Displaying 20 results from an estimated 1000 matches similar to: "help using zeroinfl()"
2009 Apr 09
1
reading an image and adding a legend
Hi all,
I would like to
1. Read in an arcmap image into R (I can export pretty much any type of image jpeg, bitmap etc from arcmap)
2. Use R to create a nice colour legend in the plot
First of all, Is this possible?
So far I'm stuck on point 1. I have tried read.pnm() from pixmap and read.jpeg() from rgl.
the pnm example provided works fine
x <-
2009 Feb 04
2
data editor in R- could it be improved?
Hi all,
I've used R for basic programming and data management for a few years now. One of the things that I think could be improved is the data editor.
Its a great feature and I use it alot by calling edit(data.frame); very useful to see if what you tried to do actually worked.
However, one of the annoying things about it is that when you scroll down the window it doesnt show you all the
2009 Feb 19
4
type III effect from glm()
Hi all,
This could be naivety/stupidity on my part rather than a problem with model output, but here goes....
I have fitted a fairly simple model
m1<-glm(count~siteall+yrs+yrs:district,family=quasipoisson,weights=weight,data=m[x[[i]],])
I want to know if yrs (a continuous variable) has a significant unique effect in the model, so I fit a simplified model with the main effect ommitted...
2009 May 29
1
data manipulation involving aggregate
hi all,
I often have a data frame like this example
data.frame(sq=c(1,1,1,2,2,3,3,3,3),area=c(1,2,3,1,2,3,1,2,3),habitat=c("garden","garden","pond","field","garden","river","garden","field","field"))
for each "sq" I have multiple "habitat"s each with an associated "area".
I
2009 Jun 18
1
win.metafile() and family
Hi all,
I recently discovered how great win.metafile is for getting high resolution graphics into word.
Having problems with specifying families though...
#pdf works fine
pdf("test.pdf",width=14,height=9)
par(family="Helvetica")
plot(1:10)
text(4,4,"trial")
dev.off()
windows
2
#metafile doesnt like helvetica family
2011 Jul 12
2
Deviance of zeroinfl/hurdle models
Dear list, I'm wondering if anyone can help me calculate the deviance
of either a zeroinfl or hurdle model from package pscl?
Even if someone could point me to the correct formula for calculating
the deviance, I could do the rest on my own.
I am trying to calculate a pseudo-R-squared measure based on the
R^{2}_{DEV} of [1], so I need to be able to calculate the deviance of
the full and null
2012 Nov 09
1
predict.zeroinfl not found
Hi Just a quick problem that I hope is simple to resolve. I'm doing some work with zero inflated poisson models using the pscl package. I can build models using zeroinfl and get outputs fom them with no problem, but when I try to use the predict.zeroinfl function, I get Error: could not find function "predict.zeroinfl".
I was using an older version of R, but still had the same
2007 Jul 26
1
zeroinfl() or zicounts() error
I'm trying to fit a zero-inflated poisson model using zeroinfl() from the
pscl library. It works fine for most models I try, but when I include either
of 2 covariates, I get an error.
When I include "PopulationDensity", I get this error: Error in solve.default
(as.matrix(fit$hessian)) : system is computationally singular:
reciprocal condition number = 1.91306e-34
When I
2008 Feb 18
1
fitted.values from zeroinfl (pscl package)
Hello all:
I have a question regarding the fitted.values returned from the
zeroinfl() function. The values seem to be nearly identical to those
fitted.values returned by the ordinary glm(). Why is this, shouldn't
they be more "zero-inflated"?
I construct a zero-inflated series of counts, called Y, like so:
b= as.vector(c(1.5, -2))
g= as.vector(c(-3, 1))
x <- runif(100) # x
2008 Dec 16
1
Prediction intervals for zero inflated Poisson regression
Dear all,
I'm using zeroinfl() from the pscl-package for zero inflated Poisson
regression. I would like to calculate (aproximate) prediction intervals
for the fitted values. The package itself does not provide them. Can
this be calculated analyticaly? Or do I have to use bootstrap?
What I tried until now is to use bootstrap to estimate these intervals.
Any comments on the code are welcome.
2010 Feb 11
1
Zero-inflated Negat. Binom. model
Dear R crew:
I am sorry this question has been posted before, but I can't seem to solve
this problem yet.
I have a simple dataset consisting of two variables: cestode intensity and
chick size (defined as CAPI).
Intensity is a count and clearly overdispersed, with way too many zeroes.
I'm interested in looking at the association between these two variables,
i.e. how well does chick
2010 Feb 04
1
Zero inflated negat. binomial model
Dear R crew:
I think I am in the right mailing list. I have a very simple dataset consisting of two variables: cestode intensity and chick size (defined as CAPI). Intensity is clearly overdispersed, with way too many zeroes. I'm interested in looking at the association between these two variables, i.e. how well does chick size predict tape intensity?
I fit a zero inflated negat. binomial
2012 Jul 13
1
Vuong test
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,
2024 Jan 04
1
Obtaining a value of pie in a zero inflated model (fm-zinb2)
Are you referring to the zeroinfl() function in the countreg package? If
so, I think
predict(fm_zinb2, type = "zero", newdata = some.new.data)
will give you pi for each combination of covariate values that you
provide in some.new.data
where pi is the probability to observe a zero from the point mass component.
As to your second question, I'm not sure that's possible, for any
2006 Jan 24
1
non-finite finite-difference value[]
Dear R-helpers,
running a zeroinflated model of the following type:
zinb = zeroinfl(count=response ~., x = ~ . - response, z = ~. - response,
dist = "negbin", data = t.data, trace = TRUE)
generates the following message:
Zero-Inflated Count Model
Using logit to model zero vs non-zero
Using Negative Binomial for counts
dependent variable y:
Y
0 1 2 3
359 52 7 3
generating
2012 Mar 04
2
Can't find all levels of categorical predictors in output of zeroinfl()
Hello,
I?m using zero-inflated Poisson regression via the zeroinfl() function to
analyze data on seed-set of plants, but for some reason, I don?t seem to be
getting the output for all three levels of my two categorical predictors.
More about my data and model:
My response variable is the number of viable seeds (AVInt), and my two
categorical predictors are elevation (Elev) and Treatment
2010 Apr 12
1
zerinfl() vs. Stata's zinb
Hello,
I am working with zero inflated models for a current project and I am
getting wildly different results from R's zeroinfl(y ~ x, dist="negbin")
command and Stata's zinb command. Does anyone know why this may be? I find
it odd considering that zeroinfl(y ~ x, dist="poisson") gives identical to
output to Stata's zip function.
Thanks,
--david
[[alternative
2006 Jul 20
0
Convergence warnings from zeroinfl (package pscl)
Dear R-Helpers,
Can anyone please help me to interpret warning messages from zeroinfl
(package pscl) while fitting a zero inflated negative binomial model?
The console reports convergence and the parameters seam reasonable, but
these
<<Warning messages:
1: algorithm did not converge in: glm.fit(X, Y, family = poisson())
2: fitted rates numerically 0 occurred in: glm.fit(X, Y, family =
2012 Apr 26
2
Lambert (1992) simulation
Hi,
I am trying to replicate Lambert (1992)'s simulation with zero-inflated
Poisson models. The citation is here:
@article{lambert1992zero,
Author = {Lambert, D.},
Journal = {Technometrics},
Pages = {1--14},
Publisher = {JSTOR},
Title = {Zero-inflated {P}oisson regression, with an application to defects
in manufacturing},
Year = {1992}}
Specifically I am trying to recreate Table 2. But my
2009 Oct 23
3
opposite estimates from zeroinfl() and hurdle()
Dear all,
A question related to the following has been asked on R-help before, but
I could not find any answer to it. Input will be much appreciated.
I got an unexpected sign of the "slope" parameter associated with a
covariate (diam) using zeroinfl(). It led me to compare the estimates
given by zeroinfl() and hurdle():
The (significant) negative estimate here is surprising, given