnostics (e.g., studentized residuals, hat-values,
Cook's distances, dfbeta, dfbetas, added-variable plots,
2001 Apr 28
9
two new packages
I've prepared preliminary versions of two packages that I plan eventually
to contribute to CRAN:
car (for "Companion to Applied Regression") is a package that provides a
variety of functions in support of linear and generalized linear models,
including regression diagnostics (e.g., studentized residuals, hat-values,
Cook's distances, dfbeta, dfbetas, added-variable plots,
2001 Apr 28
9
two new packages
I've prepared preliminary versions of two packages that I plan eventually
to contribute to CRAN:
car (for "Companion to Applied Regression") is a package that provides a
variety of functions in support of linear and generalized linear models,
including regression diagnostics (e.g., studentized residuals, hat-values,
Cook's distances, dfbeta, dfbetas, added-variable plots,
2010 Feb 21
1
tests for measures of influence in regression
influence.measures gives several measures of influence for each
observation (Cook's Distance, etc) and actually flags observations
that it determines are influential by any of the measures. Looks
good! But how does it discriminate between the influential and non-
influential observations by each of the measures? Like does it do a
Bonferroni-corrected t on the residuals identified by
2013 May 01
1
Trouble with methods() after loading gdata package.
Greetings to r-help land.
I've run into some program crashes and I've traced them back to methods()
behavior
after the package gdata is loaded. I provide now a minimal re-producible
example. This seems bugish to me. How about you?
dat <- data.frame(x = rnorm(100), y = rnorm(100))
lm1 <- lm(y ~ x, data = dat)
methods(class = "lm")
## OK so far
library(gdata)
2009 Oct 10
2
easy way to find all extractor functions and the datatypes of what they return
Am I asking for too much:
for any object that a stat proc returns ( y <- lm( y~x) , etc ) ) , is there
a super convenient function like give_all_extractors( y ) that lists all
extractor functions , the datatype returned , and a text descriptor
field ("pairwisepval" "lsmean" etc)
That would just be so convenient.
What are my options for querying an object so that I can
2010 Feb 10
2
Total least squares linear regression
Dear all,
After a thorough research, I still find myself unable to find a function
that does linear regression of 2 vectors of data using the "total least
squares", also called "orthogonal regression" (see :
http://en.wikipedia.org/wiki/Total_least_squares) instead of the
"ordinary least squares" method. Indeed, the "lm" function has a
2005 Jun 27
1
delta-beta's
Hi there
I have created a multivariate logistic regression model looking at the
presence/absence of disease on farms. I would like to plot the diagnostic
plots recommended by Hosmer & Lemeshow to look particularly for any points of
high influence. In order to do this I need to extract values for delta-beta.
The function dfbeta gives a value for change in each coefficient but I am
looking
2009 Oct 30
1
Package zelig
hello all
I am using the R package Zelig for some tobit regression with robust
standard errors.
I have got R version 2.9.2 (2009-08-24)
and Zelig Version: 3.4-5
when i do demo(robust)
It ends like this way
data(coalition)
> # Fit the model with robust standard error
> user.prompt()
Press <return> to continue:
> z.out3 <- zelig(Surv(duration, ciep12) ~ polar + numst2 +
2003 Aug 06
2
leverage
Hi
Can anyone help with the technique of obtaining leverages from a
conditional logistic regression model? The code lm.influence does not seem
to work for this data.
Thanks
Jane Murray
2009 Feb 20
1
Diagnostics for single-observation deletion in Cox models
Hi,
Storer and Crowley (JASA 1985) presented an approach for approximating the
changes in maximum partial-likelihood parameter estimates for the Cox model
when a single observation is deleted. Is there an R implementation of this
approach?
Any help is greatly appreciated. Thanks.
Best,
Ravi.
----------------------------------------------------------------------------
-------
Ravi
2007 Nov 03
2
R validation
Dear R-Users,
A message to continue the discussions we had in March and June. I have
read the documents written since then
(http://www.r-project.org/doc/R-FDA.pdf ;
http://user2007.org/program/presentations/harrell.pdf ;
http://user2007.org/program/presentations/rossini.pdf ;
http://user2007.org/program/presentations/soukup.pdf) which are very
interesting and useful.
I work in a CRO and we
2002 Apr 19
4
Durbin-Watson test in packages "car" and "lmtest"
Hi,
P-values in Durbin-Watson test obtained through the use of functions available in packages "lmtest" and "car" are different. The difference is quite significant. function "dwtest" in "lmtest" is much faster than "burbinwatson" in "car". Actually, you can take a nap while the latter trying to calculated Durbin-Watson test. My question
2010 Oct 06
2
A problem --thank you
dear:teacher
i have a problem which about the polr()(package "MASS"), if the response must have 3 or more levels?
and how to fit the polr() to 2 levels?
thank you.
turly yours
[[alternative HTML version deleted]]