similar to: hierarchical mixed model

Dear all, I would like to fit a non-linear model of the form: y=g*x/(a+b*x) with nls(). However this model is somehow overparameterized and I get the error message about singular gradient matrix at initial parameter estimates. What I am interested in is to make inference about parameters b and g, so this has to be taken into account in the model formulation. What options do I have? Also, how is

I would like to combine time-series data to test for correlations and interactions using random and fixed effects meta-analysis. So, I am looking for the right packages and documentation. I know about meta and rmeta packages of R. Are there any more? What are the diffrences in brief? Can you please suggest some references that could be used as a guide for meta-analysis in R (or S-plus)?

Dear all, I have a for loop which includes nls model estimation. The loop breaks after the first non-convergence error. How can I make the loop continue and try to estimate all models? I suppose it should be sth like: if(...) { next } but I have no idea how to setup the arguements... Thank you! Irene

Hi all! I try to estimate a statistic of the form: (x1-x2)/(y1-y2), where x1,x2,y1,y2 represent variable means, so each has an estimate and standard error associated with it. How is it possible to estimate the mean and the variance of this ratio? Thank you! [[alternative HTML version deleted]]

Hi all! I am trying to run a regression where the predictor values are not real data but each is estimated from a different model. So, for each value I have a mean and variance. Which package/function should I use in this case? Thank you! Irene [[alternative HTML version deleted]]

Dear list, I would like to produce a plot of variables where the size of the points will be indicative of their standard errors. How is that possible? Thank you! [[alternative HTML version deleted]]

I'm having trouble translating from C++ to perl objects. The TermIterator class looks like to get a set of terms in a document you might have C++ code like: Enquire::TermIterator termIt =enquire->get_matching_terms_begin(id); for(;termIt != enquire->get_matching_terms_end(id);termIt++) { string term = *termIt; } Or something similar. However when I attempt to translate that

Hi there, I am trying to compute Gini coefficients for vectors containing income classes. The data I possess look loke this: yit <- c(135, 164, 234, 369) piit <- c(367, 884, 341, 74 ) where yit is the vector of income classes, and fit is the vector of associated frequencies.(This data is from Rustichini, Ichino and Checci (Journal of Public Economics, 1999) ). In ineq pacakge, Gini( )

I am a new R user and so I thought I could start with "Using R for Introductory statistics" by Verzani. In order to use some of the functions and datasets I have to install the simpleR package which is is now inside the UsingR package. I did so using >install.packages("UsingR"). However, the functions such as "simple.freqpoly.R" do not work. I also tried to

On 5/5/2017 1:41 PM, Robert Moskowitz wrote: > > I just did a test where I created a file, xit, with the here document > in it and ran it with ./xit > > This way, the tabs remained. So the 'problem' is when I am pasting > the same lines (with tabs) into the terminal window. There bash is > interpreting the tabs and not feeding them into the here doc processing.

Is there a formal way to prove the need of a mixed model, apart from e.g. comparing the intervals estimated by lmList fit? For example, should I compare (with AIC ML?) a model with seperately (unpooled) estimated fixed slopes (i.e.using an index for each group) with a model that treats this parameter as a random effect (both models treat the remaining parameters as random)? Thank you!

Hi all! How is it possible to estimate standard errors for coef obtained from lme? Is there sth like se.coef() for lmer or what is the anaytical solution? Thank you!

Dear all, I am trying to define a selfStart function for a non-linear model, which is a log-transformed SSmicmen model with multiplicative errors and so it is required to make them additive: log(y)=log(a)+log(x)-log(1+x/b) Any ideas about how to use the "peeling" method to derive the "initial" argument and get the initial values? Thank you for being always there!:)

Hi all! this is a rather statistical question: is it meaningful to consider an interaction effect between 2 continuous covariates? for example: lm(y~x1+x2+x1:x2) Should one of continuous x1, x2 be "transformed" to a categorical variable, i.e. be classified into groups? Is it easier to interpret the effect if 1 or both are centered to the mean or z-transformed? Thank you!

Dear all, I have an annual time-series of population numbers and I would like to estimate the auto-correlation. Can I use acf() function and judge whether auto-correlation is significant by the plots? The acf array, eg: Autocorrelations of series 'x$log.s.r', by lag 0 1 2 3 4 5 6 7 8 9 10 11 12 1.000 0.031 -0.171

Hi all, I would like to fit a gamm model of the form: Y~X+X*f(z) Where f is the smooth function and With random effects on X and on the intercept. So, I try to write it like this: gam.lme<- gamm(Y~ s(z, by=X) +X, random=list(groups=pdDiag(~1+X)) ) but I get the error message : Error in MEestimate(lmeSt, grps) : Singularity in backsolve at level 0, block 1

Hi All Andrily, Thanks for the information. I've tried setting the config file. YIt doesn't work. I've checked with the application support. According to them, the OS check is done by InstallShield product functionality. Anyone has any idea how Installshiled detects the version of os ( can't find such info on their website!) and how we can workaround it. Thanks again

Dear list members, I am working with a multilevel growth curve, that in its simplest form goes like follows: Yit = Ai + Bi t + eit (the error term is assumed to follow an AR(1) autorregressive process) One major topic in my research is the convergence in the values of Y over time. Thus, I am interested in the relationship between the random effects for the intercept and the slope, and I

At least it isn't working the way it used to. Code: $db = Search::Xapian::Database->new( $dx ); my $qp = Search::Xapian::QueryParser->new(); my $dbSize=$db->get_doccount(); # $qp->set_stemmer(new Search::Xapian::Stem("english")); # $qp->set_stemming_strategy(STEM_SOME); # $qp->set_default_op($defaultop); my $par =

Dear List: I found an error when I called the 'gee' function. I cannot solve and explain it. There are no errors when I used the 'geeglm' function. Both functions fit the gee model. The project supervisor recommends me to use the 'gee' function. But I cannot explain to him why this error happens. Would you help me solve this problem? I appreciate your help. In