similar to: $theta of frailty in coxph

Displaying 20 results from an estimated 110 matches similar to: "$theta of frailty in coxph"

2007 Apr 17
3
Extracting approximate Wald test (Chisq) from coxph(..frailty)
Dear List, How do I extract the approximate Wald test for the frailty (in the following example 17.89 value)? What about the P-values, other Chisq, DF, se(coef) and se2? How can they be extracted? ######################################################> kfitm1 Call: coxph(formula = Surv(time, status) ~ age + sex + disease + frailty(id, dist = "gauss"), data = kidney)
2009 Jun 17
1
Specifying ui and ci such that ui %*% theta - ci >= 0
Hi, I am a bit stuck on specifying ui and ci. I have read Lange's book ((1999) Numerical Analysis for Statisticians) to his approach and unfortunately his descriptions were not helpful for me. Here is what I have: ui <- rbind(c(0, -1, 0), c(0, 0, -1)) ci <- c(0, -1, -1)) theta <- c(0.5, 0.5, 0.1) My goal is to feed these into constrOptim
2009 Aug 31
2
How to extract the theta values from coxph frailty models
Hello, I am working on the frailty model using coxph functions. I am running some simulations and want to store the variance of frailty (theta) values from each simulation result. Can anyone help me how to extract the theta values from the results. I appreciate any help. Thanks Shankar Viswanathan
2006 Aug 10
0
Negatie Binomial Regression: "Warning while fitting theta: alternation limit reached"
I am fitting a negative binomial regression model to some count data. I chose the negative binomial b/c the variance is greater than the mean. Anyways, when I fit the model I get the following warning: "Warning while fitting theta: alternation limit reached" The estimate that I end up with is very large (1070), and the standard error is even larger (1276). Does this indicate that I
2005 Dec 05
1
Lack of 'LEFT JOIN' in Oracle 8, any patch for theta style (+)
Dears, Oracle 8 don''t support ANSI syntax with : SELECT e.emp_id, e.fname, e.lname, j.jobdesc FROM employe e LEFT JOIN jobs j ON e.job_id = j.job_id but only SELECT e.emp_id, e.fname, e.lname, j.jobdesc FROM employe e, jobs j WHERE j.job_id (+) = e.job_id JOIN syntax came with 9i. Anyone patched Rails
2007 Nov 18
2
Getting theta in italic in a plot
Dear All, Consider the following code: plot(0,0) text(0,0.5,expression(italic(theta))) I would like to get theta in italic, but I always get it upright. Any suggestions? Thanks in advance, Paul
2010 Mar 20
0
Getting a complete vector of Theta estimates from Package LTM
I am using package LTM to estimate a Rasch model: irtestimates <- rasch(binRasch) I want to get a single vector containing theta estimates for all the rows (individuals) in my data matrix (hopefully in the same order as my data matrix) such that the length of the theta vector = the number of rows (participants) in my data matrix. I am using: theta.est <-
2013 Mar 15
0
Poisson and negbin gamm in mgcv - overdispersion and theta
Dear R users, I am trying to use "gamm" from package "mgcv" to model results from a mesocosm experiment. My model is of type M1 <- gamm(Resp ~ s(Day, k=8) + s(Day, by=C, k=8) + Flow + offset(LogVol), data=MyResp, correlation = corAR1(form= ~ Day|Mesocosm), family=poisson(link=log)) where the response variable is counts, offset by the
2013 Sep 09
1
theta parameter - plm package
Hi all, what indicates the parameter theta in the summary of a random effect panel model estimated with the plm function? example: data("Produc", package = "plm") zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, model="random", data = Produc, index = c("state","year")) summary(zz) Effects: var std.dev
2003 Aug 12
1
Negative binomial theta
Hi, I'm trying to use the command "glm.nb" in library(MASS) to test for a significant difference in the aggregation parameter "theta" between the three levels of a factor. Any help gratefully received! Martin. Martin Hoyle, School of Life and Environmental Sciences, University of Nottingham, University Park, Nottingham, NG7 2RD, UK Webpage:
2010 May 03
2
Estimating theta for negative binomial model
Dear List, I am trying to do model averaging for a negative binomial model using the package AICcmodavg. I need to use glm() since the package does not accept glm.nb() models. I can get glm() to work if I first run glm.nb and take theta from that model, but is there a simpler way to estimate theta for the glm model? The two models are: mod.nb<-glm.nb(mantas~site,data=mydata)
2010 Feb 14
2
Estimated Standard Error for Theta in zeroinfl()
Dear R Users, When using zeroinfl() function to fit a Zero-Inflated Negative Binomial (ZINB) model to a dataset, the summary() gives an estimate of log(theta) and its standard error, z-value and Pr(>|z|) for the count component. Additionally, it also provided an estimate of Theta, which I believe is the exp(estimate of log(theta)). However, if I would like to have an standard error of Theta
2012 Oct 22
1
glm.nb - theta, dispersion, and errors
I am running 9 negative binomial regressions with count data. The nine models use 9 different dependent variables - items of a clinical screening instrument - and use the same set of 5 predictors. Goal is to find out whether these predictors have differential effects on the items. Due to various reasons, one being that I want to avoid overfitting models, I need to employ identical types of
2009 Mar 20
3
On guessing theta
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 So you're the encoder. Tou get two vectors in (for some band), L and R. One thing you could do with this is compute M = L+R and S = L-R. (Yes, I know, this is not how the encoder actually works. Bear with me.) Then let m = normalize(M) and s = normalize(S). You transmit, m, s, |L|, and |R|. The decoder needs to find unknown positive constants
2012 Dec 07
1
Negative Binomial GAMM - theta values and convergence
Hi there, My question is about the 'theta' parameter in specification of a NB GAMM. I have fit a GAM with an optimum structure of: SB.gam4<-gam(count~offset(vol_offset)+ s(Depth_m, by=StnF, bs="cs")+StageF*RegionF, family=negbin(1, link=log), data=Zoop_2011[Zoop_2011$SpeciesF=='SB',]) However, this GAM shows heterogeneity in the
2005 Jun 02
1
glm with variance = mu+theta*mu^2?
How might you fit a generalized linear model (glm) with variance = mu+theta*mu^2 (where mu = mean of the exponential family random variable and theta is a parameter to be estimated)? This appears in Table 2.7 of Fahrmeir and Tutz (2001) Multivariate Statisticial Modeling Based on Generalized Linear Models, 2nd ed. (Springer, p. 60), where they compare "log-linear model fits to
2009 Aug 13
2
glm.nb versus glm estimation of theta.
Hello, I have a question regarding estimation of the dispersion parameter (theta) for generalized linear models with the negative binomial error structure. As I understand, there are two main methods to fit glm's using the nb error structure in R: glm.nb() or glm() with the negative.binomial(theta) family. Both functions are implemented through the MASS library. Fitting the model using these
2012 Aug 22
1
Error in if (n > 0)
I've searched the Web with Google and do not find what might cause this particular error from an invocation of cenboxplot: cenboxplot(cu.t$quant, cu.t$ceneq1, cu.t$era, range=1.5, main='Total Recoverable Copper', ylab='Concentration (mg/L)', xlab='Time Period') Error in if (n > 0) (1L:n - a)/(n + 1 - 2 * a) else numeric() : argument is of length zero I do
2013 Apr 23
1
Writing contrast statements to test difference of slope in linear regressions
Hi Everyone, I am uncertain that I am writing the contrast statements correctly. Basically, I'm unsure when to use a -1 and a 1 when writing the contrasts. Specifically I am interested in comparing the slopes between different temperature regimes. Temperature is therefore a factor. Time and percent are numerical. Using the gmodels package I made the following model:
2012 Jul 06
0
[LLVMdev] Exception handling slowdown?
On Jul 5, 2012, at 1:33 AM, Duncan Sands wrote: > Hi Bill, > >> Nothing that I'm aware of has changed with EH. Is it possible to bisect the problem? > > I don't see any relevant LLVM changes, so I guess clang C++ compilation slowed > down due to some clang changes. I'm not going to investigate this. > Crumbs. John, Do you know of anything that went into