Displaying 20 results from an estimated 100 matches similar to: "Question about bicreg"
1998 Sep 22
1
R-beta: port of bicreg package to R?
R version: 0.62.1 (June 15, 1998)
I just very naively attempted to grab the 'bicreg' package for
Bayesian model selection from the StatLib library, and get it running
under R.
I've hit a brick wall very quickly, and as an R novice I'm not sure
where to go next.
Here's what happened:
> bicreg(as.matrix(hiv[,c(-17,-18)]),as.matrix(hiv[,18]))
Error: invalid formula
>
2007 Oct 14
1
Question re matplot
Hi,
I have the following script for matplot
matplot(battingagg$X, battingagg[, c("HR","RBI","X2B", "BB",
"R", "SB")], type="b",lty=4,lwd=2, col=1:4,xlab = "Year",
ylab "(1)HRs, (2)RBIs, (3)DOUBLES,(4)BB,(5)Runs,(6) BB",
pty="m",sub = "Figure 2. Plot of Selected Offensive
Baseball
2003 Mar 31
2
point-biserial correlation
Dear list,
has anyone written a package/function in R for computing a point-
biserial resp. biserial correlation?
Thanks in advance
Bernd
2006 Jul 12
1
Prediction interval of Y using BMA
Hello everybody,
In order to predict income for different time points, I fitted a linear
model with polynomial effects using BMA (bicreg(...)). It works fine, the
results are consistent with what we are looking for.
Now, we would like to predict income for a future time point t_next and of
course draw the prediction interval around the estimated value for this
point t_next. I've found the
2020 Jul 04
0
vorbis 1.3.7 release
I've pleased to announce the release of libvorbis 1.3.7.
The libvorbis package is the reference implementation for the Vorbis
lossy audio codec, the underlying techology of the ogg file format.
This new release fixes a number of issues, including potential crashes.
We recommend all users upgrade.
Source packages are available from the download site and mirrors:
1999 Aug 14
1
leaps and bounds
Dear friends. On the Bayesian averaging homepage http://www.research.att.com/~volinsky/bma.html I found
some S code some of which perhaps may run in R. There was a call to an algorithm possibly within S but not supported by R 64.1: "leaps and bounds". I guess it is a minimization step. Can anyone clarify the algorithm and perhaps even give a pointer to some code ?
I guess this may be
2002 May 11
0
Error Message
Dear R-Users,
Could someone tell me what means the following message:
> results <- bicreg(y, x, wt = rep(1, length(y)), strict = F, OR = 20)
Error in as.double.default(y) : (list) object cannot be coerced to vector type 14
This error could be related to the fact of I trying to use a S-plus function in R?
Thanks
Rick Da-Silva
---
2007 Dec 09
2
Large determinant problem
I thought I would have another try at explaining my problem. I think that
last time I may have buried it in irrelevant detail.
This output should explain my dilemma:
> dim(S)
[1] 1455 269
> summary(as.vector(S))
Min. 1st Qu. Median Mean 3rd Qu. Max.
-1.160e+04 0.000e+00 0.000e+00 -4.132e-08 0.000e+00 8.636e+03
> sum(as.vector(S)==0)/(1455*269)
[1]
2006 Aug 03
1
how to use the EV AND condEV from BMA's results?
Dear friends,
In R, the help of "bic.glm" tells the difference between postmean(the
posterior mean of each coefficient from model averaging) and
condpostmean(the posterior mean of each coefficient conditional on the
variable being included in the model), But it's still unclear about the
results explanations, and the artile of Rnews in 2005 on BMA still don't
give more detail on
2000 May 09
4
Dispersion in summary.glm() with binomial & poisson link
Following p.206 of "Statistical Models in S", I wish to change
the code for summary.glm() so that it estimates the dispersion
for binomial & poisson models when the parameter dispersion is
set to zero. The following changes [insertion of ||dispersion==0
at one point; and !is.null(dispersion) at another] will do the trick:
"summary.glm" <-
function(object, dispersion =
2005 Aug 05
1
calculate likelihood based on logit regression
Hi,
I just ran the following logit regression. But can
anyone tell me how to calculate how much more likely
males (Male=1) could show such symptom than
females(Male=0)? I know it must be simple to get once
I have the coefficients, but I just don't recall.
Thank you very much!
Call:
glm(formula = Symptoms ~ 1 + Male, family =
binomial(link = logit),
data = HA)
Deviance Residuals:
2009 Jan 12
1
help on nested mixed effects ANOVA
Hello,
I am trying to run a mixed effects nested ANOVA but none of my codes
are giving me any meaningful results and I am not sure what I am doing
wrong. I am a new user on R and would appreciate some help.
The experimental design is that I have some frogs that have been
exposed to three acoustic Treatments and I am measuring neural
activity (egr), in 12 brain regions. Some frogs also called
2008 Jun 17
2
Accessing Max/Min Value of Density Function
Dear all,
Currently I have the following output
> mydensity <- density(x)
> print(mydensity)
x y
Min. : -92.14 Min. :0.000e+00
1st Qu.: 356.66 1st Qu.:5.530e-09
Median : 805.45 Median :4.681e-05
Mean : 805.45 Mean :5.564e-04
3rd Qu.:1254.24 3rd Qu.:3.370e-04
Max. :1703.04 Max. :5.541e-03
How can I access the Max value of
2009 Nov 12
1
naive "collinear" weighted linear regression
Hi there
Sorry for what may be a naive or dumb question.
I have the following data:
> x <- c(1,2,3,4) # predictor vector
> y <- c(2,4,6,8) # response vector. Notice that it is an exact,
perfect straight line through the origin and slope equal to 2
> error <- c(0.3,0.3,0.3,0.3) # I have (equal) ``errors'', for
instance, in the measured responses
Of course the
2005 Aug 05
1
question regarding logit regression using glm
I got the following warning messages when I did a
binomial logit regression using glm():
Warning messages:
1: Algorithm did not converge in: glm.fit(x = X, y =
Y, weights = weights, start = start, etastart =
etastart,
2: fitted probabilities numerically 0 or 1 occurred
in: glm.fit(x = X, y = Y, weights = weights, start =
start, etastart = etastart,
Can some one share your thoughts on how to
2009 Apr 02
1
calculating drop1 R^2s
This is probably simple, but I just can't see it...
I want to calculate the R^2s for a series of linear models where each
term is dropped in turn. I can get the
RSS from drop1(), and the r.squared from summary() for a given model,
but don't know how to use the
result of drop1() to get the r.squared for each model with one term dropped.
Working example:
library(vcd) # for
2008 Mar 02
0
coxpath() in package glmpath
Hi,
I am new to model selection by coefficient shrinkage
method such as lasso. And I became particularly
interested in variable selection in Cox regression by
lasso. I became aware of the coxpath() in R package
glmpath does lasso on Cox model. I have tried the
sample script on the help page of coxpath(), but I
have difficult time understanding the output.
Therefore, I would greatly appreciate if
2009 Feb 20
0
residuals from a fractional arima model and other questions
Dear list and Martin,
I'm testing different approaches to fit an electricity demand time series and come upon the fracdiff package (v 1.3-1) for fitting fractional ARIMA models. The following questions are motivated by this package.
1. Despite having a help page, the residuals and fitted functions don't seem to have implementation, or did i miss something obvious? Alternatively, having a
2010 Aug 25
3
approxfun-problems (yleft and yright ignored)
Dear all,
I have run into a problem when running some code implemented in the
Bioconductor panp-package (applied to my own expression data), whereby gene
expression values of known true negative probesets (x) are interpolated onto
present/absent p-values (y) between 0 and 1 using the *approxfun -
function*{stats}; when I have used R version 2.8, everything had
worked fine,
however, after updating
2011 Jul 25
1
error in survival analysis
This is a simple R program that I have been trying to run. I keep running into the "singular matrix" error. I end up with no sensible results. Can anyone suggest any changes or a way around this?
I am a total rookie when working with R.
Thanks,
Rasika
> library(survival)
Loading required package: splines
> args(coxph)
function (formula, data, weights, subset, na.action, init,