similar to: multinomial logistic regression with equality constraints?

Dear R users, I have a response variable in a csv file called "y" and a matrix of predictor variables in a csv file called "mat". I have used the function "nls" I have specified the nonlinear relation between these variable.The code I have witten is called Rprog which begins with the phrase: L.minor.m1<-nls(Y~a ....etc.. The program when I execute the program, I

Hi all, I'm not familiar with R programming and I'm trying to reproduce a result from a paper. Basically, I have a dataset which I would like to model in terms of successive increments, i.e. (y denote empirical values of y) y_1 = y1, y_2 = y1 + delta1, y_3 = y1 + delta1 + delta2. ... y_m = y1 + sum_2^m delta j where delta_j donote successive increments in the y-values, i.e. delta

Hi everyone, Can anyone tell me if its possibility to extract the coefficients from the lm() command? For instance, imagine that we have the following data set (the number of observations for each company is actually larger than the one showed...): Company Y X1 X2 1 y_1 x1_1 x2_1 1 y_2 x1_2 x2_2 1 y_3 x1_3 x2_3 (...) 2 y_4 x1_4 x2_4 2 y_5 x1_5 x2_5 2 y_6 x1_6 x2_6 (...) n y_n x1_n x2_n n

On Fri, 7 Feb 2014, Timothy B. Terriberry wrote: > Martin Storsjo wrote: >> This is required in order to build using the built-in assembler >> in clang. > > These patches break the gcc build (with "Error: bad instruction"). Ah, right, sorry about that. > Documentation I've seen is contradictory on which order ({cond}{size} or > {size}{cond}) is correct.

This is required in order to build using the built-in assembler in clang. --- I squashed the two changes since it would break the normal gcc build otherwise. --- celt/arm/arm2gnu.pl | 2 ++ celt/arm/celt_pitch_xcorr_arm.s | 18 +++++++++--------- 2 files changed, 11 insertions(+), 9 deletions(-) diff --git a/celt/arm/arm2gnu.pl b/celt/arm/arm2gnu.pl index eab42ef..5c24758 100755 ---

This is required in order to build using the built-in assembler in clang. --- celt/arm/celt_pitch_xcorr_arm.s | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/celt/arm/celt_pitch_xcorr_arm.s b/celt/arm/celt_pitch_xcorr_arm.s index 09917b1..3c4b950 100644 --- a/celt/arm/celt_pitch_xcorr_arm.s +++ b/celt/arm/celt_pitch_xcorr_arm.s @@ -309,7 +309,7 @@

Hi there, I've sent this e-mail to the list twice but didn't get it back from the list. Have it reach list members? cheers, Ronaldo ---------- Forwarded message ---------- From: Ronaldo Prati <rcprati at gmail.com> Date: 14/12/2006 11:59 Subject: Model formula question To: r-help at stat.math.ethz.ch Hi all, I'm not familiar with R programming and I'm trying to

Hello, I would like, if it is possible, to compare the effect of a variable across regression models. I have looked around but I haven't found anything. Maybe someone could help? Here is the problem: I am studying the effect of a variable (age) on an outcome (local recurrence: lr). I have built 3 models: - model 1: lr ~ age y = \beta_(a1).age - model 2: lr ~ age + presentation

Hello R users, I have a puzzle with the VGAM package, on my first excursion into generalized additive models, in that this very nice package seems to want to do either more or less than what I want. Precisely, I have a 4-component outcome, y, and am fitting multinomial logistic regression with one predictor x. What I would like to find out is, is there a single nonlinear function f(x) which acts

I am using the lattice packge for its levelplot and contourplot. Is it possible to adjust the line thickness of the 'box' and tickmarks in these plots? Thanks for the attention, Matt Sundling

Hi all, I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)??

Dear All, Here is what I am trying to achieve: I would like to plot some data in 3D. Usually, one has a matrix of the kind y_1(x_1) , y_1(x_2).....y_1(x_i) y_2(x_1) , y_2(x_2).....y_2(x_i) ........................................... y_n(x_1) , y_n(x_2)......y_n(x_i) where e.g. y_2(x_1) is the value of y at time 2 at point x_1 (see that the grid in x is the same for the y values at all times).

I'm interested in writing a function that constructs a new plot on the current graphics device if no plot exists there yet, but adds lines to the existing plot if a plot is already there. How can I do this? It seems to me that the exists() function might be co-opted to do this, but it's not obvious how. Many thanks, Roger -- Roger Levy Email: rlevy at ucsd.edu

Hi all, I use the excellent packages rjags and cacheSweave, and unfortunately seem to have found an incompatibility between them. Below are a minimal .Rnw file and corresponding JAGS model file which illustrate the problem: *** JAGS model file; name=j.bug *** model { mu ~ dnorm(0,1.0E-5) sigma ~ dunif(0,100) for(i in 1:length(y)) { y[i] ~ dnorm(mu,sigma) } } *** *** .Rnw

Hi, Can anyone tell me how to construct a simple VAR(1) time series with two variables using the dse package? I would like to end up with two time series y_1t = \phi_11 y_1,t-1 + \phi_12 y_2,t-1 + e_1t y_2t = \phi_21 y_1,t-1 + \phi_22 y_2,t-1 + e_2t Best regards, Sam.

Hi, I'm trying to write a general-purpose "lexicon" class and associated methods for storing and accessing information about large numbers of specific words (e.g., their frequencies in different genres). Crucial to making such a class practically useful is to get hashing working correctly so that information about specific words can be accessed quickly. But I've never really

Dear List: My question is more statistical than R oriented (although it originates from my work with nlme). I know statistical questions are occasionally posted, so I hope my question is relevant to the list as I cannot turn up a solution anywhere else. I will frame it in the context of an R related issue. To illustrate the problem, consider student achievement test score data with multiple

Dear Sir/Madam, I apologize for any cross-posting. I got a simple question, which I thought the R list may help me to find an answer. Suppose we have Y_1, Y_2, ., Y_n ~ Poisson (Lambda_i) and Lambda_i ~Gamma(alpha_i, beta_i). Empirical Bayes Estimator for hyper-parameters of the gamma distr, i.e. (alpha_t, beta_t) are needed. y=c(12,5,17,14) n=4 What about a Hierarchal B ayes

Hello everyone, I wanted to ask if there is an R-package to fit the following Poisson regression model log(\lambda_{ijk}) = \phi_{i} + \alpha_{j} + \beta_{k} i=1,\cdots,N (subjects) j=0,1 (two levels) k=0,1 (two levels) treating the \phi_{i} as nuinsance parameters. Thank you very much -- -Tony [[alternative HTML version deleted]]

Hi, I'm trying to use expression() to write a text to a graphic in the margin. Using: mtext(expression(beta),side=1,line=2) writes a perfect beta greek character, but I need to add a subindex "max", and I'm trying: mtext(paste(expression(beta),"max"),side=1,line=2) simply writes "beta max" in the plot. Please, Could you tell me what I'm doing wrong?