Displaying 20 results from an estimated 300 matches similar to: "GLS with nlme"
2004 Dec 29
3
gls model and matrix operations
Dear List:
I am estimating a gls model and am having to make some rather unconventional modifications to handle a particular problem I have identified. My aim is to fit a GLS with an AR1 structure, obtain the variance-covariance matrix (V), modify it as needed given my research problem, and then reestimate the GLS by brute force using matrix operations. All seems to be working almost perfectly,
2010 Mar 22
1
Distance between lines
Hello,
I'm trying to assess the similarity of two lines that are represented as points (output of differential equation solvers). Is there a function or a package that deals with things like this?
Thanks,
John.
====================================================
Johannus (John) Janmaat
Assistant Professor of Economics
Barber School of Arts and Sciences
University of British Columbia -
2011 Oct 03
1
minimisation problem, two setups (nonlinear with equality constraints/linear programming with mixed constraints)
Dear All,
Thank you for the replies to my first thread here: http://r.789695.n4.nabble.com/global-optimisation-with-inequality-constraints-td3799258.html. So far the best result is achieved via a penalised objective function. This was suggested by someone on this list privately. I am still looking into some of the options mentioned in the original thread, but I have been advised that there may
2011 Apr 06
1
help on pspline in coxph
Hi there,
I have a question on how to extract the linear term in the penalized
spline in coxph. Here is a sample code:
n=100
set.seed(1)
x=runif(100)
f1 = cos(2*pi*x)
hazard = exp(f1)
T = 0
for (i in 1:100) {
T[i] = rexp(1,hazard[i])
}
C = runif(n)*4
cen = T<=C
y = T*(cen) + C*(1-cen)
data.tr=cbind(y,cen,x)
fit=coxph(Surv(data.tr[,1],
2005 Feb 10
2
correcting for autocorrelation in models with panel data?
Hi
I have some panel data for the 50 US states over about 25 years, and I
would like to test a simple model via OLS, using this data. I know how
to run OLS in R, and I think I can see how to create Panel Corrected
Standard Errors using
http://jackman.stanford.edu/classes/350C/pcse.r
What I can't figure out is how to correct for autocorrelation over
time. I have found a lot of R stuff on
2003 Apr 02
7
Index of item in matrix
Hello All,
Is there a fast way to find the index(row and column) of a point in a
matrix?
Thanks,
John.
--
--------------------------------------------------------------------------
Dr. John Janmaat
Department of Economics, Acadia University, Wolfville, NS, B4P 2R6
E-mail: jjanmaat at acadiau.ca Web: http://ace.acadiau.ca/~jjanmaat
Tel: 902-585-1461 Fax: 902-585-1070
2005 May 01
3
Roots of quadratic system.
Hello,
I have a system of quadratic equations (results of a Hamiltonian optimization)
which I need to find the roots for. Is there a package and/or function which
will find the roots for a quadratic system? Note that I am not opimizing, but
rather solving the first order conditions which come from a Hamiltonian. I am
basically looking for something in R that will do the same thing as fsolve in
2006 Feb 05
3
Cluster Analysis - Number of Clusters
Hello,
I'm playing around with cluster analysis, and am looking for methods to
select the number of clusters. I am aware of methods based on a 'pseudo
F' or a 'pseudo T^2'. Are there packages in R that will generate these
statistics, and/or other statistics to aid in cluster number selection?
Thanks,
John.
--
2003 Jun 26
1
Fonts on contour maps...
Hello All,
I am drawing four contour plots on a 2x2 layout. I need to downsize the
contour line labels. cex and labcex do not seem to work. Any suggestions?
Thanks,
John.
--
--------------------------------------------------------------------------
Dr. John Janmaat
Department of Economics, Acadia University, Wolfville, NS, B4P 2R6
E-mail: jjanmaat at acadiau.ca Web:
2002 Jan 09
4
Cochrane-Orcutt method
Hello,
Is there a package that implements the Cochrane-Orcutt itterative
procedure for dealing with autocorrelation in a regression model?
Thanks,
John.
--
==========================================
John Janmaat
Department of Economics
Acadia University, Wolfville, NS, B0P 1X0
(902)585-1461
All opinions stated are personal, unless
otherwise indicated.
2004 Oct 14
0
plotmath in underlined style; was: Re: [R] Underline in expression(). (PR#7286)
In order not to forget it (I have not got any answer so far) ...
Uwe Ligges
-------- Original Message --------
Subject: plotmath in underlined style; was: Re: [R] Underline in
expression().
Date: Sun, 26 Sep 2004 18:50:02 +0200
From: Uwe Ligges <ligges@statistik.uni-dortmund.de>
Organization: Fachbereich Statistik, Universitaet Dortmund
To: John Janmaat <jajanmaat@netscape.net>,
2004 Jul 27
1
Underline in expression().
Hello All,
Is there an analogue to \underbar or the AMS math \underline in
graphical math expressions?
Thanks,
John.
--
=====================================================================================
Dr. John Janmaat
Department of Economics
Acadia University
Wolfville, Nova Scotia, Canada
B4P 2R6
TEL: 902-585-1461
WWW: http://ace.acadiau.ca/~jjanmaat/
EMAIL: jjanmaat at acadiau.ca
June
2006 Aug 09
1
NLS and IV
Hello All,
I'm looking to test a variable in a logit model (glm(...,
binomial(link="logit"))) for exogeneity (endogeneity). At this point I am
planning to try implementing Jeffery Grogger's "A Simple Test for Exogeneity in
Probit, Logit, and Poisson Regression Models", Economic Letters, 1990. To do
this, I need to be able to do an instrumental variables NLS
2002 Apr 09
3
expressions on graphs
Hello,
I am trying to get a time derivative on a plot title. I prefer to have
it in the form \dot{s_i}, but \partial s_i/\partial t would be O.K. In
the graphics demo I cannot find either a dot or a partial equivalent.
Thanks,
John.
--
==========================================
John Janmaat
Department of Economics
Acadia University, Wolfville, NS, B0P 1X0
(902)585-1461
All opinions stated
2004 Jul 06
13
OGG/OGM media container
Hi all,
Xiph aims at developing open-standards media formats. Though xiph.org
tells about vorbis/theora/flac/speex, nothing is mentioned about container
to use (that is ogg/ogm). I have a few questions
Is there a difference between ogg and ogm? I guess its only the extension
that is different and everything else is same.
Some tools (like ogmtools) are available to create ogm files. What is
2007 Jun 16
1
linear hypothesis test in gls model
Dear all,
For analysis of a longitudinal data set with fixed measurement in time I built a gls model (nlme). For testing hypotheses in this model I used the linear.hypothesis function from the car package. A check with the results obtained in SAS proc MIXED with a repeated statement revealed an inconsistency in the results. The problem can be that the linear.hypothesis function (1) only gives the
2003 Nov 21
1
: BIC for gls models
Hi all,
I would like to know how the BIC criterion is calculated for models estimated using gls( ) function. I read in Pinheiro & Bates (2000) p84 that
BIC = -2logL + npar*log(N) (for the ML method), or
BIC = -2logLR + npar*log(N-p) (for the REML method)
but when I use any of these formulae I don't obtain the result given by R.
Thanks in advance for any help.
Eve CORDA
Office national
2010 Dec 24
1
GLS 95% CI
Dear R Gurus,
How do I generate/obtain the 95% CI of the predicted values from the
GLS model? "Not plot.Predict"
Currently I know how to get the 95% CI for the GLS model parameters.
Please advice
Regards
Peter
South Africa
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2011 Sep 04
2
AICc function with gls
Hi
I get the following error when I try and get the AICc for a gls regression
using qpcR:
> AICc(gls1)
Loading required package: nlme
Error in n/(n - p - 1) : 'n' is missing
My gls is like this:
> gls1
Generalized least squares fit by REML
Model: thercarnmax ~ therherbmax
Data: NULL
Log-restricted-likelihood: 2.328125
Coefficients:
(Intercept) therherbmax
1.6441405
2003 Jul 21
0
correlated residuals in gls: Coefficient matrix not invertible
Dear Rers,
I have threes series, x, y, z and I want to fit a model z ~ x + y. First of
all, I fit a lm. I found the residuals are correlated, by looking at the
acf() and pacf(). Then I tried to fit a gls model allowing residuals to be
correlated (correlation = corARMA(p=5, q=1)):
y.na <- as.data.frame(y[complete.cases(y),])
y.gls <- gls(z ~ x + y, data = y.na, correlation=corARMA(p=5,