similar to: Huber-white cluster s.e. after optim?

Displaying 20 results from an estimated 10000 matches similar to: "Huber-white cluster s.e. after optim?"

2008 Aug 14
5
help with my sloppy syntax
R-ians: After some effort I coerced my code to do what I want but my syntax is a kludge. Suggestions on more elegant syntax? par <- NIM.results$par do.call("Draw.NIM.POD.curve", list(par[1], par[2], par[3], par[4], par[5], a.hat.decision, .... et cetera ... It seems that I should be able to avoid defining the variable "par" and then specifying each of its elements,
2003 Jun 16
3
Constrained optimization
Greetings, R-Wizards: I'm trying to find an extremum subject to a nonlinear constraint. (Yes, I have perused the archives but have found nothing positive.) The details of the problem are these: In a paper published some years ago in Technometrics, ("Confidence bands for cumulative distribution functions of continuous random variables" Technometrics, 25, 77-86. 1983), Cheng and
2006 Sep 29
2
GLM information matrix
Is there a function that provides the Fisher information matrix for a generalized linear model? I do not see how to access the off-diagonal matrix elements of the value returned by glm. (I'm particularly interested in logistic regression.) If not, what is a good way to use R to compute Hessians or other partial derivatives of log likelihoods? I would appreciate any guidance. David
2010 May 10
2
Robust SE & Heteroskedasticity-consistent estimation
Hi, I'm using maxlik with functions specified (L, his gradient & hessian). Now I would like determine some robust standard errors of my estimators. So I 'm try to use vcovHC, or hccm or robcov for example but in use one of them with my result of maxlik, I've a the following error message : Erreur dans terms.default(object) : no terms component Is there some attributes
2008 Apr 26
1
How to use the optim function if the length of the objective function is greater than 1?
Hi, Please help me out with this.Im a new user of R. Thanks [[alternative HTML version deleted]]
2009 Mar 03
2
latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White
Hello, first of all: I'm new to R and have only used SPSS befor this (which can't do this at all...). I'm trying to output some regression results to latex. The regressions are normal OLS and I'm trying to output the results with standardized regression coefficients and t-statistics based on "Huber-White sandwich estimator for variance". The final result should be
2008 Sep 23
4
gsub difficulty
Greetings R-ians: I know what doesn?t work but I don?t know why, nor how to remedy things. I have a character string containing "." which I want to replace with " " gsub(".", " ", file.label) replaces the every character with a blank. However gsub(".xls", " ", file.label) replaces ".xls" with a blank as expected. It appears
2008 Jan 26
3
Which R version created a package?
Greetings, R-ians: I would like to know which version or R was used to create a given package. I think I remember seeing that topic discussed recently but cannot find it among my notes. Can anyone tell me how to determine which version of R created a package? Thanks. Charles Annis, P.E. <mailto:Charles.Annis@StatisticalEngineering.com> Charles.Annis@StatisticalEngineering.com
2006 Sep 29
3
control L to clear the Rgui screen in Windows
Greetings R-ians: Searching the Searchable Mail Archives I discovered that ctrl L will clear the Rgui screen, which is what I'd like to do from a print (or some similar) statement. Is there a mechanism to use the ctrl L clear-screen sequence in a script, or print statement? Thanks for your counsel. Charles Annis, P.E. Charles.Annis at StatisticalEngineering.com phone: 561-352-9699 eFax:?
2006 Jul 09
4
string problems with "\\" (Windows)
Greetings, R-ians: I'm using R 2.3.1 on WindowsXP. I need to find the name of a file at the end of a sting that contains the path + file, with the problematic "\\" as separators. The string looks something like this: "C:\\Documents and Settings\\myName\\My Documents\\R Projects\\Project1\\file.name.csv" What I want is "file.name.csv" Currently I use the
2006 Jul 09
4
string problems with "\\" (Windows)
Greetings, R-ians: I'm using R 2.3.1 on WindowsXP. I need to find the name of a file at the end of a sting that contains the path + file, with the problematic "\\" as separators. The string looks something like this: "C:\\Documents and Settings\\myName\\My Documents\\R Projects\\Project1\\file.name.csv" What I want is "file.name.csv" Currently I use the
2006 Mar 05
2
plotting partial deriviatives
Dear R Helpers: I am trying to annotate a plot. The following code snippet works, but it is kind of a kludge since it adds the partial derivative symbols after creating the plotmath frac(). Is there a more elegant way to write a partial derivative? dev.off() plot(NA, xlim=c(-3,3), ylim=c(0,1.6), xlab="", ylab="", tck=-0.015) text(1.6, 1, expression(paste("slope =
2008 Oct 05
2
trouble with character \u00e2
Greetings R-wizards: For historical reasons I have filenames with the character "?" and have successfully used "\u00e2" in its place, with the hoped-for result on all my on-screen plots. However since R2.7.0 I have trouble with savePlot() when the file name includes that character as it does in this example: savePlot(paste("diagnostic ? vs a ", file.label,
2009 Aug 26
1
Scripting - sort of
Dear R-ians: I'm running R2.9.2 on a 6 year old Windows XP DELL with 2 Gig RAM and a 3MHz Pentium 4 chip. I've written a package using the User Menus Under Windows commands (winMenuAdd, etc). It works very well. I have 6 test cases and running any one of them requires many selections form the menus and some keyboard entry, and it takes me hours to exercise them all to see
2006 Aug 19
4
string-to-number
Greetings, Amigos: I have been trying without success to convert a character string, > repeated.measures.columns [1] "3,6,10" into c(3,6,10) for subsequent use. as.numeric(repeated.measures.columns) doesn't work (likely because of the commas) [1] NA Warning message: NAs introduced by coercion I've tried many things including strsplit(repeated.measures.columns, split =
2008 Apr 03
1
help with R semantics
Greetings: I'm running R2.6.2 on a WinXP DELL box with 2 gig RAM. I have created a new glm link function to be used with family = binomial. The function works (although any suggested improvements would be welcome), logit.FC <- function(POD.floor = 0, POD.ceiling =1) { if (POD.floor < 0 | POD.floor > 1) stop ("POD.floor must be between zero and one.") if
2009 May 03
2
clear screen?
I?ve been using this routine for several years. I?m sorry, I don?t remember where I got it. It works as it should, viz. it blanks the R console. But it requires package rcom and now that requires rscproxy. cls <- function () { require(rcom) wsh <- comCreateObject("Wscript.Shell") comInvoke(wsh, "SendKeys", "\f") invisible(wsh) } > cls()
2004 Sep 17
2
help with numerical solution for two simultaneous nonlinear equations in 2 variables
Hi, I am relatively new to R and am trying to solve two simultaneous nonlinear equations in two variables numerically, and was wondering if anyone knew if any of the packages could do that. An alternative is writing my own code using Newton-Raphson; I did that but was not able to get good convergence. Any ideas please? Thanks Yogesh [[alternative HTML version deleted]]
2006 Apr 21
4
programming advice?
Dear R-helpers: I am doing some exploratory programming and am considering a routine that has several other routines defined within it, so that I can avoid a large and messy global re-programming to avoid naming conflicts. My question is this: Because it is interpreted, does R have to re-build these internal routines every time the new routine is called? I'm not overly worried right now
2009 May 02
1
compiled help pages
Greetings: This should be easy but it isn't. I have a home-brew package that works fine, with compiled html help pages, all 150 of them. I want to make a similar package but not from scratch since only a half-dozen routines are changed. So I created a new directory, copied the old package into it and changed the name to newSTUFF. I changed the names of all help pages too, as weill