o all of this
makes sense.
Even is it's painful for me, because I don't know what happened in the
system...
Time for me to investigate.
Thank you very very much, Achim. Enjoy your week-end.
Michel
On Sat, Jul 30, 2011 at 11:34 AM, Achim Zeileis wrote:
> On Sat, 30 Jul 2011, Michel
don't know what to do.
Warm thanks, have a nice week-end.
Michel
On Sat, Jul 30, 2011 at 1:28 AM, Achim Zeileis wrote:
> On Fri, 29 Jul 2011, Michel Lutz wrote:
>
> Achim,
>>
>> Thank you so much for this prompt answer. Really appreciated !
>>
>> Anyway,
Hi Hadley,
Thanks for the idea, but this was a typo...
My code is the following:
D <- data.frame(CPU=pred.cor2$CPU, PREP=PREP, BRG=BIZ$JOBPREPLOTRULE_BRG,
CLOG=res.WIP, WE=DUMMY)
model.mes <- CPU~PREP+BRG+CLOG+WE
stab.model <- Fstats(model.mes, data = D, from = 0.1,
vcov = function(x,
Achim,
Thank you so much for this prompt answer. Really appreciated !
Anyway, I am still a bit lost... don't you mind if I ask you somme
additional questions?
* *one standard approach is to employ a HACcovariance matrix*
I did many researches but I never found this recommendation. The only paper
Good morning to all,
I am encountering a blocking issue when using the function 'breackpoints'
from package 'strucchange'.
*Context:*
I use a data frame, 248 observations of 5 variables, no NA.
I compute a linear model, as y~x1+...+x4
x4 is a dummy variable (0 or 1).
I want to check this model
://www.perfdynamics.com/Classes/Outlines/gdata.html and we just
discussed
this plot 2 weeks ago.
--Neil Gunther
Taking The Pith Out Of Performance http://perfdynamics.blogspot.com/
Follow me on Twitter http://twitter.com/DrQz
Performance Dynamics Company http://www.perfdynamics.com/
>>&g
6 matches
Mail list logo