similar to: estimating a generalized autocorrelated model

Thanks to Justin, Baptiste, and Sebed for your answers. The solutions work well. I have been putting them to good use today: the code now works wonderfully and I learnt some useful tricks! thanks, Peter <-----Original Message-----> >From: justin bem [justin_bem@yahoo.fr] >Sent: 9/8/2009 9:06:23 AM >To: heltertwo@care2.com >Cc: r-help@stat.math.ethz.ch >Subject: Re: Re :

R-2.9.1, Windows7 Dear list, I have a question to you that seems very simple to me, but I just can't figure it out. I have a dataframe called "ratings" which contains the following variables: evalR1, evalR2, evalR3, evalR4, scoreR1, scoreR2, scoreR3, scoreR4, opinionR1, opinionR2, opinionR3, opinionR4. (there are more variables, but this gives an idea of the data structure). What

Win7, R2.11.0 I am working on a report together with several co-authors. The data concern several performance measures on a set of groups. These measures are scored by external judges. We report findings on several datasets, including several of the 6 ICC's discussed by Shrout & Fleiss (1979). We determine these using the icc function from the irr package. We have also used the ICC

hi I don't have experience at all with networks but I was triyng to install and configure tinc as a platform for multiplayer games that need to be run on a LAN. The computers run with Windows XP so I followed the example posted in the website for installation in windows. Everything is pretty clear and step-by-step, but when trying to generate the keys I get the following message: Cannot open

Hello, Does anyone how enable the sFTP logging? I have a solaris 9 on sun blade 2500 SSh Version: ssh -V SSH Version Sun_SSH_1.0.1, protocol versions 1.5/2.0. Whats all that mean? This link shows how to get the sftp logging with chroot path. http://sftplogging.sourceforge.net/download/README -------------------- Install instructions: -------------------- 1. download and expand openssh-3.x(.x)px

Hi, Sorry,after i install bridging 1.4, even after i setup a new bridge to link between wlan0 & eth 0 but it seem lost after pc restart, i have to reset after restart. am i doing wrong in installation or ... Hope get some advice from u all (expert) ===== Ô¸ÄúÓÀÔ¶ÐÒ¸££¬¿ìÀֺͰ²Ïê Happy & Healthy Always ! ^_^ ! ¸öÈËÍøÒ³ Homepage:http://planet.time.net.my/sunwaycity/ceyong ¸öÈË·ðѧÍøÒ³

Dear R users, In my data, there are two variables t1 and t2. For each observation of t1 and t2, two location indicators (x, y) were provided. The data format is # x y t1 t2 Since the both t1 and t2 are depended on x and y, t1 and t2 are autocorrelated variables. My question is how to calculate the correlation between t1 and t2 by taking into account the structure of residual variance

I have done a hearty search and so far and I have not been able to find the answer to my question. For a model with auto-correlated errors, when you run GLS or ARIMA and fit() or predict(), you get the unconditional fitted values, as opposed to the conditional or dynamic values. Or in other words, the correlation structure of the error is omitted. Most stat packages provide this as far as I know

WinXP, R-2.9.1 LS., I have been trying to solve a (for me) tricky issue. No matter what I've tried, I just can't find a way to do this. This is the issue: I have a text file (ansi text) "titles.txt" with lines of text; here is an example of such a file: >>>>> a brief history of polio vaccines anti-vaccination movements and their interpretations early warning

Hi, I added below code in /etc/rc.d/rc.local in order to load the bridge brctl addbr br0 brctl addif br0 eth0 brctl addif br0 wlan0 ifconfig br0 up but it fail, i found error in /var/log/message said localhost: modprobe: modprobe cannot locate br0 modules but i found it said suceedly up the br0 interface anyone know? ===== Ô¸ÄúÓÀÔ¶ÐÒ¸££¬¿ìÀֺͰ²Ïê Happy & Healthy Always ! ^_^ !

Hi, i am using bridge-utils-1.0.4 in my redhat 9.0 pc, even i configure my bridge called br0 which bridging wlan0 & eth0 but after computer restart, it disapprear, how can we statically set it. I did write configuration and save as ifcfg-br0 . Anyone can help, Thanks! ===== Happy and Healthy Always ! ^_^ ! My Homepage : http://planet.time.net.my/sunwaycity/ceyong My Buddhist Pages:

Please, I seek expertise and advice, possibly leads to R packages or stats literature. My data: measurements of economic variables for each county of California over 37 years. My dependent variable is square feet of office floor space permitted to be added in a county. Independent variables include for example change in number of office jobs in same county same year (and lagged years).

Hi R-fellows, I am trying to simulate a multivariate correlated sample via the Gaussian copula method. One variable is a binary variable, that should be autocorrelated. The autocorrelation should be rho = 0.2. Furthermore, the overall probability to get either outcome of the binary variable should be 0.5. Below you can see the R code (I use for simplicity a diagonal matrix in rmvnorm even if it

I am creating habitat selection models for caribou and other species with data collected from GPS collars. In my current situation the radio-collars recorded the locations of 30 caribou every 6 hours. I am then comparing resources used at caribou locations to random locations using logistic regression (standard habitat analysis). The data is therefore highly autocorrelated and this causes Type

Dear R users, someone knows how to remove auto-correlation from a frequencies time series? I've tried by differencing (lag 1) the cumulative series (in order to have only positive numbers) , but I can't remove all auto-correlation. If it's useful I can send my db. x <- # autocorrelated series new1<-cumsum(x) new2<-diff(new1,lag=1,differences = 1) acf(new2) #

Hello, I have a vector of values with significant autocorrelation, and I want to calculate an unbiased standard deviation that adjusts for the autocorrelation. The formula linked below purports to provide what I want: https://en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation#Effect_of_autocorrelation_.28serial_correlation.29 However, rather than just implementing this equation in

Hi there, I'm working with clustered data sets and trying to calculate log-likelihood (and/or AIC, AICc) for my models. In using the gee and geese packages one gets Wald test output; but apparently there is no no applicable method for "logLik" (log-likelihood)calculation. Is anyone aware of a way to calculate log-likelihood for GEE models? Thanks for the help, Bruce

Dear list members, I am estimating an ordinal generalized estimating equations (GEE) regression model on repeated measurements data. Is there any way (preferably in R) to test the proportional odds assumption of this model? Thanks in advance. Andreas [[alternative HTML version deleted]]

Hi, I'm running GEE using geepack. I set corstr = "ar1" as below: > m.ar <- geeglm(L ~ O + A, + data = firstgrouptxt, id = id, + family = binomial, corstr = "ar1") > summary(m.ar) Call: geeglm(formula = L ~ O + A, family = binomial, data = firstgrouptxt, id = id, corstr = "ar1") Coefficients:

Hi, I have collected data on trees from 5 forest plots located within the same landscape. Data within the plots are spatially autocorrelated (calculated using Moran's I). I would like to do a ANCOVA type of analysis combining these five plots, but the assumption that there is no autocorrelation in the residuals is obviously violated. Does anyone have any ideas how to incorporate these spatial