similar to: gls anova wald test calculations

Displaying 20 results from an estimated 10000 matches similar to: "gls anova wald test calculations"

2009 Mar 04
0
'anova.gls' in 'nlme' (PR#13567)
There is a bug in 'anova.gls' in the 'nlme' package (3.1-90). The=20 bug is triggered by calling the function with a single 'gls' object=20 and specifying the 'Terms' argument but not the 'L' argument: > library(nlme) > fm1Orth.gls <- gls(distance ~ Sex * I(age - 11), Orthodont, + correlation =3D corSymm(form =3D ~ 1 |
2005 Nov 17
1
anova.gls from nlme on multiple arguments within a function fails
Dear All -- I am trying to use within a little table producing code an anova comparison of two gls fitted objects, contained in a list of such object, obtained using nlme function gls. The anova procedure fails to locate the second of the objects. The following code, borrowed from the help page of anova.gls, exemplifies: --------------- start example code --------------- library(nlme) ##
2009 Feb 06
1
Joint test
Dear All, I am estimating a Cox proportional hazard model, with several interactions of the type a*z + a*y + a*x + b*z + b*y + b*x. I need to know if the first three (the "a"s) are jointly significantly different from the last three (the "b"s). I have tried several approaches, but have been unsuccessful. Here's the model, and the code I came up with, with the obvious
2007 Jun 25
3
Bug in getVarCov.gls method (PR#9752)
Hello, I am using R2.5 under Windows. Looks like the following statement vars <- (obj$sigma^2)*vw in getVarCov.gls method (nlme package) needs to be replaced with: vars <- (obj$sigma*vw)^2 With best regards Andrzej Galecki Douglas Bates wrote: >I'm not sure when the getVarCov.gls method was written or by whom. To >tell the truth I'm not really sure what
2011 Mar 23
0
p and wald values intra-groups geeglm: geepack
*H*i, I am trying to fit a GEE model with *geeglm* function. The model is the following: Modelo<-geeglm(sqrt ~Tra+ Mes, id=Lugar , data=datos, family=gaussian(identity), corstr="independence") *Tra( is a experimental treatment, 2 levels)*, *Mes* (is the month of take data, 4 levels) and *Lugar* (is the site of study, 3 levels) are categorical variables and *sqrt* (sqrt of Total
2010 Aug 14
0
Unequal variance ANOVA using gls function in nlme
Hi I am trying to run an ANOVA on data with unequal variance. I am new to nlme, but to my understanding I need to use the gls function. I have single response variable (distance which is continuous) and the explanatory variable is individual ID (class variable: individuals differ in the variance in their distance values hence the need to using nlme). So I would create a model
2003 Sep 25
1
Error from gls call (package nlme)
Hi I have a huge array with series of data. For each cell in the array I fit a linear model, either using lm() or gls() with lm() there is no problem, but with gls() I get an error: Error in glsEstimate(glsSt, control = glsEstControl) : computed gls fit is singular, rank 2 as soon as there are data like this: > y1 <- c(0,0,0,0) > x1 <- c(0,1,1.3,0) > gls(y1~x1)
2008 Feb 25
0
logLik calculation in gls (nlme)
I'm getting some odd results computing log-likelihoods with gls using splines with increasing degrees of freedom -- the deviance *increases* substantially with increasing df. (Since spline models with increasing df aren't nested, it need not decline monotonically but I would expect it to have a decreasing trend!) I may just be confused, but I *think* the issue is somewhere within the
2010 Dec 26
0
GLS with corAR(1) correlation structure residual/standard error calculation
I am using the gls function to fit a two-stage least squares model with first order autoregressive error terms. Since there is no automated adjustment for the use of two-stage least squares in this package, I am trying to manually replicate standard errors of the coefficient estimates in order to adjust for a first stage OLS estimate of endogenous variables. However, thus far I have been unable to
2013 Jan 10
0
Wald test for comparing coefficients across groups
Dear R users,    my question concerns my interest in comparing the beta coefficients between two identical regression models in two (actually 3) groups. Disclaimer: I am quite new to R, so I might be missing some terminology that I have not come across.   I am trying to find out if I can easily implement a Wald test in R for this, but the only relevant thing that I came across is this link
2007 Mar 14
0
Wald test and frailty models in coxph
Dear R members, I am new in using frailty models in survival analyses and am getting some contrasting results when I compare the Wald and likelihood ratio tests provided by the r output. I am testing the survivorship of different sunflower interspecific crosses using cytoplasm (Cyt), Pollen and the interaction Cyt*Pollen as fixed effects, and sub-block as a random effect. I stratified
2011 Jun 24
0
understand GEE output for wald test
Hi I'm having some difficulty understanding my output (below) from GEE. the person who wrote the program included some comments about the '3-th term gives diff between hyp/ox at time..', and after created an L vector to use for a WALD test. I was wondering if someone could help me understand the GEE output, the programmers comment, how L was determined, and its use in the WALD
2011 Aug 05
1
Goodness of fit of binary logistic model
Dear All, I have just estimated this model: ----------------------------------------------------------- Logistic Regression Model lrm(formula = Y ~ X16, x = T, y = T) Model Likelihood Discrimination Rank Discrim. Ratio Test Indexes Indexes Obs 82 LR chi2 5.58 R2 0.088 C 0.607 0
2005 Sep 05
2
model comparison and Wald-tests (e.g. in lmer)
Dear expeRts, there is obviously a general trend to use model comparisons, LRT and AIC instead of Wald-test-based significance, at least in the R community. I personally like this approach. And, when using LME's, it seems to be the preferred way (concluded from postings of Brian Ripley and Douglas Bates' article in R-News 5(2005)1), esp. because of problems with the d.f. approximation.
2003 Oct 31
0
strange logLik results in gls (nlme)
I am trying to analyse a data with gls/lm using the following set of models prcn.0.lm <- lm( log10(Y)~(cond-1)+(cond-1):t ,prcn) prcn.1.gls <- gls( log10(Y)~(cond-1)+(cond-1):t ,prcn,cor=corAR1()) prcn.0.gls <- gls( log10(Y)~(cond-1)+(cond-1):t ,prcn) prcn.1m.gls <- gls( log10(Y)~(cond-1)+(cond-1):t ,prcn,cor=corAR1(),method="ML") I get the following AICs for these models:
2004 Sep 03
0
ML vs. REML with gls()
Hello listmembers, I've been thinking of using gls in the nlme package to test for serial correlation in my data set. I've simulated a sample data set and have found a large discrepancy in the results I get when using the default method REML vs. ML. The data set involves a response that is measured twice a day (once for each level of a treatment factor). In my simulated data set, I
2010 Jul 08
0
Psudeo R^2 (or other effect size) in spatial gls regressions
Dear all, I have been using the function gls in the package nlme in R to fit some spatial regressions (as described in Dormann et al.). However, I have been struggling trying to find a way to calculate a measure of effect size from these models, so I wanted to know if any of you had an idea on how to do this. More precisely, I am producing a multiple model with an exponential correlation
2012 Feb 29
2
How are the coefficients for the ur.ers, type DF-GLS calculated?
I need some real help on this, really stuck how are the coefficients for ur.ers(y, type = c("DF-GLS", "P-test"), model = c("constant", "trend"), lag.max = 0) The max lag is set at zero, so the regression should simply be Diff(zt) = a*z(t-1) where a is the value i'm trying to find and z(t)'s are the detrended values. but through performing
2002 Apr 14
0
gls
Dear all, I am confused. I have encountered some strange behaviour of gls > data(co2) > co2.y <- aggregate(co2,1,mean) > co2.y.data <- data.frame(co2=as.numeric(co2.y),year=seq(1959-1980,along=co2.y)) > co2.1.gls <- gls(co2~year+I(year^2), co2.y.data) > co2.2.gls <- update(CO2.1.gls, corr=corAR1()) > summary(CO2.2.gls) > plot(CO2.2.gls) plot shows standardized
2011 Sep 29
1
F and Wald chi-square tests in mixed-effects models
I have a doubt about the calculation of tests for fixed effects in mixed-effects models. I have read that, except in well-balanced designs, the F statistic that is usually calculated for ANOVA tables may be far from being distributed as an exact F distribution, and that's the reason why the anova method on "mer" objects (calculated by lmer) do not calculate the denominator df nor a