Re: [R] Standard errors GLM

2012-03-13 Thread Rubén Roa
You have a conceptual problem, as pointed out by previous helpers. You don't have a standard error for the first level of your categorical variable because that level's effect is not estimated. It is being used as a reference level against which the other levels of that categorical variable are b

Re: [R] Standard errors GLM

2012-03-13 Thread David Winsemius
On Mar 13, 2012, at 9:38 AM, D_Tomas wrote: Dear userRs, when applied the summary function to a glm fit (e.g Poisson) the parameter table provides the categorical variables assuming that the first level estimate (in alphabetical order) is 0. Not really. It returns an estimate for the cont

Re: [R] Standard errors GLM

2012-03-13 Thread Joshua Wiley
Hi, See inline. On Tue, Mar 13, 2012 at 6:38 AM, D_Tomas wrote: > Dear userRs, > > when applied the summary function to a glm fit (e.g Poisson) the parameter > table provides the categorical variables assuming that the first level > estimate (in alphabetical order) is 0. > > What is the standard

Re: [R] Standard errors from predict.gam versus predict.lm

2012-02-17 Thread Simon Wood
Mike, Isn't this just an example of the wrong model giving a spurious impression of precision? or more accurately, precision at the expense of accuracy? Here's a linear model example of the same thing... set.seed(1) n <- 400 x <- runif(n)-.5 y <- 2+ x*.2+ x^2 + rnorm(n)*.5 m1 <- lm(y~1) m2 <- l

Re: [R] standard errors in johansen test

2011-01-12 Thread Jorge Ivan Velez
Hi Walter, The paper can be found at http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf It seems that you need the "vars" library before trying the function you mention. What happens if you do the following? install.packages("vars") require(vars) ?cajorls ?ca.jo HTH, Jorge On Wed

Re: [R] Standard errors from a randomization test?

2010-01-11 Thread David Winsemius
On Jan 8, 2010, at 6:45 AM, jjh wrote: Hello- Is it possible to estimate standard errors for a multiple regression model using a randomization test approach? I have seen a lot on using the procedure to get a test statistic, but nothing that talks about getting actual standard errors. Is

Re: [R] Standard errors from a randomization test?

2010-01-11 Thread jjh
Standard errors for the coefficients. Thanks! Tal Galili wrote: > > Hi jjh, > I wasn't able to understand: for what statistic do you want the standard > error for? (The coefficients, the R^2 ?) > > Tal > > > Contact > Details:--

Re: [R] Standard errors from a randomization test?

2010-01-11 Thread Tal Galili
Hi jjh, I wasn't able to understand: for what statistic do you want the standard error for? (The coefficients, the R^2 ?) Tal Contact Details:--- Contact me: tal.gal...@gmail.com | 972-52-7275845 Read me: www.talgalili.com (Heb

Re: [R] standard errors in bbmle

2009-10-23 Thread Ben Bolker
Peter Dalgaard wrote: > > alexander russell wrote: >> Hello, >> Mle2 is a little unforthcoming in the matter of standard errors? Is there >> a >> way to ask the program to supply standard errors along with estimates in >> cases when it doesn't print them 'voluntarily'? >> regards, >> s > > Wha

Re: [R] standard errors in bbmle

2009-10-23 Thread Peter Dalgaard
alexander russell wrote: > Hello, > Mle2 is a little unforthcoming in the matter of standard errors? Is there a > way to ask the program to supply standard errors along with estimates in > cases when it doesn't print them 'voluntarily'? > regards, > s What did you do? Which "cases"? Did you look a

Re: [R] Standard errors of least squares adjusted means

2009-01-22 Thread John Fox
Dear Bruno, See the effects package (on CRAN) for a generalization of adjusted means. I hope this helps, John -- John Fox, Professor Department of Sociology McMaster University Hamilton, Ontario, Canada web: socserv.mcmaster.ca/jfox > -Original Message- > Fr

Re: [R] Standard errors of least squares adjusted means

2009-01-22 Thread Mark Difford
Hi Bruno, Apropos of "ls-means" ... >> I have tried help.search and RSiteSearch with several terms including >> "standard errors", "least square means", "adjusted means". And "ls-means," which is what "you" call them? There are many threads on this, spanning many years. The following, RSiteSe

Re: [R] standard errors for predict.nls?

2008-11-12 Thread Ben Bolker
nts(st$conc,predict(puro1),pch=2,col="red") > # > isn't that what we want graphically and t(qq) gives us the values > obviously quantile can be used with any set of p's > [EMAIL PROTECTED] > > > -Original Message- > From: [EMAIL PROTECTED] on behalf of Ben

Re: [R] standard errors for predict.nls?

2008-11-12 Thread R Heberto Ghezzo, Dr
nd t(qq) gives us the values obviously quantile can be used with any set of p's [EMAIL PROTECTED] -Original Message- From: [EMAIL PROTECTED] on behalf of Ben Bolker Sent: Tue 11/11/2008 3:09 PM To: [EMAIL PROTECTED] Cc: r-help@r-project.org Subject: Re: [R] standard errors for predict.nls

Re: [R] standard errors for predict.nls?

2008-11-11 Thread Ben Bolker
Here's how far I've gotten. It's a start, but I can't so far find a way to extract the actual thing we want -- the bootstrap confidence intervals on the predictions. I apologize for not taking the time to go read up on the boot library etc. etc. (I *have* RTFM, but I haven't backtracked to th

Re: [R] standard errors for predict.nls?

2008-11-09 Thread Rolf Turner
On 7/11/2008, at 11:33 PM, Christoph Scherber wrote: Dear all, I would like to get standard errors (or confidence intervals) for *predicted* values from an nls fit. I have tried to implement code from p.225 in MASS (bootstrapping a nls fit), but this gives only the confidence intervals o

Re: [R] standard errors for predict.nls?

2008-11-07 Thread Christoph Scherber
Dear all, I would like to get standard errors (or confidence intervals) for *predicted* values from an nls fit. I have tried to implement code from p.225 in MASS (bootstrapping a nls fit), but this gives only the confidence intervals of the parameter estimates, but not an overall confidence in

Re: [R] standard errors for predict.nls?

2008-11-06 Thread Christoph Scherber
Dear Prof Ripley, Am I correct if I use the following code to get c.i.´s for predicted values of the nls fit: puro1<-nls(rate~a*conc/(b+conc), data=Puromycin[1:12,], start=list(a=200, b=1)) #set up nls model # assume only one predicted value is obtained using predict(puro1,list(conc=0.02)):

Re: [R] standard errors for predict.nls?

2008-11-04 Thread Prof Brian Ripley
On Mon, 3 Nov 2008, Ben Bolker wrote: Prof Brian Ripley wrote: Christoph Scherber agr.uni-goettingen.de> writes: Dear all, Is there a way to retrieve standard errors from nls models? The help page tells me that arguments such as se.fit are ignored... Many thanks and best wishes Christoph

Re: [R] standard errors for predict.nls?

2008-11-03 Thread Ben Bolker
Prof Brian Ripley wrote: >> Christoph Scherber agr.uni-goettingen.de> >> writes: >> >>> >>> Dear all, >>> >>> Is there a way to retrieve standard errors from nls models? >>> The help page tells me that arguments >>> such as se.fit are ignored... >>> >>> Many thanks and best wishes >>> Christoph >

Re: [R] standard errors for predict.nls?

2008-11-03 Thread Prof Brian Ripley
On Mon, 3 Nov 2008, Ben Bolker wrote: Christoph Scherber agr.uni-goettingen.de> writes: Dear all, Is there a way to retrieve standard errors from nls models? The help page tells me that arguments such as se.fit are ignored... Many thanks and best wishes Christoph I have written some rea

Re: [R] standard errors for predict.nls?

2008-11-03 Thread Christian Ritz
Dear Christoph, using the package 'alr3' it's not difficult! Have a look at the following example: ## Fitting a Michaelis-Menten model Puromycin.m1<-nls(rate~a*conc/(b+conc), data=Puromycin[1:12,], start=list(a=200, b=1)) library(alr3) ## Predictions (with standard errors) at concentrations 0

Re: [R] standard errors for predict.nls?

2008-11-03 Thread Ben Bolker
Christoph Scherber agr.uni-goettingen.de> writes: > > Dear all, > > Is there a way to retrieve standard errors from nls models? > The help page tells me that arguments > such as se.fit are ignored... > > Many thanks and best wishes > Christoph I have written some reasonably generic delta-

Re: [R] standard errors

2008-02-28 Thread Bill.Venables
vcov(my_fit) should get you the whole variance matrix, so sqrt(diag(vcov(my_fit))) should get you ONLY the standard errors. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of threshold Sent: Thursday, 28 February 2008 9:06 PM To: r-help@r-project.org Subject

Re: [R] standard errors

2008-02-28 Thread Duncan Murdoch
threshold wrote: > Hi, guess my problem has simple solution. > I want to extract ONLY Std. Errors of Max. Lik. estimates > (my_fit<-mle(object,...)), the same as I can do with estimates by: > x<-as. matrix(coef(my_fit)). > I could not find any function similar to 'coef(my_fit)', which extracts onl

Re: [R] standard errors

2008-02-28 Thread Henrique Dallazuanna
Try this: coef(summary(fit))[,2] On 28/02/2008, threshold <[EMAIL PROTECTED]> wrote: > > Hi, guess my problem has simple solution. > I want to extract ONLY Std. Errors of Max. Lik. estimates > (my_fit<-mle(object,...)), the same as I can do with estimates by: > x<-as. matrix(coef(my_fit)). >

Re: [R] standard errors

2008-02-28 Thread Achim Zeileis
On Thu, 28 Feb 2008, threshold wrote: > Hi, guess my problem has simple solution. > I want to extract ONLY Std. Errors of Max. Lik. estimates > (my_fit<-mle(object,...)), the same as I can do with estimates by: > x<-as. matrix(coef(my_fit)). > I could not find any function similar to 'coef(my_fit)

Re: [R] standard errors of regression coefficients

2007-10-03 Thread Jeffrey Robert Spies
stderr_int <- summary(lm(y ~ x))$coefficients[1,2] stderr_slope <- summary(lm(y ~ x))$coefficients[2,2] Jeff. On Oct 3, 2007, at 3:01 AM, Alexander Moreno wrote: > Hi, > > If I have two vectors x and y and I do lm(y~x) and now I want to > define > variables that are the standard errors of the