Displaying 20 results from an estimated 60000 matches similar to: "statistical question: confidence interval of regression weight - significance"
2013 Apr 01
1
95% Confidence Interval for a p-p plot
Hi,
I want to create upper and lower 95% confidence intervals for a p-p plot of
an empirical distribution with a theoretical gamma distribution.
This is my code:
x<-rgamma(100,shape=2, rate=1) # empirical data
fitdistr(x,"gamma") # fit a gamma distribution
dist<-pgamma(x,shape=1.9884256 ,rate=0.8765314 ) # fitted distribution,
using the loglikelihood estimated parameters
2008 Mar 27
1
[Re: Significance of confidence intervals in the Non-Linear Least Squares Program.]
Thanks for the response. I was not very clear in my original request.
What I am asking is if in a non-linear estimation problem using nls(),
as the condition number of the Hessian matrix becomes larger, will the
t-values of one or more of the parameters being estimated in general
become smaller in absolute value -- that is, are low t-values a
sign of an ill-conditioned Hessian?
Typical
2008 Dec 24
3
statistical significance, nonlinear regression
I am using nonlinear regression to fit a couple of variables to a set of
measurements. I would like to do some significance tests for the estimated
parameters. I am able to check the confidence intervals using the Jacobian
coming out of nonlinear regression.
I do see in a paper which shows t-value (it says estimated by White
method??), f-value, f-test, and j-test, are these available in matlab,
2008 Nov 29
1
function for simultaneous confidence interval of regression coefficients
List,
Would someone be so kind as to point me to a function that will calculate
simultaneous confidence intervals of regression coefficients based upon
their distribution as (under the assumption of normal errors, with
\mathbf{X} as the design matrix):
$\hat{\mathbf{\beta}} \sim N(\mathbf{\beta},
\sigma^2(\mathbf{X}^T\mathbf{X})^{-1})$.
'confint' calculates individual coefficients so
2009 Sep 09
1
Stats help with calculating between and within subject variance and confidence intervals
Hello.
I'm trying to find a way in R to calculate between and within subject
variances and confidence intervals for some analytical method
development data.
I've found a reference to a method in Burdick, R. K. & Graybill, F. A.
1992, Confidence Intervals on variance components, CRC Press. This
example is for Balanced Data confidence interval calculation from Pg
62. The data are
2007 Sep 05
0
confidence intervals of proportions from complex surveys
This is partly an R and partly a general statistics question.
I'm trying to get confidence intervals of proportions (sometimes for
subgroups) estimated from complex survey data. Because a function like
prop.test() does not exist for the "survey" package I tried the following:
1) Define a survey object (PSU of clustered sample, population weights);
2) Use svyglm() of the package
2011 Feb 16
2
Confidence interval of Survival Curve of Weighted Cox Regression
Hi,
May I know how to obtain the confidence interval of the survival curve of
weighted Cox regression model?
I tried coxph, cph, and coxphw, but they did not work.
Any help would be much appreciated.
Thanks,
Jeanne
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2008 Mar 27
1
Significance of confidence intervals in the Non-Linear Least Squares Program.
I am using the non-linear least squares routine in "R" -- nls. I have a
dataset where the nls routine outputs tight confidence intervals on the
2 parameters I am solving for.
As a check on my results, I used the Python SciPy leastsq module on the
same data set and it yields the same answer as "R" for the
coefficients. However, what was somewhat surprising was the the
2009 Mar 24
3
confidence interval or error of x intercept of a linear regression
Hello all,
This is something that I am sure has a really suave solution in R, but I can't quite figure out the best (or even a basic) way to do it.
I have a simple linear regression that is fit with lm for which I would like to estimate the x intercept with some measure of error around it (confidence interval). In biology, there is the concept of a developmental zero - a temperature under
2010 Feb 08
0
confidence interval for negatively skewed, leptokurtic sample
Hello,
I?ve got a statistical problem that I hope you can help me with. It doesn?t
have to do directly with R, so if there?s another forum which would suit
better, please tell me!
Now here?s the problem:
I want to derive confidence intervals for a variable X, which is - given the
descriptive statistics - obviously negatively skewed and leptokurtic (i.e.
peaked). My aim is to make a statement
2011 Oct 30
1
Confidence interval for Support Vector Regression
Hi,
Is it possible to calculate confidence intervals for support vector
regression?
In the "ksvm{kernlab}" manual, it says that it supports confidence
intervals for regression.
However, i couldn't find any information about how to calculate confidence
interval.
Do you have any documents or examples about this or any other suggestions?
Thanks in advance
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2006 Aug 09
0
Weighted Mean Confidence Interval
Hello,
I'm looking to calculate a 95% confidence interval about my estimate for
a sample's weighted mean, where the calculated confidence interval would
equal the t-test confidence interval of the sample in the case when all
of the weights are equal.
My initial thought was to simply implement a modified version of the
t-test function but substituting the weighted variance and mean for the
2006 Sep 21
0
Plot Confidence Interval for Regression
Dear R-friends
I fitted a regression using GLM and plotted fitted values agaist X axis.
Now I need plot upper and lower confidence intervals (95%) for this fit.
Acoording to ?lm help and can use something like :
[ predict.lm(mod, se.fit=T, interval = "confidence", level=.95) ]
to estimate confidence intervals. In fact this command run fine, but I canĀ“t plot upper and
2012 Nov 29
2
Confidence intervals for estimates of all independent variables in WLS regression
I would like to obtain Confidence Intervals for the estimates
(unstandardized beta weights) of each predictor in a WLS regression:
m1 = lm(x~ x1+x2+x3, weights=W, data=D)
SPSS offers that output by default, and I am not able to find a way to do
this in R. I read through predict.lm, but I do not find a way to get the
CIs for multiple independent variables.
Thank you
Torvon
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2008 Jan 03
2
confidence interval too small in nlme?
Hello,
I am interested in using nlme to model repeated measurements, but I don't seem
to get good CIs.
With the code below I tried to generate data sets according to the model given
by equations (1.4) and (1.5) on pages 7 and 8 of Pinheiro and Bates 2000 (having
chosen values for beta, sigma.b and sigma similar to those estimated in the
text).
For each data set I used lme() to fit a model,
2013 Feb 07
2
how to draw confidence interval lines of a fitted curve of polynominal regression
Hello,
I drew a plot of weight and height of people and fitted it with a
polynominal regression x^2.
(using curve())
Now I would like to draw the confidence interval line for the fitted curve.
Please kindly advise the code for the purpose.
Thank you.
Elaine
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2010 Nov 30
1
confidence interval for logistic joinpoint regression from package ljr
I?m trying to run a logistic joinpoint regression utilising the ljr package. I?ve been using the forward selection technique to get the number of knots for the analysis, but I?m uncertain as to my results and the interpretation. The documentation is rather brief ( in the package and the stats in medicine article is quite technical) and without any good examples. At the moment I?m thinking
1)find
2005 Sep 29
5
Regression slope confidence interval
Hi list,
is there any direct way to obtain confidence intervals for the regression
slope from lm, predict.lm or the like?
(If not, is there any reason? This is also missing in some other statistics
softwares, and I thought this would be quite a standard application.)
I know that it's easy to implement but it's for
explanation to people who faint if they have to do their own
programming...
2011 Jan 11
1
Confidence interval on quantile regression predictions
I am using the quantreg package to build a quantile regression model and
wish to generate confidence intervals for the fitted values.
After fitting the model, I have tried running predict() and
predict.rq(), but in each case I obtain a vector of the fitted values
only.
For example:
library(quantreg)
y<-rnorm(50,10,2)
x<-seq(1,50,1)
2007 Aug 23
0
weighted nls and confidence intervals
for unweighted fits using `nls' I compute confidence intervals for the
fitted model function by using:
#-------------------
se.fit <- sqrt(apply(rr$m$gradient(), 1, function(x) sum(vcov(rr)*outer(x,x))))
luconf <- yfit + outer(se.fit, qnorm(c(probex, 1 - probex)))
#-------------------
where `rr' contains an `nls' object, `x' is the independent variable vector,
`yfit'