similar to: heteroscedasticity problem

Hi, I have a set of locations defined by longitude and latitude (in degrees), and want to calculate the spatial (or geographic) distance among all locations. I did not find such a function in the spatial-related packages. (I *cannot* use 'dist', as I have geographic, not cartesian coordinates). thanks! Robert Robert Ptacnik Norwegian Institute for Water Research (NIVA) Gaustadall?en 21

Hei, I have two spatial datasets Sa and Sb, both with lat-lon coordinates and from same geographic area, but from different localities within the area (independent samples). Sa is biotoc data, Sb is some environmental parameter (fertility). I 'know' that Sb affects Sa, but wonder on which scale. I tried different interpolations by creating different grids of Sb (e.g. 20x20 and 100x100

Hi group, I have this type of data x(predictor), y(response), factor (grouping x into many groups, with 6-20 obs/group) I want to fit a linear regression with one common intercept. 'factor' should only modify the slopes, not the intercept. The intercept is expected to be >0. If I use y~ x + factor, I get a different intercept for each factor level, but one slope only if I use y~ x *

Hei Group, I want to compare the relative importance of predictors in a multiple linear regression y~a+bx1+cx2... However, bptest indicates heteroskedasticity of my model. I therefore perform a robust regression (rlm), in combination with bootstrapping (as outlined in J. Fox, Bootstrapping Regression Models). Now I want to compare the relative importance of my predictors. Can I rely on the

Dear R-listers Is there anyone who knows why I get different eigenvectors when I run MatLab and R? I run both programs in Windows Me. Can I make R to produce the same vectors as MatLab? #R Matrix PA9900<-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43 ,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24 ,58/53 ,26/244 ,0/1 ,5/43) #R-syntax

Dear R-listers I wonder if someone can help me with the syntax for the random effect in glmmPQL()? I have a data set with a response variable "y" (counts), two dependent variables: "treat" (4 levels) and "site" (2 levels). The latter, I want to use as a random variable. How do I specify this in the function? Is it like this:

dear listers, I use gam (from mgcv) for evaluation of shape and strength of relationships between a response variable and several predictors. How can I interpret the 'F' values viven in the GAM summary? Is it appropriate to treat them in a similar manner as the T-statistics in a linear model, i.e. larger values mean that this variable has a stronger impact than a variable with smaller F?

Hi all! I have a problem setting ACLs on a remote file on a Windows XP Pro SP2 box. I issue the following command: smbcacls -a 'ACL:BBI-DEV\beakid:ALLOWED/0/0x00100116' -U 'BBI-DEV \Admin' //BBI-DEV/Data /Niva.txt And I get this response from debug level 3. Password: Connecting to host=BBI-DEV Connecting to 192.168.1.124 at port 445 Doing spnego session setup (blob

Hi all! I have a problem setting ACLs on a remote file on a Windows XP Pro SP2 box. I issue the following command: smbcacls -a 'ACL:BBI-DEV\beakid:ALLOWED/0/0x00100116' -U 'BBI-DEV \Admin' //BBI-DEV/Data /Niva.txt And I get this response from debug level 3. Password: Connecting to host=BBI-DEV Connecting to 192.168.1.124 at port 445 Doing spnego session setup (blob

Dear R-listers I'm a new R-user who needs some help with a test that I want to do. I have done a field experiment: four treatments (cont, x, y and xy) at three sites (A, B and C), the response is count data (0 - 15). I've done a Poisson regression: >glm(response~as.factor(treatment)*as.factor(site), family=quasipoisson, offset(max.response), data=dat) The "offset" is the

If you don't get a response it is because you did not read the Posting Guide which indicates that the R-sig-ME mailing list is where this question would have been on-topic. -- Sent from my phone. Please excuse my brevity. On August 16, 2017 6:17:03 AM PDT, b88207001 at ntu.edu.tw wrote: >Hello dear uesRs, > >I am working on modeling both level one and level two

A better place for this post would be on R's mixed models list: r-sig-mixed-models . Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Aug 16, 2017 at 6:17 AM, <b88207001 at ntu.edu.tw> wrote: > Hello dear

# Using Moving/Rolling Windows, here we do an OLS Regression with corrections for #Heteroscedasticity and Autocorrelations (HAC) using Newey West Method. This code is a #extension of Ajay Shah?s code for moving windows simple OLS regression. # The easiest way to adjust for Autocorrelations and Heteroscedasticity in the OLS residuals is to #use the coeftest function that is included in the

Hi, I am currently trying to do a GLMM on a dataset with percent cover of seagrass (dep. var) and a suite of explanatory variables including algal (AC) and epiphyte cover (EC), rainfall, temperature and sunshine hours. M2=glmer(SG~AC+EC+TP+SS+RF+(1|Location/fSi/fTr), family=binomial,data=data,nAGQ=1) As the dependent variable is percent cover, I used a binomial error structure. I also have a

Dear all, Sorry if this is too obvious. I am trying to fit my multiple regression model using lm() Before starting model simplification using step() I checked whether the model presented heteroscedasticity with ncv.test() from the CAR package. It presents it. I want to correct for it, I used hccm() from the CAR package as well and got the Heteroscedasticity-Corrected Covariance Matrix. I am not

Dear altogether, is it possible to integrate "weights" arguments within lmer to incorporate statements to handle heteroscedasticity as it is possible with lme? I searched the R-archive but found nothing, insofer I assume it is not possible, but as lmer is under heavy develpoment, maybe something changed or is solved differently. Thus my question: While encountering heavy

To detect heteroscedasticity for a multiple linear OLS regression (no time dependencies): What if the residuals vs. fitted values plot shows well behaved residuals (cloud) - but the some of the x versus residuals plots are a megaphone? Also, it seems that textbooks and internet tutorials in R do not agree what is the best plot for detecting heteroscedasticity. What do you use? I found so

Hello, I have just recently started using R and was wondering whether anybody had a code written for White's heteroscedasticity correction for standard errors. Also, can anybody share a code for the GARCH(1,1) and GARCH-in-mean models for modelling regression residuals? Thanks a lot in advance, Spyros --------------------------------- [[alternative HTML version

Hi, I would like to generate two correlated variables. I found that funktion for doing that: a <- rmvnorm(n=10000,mean=c(20,20),sigma=matrix(c(5,0.8*sqrt(50), 0.8*sqrt(50),10),2,2)) (using library(mvtnorm)) Now I also want to generate two correlated variables where the error variance vary over the variable-correlation. And I want to plot this for showing heteroscedasticity. Like shown

Dear All, i want to use garch model in return of stock. and the data should presence volatility cluster (Heteroscedasticity). Do you know how to test volatility cluster (the presence of heteroscedasticity) in series data of stock return in R? Is it using Langrange Multiplier (LM) ARCH test? what package i should use? I really need the help. Thanks for the attention. Eko A P