similar to: extract variance components

i want to ask 2 questions. 1) can R do Random-effects GLS regression which i can get from Stata? the following result is frome Stata.can I get the alike result from R? xtreg lwage educ black hisp exper expersq married union, re Random-effects GLS regression Number of obs = 4360 Group variable (i) : nr Number of groups = 545 R-sq:

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-

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

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

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

I'm using the lme function in nmle to estimate the variance components of a fully nested two-level model: Y_ijk = mu + a_i + b_j(i) + e_k(j(i)) lme computes estimates of the variances for a, b, and e, call them v_a, v_b, and v_e, and I can use the intervals function to get confidence intervals. My understanding is that these intervals are probably not that robust plus I need intervals on the

Dear all, I need to use R for one estimation, and i have readily available stata command, but i need also the R version of the same command. the estimation in stata is as following: 1. Compute mean values of relevant variables . sum inno lnE lnM Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------

Hi all, I have recently added Speex support to my app (http://sbooth.org/Max/) and am in the process of creating a GUI for the user to control the codec parameters. I am new to Speex and as such I am not really sure which parameters are more important than others, and deserve prominent placement, etc. Is there a recommended GUI for people to follow or use as an example? Stephen

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

Hello, I would like to add to axis labels special caracters. Instead of writing :plot(simul, xlab="beta", ylab="sigma11") It would be great if I could write something as in LaTeX :plot(simul, xlab="\beta", ylab="\sigma_{11}") Is there a way to do that ? Thank you _________________________________________________________________ ues clics pour retrouver tout

Dear R users, I am trying to carry out MLE of the time-varying CAPM using the FKF package. My approach so far has been to try and adapt the example given in the help file found using ?fkf which demonstrates the MLE of an ARMA(2,1) model. When I attempt to run my R code (given below) I get the following error: Error in fkf(a0 = sp$a0, P0 = sp$P0, dt = sp$dt, ct = sp$ct, Tt = sp$Tt, : Some of

I use smooth.spline(x, y) in package modreg and I would like to get value of penalized log likelihood and preferable also its two parts. To make clear what I am asking for (and make sure that I am asking for the right thing) I clarify my problem trying to use the same notation as in help(smooth.spline): I want to find the natural cubic spline f(x) such that L(f) = \sum_{k=1}{n} w[k](y[k] -

I'm sorry for the really vague subject line but I am not sure how to succinctly describe what I am doing and what the problem is. But, here goes: 1. I have data with two-way data with frequencies. Below is an example, though in reality I am looking at about 10 different variables that I am crossing so the values of X1 and X2 change. X1 and X2 are place holders. Here's the dataset

Dear All, I wonder if there is any implemented statistical test in R to test the equality between many correlations. As an example, let X1, X2, X3 X4 be four random variables. let Phi(X1,X2) , Phi(X1,X3) and Phi(X1,X4) be the corresponding correlations. How to test Phi(X1,X2) = Phi(X1,X3) = P(X1,X4)? Many thanks in advance, Bernard

I''m just upgraded GetText from 1.4.0 to 1.6.0, and all my tests got broken. I got this error: ruby/lib/ruby/gems/1.8/gems/activerecord-1.14.3/lib/active_record/base.rb:1129:in `method_missing'': undefined method `N_'' for User:Class (NoMethodError) etc My model user.rb has this line: validates_format_of :login, :with => /^[a-zA-Z0-9_]+$/, :message =>

I''m having this problem with IE and getElementsBySelector, but am a relative js novice, so quite possible -- likely even -- that I''m doing something stupid. Either way, a fresh pair of eyes would help. Basically I''m duplicating a fieldset within a form (so you can upload more than one photo). [BTW, the fieldsets have a CSS id which relates to the object id of the

Hi all, I have an interesting one - Solaris uses a lot of commands to configure specific items. A simple example is coreadm. In this example: # coreadm -p "/var/core/core_%n_%f_%u_%g_%t_%p" will set the directory and filename to dump core files (with some expansion). The question is - how to get this to run only if the config has changed. I have come up with 2 options, neither of

Please pardon an extremely naive question. I see related earlier posts, but no responses which answer my particular question. In general, I'm very confused about how to do variance decomposition with random and mixed effects. Pointers to good tutorials or texts would be greatly appreciated. To give a specific example, page 193 of V&R, 3d Edition, illustrates using raov assuming pure

Greetings, 1) Is there a nice way of extracting the variance estimates from an lme fit? They don't seem to be part of the lme object. 2) In a series of simulations, I am finding that with ML fitting one of my random effect variances is sometimes being estimated as essentially zero with massive CI instead of the finite value it should have, whilst using REML I get the expected value. I guess

Dear [R] people Could you please help with following data transformation. Any suggestions, hints, references and even guessing on performing any of the following steps are highly appreciated. Those transformations are crucial for my work. (n_, _n, j_, k_ signify numbers) SOURCE DATA: id cycle1 cycle2 cycle3 ? cycle_n 1 c c c c 1 m m m m 1 f f f f 2 m m m NA 2 f f f NA 2 c c c NA 3 a a