Re: [R] Variance-covariance matrix

: Re: [R] Variance-covariance matrix Hi Giorgio, This is for a multivariate time series. x1 is variable 1 of the observation vector x, x2, variable 2, etc. If you need x(i) and x(i+1), etc, then you're looking for the autocovariance/autocorrelation matrix, which is a quite different thing

Re: [R] Variance-covariance matrix

in the case. Thanks. --- Giorgio Genoa, Italy From: Tsjerk Wassenaar [mailto:tsje...@gmail.com] Sent: domenica 10 maggio 2015 22:31 To: Giorgio Garziano Cc: r-help@r-project.org Subject: Re: [R] Variance-covariance matrix Hi Giorgio, This is for a multivariate time series. x1 is variable

Re: [R] Variance-covariance matrix

-project.org Subject: Re: [R] Variance-covariance matrix Hi Giorgio, For a univariate time series? Seriously? data - rnorm(10,2,1) as.matrix(var(data)) Cheers, Tsjerk On Sun, May 10, 2015 at 9:54 PM, Giorgio Garziano giorgio.garzi...@ericsson.commailto:giorgio.garzi...@ericsson.com wrote: Hi

Re: [R] Variance-covariance matrix

*Cc:* r-help@r-project.org *Subject:* Re: [R] Variance-covariance matrix Hi Giorgio, For a univariate time series? Seriously? data - rnorm(10,2,1) as.matrix(var(data)) Cheers, Tsjerk On Sun, May 10, 2015 at 9:54 PM, Giorgio Garziano giorgio.garzi...@ericsson.com wrote

[R] Variance-covariance matrix

Hi, I am looking for a R package providing with variance-covariance matrix computation of univariate time series. Please, any suggestions ? Regards, Giorgio [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To

Re: [R] Variance-covariance matrix

On May 10, 2015, at 4:27 AM, Giorgio Garziano wrote: Hi, I am looking for a R package providing with variance-covariance matrix computation of univariate time series. Please, any suggestions ? If you mean the auto-correlation function, then the stats package (loaded by default at

Re: [R] Variance-covariance matrix

)) * data.center %*% t(data.center) -- Giorgio Garziano -Original Message- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: domenica 10 maggio 2015 21:27 To: Giorgio Garziano Cc: r-help@r-project.org Subject: Re: [R] Variance-covariance matrix On May 10, 2015, at 4:27 AM, Giorgio Garziano

Re: [R] Variance-covariance matrix

Winsemius [mailto:dwinsem...@comcast.net] Sent: domenica 10 maggio 2015 21:27 To: Giorgio Garziano Cc: r-help@r-project.org Subject: Re: [R] Variance-covariance matrix On May 10, 2015, at 4:27 AM, Giorgio Garziano wrote: Hi, I am looking for a R package providing with variance

[R] Variance-covariance matrix from GLM

Hello, Is there a way to obtain the variance-covariance matrix of the estimated parameters from GLM? my.glm-glm(mat ~X,family = binomial, data =myDATA) out1-predict(my.glm,se.fit = TRUE) std-out1$se.fit se.fit is for getting the standard errors of the estimated parameters (\betas). Is there

Re: [R] Variance-covariance matrix from GLM

?vcov ### now in the stats package You would use V - vcov(my.glm) -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Bojuan Zhao Sent: Thursday, 29 July 2010 9:52 AM To: r-help@r-project.org Subject: [R] Variance-covariance

Re: [R] Variance-covariance matrix from GLM

Fantastic! it's solved! Thank you very much Bill! Barbara --- On Wed, 7/28/10, bill.venab...@csiro.au bill.venab...@csiro.au wrote: From: bill.venab...@csiro.au bill.venab...@csiro.au Subject: RE: [R] Variance-covariance matrix from GLM To: bojuanz...@yahoo.com, r-help@r-project.org Date

[R] variance-covariance matrix of mlest in library(mvnmle)

How does mlest generate the estimate for sigmahat, the variance-covariance matrix? It produces different values than when using cov(data.frame). -- View this message in context: http://r.789695.n4.nabble.com/variance-covariance-matrix-of-mlest-in-library-mvnmle-tp2232127p2232127.html Sent

[R] variance covariance matrix in GLM

this is for the person who asked me about prediction confidence intervals in a GLM because I lost your email. Below follows a simple example in CAR and the variance covariance of the beta coefficients is in the summary. So, I think, given that output, it should be pretty straightforward to do

Re: [R] Variance-covariance matrix

Hi all, Sorry to ask again but I'm still not sure how to get the full variance-covariance matrix. Peter suggested a three-level treatment factor. However, I thought that the censoring variable could only take values 0 or 1 so how do you programme such a factor. Alternatively, is there another

Re: [R] Variance-covariance matrix

Laura Bonnett wrote: Hi all, Sorry to ask again but I'm still not sure how to get the full variance-covariance matrix. Peter suggested a three-level treatment factor. However, I thought that the censoring variable could only take values 0 or 1 so how do you programme such a factor.

Re: [R] Variance-covariance matrix

Here is the exact code I have written which does the standard vs nt1 and standard vs nt2 and also gives me the hazard ratio for nt1 vs nt2. with - read.table(allwiths.txt,header=TRUE) fix(arm) function (data) { dummy - rep(0,2437) for(i in 1:2437){ if(data$Arm[i]==CBZ)

Re: [R] Variance-covariance matrix

Laura Bonnett wrote: Here is the exact code I have written which does the standard vs nt1 and standard vs nt2 and also gives me the hazard ratio for nt1 vs nt2. with - read.table(allwiths.txt, header=TRUE) fix(arm) function (data) { dummy - rep(0,2437) for(i in 1:2437){

[R] Variance-covariance matrix

Dear R help forum, I am using the function 'coxph' to obtain hazard ratios for the comparison of a standard treatment to new treatments. This is easily obtained by fitting the relevant model and then calling exp(coef(fit1)) say. I now want to obtain the hazard ratio for the comparison of two

Re: [R] Variance-covariance matrix

Laura Bonnett wrote: Dear R help forum, I am using the function 'coxph' to obtain hazard ratios for the comparison of a standard treatment to new treatments. This is easily obtained by fitting the relevant model and then calling exp(coef(fit1)) say. I now want to obtain the hazard ratio

Re: [R] Variance-covariance matrix

The standard treatment is the same in both comparison. How do you do a three-level treatment factor? I thought you had to have a censoring indicator which took values 0 or 1 not 1, 2 or 3? Thanks, Laura On Tue, Aug 26, 2008 at 11:05 AM, Peter Dalgaard [EMAIL PROTECTED]wrote: Laura Bonnett

[R] variance covariance matrix of parameter estimate using nlrq

In lm command, we can use vcov option to get variance-covariance matrix. Does anyone know how to get variance-covariance matrix in nlrq? Thanks, Kate [[alternative HTML version deleted]] __ R-help@r-project.org mailing list

Re: [R] variance covariance matrix of parameter estimate using nlrq

mea culpa: I've not written an extractor for this, so you have to do f - nlrq(whatever) g - summary(f) g$cov Note that this is computed by resampling so it varies somewhat depending on the seed. url:www.econ.uiuc.edu/~rogerRoger Koenker email

[R] Variance-covariance matrix for parameter estimates

Dear All, I am currently working with the coxph function within the package survival. I have the model h_ij = h_0(t) exp(b1x1 + b2x2) where the indicator variables are as follows: x1 x2 VPS 0 0 LTG 1 0 TPM 0 1 [[alternative HTML version deleted]]

[R] Variance-covariance matrix for parameter estimates

(Sorry, my last email appeared to be missing the important bits so I'll try again!) Dear All, I am currently working with the coxph function within the package survival. I have the model h_ij = h_0(t) exp( b1x1 + b 2x2) where the indicator variables are as follows: x1 x2 A00 B