Displaying 6 results from an estimated 6 matches similar to: "Stata and R user GLM method"
2010 Jan 22
1
Sata and R users GLM methods translation
Hello,
I am learning R and I am fluent in Stata and I try to translate part of my
Stata code to R to check the reliability of the data under R. I have a
proportion variable as a dependent variable pQSfteHT . Independent variables
are dummies for two categorical variables called dQSvacrateHTQuali3 and
cluster_3. I am fitting a model with the Stata command below:
glm pQSfteHT dQSvacrateHTQuali3_2
2009 Mar 26
1
Extreme AIC in glm(), perfect separation, svm() tuning
Dear List,
With regard to the question I previously raised, here is the result I
obtained right now, brglm() does help, but there are two situations:
1) Classifiers with extremely high AIC (over 200), no perfect separation,
coefficients converge. in this case, using brglm() does help! It stabilize
the AIC, and the classification power is better.
Code and output: (need to install package:
2006 Apr 23
1
Question about bicreg
Dear Adrian and Ian (and r-helpers),
I encountered a curious result in developing an example using the bicreg
function in the BMA package: I noticed that pairs of models with equal R^2
and equal numbers of predictors had nevertheless different BIC values.
Looking at the bicreg function, the definition of BIC appears to be the
usual one, or close to it [bic <- n * log(1 - r2/100) + (size - 1) *
2024 Mar 14
0
CADFtest difference between max.lag.y with criterion and without criterion
Dear Professor Bernhard,
Sorry for take your time, but I found something strange that I am not able to explain/understand.
Suppose that I compute the ADF test by using the criterion="BIC" to select the lags:
summary(CADFtest(y, max.lag.y = 20, type = "drift", criterion="BIC"))
Suppose that 2 lags are selected.
Next, if I set the lags to 2: summary(CADFtest(y,
2009 Feb 20
0
residuals from a fractional arima model and other questions
Dear list and Martin,
I'm testing different approaches to fit an electricity demand time series and come upon the fracdiff package (v 1.3-1) for fitting fractional ARIMA models. The following questions are motivated by this package.
1. Despite having a help page, the residuals and fitted functions don't seem to have implementation, or did i miss something obvious? Alternatively, having a
2012 Jul 01
8
Regresión lineal múltiple: modelo polinómico de grado 3 superpuesto a componentes cosenoidales
Hola:
Tengo un modelo de regresión lineal en el cual las componentes son cosenoidales, y lo construyo del siguiente modo:
modelo = "y ~ I(t) + I(t^2) + I(t^3) + x1[, 1] + x2[, 1]"
x1[, 1] = cos(2 * pi * t / periods[1])
x2[, 1] = sin(2 * pi * t / periods[1])
for (i in 2:nComp) {
x1[, i] = cos(2 * pi * t / periods[i])
x2[, i] = sin(2 * pi * t / periods[i])
modelo =