similar to: Voung test implementation in R

Dear All, I am using the function vuong of the package pscl to compare 2 non nested glm models with a numeric response. I did the following m1<-glm(y ~x ,data=xxx) m2<-glm(y ~z , data=xxx) When calling the vuong function I get the following message: > vuong(m1,m2) Error in predprob.glm(m1) : your object of class glm is unsupported by predprob.glmyour object of class lm is unsupported

Dear UseRs, I have a very simple question. I have a big matrix (say x) including probabilities (values in (0,1)). I have to store in a list the names of the row and the column where max(x) is located. How can I proceed? Thanks in advance for your assistance! mirko

Dear All, I am using the function vuong from pscl package to compare 2 non nested models NB1 (negative binomial I ) and Zero-inflated model. NB1 <-  glm(, , family = quasipoisson), it is an object of class: "glm" "lm" zinb <- zeroinfl( dist = "negbin") is an object of class: "zeroinfl"   when applying vuong function I get the following: vuong(NB1,

Hi, I have two questions. First, I'd like to compare a ZINB model to a negativ binomial model with the Vuong test, but I can't find how to performe it from the zicount package. Does a programm exist to do it ? Second, I'd like to know in which cases we have to use a double hurdle model instead of a zero inflated model. Many thanks, St??phanie Payet REES France R??seau

Dear R-users, I am new to the list and I would like to submit (probably!!!!) a stupid question: I found in a paper a reference to a t-test for the evaluationg the difference between the standard deviations of 2 samples. This test is performed in the paper but the methodology is not explained and any reference is reported. Does anyone know where I can find references to this test and if it is

I would like to test in R what regression fits my data best. My dependent variable is a count, and has a lot of zeros. And I would need some help to determine what model and family to use (poisson or quasipoisson, or zero-inflated poisson regression), and how to test the assumptions. 1) Poisson Regression: as far as I understand, the strong assumption is that dependent variable mean = variance.

I want to compare the poisson and the zero-inflated poisson distribution on describing the data. So, after using the GLM and the ZEROINFL function, I used the Voung function to compare them. Here is my code: library(pscl) glm1 <- glm(nmer9_1[, 1] ~ 1, family = poisson) zip <- zeroinfl(nmer9_1[, 1] ~ 1) vuong(glm1, zip) However, R returns the following error message: "Error: cannot

Dear All, I am using the function vuong of the package pscl to compare 2 non nested glm models with a numeric response. I did the following m1<-glm(y ~x ,data=xxx) m2<-glm(y ~z , data=xxx) When calling the vuong function I get the following message: > vuong(m1,m2) Error in predprob.glm(m1) : your object of class glm is unsupported by predprob.glmyour object of class lm is unsupported

Dear Friends, I am looking for an R version of the structural break test in Andrews (2003). The excellent strucchange package does not include this test (yet?). Is this test available in another package? If not, might there already be a function written to do this test? Thank you very much. Citation: Andrews, D.W.K. (2003), End-of-Sample Instability Tests. Econometrica, 71: 1661–1694.

On 26 September 2012 01:08, Jan Voung <jvoung at chromium.org> wrote: > - Forward references will create negative-valued ids (which end up being > written out as large 32-bit integers, as far as I could tell). Can you use an SLEB-like representation? It's probably not going to be backwards compatible, but if there isn't an SLEB/ULEB representation in bitcode, I'd say

Oops, sorry hit send too early -- meant to just make a draft email. I'm still looking through, but so far I hadn't seen many of its methods being used... On Fri, Oct 26, 2012 at 4:37 PM, Jan Voung <jvoung at chromium.org> wrote: > > -------------- next part -------------- An HTML attachment was scrubbed... URL:

Thanks for the review Rafael! Chris, did you want to take a look at the patch too? Thanks, - Jan On Wed, Oct 10, 2012 at 12:39 PM, Rafael Espíndola < rafael.espindola at gmail.com> wrote: > On 10 October 2012 15:15, Jan Voung <jvoung at chromium.org> wrote: > > Yes, I had about 133K hits for INST_PHI with a negative value, out of > 136K > > hits of any

Hello, I'm running debain on my machine with postfix, squirrelmail and dovecot installed. Everything works fine and I'm able to access my mail via squirrelmail and via Outlook with imap. However I want to create subfolders what is not possible. After reading I discovered that I use mbox and that maildir is needed in order to be able to use subfolders. I have created a Maildir folder with

On Wed, Sep 26, 2012 at 2:07 AM, Renato Golin <rengolin at systemcall.org>wrote: > On 26 September 2012 01:08, Jan Voung <jvoung at chromium.org> wrote: > > - Forward references will create negative-valued ids (which end up being > > written out as large 32-bit integers, as far as I could tell). > > Can you use an SLEB-like representation? > > It's

Hi there, I'm quite new to R (and statistics), and I like it (both)! But I'm a bit lost in all these packages, so could someone please give me a hint whether there exists a package for fitting exponential curves (of the type t --> \sum_i a_i \exp( - b_i t)) on a noisy signal? In fact monoexponential decay + polynomial growth is what I'd like to try. Thanks in advance,

Hello, please excuse me if this is not the appropriate mailing list, but I'll give it a try! I recently switched from using Emacs 20.7.1 to XEmacs 21.4, both on cygwin / MS W2K. On Emacs the ESS 5.1.17 was working well, but now, when calling R from within XEmacs, it first asks for the working directory, then says "R process is not running". The ESS buffer holds the

Dear all, this looks pretty much a standard problem, but I couldn't find a satisfying and understandable solution. (A) Given a data frame (or matrix), e.g. x <- data.frame(A=c(1, 2, 2), B=c(4, 5, 5)) and a row of this data frame, e.g. r <- c(2, 5) I need to find one row index i (or all such indices) such that r is at the i-th row in x, that is, the

I am trying to implement an ANOVA on a pair of quantile regression models in R. The anova.rq() function performs a basic check to see whether the models are nested, but I think this check is failing in my case. I think my models are nested despite the anova.rqlist() function saying otherwise. Here is an example where the GLM ANOVA regards the models as nested, but the quantile regression ANOVA

Hi everyone, happy new year. This note is to announce that support for PC relative reloc tags for movw/movt is nearing completion (hopefully <48hrs!). This work is is from Jan Voung, David Meyer and myself. Unfortunately, to test this change, we need to patch ARM/AsmParser to address http://llvm.org/bugs/show_bug.cgi?id=8721 Locally, we have hacked up a solution to 8721, but its not ideal

On 10 October 2012 15:15, Jan Voung <jvoung at chromium.org> wrote: > Yes, I had about 133K hits for INST_PHI with a negative value, out of 136K > hits of any "INST_.*" with a negative valued operand. > > Overall there were 474K INST_PHI and 12 million "INST_.*" in my tests. Cool! Thanks again for working on this! > - Jan Cheers, Rafael