similar to: Newbie data organisation/structures question...

Howdo folks, So I have my data (attached). There are two columns I'm interested in; "algname" and "dur". I'd like to know how dur changes with algname. algname is nominal and there are 7 possibilities. There are two more nominal independents, "task" and "id", so my model is: dur ~ algname+task+id From the research I've done, a TukeyHSD

I have data from a design in which items are completely nested within subjects. Subject is the only second-level factor, but I have multiple first-level factors (IVs). Say there are 2 such independent variables that I am interested in. What is the proper syntax to fit a mixed-effects model with a by-subject random intercept, and by-subject random slopes for both the 2 IVs? I can

Hi all, I have data from an experiment with 3 independent variables, 2 are within and 1 is between. In addition to the dependent variable, I have a covariate that is a single measure per subject. Below I provide an example generated data set and my approach to implementing the ANCOVA. However the output confuses me; why does the covariate only appear in the first strata? Presumably it should

Dear R-Users, I have a trivial problem, but extensive googling and ??'ing did not solve it: I want to obtain the sums of squares from a summary.aov() object for later use. Example: > DV <- rnorm(100) > IV1 <- as.factor(rep(c("male", "female"), times = 50)) > IV2 <- as.factor(rep(c("young", "old"), times = 50)) > >

Hello everyone, I have tried to look for this everywhere and so far have no luck. I have a plotMeans(DV, IV1, IV2, error.bars="se") graph that plots my data (DV-continuous, IVs are factors, IV1 - two levels, IV2-four levels). I am trying to increase a scale of my y-axis (to be consistent with my other graphs), but unfortunately nothing works with "plotMeans" function, which

Dear all, I try to conduct a SEM / two stage least squares regression with the following equations: First: X ~ IV1 + IV2 * Y Second: Y ~ a + b X therein, IV1 and IV2 are the two instruments I would like to use. the structure I would like to maintain as the model is derived from economic theory. My problem here is that I have trouble solving the equations to get the reduced form so I can run

Hi all, I have been struggling with ANOVAs on R. I am new to R, so I created a simple data frame, and I do some analyses on R just to learn R and then check them on SPSS to make sure that I am doing fine. Here is the problem that I've run into: when we use the aov function, it uses SS Type I as default (on SPSS it is Type III). Then I used the Anova function under cars package using the

On Wed, Sep 2, 2015 at 5:36 AM, James Molloy <james at jamesmolloy.co.uk> wrote: > Hi, > > Coremark really isn't a good enough test - have you run the LLVM test suite > with this patch, and what were the performance differences? For the test suite single source benches, the 235 tests improved performance, 2 regressed and 705 were unchanged. That seems very optimistic.

Does anyone know if there is a way to run multivariate linear regression in R? I tried using the lm function (e.g., lm(dv1, dv2~iv1+iv2+iv3), but got error messages. Is my syntax wrong, or do I need a particular package? Thanks, Jeff-- ________________________________________________________ Jeffrey J. Lusk, Ph.D. Postdoctoral Research Associate Department of Forestry &

Hi, I have been using R to do multiple analyses of variance with two covariates, but recently found that the results in SPSS were very different. I have check several books and web resources and I think that both methods are correct, but I am less familiar with R, so I was hoping someone could offer some suggestions. Oddly simple ANOVA is the same in SPSS and R. Including covariates improves the

# I've tried to make this easy to paste into R, though it's probably so simple you won't need to. # I have some data (there are many more variables, but this is a reasonable approximation of it) # here's a fabricated data frame that is similar in form to mine: my.df <- data.frame(replicate(10, round(rnorm(100, mean=3.5, sd=1)))) var.list <- c("dv1",

On Mon, Aug 31, 2015 at 5:52 PM, Jake VanAdrighem <jvanadrighem at gmail.com> wrote: > Do you have some specific performance measurements? Averaging 4 runs of 10000 iterations each of Coremark on my X86_64 desktop showed: -O2 performance: +2.9% faster with the L.E.V. pass -Os size: 1.5% smaller with the L.E.V. pass In the case of Coremark, the benefit comes mainly from the matrix

Hi Andrew, The issue below refers to LSR, so I'll appreciate your feedback. It also refers to instruction combining and might impact backends other than X86, so if you know of others that might be interested you are more than welcome to add them. Thanks, Anat _____________________________________________ From: Shemer, Anat Sent: Tuesday, February 18, 2014 15:07 To: 'llvmdev at

Dear List, Consider the following example: dat <- data.frame(var1 = rnorm(100), var2 = rnorm(100), var3 = rnorm(100), var4 = rnorm(100)) oldpar <- par(mfrow = c(2,2), no.readonly = TRUE) invisible(lapply(dat, function(x) { plot(density(x), main = deparse(substitute(x))) } ) )

Hello! I have data containing a large number of probabilities (about 60) of nonzero coefficients to predict 10 different independent variables (in 10 different BMA models). i've arranged these probabilities in a matrix like so: (IV1) (IV2) (IV3) ... p(b0) p(b0) p(b0) p(b1) p(b1) p(b1) p(b2) p(b2) p(b2) ... where p(b1) for independent variable 1 is p(b1 !=

Dear list, given this formula: > fmla <- formula(y1 ~ spp1 + spp2 + spp3 + spp5) > fmla[[3]] spp1 + spp2 + spp3 + spp5 is this the intended behaviour of as.character: > as.character(fmla[[3]]) [1] "+" "spp1 + spp2 + spp3" "spp5" ? Where does the extra "+" come from? > as.character(fmla) [1] "~"

This worked with: Wine CVS from Jan 29th + Transgaming patch XFree 4.0.2 NVidia drivers 0.9.6 Had to turn off DGA, and force wine to manage created windows, otherwise I get a glXMakeCurrent error when it tries to set the current GLX rendering context. The frame rate isn't quite windows, but the demo is certainly playable. Good luck, Dan "Chris Howells"

On Thu, 8 Feb 2001, Rick Moulton wrote: > It seems that Corel Office 2000 for linux will not run on any version of > wine later that the 1022999 ver.. Seems Any newer version causes an > "ERROR no 6 and stuff about not being able to find "wordperfect" or > quattropro executuables, and also saying it is a wine error. > My question, is there a way to install

1. I get the following error when I run “puppet device’ err: Could not request certificate: Could not write /var/opt/lib/pe-puppet/devices/certname/ssl/private_keys/certname.pem to privatekeydir: Permission denied - /var/opt/lib/pe-puppet/devices/certname/ssl/private_keys/certname.pem Any thought? Thanks, -- You received this message because you are subscribed to the Google Groups

Hello everyone! I am currently working with a time series panel data set measuring six dependent variables: 4 of which are binary and 2 of which are count data. I am interested in constructing a model to measure if the dependent variables influence one another. For example: DV1~ DV2 + IV1+IV2+ Controls and DV2~ DV1 + IV1+ IV2+ Controls (where IV stands for independent variable, not