Displaying 20 results from an estimated 10000 matches similar to: "Collinearity in Moderated Multiple Regression"
2011 Feb 22
1
System of related regression equations
Dear all,
I would like to estimate a system of regression equations of the following
form:
y1 = a1 + b1 x1 + b2x2 + e1
y2 = a2 + c1 y1 + c2 x2 + c3 x3 + e2
Specifically the dependent variable in Equation 1 appears as an independent
variable in Equation 2. Additionally some independent variables that appear
in Equation 1 are also included in Equation 2.
I assume that I cannot estimate these two
2009 Mar 16
2
FW: Select a random subset of rows out of matrix
Dear all,
I have a large dataset (N=100,000 with 89 variables per subject). This dataset is stored in a 100.000 x 89 matrix where each row describes one individual and each column one variable.
What is the easiest way of selecting a subset of let's say 1.000 individuals out of that whole matrix?
Thanks,
Michael
Michael Haenlein
Associate Professor of Marketing
ESCP-EAP European School of
2011 Apr 12
2
Testing equality of coefficients in coxph model
Dear all,
I'm running a coxph model of the form:
coxph(Surv(Start, End, Death.ID) ~ x1 + x2 + a1 + a2 + a3)
Within this model, I would like to compare the influence of x1 and x2 on the
hazard rate.
Specifically I am interested in testing whether the estimated coefficient
for x1 is equal (or not) to the estimated coefficient for x2.
I was thinking of using a Chow-test for this but the Chow
2010 Nov 11
2
predict.coxph and predict.survreg
Dear all,
I'm struggling with predicting "expected time until death" for a coxph and
survreg model.
I have two datasets. Dataset 1 includes a certain number of people for which
I know a vector of covariates (age, gender, etc.) and their event times
(i.e., I know whether they have died and when if death occurred prior to the
end of the observation period). Dataset 2 includes another
2011 May 13
6
Powerful PC to run R
Dear all,
I'm currently running R on my laptop -- a Lenovo Thinkpad X201 (Intel Core
i7 CPU, M620, 2.67 Ghz, 8 GB RAM). The problem is that some of my
calculations run for several days sometimes even weeks (mainly simulations
over a large parameter space). Depending on the external conditions, my
laptop sometimes shuts down due to overheating.
I'm now thinking about buying a more
2016 Apr 16
1
Social Network Simulation
Dear all,
I am trying to simulate a series of networks that have characteristics
similar to real life social networks. Specifically I am interested in
networks that have (a) a reasonable degree of clustering (as measured by
the transitivity function in igraph) and (b) a reasonable degree of degree
polarization (as measured by the average degree of the top 10% nodes with
highest degree divided by
2008 Apr 18
1
spdep question - Moran's I
Dear all,
I would like to calculate a Moran's I statistic using the moran function in the spdep package. The problem I'm having deals with how to create the listw object.
My data stems from the area of social network analysis. I have list of poeple and for each pair of them I have a measure of their relationship strength. So my dataset looks like: Jim; Bob; 0.5
This measure of
2011 Mar 26
1
Effect size in multiple regression
Dear all,
is there a convenient way to determine the effect size for a regression
coefficient in a multiple regression model?
I have a model of the form lm(y ~ A*B*C*D) and would like to determine
Cohen's f2 (http://en.wikipedia.org/wiki/Effect_size) for each predictor
without having to do it manually.
Thanks,
Michael
Michael Haenlein
Associate Professor of Marketing
ESCP Europe
Paris,
2013 Jan 22
2
Approximating discrete distribution by continuous distribution
Dear all,
I have a discrete distribution showing how age is distributed across a
population using a certain set of bands:
Age <- matrix(c(74045062, 71978405, 122718362, 40489415), ncol=1,
dimnames=list(c("<18", "18-34", "35-64", "65+"),c()))
Age_dist <- Age/sum(Age)
For example I know that 23.94% of all people are between 0-18 years, 23.28%
2010 Apr 22
1
Convert character string to top levels + NAN
Dear all,
I have several character strings with a high number of different levels.
unique(x) gives me values in the range of 100-200.
This creates problems as I would like to use them as predictors in a coxph
model.
I therefore would like to convert each of these strings to a new string
(x_new).
x_new should be equal to x for the top n categories (i.e. the top n levels
with the highest
2011 May 27
1
Help to improve existing R-Code
Dear all,
I have written a relatively brief R-Code to run a series of simulations.
Currently the code runs for a very long time (up to several days, depending
on the conditions) and I expect this to be the case because it might not be
very efficiently written. I am, for example, relying on several for(...)
loops which could probably be done much faster using a different way of
programming.
I am
2009 Aug 16
1
How to deal with multicollinearity in mixed models (with lmer)?
Dear R users,
I have a problem with multicollinearity in mixed models and I am using lmer
in package lme4. From previous mailing list, I learn of a reply
"http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg38537.html" which
states that if not for interpretation but just for prediction,
multicollinearity does not matter much. However, I am using mixed model to
interpret something,
2010 Jul 28
1
Time-dependent covariates in survreg function
Dear all,
I'm asking this question again as I didn't get a reply last time:
I'm doing a survival analysis with time-dependent covariates. Until now,
I have used a simple Cox model for this, specifically the coxph function
from the survival library. Now, I would like to try out an accelerated
failure time model with a parametric specification as implemented for
example in the survreg
2011 May 11
1
Total effect of X on Y under presence of interaction effects
Dear all,
this is probably more a statistics question than an R question but probably
there is somebody who can help me nevertheless.
I'm running a regression with four predictors (a, b, c, d) and all their
interaction effects using lm. Based on theory I assume that a influences y
positively. In my output (see below) I see, however, a negative regression
coefficient for a. But several of the
2008 Nov 20
1
Checking collinearity using lmer
I am running a logistic regression model with a random effect using lmer. I am uncertain how to check for collinearity between my parameters. I have already run cor() and linear regression for each combination of parameters, and all Rsqr values were <0.8….but I am analyzing ecological data so a 0.8 cutoff may be unrealistic.
-is there a way to check variance inflation factors or tolerance
2005 Apr 11
2
dealing with multicollinearity
I have a linear model y~x1+x2 of some data where the
coefficient for
x1 is higher than I would have expected from theory
(0.7 vs 0.88)
I wondered whether this would be an artifact due to x1
and x2 being correlated despite that the variance
inflation factor is not too high (1.065):
I used perturbation analysis to evaluate collinearity
library(perturb)
2005 Jul 23
2
cor(X) with P-Value
Friends
I am new to R (and statistics) so am struggling a bit.
Briefly...
I am interested in getting the P-Value from cor(X) where X is a matrix.
I have found cor.test.
Verbosely...
I have 4 vectors and can generate the corellation matrix...
> cor(cbind(X1, X2, X3, X4))
X1 X2 X3 X4
X1 1.00000000 -0.06190365 -0.156972795 0.182547517
X2
2008 Oct 10
1
Correlation among correlation matrices cor() - Interpretation
Hello,
If I have two correlation matrices (e.g. one for each of two treatments) and
then perform cor() on those two correlation matrices is this third
correlation matrix interpreted as the correlation between the two
treatments?
In my sample below I would interpret that the treatments are 0.28
correlated. Is this correct?
> var1<- c(.000000000008, .09, .1234, .5670008, .00110011002200,
2012 Mar 15
6
Generation of correlated variables
Hi everyone.
Based on a dependent variable (y), I'm trying to generate some independent
variables with a specified correlation. For this there's no problems.
However, I would like that have all my "regressors" to be orthogonal (i.e.
no correlation among them.
For example,
y = x1 + x2 + x3 where the correlation between y x1 = 0.7, x2 = 0.4 and x3 =
0.8. However, x1, x2 and x3
2010 Sep 02
2
lower triangle of the correlation matrix with xtable
Dear all,
mydata<-data.frame(x1=c(1,4,6),x2=c(3,1,2),x3=c(2,1,3))
cor(mydata)
x1 x2 x3
x1 1.0000000 -0.5960396 0.3973597
x2 -0.5960396 1.0000000 0.5000000
x3 0.3973597 0.5000000 1.0000000
I wonder if it is possible to fill only lower triangle of this
correlation matrix? Using 'dist' doesn't seem to be useful as it doesnt
allow to convert this table