Displaying 20 results from an estimated 6000 matches similar to: "question about how summary.lm works"
1998 May 29
0
aov design questions
R developers,
I have a first attempt to make an aov function. Eventually I want to
build in Error() structure, but first I am trying to get this
presentable for balanced data with only a single stratum, just using
residual error. I am following R. M. Heiberger's Computation for the
Analysis of Designed Experiments, Wiley (1989)
I a using a wrapper (aov.bal) to call the
2005 Mar 03
2
regression on a matrix
Hi -
I am doing a monte carlo experiment that requires to do a linear
regression of a matrix of vectors of dependent variables on a fixed
set of covariates (one regression per vector). I am wondering if
anyone has any idea of how to speed up the computations in R. The code
follows:
#regression function
#Linear regression code
qreg <- function(y,x) {
X=cbind(1,x)
m<-lm.fit(y=y,x=X)
2010 Sep 23
1
Newey West and Singular Matrix + library(sandwich)
thank you, achim. I will try chol2inv.
sandwich is a very nice package, but let me make some short
suggestions. I am not a good econometrician, so I do not know what
prewhitening is, and the vignette did not explain it. "?coeftest" did
not work after I loaded the library. automatic bandwidth selection
can be a good thing, but is not always.
as to my own little function, I like the
2009 Jul 08
1
functions to calculate t-stats, etc. for lm.fit objects?
I'm running a huge number of regressions in a loop, so I tried lm.fit
for a speedup. However, I would like to be able to calculate the
t-stats for the coefficients.
Does anyone have some functions for calculating the regression summary
stats of an lm.fit object?
Thanks,
Whit
2003 Oct 30
3
Change in 'solve' for r-patched
The solve function in r-patched has been changed so that it applies a
tolerance when using Lapack routines to calculate the inverse of a
matrix or to solve a system of linear equations. A tolerance has
always been used with the Linpack routines but not with the Lapack
routines in versions 1.7.x and 1.8.0. (You can use the optional
argument tol = 0 to override this check for computational
2008 Apr 03
1
Lapack error in Design:::ols
Hi,
I'm trying to use Frank Harrell's Design:::ols function to do regression
of y (numeric) on the interaction of two factors (x1 and x2), but Lapack
throws an error:
> library(Design)
...
> load(url("http://www.csse.unimelb.edu.au/~gabraham/x"))
> ols(y ~ x1 * x2, data=x)
Error in chol2inv(fit$qr$qr) : 'size' cannot exceed nrow(x) = 20
> traceback()
2012 Oct 29
2
lapack routines cannot be loaded
I installed R in (what I believe is) the standard way by adding the
following line to /etc/apt/sources.list
deb http://cran.us.r-project.org/bin/linux/ubuntu precise/
All was well, until I recently upgraded from 2.15.1 to 2.15.2 by running
sudo apt-get update
sudo apt-get upgrade
Now, when I try to do simple things, I get an error. e.g.
R> PP.test(rnorm(1000))
Error in
2012 Nov 22
2
lapack routines cannot be loaded [Help request]
Dear BioConductor and R fellow users
I apologize in advance for double posting, but I am not sure which list would actually be best fit for this message.
I am experiencing a weird error with my R installation on Ubuntu 10.04.4 (LTS) 64bit:
When I run R on the terminal everything goes smoothly:
$R
R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation
2010 Sep 22
1
Newey West and Singular Matrix
dear R experts: ?I am writing my own little newey-west standard error
function, with heteroskedasticity and arbitrary x period
autocorrelation corrections. ?including my function in this post here
may help others searching for something similar. it is working quite
well, except on occasion, it complains that
Error in solve.default(crossprod(x.na.omitted, x.na.omitted)) :
system is
2011 Aug 01
3
formula used by R to compute the t-values in a linear regression
Hello,
I was wondering if someone knows the formula used by the function lm to compute the t-values.
I am trying to implement a linear regression myself. Assuming that I have K variables, and N observations, the formula I am using is:
For the k-th variable, t-value= b_k/sigma_k
With b_k is the coefficient for the k-th variable, and sigma_k =(t(x) x )^(-1) _kk is its standard deviation.
2011 Jul 29
2
'breackpoints' (package 'strucchange'): 2 blocking error messages when using for multiple regression model testing
Good morning to all,
I am encountering a blocking issue when using the function 'breackpoints'
from package 'strucchange'.
*Context:*
I use a data frame, 248 observations of 5 variables, no NA.
I compute a linear model, as y~x1+...+x4
x4 is a dummy variable (0 or 1).
I want to check this model for structural changes.
*Process & issues:*
*First, I used function Fstats.* It
2012 Nov 23
2
R lapack routines cannot be loaded
I usually ran different statistical analysis in R with routines that
use lapack like gam() lm(), etc but after several updates of libraries
the following error appears:
library(mgcv)
This is mgcv 1.7-22. For overview type 'help("mgcv-package")'.
model <- with(chlaR,gam(ClorMAX ~ s(DegDay_NM)))
Error en eigen(St, symmetric = TRUE) :
lapack routines cannot be loaded
Adem?s:
2006 Jun 20
2
glm beta hypothesis testing
In summary.glm I'm trying to get a better feel for the z output. The
following lines can be found in the function
1 if (p > 0) {
2 p1 <- 1:p
3 Qr <- object$qr
4 coef.p <- object$coefficients[Qr$pivot[p1]]
5 covmat.unscaled <- chol2inv(Qr$qr[p1, p1, drop = FALSE])
6 dimnames(covmat.unscaled) <- list(names(coef.p), names(coef.p))
2008 Mar 21
0
How to Package Extra Results to summary.lm
Dear R users,
I came up with some simple functions to give me the standard betas and
tolerance values from a predefined lm() model. I have been trying to
insert the results from these functions into the coefficients matrix in
a modified summary.lm function that I'm calling summary2 (I'd never edit
the summary.lm function directly!!). I managed to get the results
inserted into the
2006 Sep 28
1
unable to load lapack.so
Hi,
I'm having problems using ACML with R. I made two changes in
config.site by setting
LDFLAGS="-L/opt/acml3.1.0/gnu64/lib"
BLAS_LIBS="-lacml"
./config and make go through but when I try to use the lm() function,
I get the error message
Error in chol2inv(Qr$qr[p1, p1, drop = FALSE]) :
lapack routines cannot be loaded
In addition: Warning message:
unable to load
1997 Nov 24
0
R-alpha: random number generator -- S-plus's
--Multipart_Mon_Nov_24_14:51:09_1997-1
Content-Type: text/plain; charset=US-ASCII
>>>>> "PaulG" == Paul Gilbert <pgilbert@bank-banque-canada.ca> writes:
MM> The code is basically in V&R 1 and 2; V&R2 on p.167. I have it as a
MM> C function that I used to dyn.load into S-plus in order
MM> to prove that S-plus was using it.
2006 Dec 13
1
Problem with tuned Rblas from CRAN with R-2.4.0
I encountered the following problem in R-2.4.0 for Windows binary downloaded from CRAN (data from R-help post by Ethan Johnsons). I was also using the contributed binary Rblas.dll for Intel P4 chip. The problem doesn't occur with the default Rblas.dll.
x=c(3.05176E-05, 0.000457764, 0.003204346, 0.0138855, 0.04165649, 0.09164429, 0.1527405, 0.1963806, 0.1963806, 0.1527405, 0.09164429,
2011 Aug 16
2
generalized inverse using matinv (Design)
i am trying to use matinv from the Design package
to compute the generalized inverse of the normal equations
of a 3x3 design via the sweep operator.
That is, for the linear model
y = ? + x1 + x2 + x1*x2
where x1, x2 are 3-level factors and dummy coding is being used
the matrix to be inverted is
X'X =
9 3 3 3 3 3 3 1 1 1 1 1 1 1 1 1
3 3 0 0 1 1 1 1 0 0 1 0 0 1 0 0
3 0 3 0 1 1 1 0 1 0 0 1
2010 Nov 08
1
try (nls stops unexpectedly because of chol2inv error
Hi,
I am running simulations that does multiple comparisons to control.
For each simulation, I need to model 7 nls functions. I loop over 7 to do
the nls using try
if try fails, I break out of that loop, and go to next simulation.
I get warnings on nls failures, but the simulation continues to run, except
when the internal call (internal to nls) of the chol2inv fails.
2013 Apr 01
2
example to demonstrate benefits of poly in regression?
Here's my little discussion example for a quadratic regression:
http://pj.freefaculty.org/R/WorkingExamples/regression-quadratic-1.R
Students press me to know the benefits of poly() over the more obvious
regression formulas.
I think I understand the theory on why poly() should be more numerically
stable, but I'm having trouble writing down an example that proves the
benefit of this.
I