similar to: Testing for Significance Between Logistic Regressions

When I run a linear regression and include a variable in the regression with as.factor i.e. lm(y ~x +as.factor(x1) and i read the output as as.factor(x1)1.... as.factor(x1)2... etc. how do i interpret the estimate for each level? Is this simply to be regarded as a shift in the equation predicted by the intercept and independent variable x? jdr -- Justin Rapp 409 S. 22nd St. Apt. 1

I am modeling the probability of player succeeding in the NFL with a binomial logistic regression with 1 signifying success and 0 signifying no success. I performed the regression of the binomial variable against overall draft position using the college conference for which each player played as a factor using the as.factor(Conference) command. My question is: How do I plot specific factors

I am running the following command. for( i in 1:378){ for (j in 1:5) { *********Year [((i-1)*5)+j,1]<- yearly[i,2];********* Year [((i-1)*5)+j,2] <- j; Year [((i-1)*5)+j,3] <- yearly[i,(j+2)]; j <- (j+1); } i <- (i+1) } The array referenced yearly[i,2] contains conference names i.e. BIG12, SEC, BIG10. The loop executes fine except for the fact that

On the cover of Zivot and Wang's Modeling Financial Time Series with S Plus, there is a correlation plot that seems to indicate the strength of correlation with color-coded squares, so that more highly correlated stocks appear darker red. If anybody out there is familiar with the book or understands what I am talking about, I am curious as to whether or not there is a similar function in R

This seems like a question that I should be able to answer on my own but after looking at the documentation I cannot seem to find the correct method. How do I add lines to a bar plot that extend from the vertical axis? For example, my vertical axis is numbered in increments of 10 and I would like these to go across the whole graph. Also, is there a way to have R label the value of each bar so

All, Happy World Cup and Wimbledon. This morning finds me with the first of my many daily questions. I am running a ks.test on residuals obtained from a regression model. I use this code: > ks.test(Year5.lm$residuals,pnorm) and obtain this output One-sample Kolmogorov-Smirnov test data: Year5.lm$residuals D = 0.7196, p-value < 2.2e-16 alternative hypothesis: two.sided Warning

Hello! I'd like to install R on my machine in order to work with Joe Conway's pl/R in PostgreSQL. I'm running Mac OS X 10.3.2 with readline installed via Fink. I downloaded the Rdevel.dmg, and installed first Rframework.pkg and then Rapp.pkg. (I did not install the J_libreadline.pkg, J_libxml2.pkg, or J_tcltk.pkg also included on the disk image.) Both Rframework and Rapp

I''m trying to pass an object as a parameter on a link_to_remote. What I do is pretty simple: link_to_remote ''Insert subquestion'', :url => {:action => ''add_subquestion'', :question => @question}, :update => '''', :method => :get But, obviously, what I get is a string which has the address of the object. Can I

How for the love of god can I prevent the lm() function from padding on to my factor variables? I start out with 2 tables: Table1 123123 124351 ... 626773 Table2 Count,IS_DEAD,IS_BURNING 1231,T,F 4521,F,T ... 3321,T,T Everything looks fine when I import the data. then we get a oh_crap <- lm(table1 ~ Count + IS_DEAD + IS_BURNING, table2) Magically when I look at my oh_crap coefficents

two ARIMA models, both have several bars signicant in ACF and PACF plots of their residuals, but when run Ljung Box tests, both don't show any significant correlations... however, one model has p-value that is larger than the other model, based on the p-values, can I say the model with larger p-values should be better than the model with smaller p-values? [[alternative HTML version

I added a bibliographic reference to one of my .Rnw documents, to wit: \begin{thebibliography}{9} \bibitem{Jose} Jos{\'{e}} C. Pinheiro and Douglas M. Bates, \emph{Mixed-Effects Models in S and S-PLUS}, Springer, 2000. \end{thebibliography} just before the \end{document}. When I run Sweave on the result these lines disappear without a trace. Is this intentional? Subquestion: is

STEP 6. Try listing the shares available on your server k6:/usr/sbin# smbclient -L k6 Added interface ip=192.168.1.1 bcast=192.168.1.255 nmask=255.255.255.0 startlmhosts: Can't open lmhosts file /etc/lmhosts. Error was No such file or di rectory Server time is Wed May 5 18:35:46 1999 Timezone is UTC-4.0 Session setup failed for username= myname=K6 destname=K6 ERRSRV - ERRbadpw (Ba d

Is anyone using Samba 3 in a production environment? If so what version and how stable is it? -- Bert Rapp North Trail RV Center 239.693.8200 __ There are 10 types of people in this world, those who understand binary and those who don't.

hello everybody, I would like to fit a model to a times series (testing set) for out of sample predictions using garchFit(). I would like to keep the coefficients of ARMA/GARCH model fixed (as found by fitting the model to my training set). The arima fitting function has such an option for that (fixed=NULL) but the garchFit() doesnt. It is very important for me to keep the same coefficients

hi I would like to ask is the following config correct for what I want to achieve ... Scenario: I have 3 networks 192.168.12.0/24, 192.168.48.0/24, 192.168.56.0/24 and most of the users use 1 IP, some of them more... If I make flat u32-filter search the box will make aprox/max 3 * 256 = 768 checks for every IP, so i''m deciding to deploy u32 hashes.. Here is the config I think to use

I will be out of the office starting 05/14/2010 and will not return until 06/17/2010. Please feel free to contact the following for assistance. Clinton F. Miller at 919.442-8380 Scott Rapp at (919) 373-4063 -- You received this message because you are subscribed to the Google Groups "Ruby on Rails: Talk" group. To post to this group, send email to

R-devel has been warning for some time about hidden files (in the Unix sense, starting with a period) in source packages. We could get R CMD build and the CRAN incoming scripts to remove these *if* we knew that they were never needed. It seems clear that .Rapp.history .Rhistory .Rbuildindex.xxxxx inst/doc/.build.timestamp are R leftovers, ._.DS_store is from an Apple filesystem and .tex

I have formulae with coefficents that I would like to update. However, I get some strange results. For example, see the following: For the formula y ~ d+ 3*r+t I want to add a variable p, so > update(y~d+0*r+t, .~.+p) produces y ~ d + t + p - 1 If the coefficient is not 0, but rather, something else - say, 3, I get the following: > update(y~d+3*r+t, .~.+p) Error in

Dear R community, I'm trying to analyze a model with an ordinal response variable. I wonder if clm()s (Cumulative Link Models) are appropriate in my case. The study compares parasite infestation of porpoises in 1995 and 2009. The degree of infestation is a rank (mild to severe, as ordered factor). In some parasite species clm gives meaningful results. But in one case I started to wonder. In

Hi. After I installed R 3.0.0.pkg for mac version , when click the icon R to startup . I receive the annoucement in red color to inform that something wrongs , but I do not know how to fix them . R version 3.0.0 (2013-04-03) -- "Masked Marvel" Copyright (C) 2013 The R Foundation for Statistical Computing Platform: x86_64-apple-darwin10.8.0 (64-bit) "R is free software and comes