Displaying 20 results from an estimated 300 matches similar to: "Error in GEE model fit"
2017 Sep 09
1
Avoid duplication in dplyr::summarise
Hi Lars,
Two comments:
1. You can achieve what you want with a slight modification of your
definition of s(), using the hint from the error message that you need an
argument '.':
s <- function(.) {
dplyr::summarise(., x1m = mean(X1),
x2m = mean(X2),
x3m = mean(X3),
x4m = mean(X4))
}
2. You have not given a great test case in
2017 Sep 09
2
Avoid duplication in dplyr::summarise
Dear group,
Is there a way I could avoid the sort of duplication illustrated below?
i.e., I have the same dplyr::summarise function on different group_by
arguments. So I'd like to create a single summarise function that could be
applied to both. My attempt below fails.
df <- data.frame(matrix(rnorm(40), 10, 4),
f1 = gl(3, 10, labels = letters[1:3]),
f2 =
2017 Sep 09
0
Avoid duplication in dplyr::summarise
Hi Lars
I am not very sure what you really want. However, I am suggesting the
following code that enables (1) to obtain the full summary of your data and
(2) retrieve only mean of X values as function of factors f1 and f2.
library(tidyverse)
library(psych)
df <- data.frame(matrix(rnorm(40), 10, 4),
f1 = gl(3, 10, labels = letters[1:3]),
f2 = gl(3, 10, labels
2009 Apr 22
1
Multiple imputations : wicked dataset ? Wicked computers ? Am I cursed ? (or stupid ?)
Dear list,
I'd like to use multiple imputations to try and save a somewhat badly
mangled dataset (lousy data collection, worse than lousy monitoring, you
know that drill... especially when I am consulted for the first time
about one year *after* data collection).
My dataset has 231 observations of 53 variables, of which only a very
few has no missing data. Most variables have 5-10% of
2010 Mar 27
0
Error lm.fit(...) - pairs cointegrated trading
Hello guys,
I'm trying to do a pairs trading cointegration analysis on two stocks (AXAP
and AXANY), but I get an error that I don't understand...
Here's my code:
setwd("S:/Users/Alexis/Desktop/Essai") #chemin du dossier contenant les
donn?es
donnees <- read.csv("Data_R.csv", head=T, sep=";", stringsAsFactors=F)
library(xts)
dates <-
2008 Dec 08
0
gee niggles
I'm not sure if the gee package is still actively maintained, but I for one find it extremely useful. However, I've come across a few infelicities that I'm hoping could be resolved for future versions. Hope it's okay to list them all in one post! They are:
(1) AR(1) models don't fit when clustsize = 1 for any subject, even if some subjects have clustsize > 1.
(2) If the
2009 Feb 09
1
gee with auto-regressive correlation structure (AR-M)
Dear all,
I need to fit a gee model with an auto-regressive correlation structure and I faced some problems.
I attach a simple example:
#######################################################
library(gee)
library(geepack)
# I SIMULATE DATA FROM POISSON DISTRIBUTION, 10 OBS FOR EACH OF 50 GROUPS
set.seed(1)
y <- rpois(500,50)
x <- rnorm(500)
id <- rep(1:50,each=10)
# EXAMPLES FOR
2004 Dec 29
0
GEE with own link function
Hello,
I want to fit a GEE with a user-defined link function.
For the user-defined link-function I still read
http://finzi.psych.upenn.edu/R/Rhelp01/archive/6555.html and
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/25727.html.
Only for testing purposes I added a new link function
(corlogit) in make.link (as well as in binomial) with
exactly the same code as logit before using my code.
2009 Dec 08
0
Difference in S.E. gee/yags and geeglm(/geese)
Hi
A quick question. Standard errors reported by gee/yags differs from the ones in
geeglm (geepack).
require(gee)
require(geepack)
require(yags)
mm <- gee(breaks ~ tension, id=wool, data=warpbreaks,
corstr="exchangeable")
mm2 <- geeglm(breaks ~ tension, id=wool, data=warpbreaks,
corstr="exchangeable", std.err = "san.se")
mm3 <- yags(breaks ~
2010 Apr 24
0
'geepack' and 'gee' package outputs
Hi, having used both the gee pacakge and the geepack package, i am unsure of
how to interpret the results.
Here are the results from the geeglm function from the geepack package
> gee2<-geeglm(data$erythema~data$product, data = data, id=subject,
> family=binomial, corstr="independence")
Warning message:
In model.response(mf, "numeric") :
using
2010 Jun 17
0
Modifyiing R working matrix within "gee" source code
Dear all,
I am working on modifying the R working matrix to commodate some other
correlations that not included in the package. I am having problem to locate
where the R matrix are defined for regular matrices, i.e. independence,
exchangeable, AR and unstructure. it might have something within
.C("Cgee",but don't understand it well enough to know. Can you anyone
help?
/*gee source
2010 Apr 29
1
Generalized Estimating Equation (GEE): Why is Link = Identity?
Hi,
I'm running GEE using geepack.
I set corstr = "ar1" as below:
> m.ar <- geeglm(L ~ O + A,
+ data = firstgrouptxt, id = id,
+ family = binomial, corstr = "ar1")
> summary(m.ar)
Call:
geeglm(formula = L ~ O + A, family = binomial,
data = firstgrouptxt, id = id, corstr = "ar1")
Coefficients:
2006 Aug 10
0
Convergence in geese/gee
We are currently analyzing data on children clustered in day care-centers (DCC). We have tried to use geepack and gee libraries to estimate an overall incidence rate for absences (=number of absences/risk time) by specifying
geese(number.absences ~ offset(log(risktime)), id=day.care.id,
family=poisson("log"), data=dcc, corstr="exch",
2010 Sep 08
0
How to get OR and CI from GEE R package
Hi,
I am fitting a GEE model using gee R package, but I am not sure how to get
OR and its CI?
Could anyone give me some hints?
Here are some output:
> gee.obj <- gee(Affection~Sibsex+Probandsex,id = FAMID,family = binomial,corstr = "independence",data =seldata)
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
2012 May 04
0
Converting code from gee() to geeglm()
Dear R users
Recently I received advice from this fine group on gee() and sample weights
One suggestion was to use geeglm()
I hope someone can help me to solve a problem that arises when converting a
code from gee to geeglm.
*Here is a code that I wrote with the original data, not weighted: *
> m1 <- gee( Bin ~ educ+agemean+ residencysize + yearx , id = rad09 ,
data = Males,
2008 Sep 07
1
an error to call 'gee' function in R
Dear List:
I found an error when I called the 'gee' function. I cannot solve and explain it. There are no errors when I used the 'geeglm' function. Both functions fit the gee model. The project supervisor recommends me to use the 'gee' function. But I cannot explain to him why this error happens. Would you help me solve this problem? I appreciate your help.
In
2005 Oct 17
0
Ordinal GEE model
Hi,
I am trying to fit a ordinal GEE model using ordgee {geepack}. In order to check the validity of the function, I specified the correlation structure as independence (i.e. constr = "independence") and compared the result with that using polr {MASS}.
Because a GEE model with an independent working correlation structure is equivalent to an ordinary GLM model, we would expect the same
2011 May 08
1
questions about the output of "gee" and its summary
Dear R-helpers,
I am using the package "gee" to run a marginal model.
Here is the output.
In my simulated data, both x and z are time-varying, so I include their
interaction terms with time indicator (i.e. tind=0, if time 1, and 1 if time
2)
The data is simulated, so the true parameter of z both at time 1 and time 2
is 5, which is very close from the model output
for time 1, z =
2010 Jun 08
1
GEE: estimate of predictor with high time dependency
Hi,
I'm analyzing my data using GEE, which looks like below:
> interact <- geeglm(L ~ O + A + O:A,
+ data = data1, id = id,
+ family = binomial, corstr = "ar1")
> summary(interact)
Call:
geeglm(formula = lateral ~ ontask + attachment + ontask:attachment,
family = binomial, data = firstgroupnowalking, id = id, corstr = "ar1")
Coefficients:
2003 May 11
2
gee
I am trying to use gee() to calculate the robust standard errors for a
logit model. My dataset (zol) has 195019 observations; winner, racebl,
raceas, racehi are all binary variables. ID is saved as a vector of
length 195019 with alternating 0's and 1's. I get the following error
message. I also tried the same command with corstr set to "independence"
and got the same