similar to: empirical (sandwich) SE estimate in lme ()?

Displaying 20 results from an estimated 3000 matches similar to: "empirical (sandwich) SE estimate in lme ()?"

2004 Feb 13
6
Building r-devel on Panther
I did: ./configure --with-blas='-framework vecLib' --with-lapack --with-aqua make sudo make install sudo make install-aqua Everything seems to be OK (some warnings about multiple definitions of some symbols). However: bass$ /Library/Frameworks/R.framework/Resources/bin/R Fatal error: unable to open the base package I got the same message when clicking on R.app in /Applications This
2005 Apr 14
2
documentation for 'open': some clarification?
I'm been doing more and more of file text parsing inside R instead of coping with Perl. For that, I need open a file and read it line-by-line. I found the documentation for 'open' isn't very clear. Right now it has ,----[ *help(R)[open]* ] | 'open' opens a connection. In general functions using connections | will open them if they are not open, but then close them
2004 Jul 01
1
\middle in Rd.sty conflicts with newer LaTeX?
Rd.sty defines \newlength{\middle} which seems to be in conflict with the my latex installation. Here is a minimal example: \documentclass{article} \newlength{\middle} \begin{document} \end{document} It runs fine on a Linux box: carp:136% latex test.tex This is TeX, Version 3.14159 (Web2C 7.3.1) (test.tex LaTeX2e <2000/06/01> Babel <v3.7h> and hyphenation patterns for american,
2007 Oct 30
1
Some matrix and sandwich questions
Dear R-help, I have a four-part question about regression, matrices, and sandwich package. 1) In the sandwich package, I would like to better understand the meat() function. >From the bread() documentation, for a simple OLS regression, bread() returns (1/n * X'X)^(-1) That is, for a simple regression (per the documentation on bread()): MyLM <- lm(y ~ x) bread(MyLM)
2008 Dec 19
1
svyglm and sandwich estimator of variance
Hi, I would like to estimate coefficients using poisson regression and then get standard errors that are adjusted for heteroskedasticity, using a complex sample survey data. Then I will calculate prevalence ratio and confidence intervals. Can sandwich estimator of variance be used when observations aren?t independent? In my case, observations are independent across groups (clusters), but
2007 Sep 19
3
Robust or Sandwich estimates in lmer2
Dear R-Users: I am trying to find the robust (or sandwich) estimates of the standard error of fixed effects parameter estimates using the package "lmer2". In model-1, I used "robust=TRUE" on the other, in model-2, I used "robust=FALSE". Both models giving me the same estimates. So my question is, does the robust option works in lmer2 to get the robust estimates of
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
2010 May 10
2
Robust SE & Heteroskedasticity-consistent estimation
Hi, I'm using maxlik with functions specified (L, his gradient & hessian). Now I would like determine some robust standard errors of my estimators. So I 'm try to use vcovHC, or hccm or robcov for example but in use one of them with my result of maxlik, I've a the following error message : Erreur dans terms.default(object) : no terms component Is there some attributes
2010 Jul 15
1
Longitudinal negative binomial regression - robust sandwich estimator standard errors
Hi All, I have a dataset, longitudinal in nature, each row is a 'visit' to a clinic, which has numerous data fields and a count variable for the number of 'events' that occurred since the previous visit. ~50k rows, ~2k unique subjects so ~25 rows/visits per subject, some have 50 some have 3 or 4. In STATA there is an adjustment for the fact that you have multiple rows per
2003 Dec 01
2
help with random numbers and Rmpi
Dear People, This may not be the right place to ask a question about Rmpi, but I don't know of a better one. I am trying to get a simple program working using Rmpi with the model of 1 R master and n C slaves. What I am trying to do is have each of the C slaves generate a random number from U[0,1], and then have the master collect all n numbers as a vector and output it. However even doing
2006 Jul 03
9
checkboxes
in the mean time i am using a checkbox like this : <input type="checkbox" name="var[car]" <%= var.car ? ''checked'' : '''' unless @var == nil %> /> but i am sure there is something better than this in rails like <%= checkbox_tag ''var'', ''car'', :checked => true %> but this is not
2006 Apr 27
6
Installation oddity on Fedora Core 5 (PR#8814)
Hello guys: I recently installed FC 5 linux and installed R from source. It installed fine, but there was an oddity that I want to report. Although I used ./configure --prefix=/usr/local/R-2.3.0 make it did not seem to recognize the prefix and went ahead and installed it in the source directory -- I usually ``tar xzf'' it to my home directory and run the installation scripts from there
2006 Aug 25
0
sandwich: new version 2.0-0
Dear useRs, a new version 2.0-0 of the sandwich package for estimating sandwich covariance matrices is available from the CRAN mirrors. The tools for computing heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators, including the Eicker-Huber-White estimator) have been generalized over the last releases from linear regression to
2004 Aug 12
0
"new" package sandwich 0.1-3
Dear useRs, here is the announcement for the next "new" package: sandwich 0.1-3. sandwich provides heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators). The former are implemented in the function vcovHC() (which was available in strucchange before - and independently in hccm() in John Fox's car package). And the
2004 Aug 12
0
"new" package sandwich 0.1-3
Dear useRs, here is the announcement for the next "new" package: sandwich 0.1-3. sandwich provides heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators). The former are implemented in the function vcovHC() (which was available in strucchange before - and independently in hccm() in John Fox's car package). And the
2017 Aug 03
0
Results of vcovCL (sandwich) and of cluster() in Stata
Hi, I'm trying to reproduce with R the results of this study: https://learn.gold.ac.uk/mod/resource/view.php?id=262406 More precisely I want to reproduce the results of the table 6 (pag.280), which can also be seen here: http://picpaste.de/pics/table-robin-llKCOeWV.1501745645.png Let's take the first column: we have a coeff. of 0.097 and a SE of 0.026, which represents clustered robust
2012 Oct 27
0
[gam] [mgcv] Question in integrating a eiker-white "sandwich" VCV estimator into GAM
Dear List, I'm just teaching myself semi-parametric techniques. Apologies in advance for the long post. I've got observational data and a longitudinal, semi-parametric model that I want to fit in GAM (or potentially something equivalent), and I'm not sure how to do it. I'm posting this to ask whether it is possible to do what I want to do using "canned" commands
2016 Jul 27
0
new package clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections
Dear R users: I'm happy to announce the first CRAN release of the clubSandwich package: https://cran.r-project.org/web/packages/clubSandwich clubSandwich provides several variants of the cluster-robust variance estimator for ordinary and weighted least squares linear regression models, including the bias-reduced linearization estimator of Bell and McCaffrey (2002). The package includes
2016 Jul 27
0
new package clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections
Dear R users: I'm happy to announce the first CRAN release of the clubSandwich package: https://cran.r-project.org/web/packages/clubSandwich clubSandwich provides several variants of the cluster-robust variance estimator for ordinary and weighted least squares linear regression models, including the bias-reduced linearization estimator of Bell and McCaffrey (2002). The package includes
2011 Sep 19
1
"could not find function" after import
I am trying to build a package (GWASTools, submitted to Bioconductor) that uses the "sandwich" package. I have references to "sandwich" in DESCRIPTION: Imports: methods, DBI, RSQLite, sandwich, survival, DNAcopy and NAMESPACE: import(sandwich) In the code itself is a call to vcovHC: Vhat <- vcovHC(mod, type="HC0") I have sandwich version 2.2-7 installed.