similar to: LME problem

Dear All, I would like to find something ( references, code,..) to implement a comparison of three treatments in an observational study using the 'Propensity Score'. Any help is much appreciated. Thanks! Giovanni -- dr. Giovanni Parrinello Department of Biotecnologies Medical Statistics Unit University of Brescia Viale Europa, 11 25123 Brescia email: parrinel at med.unibs.it Phone:

I'm trying to do a Hosmer-Lemeshow 'goodness of fit' test on my logistic regression model. I found some code here: http://sas-and-r.blogspot.com/2010/09/example-87-hosmer-and-lemeshow-goodness.html The R code is above is a little complicated for me but I'm having trouble with my answer: Hosmer-Lemeshow: p=0.6163585 le Cessie and Houwelingen test (Design library): p=0.2843620

Hello - The final schedule for the Asterisk birds-of-a-feather meeting (as an adjunct to the VON conference) in Boston looks like this: Tuesday, September 23rd at 8:15 at VinnyT's of Boston near the Hynes Convention Center. We'll try to get a corner booth in the "downstairs room", and look for the guy wearing the blue button-down shirt with VON logos on the breast pocket

Cognitive Electronics is an innovative systems startup headquartered in Boston designing a new low power massively parallel processor for use in Big Data analytics, simulation, research and other parallel compute-intensive applications. We are seeking a Principal Compiler Engineer to develop the optimizing LLVM-based compiler that will be the centerpiece of our software toolkit. If you are

Hi David, I tried the following and get the below error messages.... con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > dat <- blpGetData(con,"US4009703799 Equity","PX_LAST",start=as.chron(as.Date("01/01/2005",

Hi R, Again the problem in Bloomberg, I give the below code, > con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > div <- blpGetData(con,"IBM US Equity","EQY_DVD_HIST",start=as.chron(as.Date("01/01/2005", "%m/%d/%Y")),end=as.chron(Sys.Date())) >

Hi to all, Is there a way to use the API bloomberg functions BAddPeriods Binterpol Bcountperiods in RBloomberg? tnks -- View this message in context: http://r.789695.n4.nabble.com/Bloomberg-API-functions-BAddPeriods-Binterpol-Bcountperiods-in-RBloomberg-tp4534163p4534163.html Sent from the R help mailing list archive at Nabble.com.

Together with Enrique's running start and Prasad's work, we figured out how to get tick data and bulk data from Bloomberg into R. Here is a code snippet which builds on Enrique's. ---------------------------- require("RDCOMClient") blCon <<- try(blCon <- COMCreate("Bloomberg.Data.1"), silent=TRUE) # Always check the class of blCon before proceeding! #

Dear R Folks, I know that Enrique Bengoechea ( Credit Suisse ) had posted some code snippets for importing Bloomberg historical data into R. I found them to be very useful. Has anyone succeeded in getting the below items from Bloomberg to R? (a) historical economic release data, (b) tick/intra-day data (c) bulk data such as Index membership info, etc. If someone is willing to share their code

I am having a puzzling problem with bloomberg connection. When i  run from R prompt some code that has .... library(Rbbg) conn <- blpConnect(throw.ticker.errors = FALSE) print("connected") ... I establish connection every time and then proceed to get data when i run this code from R prompt. However, when i run this from a batch script, i get the following error output from Rbbg:

Hello, I am trying to read an Excel file using RODBC connect (its attached) using the following code: Data<-odbcConnectExcel2007('acciones_col.xlsx',readOnly=T,) datos<-sqlFetch(Data,'Bloomberg') odbcClose(Data) The file contains stock data downloaded from bloomberg, and it contains five variables per stock (so every five columns there is an empty column) . As the

Dear All: lme(sbp ~ cengirth, data = family, random= ~ 1 | familyid) converges but lme(sbp ~ cengirth, data = family, random= ~ cengirth | familyid) does not. I get the following message: Error in lme.formula(sbp ~ cengirth, data = family, random = ~cengirth | : iteration limit reached without convergence (9) The data has 488 rows and 154 familyid levels. For

Hi, I am an R novice working with financial data. I am developing a portfolio strategy evaluation technique to back-test the performance of our screens; checking how the screened stock would've performed over the period in question. I am using quantmod in R to download the historical data from yahoo and then analyzing it using PerformanceAnalytics. My problem is that, as our screens are done

Hello, Could anybody help me with this question? Example data frame NAME TICKER SHARES PERFORMANCE John ABC 100 0.05 John ABC 1000 1.5 Alice EFG 20 0.3 Paul HIJ 50 1.0 Paul JKL 60 2.0 Paul MNO 12 3.0 I would like to aggregate this dataframe by

I have a longitudinal competing risk data of the form: ID COMPL SEX HEREDITY 1 0 1 2 1 0 1 2 1 3 1 2 2 0 0 1 2 1 0 1 2 2 0 1 2 2 0 1 3 0 0 1 3 0 0 1 3 0 0 1 3 0 0 1 3 2 0 1 4 0 1 2 4 0 1

Dear R-help-list, I started using R coming from the former use of SPSS, mainly writing my own syntax. I do classical experimental cognitive psychology and am interested in the cognitive control of task sequences (i.e. classification task). Especially I am interested in the performance of the actual depending on the tasks before. Thus, in SPSS I create variables like this one: Compute cond =

I'm having tons of trouble getting the fromstring to work in voicemail.conf. I've tried both voicemail and voicemail2 but the emails still seem to be coming from asterisk pbx. Has anyone had any luck with this? ================= Here's my voicemail.conf: ; ; Voicemail Configuration ; [general] ; Default formats for writing Voicemail ;format=g723sf|wav49|wav format=wav49|gsm|wav ;

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

Hi R-Experts, Can anyone tell me how Bloomberg data can be directly downloaded to R? Is there any package? Sumanta Basak. ------------------------------------------------------------------------------------------------------------------- This e-mail may contain confidential and/or privileged infor...{{dropped}}

Hi R, Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg package? BR, Shubha [[alternative HTML version deleted]]