Displaying 20 results from an estimated 300 matches similar to: "poisson regression with robust error variance ('eyestudy"
2012 May 04
2
Binomial GLM, chisq.test, or?
Hi,
I have a data set with 999 observations, for each of them I have data on
four variables:
site, colony, gender (quite a few NA values), and cohort.
This is how the data set looks like:
> str(dispersal)
'data.frame': 999 obs. of 4 variables:
$ site : Factor w/ 2 levels "1","2": 1 1 1 1 1 1 1 1 2 2 ...
$ gender: Factor w/ 2 levels "0","1":
2004 Dec 16
1
help with multiple imputation using imp.mix
I am desperately trying to impute missing data using 'imp.mix' but always
run into this yucky error message to which I cannot find the solution. It's
the first time I am using mix and I'm trying really hard to understand, but
there's just this one step I don't get...perhaps someone knows the answer?
Thanks!
Jens
My code runs:
2004 Jun 02
2
poisson regression with robust error variance ('eyestudy')
Dear all,
i am trying to redo the 'eyestudy' analysis presented on the site
http://www.ats.ucla.edu/stat/stata/faq/relative_risk.htm
with R (1.9.0), with special interest in the section on "relative risk
estimation by poisson regression with robust error variance".
so i guess rlm is the function to use. but what is its equivalent to the
glm's argument "family"
2012 Mar 12
2
Replicating Stata's xtreg clustered SEs in R
I'm trying to replicate a time-series cross-sectional analysis
(countries over years) with SEs clustered by country. ?The original
analysis was done in Stata 10 with: xtreg [DV] [IVs] fe
cluster(country).
Using plm() in R (cran.r-project.org/web/packages/plm/index.html),
I've replicated the coefficients. I sought to estimate
country-clustered SEs with vcovHC(), and tried a variety of
2013 Apr 05
1
white heteroskedasticity standard errors NLS
Hello
Is there any function to calculate White's standard errors in R in an NLS
regression.
The sandwich and car package do it but they need an lm object to calculate
the error's.
Does anyone have idea how to do it for an NLS object ?
Regards
The woods are lovely, dark and deep
But I have promises to keep
And miles before I go to sleep
And miles before I go to sleep
-----
[[alternative
2008 Dec 19
1
svyglm and sandwich estimator of variance
Hi,
I would like to estimate coefficients using poisson regression and then get
standard errors that are adjusted for heteroskedasticity, using a complex
sample survey data. Then I will calculate prevalence ratio and confidence
intervals.
Can sandwich estimator of variance be used when observations aren?t
independent? In my case, observations are independent across groups
(clusters), but
2011 Sep 19
1
"could not find function" after import
I am trying to build a package (GWASTools, submitted to Bioconductor)
that uses the "sandwich" package. I have references to "sandwich" in
DESCRIPTION:
Imports: methods, DBI, RSQLite, sandwich, survival, DNAcopy
and NAMESPACE:
import(sandwich)
In the code itself is a call to vcovHC:
Vhat <- vcovHC(mod, type="HC0")
I have sandwich version 2.2-7 installed.
2006 Dec 24
1
extend summary.lm for hccm?
dear R experts:
I wonder whether it is possible to extend the summary method for the
lm function, so that it uses an option "hccm" (well, model "hc0"). In
my line of work, it is pretty much required in reporting of almost all
linear regressions these days, which means that it would be very nice
not to have to manually library car, then sqrt the diagonal, and
recompute
2010 Sep 20
2
interpreting one-way anova tables
Hi, I am trying to reconcile anova table in R (summary(lm)) with individual t.test.
datafilename="http://personality-project.org/R/datasets/R.appendix1.data"
data.ex1=read.table(datafilename,header=T) #read the data into a table
summary(lm(Alertness~Dosage,data=data.ex1))
gives:
Call:
lm(formula = Alertness ~ Dosage, data = data.ex1)
Residuals:
Min 1Q Median 3Q Max
2013 Mar 30
1
vcovHC and arima() output
Dear all,
how can I use vcovHC() to get robust/corrected standard errors from an
arima() output?
I ran an arima model with AR(1) and got the estimate, se, zvalue and
p-value using coeftest(arima.output).
However, I cannot use vcovHC(arima.output) to get corrected standard
errors. It seems vcovHC works only with lm and plm objects?
Is there another way I can get robust/corrected
2010 May 10
2
Robust SE & Heteroskedasticity-consistent estimation
Hi,
I'm using maxlik with functions specified (L, his gradient & hessian).
Now I would like determine some robust standard errors of my estimators.
So I 'm try to use vcovHC, or hccm or robcov for example
but in use one of them with my result of maxlik, I've a the following
error message :
Erreur dans terms.default(object) : no terms component
Is there some attributes
2011 Jan 20
2
Regression Testing
I'm new to R and some what new to the world of stats. I got frustrated
with excel and found R. Enough of that already.
I'm trying to test and correct for Heteroskedasticity
I have data in a csv file that I load and store in a dataframe.
> ds <- read.csv("book2.csv")
> df <- data.frame(ds)
I then preform a OLS regression:
> lmfit <- lm(df$y~df$x)
To
2011 Jan 06
2
memisc-Tables with robost standard errors
Hello,
I've got a question concerning the usage of robust standard errors in
regression using lm() and exporting the summaries to LaTeX using the
memisc-packages function mtable():
Is there any possibility to use robust errors which are obtained by
vcovHC() when generating the LateX-output by mtable()?
I tried to manipulate the lm-object by appending the "new" covariance
2007 Feb 19
1
Urgent: How to obtain the Consistent Standard Errors after apply 2SLS through tsls() from sem or systemfit("2SLS") without this error message !!!!!!!!!!!!!
Hi,
I am trying to obtain the heteroskedasticity consitent standard errors
(HCSE) after apply 2SLS. I obtain 2SLS through tsls from package sem or
systemfit:
#### tsls ####
library (sem)
Reg2SLS <-tsls(LnP~Sc+Ag+Ag2+Var+R+D,~I2+Ag+Ag2+Var+R+D)
summary (Reg2SLS)
#### systemfit ####
library (systemfit)
RS <- LnP~Sc+Ag+Ag2+Var+R+D
Inst <- ~I2+Ag+Ag2+Var+R+D
labels
2011 Jul 11
1
Robust vce for heckman estimators
When using function heckit() from package ‘sampleSelection’, is there anyway to make t-tests for the coefficients using robust covariance matrix estimator? By “robust” I mean something like if a had an object ‘lm’ called “reg” and then used:
> coeftest(reg, vcov = vcovHC(reg)).
I’m asking this because in Stata we could use function heckman and then use vce option “robust”. We could do the
2010 Oct 13
1
robust standard errors for panel data
Hi,
I would like to estimate a panel model (small N large T, fixed effects),
but would need "robust" standard errors for that. In particular, I am
worried about potential serial correlation for a given individual (not so
much about correlation in the cross section).
>From the documentation, it looks as if the vcovHC that comes with plm
does not seem to do autocorrelation, and the
2012 Jul 09
1
linearHypothesis and factors
Hi everyone,
I'm sure this is pretty basic but I couldn't find a clear example of how to
do this. I'm running a regression, say:
reg <- lm(Y ~ x1 + year)
where x1 is a continuous variable and year is a factor with various year
levels. Individually, each year factor variable is not significant, but I
have a suspicion they are jointly significant. I can't figure out how to run
2009 Apr 22
0
error when using vcovHC()
Dear R users,
I meet with an unsolved error when using the function vcovHC() in package
sandwich().
I have a balanced panel dataset, and I run the following codes:
> library(plm)
> data<-plm.data(data, c("state","year"))
> fn<-plm(y~x1+x2, data=data, method="within", effect="individual")
> library(lmtest)
> coeftest(fn,vcovHC(fn,
2005 Jun 02
1
glm with variance = mu+theta*mu^2?
How might you fit a generalized linear model (glm) with variance =
mu+theta*mu^2 (where mu = mean of the exponential family random variable
and theta is a parameter to be estimated)?
This appears in Table 2.7 of Fahrmeir and Tutz (2001) Multivariate
Statisticial Modeling Based on Generalized Linear Models, 2nd ed.
(Springer, p. 60), where they compare "log-linear model fits to
2007 Feb 20
0
Problems with obtaining t-tests of regression coefficients applying consistent standard errors after run 2SLS estimation. Clearer !!!!!
First I have to say I am sorry because I have not been so clear in my
previous e-mails. I will try to explain clearer what it is my problem.
I have the following model:
lnP=Sc+Ag+Ag2+Var+R+D
In this model the variable Sc is endogenous and the rest are all objective
exogenous variables. I verified that Sc is endogenous through a standard
Hausman test. To determine this I defined before a new