Displaying 20 results from an estimated 300 matches similar to: "Greetings. I have a question with mixed beta regression model in nlme (corrected version)."
2011 Jan 03
1
Greetings. I have a question with mixed beta regression model in nlme.
*Dear R-help:
My name is Rodrigo and I have a question with nlme package
in R to fit a mixed beta regression model. The details of the model are:
Suppose that:*
*j in {1, ..., J}* *(level 1)*
*i in {1, ..., n_j}* *(level 2)*
*y_{ij} ~ Beta(mu_{ij} * phi_{ij}; (1 - mu_{ij}) * phi_{ij})
y_{ij} = mu_{ij} + w_{ij}
*
*with*
*logit(mu_{ij}) = Beta_{0i} + Beta_{1i} * x1_{ij} + b2 * x2_{ij}
2010 Oct 04
0
spatial interaction (gravity) model as Poisson regression
Dear list,
I posted essentially this same question to the r-sig-geo mailing list
last week with no response :( Unfortunately I am no closer to reaching
a solution, so I now post it here (with some clarifications) in the
hope that someone following this list might have an answer for me:
Has anyone had much experience with spatial interaction (or gravity)
models, specifically in the form of
2010 May 18
1
Maximization of quadratic forms
Dear R Help,
I am trying to fit a nonlinear model for a mean function $\mu(Data_i,
\beta)$ for a fixed covariance matrix where $\beta$ and $\mu$ are low-
dimensional. More specifically, for fixed variance-covariance matrices
$\Sigma_{z=0}$ and $\Sigma_{z=1}$ (according to a binary covariate $Z
$), I am trying to minimize:
$\sum_{i=1^n} (Y_i-\mu_(Data_i,\beta))' \Sigma_{z=z_i}^{-1} (Y_i-
2010 Oct 13
5
Poisson Regression
Hello everyone,
I wanted to ask if there is an R-package to fit the following Poisson
regression model
log(\lambda_{ijk}) = \phi_{i} + \alpha_{j} + \beta_{k}
i=1,\cdots,N (subjects)
j=0,1 (two levels)
k=0,1 (two levels)
treating the \phi_{i} as nuinsance parameters.
Thank you very much
--
-Tony
[[alternative HTML version deleted]]
2004 Oct 08
1
nlme vs gls
Dear List:
My question is more statistical than R oriented (although it originates
from my work with nlme). I know statistical questions are occasionally
posted, so I hope my question is relevant to the list as I cannot turn
up a solution anywhere else. I will frame it in the context of an R
related issue.
To illustrate the problem, consider student achievement test score data
with multiple
2008 Aug 29
3
extract variance components
HI,
I would like to extract the variance components estimation in lme function
like
a.fit<-lme(distance~age, data=aaa, random=~day/subject)
There should be three variances \sigma_day, \sigma_{day %in% subject } and
\sigma_e.
I can extract the \sigma_e using something like a.fit$var. However, I cannot
manage to extract the first two variance components. I can only see the
results in
2010 Aug 13
2
How to compare the effect of a variable across regression models?
Hello,
I would like, if it is possible, to compare the effect of a variable across
regression models. I have looked around but I haven't found anything. Maybe
someone could help? Here is the problem:
I am studying the effect of a variable (age) on an outcome (local recurrence:
lr). I have built 3 models:
- model 1: lr ~ age y = \beta_(a1).age
- model 2: lr ~ age + presentation
2011 Jun 22
2
VGAM constraints-related puzzle
Hello R users,
I have a puzzle with the VGAM package, on my first excursion into
generalized additive models, in that this very nice package seems to
want to do either more or less than what I want.
Precisely, I have a 4-component outcome, y, and am fitting multinomial
logistic regression with one predictor x. What I would like to find
out is, is there a single nonlinear function f(x) which acts
2012 Apr 16
1
eval a SYMSXP from C
Can someone offer some advice on how to properly evaluate a SYMSXP
from a .Call ?
I have the following in R:
variable xn, with an attribute "mu" which references the variable mu
in the global environment.
I know "references" is a loose term; mu was defined in this fashion as
a way to implement deferred binding:
foo <- function(x,mu) {
attr(x,"mu") <-
2010 Jun 08
0
GMM: "The covariance matrix of the coefficients is singular"
Hi All,
I'm trying to estimate some parameters in my model via GMM using the
function gmm(), but I keep getting the message "The covariance matrix of
the coefficients is singular". I've changed the moment conditions and
the initial value of the parameters, and I still get this message. Are
the results valid after receiving this message? Any ideas on how to get
rid of it?
2009 Nov 15
2
lme model specification
Dear all
this is a question of model specification in lme which I'd for which I'd greatly appreciate some guidance.
Suppose I have data in long format
gene treatment rep Y
1 1 1 4.32
1 1 2 4.67
1 1 3 5.09
. . . .
. . . .
. . . .
1 4 1 3.67
1 4 2 4.64
1 4 3 4.87
.
2009 Oct 17
2
Recommendation on a probability textbook (conditional probability)
I need to refresh my memory on Probability Theory, especially on
conditional probability. In particular, I want to solve the following
two problems. Can somebody point me some good books on Probability
Theory? Thank you!
1. Z=X+Y, where X and Y are independent random variables and their
distributions are known.
Now, I want to compute E(X | Z = z).
2.Suppose that I have $I \times J$ random number
2006 Oct 05
2
Writing Text into Plots
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
Hello,
I have a simple question on the text() method in plots, e.g.:
text(3,4,adj=1,cex=1.0, expression(alpha == beta))
I know there exists a lot more like frac(), etc which could be used for
expression. But a help(frac) doesn't return any results - where do I
have to look for a documentation of possible text commands?
More in detail I'm
2006 May 01
1
Problem with optim()
I am having a problem with optim() using the "L-BFGS-B" method. When I
set the lower limit for the third parameter equal to zero I get an
error message:
> low.lim.3 <- 0
> phi_opt <- optim(phi_, model_lik, NULL, method = "L-BFGS-B", lower=c(0.2, -100, low.lim.3, 0), upper= c(10, 100, 10, 10), control = list(maxit = 1000, parscale = c(0.2, u1, 0.002, 0.002), trace =
2007 Feb 02
1
multinomial logistic regression with equality constraints?
I'm interested in doing multinomial logistic regression with equality
constraints on some of the parameter values. For example, with
categorical outcomes Y_1 (baseline), Y_2, and Y_3, and covariates X_1
and X_2, I might want to impose the equality constraint that
\beta_{2,1} = \beta_{3,2}
that is, that the effect of X_1 on the logit of Y_2 is the same as the
effect of X_2 on the
2009 Jun 19
1
using garchFit() to fit ARMA+GARCH model with exogeneous variables
Hello -
Here's what I'm trying to do. I want to fit a time series y with
ARMA(1,1) + GARCH(1,1), there are also an exogeneous variable x which I
wish to include, so the whole equation looks like:
y_t - \phi y_{t-1} = \sigma_t \epsilon_t + \theta \sigma_{t-1}
\epsilon_{t-1} + c x_t where \epsilon_t are i.i.d. random
variables
\sigma_t^2 = omega + \alpha \sigma_{t-1}^2 + \beta
2004 Oct 06
0
quadratically constrained quadratic programming
Hi,
Does anybody have experience to solve an quadratic programming problem
with quadratic constraints in R?
It seems that the package "quadprog" only handles the quadratic
programming with linear constraint. My probelm is to maximze
x^T\Sigma_{xy} y,
subject to x^Tx=1, y^T\Sigma_{yy} y=1, and sum(y)<t, or sum(y)=t, where
x and y are the variable, and the Sigma's and t are
2005 Dec 29
0
calculating recursive sequences
Hi,
I was trying to repeat the estimation of threshold GARCH models from
the book "Analysis of Financial Time Series" by Ruey S. Tsay, and I
was succesfull, but I had to use "for" loop, which is quite slow. The
loop is necessary, since you need to calculate recursive sequence. Is
there a faster way to do this in R, without using loops?
The model is such:
r_t = \mu + \alpha_2
2004 Jul 29
2
expression + paste + arguments + ...
dear R wizards: I would like to write a function that roughly places
the equivalent of the following latex text into the current plot:
\newcommand{ \placesigma }[4]{ \put(\#1,\#2){ \sigma_{A , #3} = #4 }
I cannot figure out how to do this. I know I have to use a function
that uses expressions in a text() invoke. But passing arguments and
nesting strings and expressions has so far not
2011 Sep 13
2
Mathematical expressions in the group labels in lattice
Hi,
I am working with the lattice package and I want to label to groups in the xyplots with mathematical expressions.
I short example for this
library(lattice)
Case<-factor(rep(1:2,each=300))
xx<-rnorm(600,0,1)
yy<-rnorm(600,0,1)
xyplot(yy~xx|Case)
This results in two scatter plots with label "1" and "2". I would like to substitute this labels by math expression. I