similar to: Influence measure + lme ?

Hi all, Suppose I have a 4 x 2 matrix A and I want to select the values in second column such that the value in first column equals to k. I gave the colnames as alpha beta, so I was trying to access the info using A$beta[A[,1]==k], however, I was told it's not a data frame, I can get the object by using dollar sign. I tried data.frame(A), but it didn't work. Any input

Hi all, I tried to do a variance components using nlme, but I got the following warning mesage ##################################################### not meaningful for factors in: Ops.factor(y[revOrder], Fitted) ###################################################### Can someone point out what is the meaning of this warning message? I tried to look at Ops.factor, but I don't

Hi all, If I want to write a for loop to loop through a set of factors, which are not coded in 1,2,3, for e.g in character, possible to write the for loop without changing it to categorical variables? I saw the manual mentions for loop will take a list, but I'm not sure how to create a list here. Any input will be appreciated. Thanks. Yen Lin [[alternative HTML version deleted]]

Hi all, I wonder how could I convert a matrix A to a dataframe such that whenever I'm running a linear model such lme, I can use A$x1? I tried data.frame(A), it didn't work. Should I initialize A not as a matrix? Thanks. Yen Lin [[alternative HTML version deleted]]

Hi all, I just wonder what singular convergence means. Thanks. Yen Lin Error in lme.formula(Data ~ 1, random = ~1 | Wafer/fie/loc, subset = Wafer == : singular convergence (7) [[alternative HTML version deleted]]

Hi all, I have read a data matrix of 304 x 404 using read.table. When I am trying to name the colnames, with first try colnames(L5)<-list(2:305), I keep getting error message such as Error in "colnames<-"(`*tmp*`, value = list(c(2, 3, 4, 5, 6, 7, 8, 9, : length of 'dimnames' [2] not equal to array extent and I don't know why. But, if I look at

influence.measures gives several measures of influence for each observation (Cook's Distance, etc) and actually flags observations that it determines are influential by any of the measures. Looks good! But how does it discriminate between the influential and non- influential observations by each of the measures? Like does it do a Bonferroni-corrected t on the residuals identified by

Hello: I am trying to understand the method 'hatvalues(...)', which returns something similar to the diagonals of the plain vanilla hat matrix [X(X'X)^(-1)X'], but not quite.  A Fortran programmer I am not, but tracing through the code it looks like perhaps some sort of correction based on the notion of 'leave-one-out' variance is being applied. Whatever the

OK. Thanks to all. Suppose I have two vectors, x and y. Is there a way to do the covariance matrix with ?apply?. The matrix I need really contains the deviation products divided by the degrees of freedom (n-1). That is, the elements (1,1), (1,2),...,(1,n) (2,1), (2,2),...., (2,n) .... (n,1),(n,2),...,(n,n). > Hello, > > This doesn't make sense, if you have only one vector you

Hello, This doesn't make sense, if you have only one vector you can estimate its variance with var(x) but there is no covariance, the joint variance of two rv's. "co" or joint with what if you have only x? Note that the variance of x[1] or any other vector element is zero, it's only one value therefore it does not vary. A similar reasonong can be applied to cov(x[1],

Hello I have a vector: set.seed(123) > n<-3 > x<-rnorm(n); x [1] -0.56047565 -0.23017749 1.55870831 I like to create a matrix with elements containing variances and covariances of x. That is var(x[1]) cov(x[1],x[2]) cov(x[1],x[3]) cov(x[2],x[1]) var(x[2]) cov(x[2],x[3]) cov(x[3],x[1]) cov(x[3],x[2]) var(x[3]) And I like to do it with "apply". Thanks. On 10/4/2024 6:35

It's still hard to figure out what you want. If you have two vectors you can compute their (2x2) covariance matrix using cov(cbind(x,y)). If you want to compute all pairwise squared differences between elements of x and y you could use outer(x, y, "-")^2. Can you explain a little bit more about (1) the context for your question and (2) why you want/need to use apply() ? On

Hello, If you have a numeric matrix or data.frame, try something like cov(mtcars) Hope this helps, Rui Barradas ?s 10:15 de 04/10/2024, Steven Yen escreveu: > On 10/4/2024 5:13 PM, Steven Yen wrote: > >> Pardon me!!! >> >> What makes you think this is a homework question? You are not >> obligated to respond if the question is not intelligent enough for you.

Hello everyone, It seems that I was not successfully attached the code. Here is the code. I appreciate any help! Best, Yen ?? b88207001 at ntu.edu.tw: > Hello everyone, > > I have been working on a code which simply repeatedly appends a > number into a vector and write a file. However, it could not be > properly implemented when I use it. It works when I run it line by

All support on this list is voluntary, and support for old versions of R is not even necessarily on-topic here which is why you keep getting nudged to upgrade. Your "need" for support for an old version is definitely not "our" problem, so I suggest you start looking for a consultant if this issue is that important to you. Such is the nature of volunteer-developed open source

Thanks for the help. I have a reason to continue with R-3.0.3. I used maxLik to estimate econometric models and some of them are better handled with R-3.0.3 (but not later)----a sad reality I do not like. Here is what I did. I downloaded https://cran-archive.r-project.org/bin/windows/contrib/3.0/aod_1.3.zip and installed the zip file, which worked in both RStudio and R (without RStudio). In

Barrett & Ling, JASA, 1992, v.87(417), pp184-191 define general classes of influence measures for multivariate regression models, including analogs of Cook's D, Andrews & Pregibon COVRATIO, etc. As in univariate response models, these are based on leverage and residuals based on omitting one (or more) observations at a time and refitting, although, in the univariate case, the

Don't choose a mirror. That will override the repos choice. Do update R to a current version if you aren't able to debug this yourself. Duncan Murdoch On 08/10/2020 12:38 p.m., Steven Yen wrote: > Sorry Gentlemen and all. Now this is becoming a joke (to me). I repeated > what I did earlier, with and without the option to set repos suggested > by Duncan. Now it does not work.

Thanks. Will try it. Have not tried it but I think the following may work: out$results<-NULL out$results$ei<-ap out$results$vi<-vap All I need is printing by returning out (unless I turn it off). And, retrieve ap and vap as needed as shown above. Guess I need to read more about invisible. On 8/11/2024 10:09 PM, Rui Barradas wrote: > ?s 09:51 de 11/08/2024, Steven Yen escreveu:

Hello everyone, I have been working on a code which simply repeatedly appends a number into a vector and write a file. However, it could not be properly implemented when I use it. It works when I run it line by line. I wonder what is the problem and I appreciate anyone who is willing to help. The function and the example code is attached. Any advice is appreciated! Best, Yen