the output, the reference category is different for each of the
> variables.
>
> Brian
Thanks for clarifying. That approach will NOT provide estimates at the
quartiles. For example a hazard ratio for the "upper quartile category"
to the "lower quartile category" wi
interaction parameters is
0.3. You might argue that one predictor could be dropped if the
combined effects of all main effects and interaction effects containing
the predictor gives a P-value of 0.25. Both of these tests also respect
the hierarchy principle.
Frank
--
Frank E Harrell J
=c("C","B"))
The x=c(val1,val2) notation works for continuous predictors. For your
case just specify input='B' and you will get odds ratios against 'B'.
Frank
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Frank
>
>
> [[alternative HTML version deleted]]
>
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, mini
ression},
journal = Stat in Med,
volume = 10,
pages = {697-709}
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-help@r-project.org maili
ave had
physicians, psychologists, and sociologists show up. This kind of
interest is gratifying.
For your audience I also suggest using R Commander.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics
bagging, and a few other
variations) is used primarily to inform you of the variation or bias of
a specific estimator.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
_
You can easily pick the highest probability category after running
predict(fit, newdataset, type='fitted.ind') but this will result in an
improper scoring rule (i.e., an accuracy score that is optimized by the
wrong model). I suggest instead computing the Somers Dxy rank
cor
z.eps z.epdf
results in a fuzzy image with a good bounding box.
Does anyone have a nice solution?
Thanks
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
Marc Schwartz wrote:
> Frank E Harrell Jr wrote:
>> I have several old encapsulated postscript graphics generated by R
>> that I want to include in a LaTeX Beamer presentation so I want them
>> in pdf. Under Ubuntu linux typing
>>
>> convert z.eps z.pdf (to us
; sessionInfo()
> R version 2.6.2 (2008-02-08)
> x86_64-pc-linux-gnu
>
> ...
>
> attached base packages:
> [1] splines stats graphics grDevices utils datasets methods
> [8] base
>
> other attached packages:
> [1] Design_2.1-1 survival_2.34 Hmisc_3.4
s.
> Has anyone an idea (package, code) how I can do the validation including
> weights?
>
> Thanks a lot!
>
> Eva
>
> [EMAIL PROTECTED]
Code contributions to the predab.resample function in Design are welcomed.
Frank
--
Frank E Harrell Jr Profes
l package, I do find anova.survreg, but not
> anova.coxph. If you are using the survival package, I'd suggest you
> contact Thomas Lumley directly, since he maintains it.
>
> I think if you had reported the exact error you saw, it would have
> been easier for me to diagnose the troub
>
> Thanks,
> Joe
In addition to the jitter function pointed out by others, the Hmisc
package's jitter2 and scat1d functions written by Martin Maechler and
myself implement Stata's approach to jittering large datasets whereby a
randomly positioned fraction of the tick mark is
6))
[1] 2
nlevels(factor(VAR7))
[1] 2
nlevels(factor(VAR8))
[1] 2
What I am missing?
Thanks in advance,
David
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Thanks,
Lauri
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rg/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
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Department of Biostatistics Vanderbilt University
__
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probability by reference time tref. I believe the
censoring distribution is assumed to be uniform, i.e., that accrual
occurs at a uniform rate.
To have more control over the situation, the simulation-based spower
function is one to look into.
--
Frank E Harrell Jr Professor and Chair
isn't very necessary
2. If you bootstrap use the nonparametric bootstrap percentile method or
other methods that constrain the confidence interval to be in [0,1].
3. I don't know why the model would be linear on the two predictors you
are using.
Frank
--
Frank E Harrell Jr Profes
DAVID ARTETA GARCIA wrote:
Dear Frank
Frank E Harrell Jr <[EMAIL PROTECTED]> wrote:
A few observations.
1. With minimal overfitting, rcorr.cens(predict(fit), Y) gives a good
standard error for Dxy = 2*(C-.5) and bootstrapping isn't very necessary
2. If you bootstrap use the no
title(paste('Quartiles of', label(y)), cex.m=1.5)
>
>
> Could any one help me?
>
> Thanks
>
> [[alternative HTML version deleted]]
>
> __
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> PLEASE do r
uot;Neg"),100,TRUE))
> ftable(drug~Hist1+Hist2,data=df)
>
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> PLEASE do read the posting guide http://www.R-project.org/posti
k?
>
> Harold
>
Not necessary a bad idea but how do you take into account how much each
responder is paid to respond?
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
___
ding SAS binary files,
and it runs perfectly under wine on Linux (best luck by creating Stata
files from it and using the stata.get function in Hmisc (which uses the
foreign package) to read the result). I don't have to use Stat/Transfer
very often but prefer it to DBMS/Copy as it allows
ticles on R News:
>
> Friedrich Leisch. Sweave, part I: Mixing R and LATEX. R News,
> 2(3):28-31, December 2002.
>
> Friedrich Leisch. Sweave, part II: Package vignettes. R News,
> 3(2):21-24, October 2003.
>
> HTH,
>
> Marc Schwartz
In addition to Marc&
tion under a new name, and return x1.
>
> Dieter
>
> ______________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and p
he residual is not the actual
>> DV minus the fitted probability. For in my model extreme residuals lie well
>> beyond (0,1). I wonder how the residual is computed.
>> Would you please help me ? Thank all very much again.
>
> So to help you send a small part of
e partitioning seems to result in simple
prediction models but this is mainly an illusion.
Frank Harrell
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
duction are problematic among other things.
Frank
--
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Department of Biostatistics Vanderbilt University
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https://stat.ethz
ter friend, newshound, and
>
>
> [[alternative HTML version deleted]]
>
> __
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> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide h
;
>
> Any help appreciated,
>
>
>
> Thanks
>
>
>
> Colin
>
>
>
>
>
>
>
> Colin Robertson
>
> Dept of Geography
>
> University of Victoria
--
Frank E Harrell Jr Professor and Chair School of Medicine
Wensui Liu wrote:
> while I move data between SAS and R all the time, personally I don't
> think your recommendation is very practical. Instead, I feel SAS
> transport file is much better than csv.
>
> Plus, the sas dataset created on unix can't be opened by sas viewer on
> windows. It is even und
Marc Schwartz wrote:
> On Fri, 2007-12-28 at 11:21 -0600, Frank E Harrell Jr wrote:
>> Wensui Liu wrote:
>>> while I move data between SAS and R all the time, personally I don't
>>> think your recommendation is very practical. Instead, I feel SAS
>>&g
Prof Brian Ripley wrote:
> See the help, especially argument 'check.names'.
>
> On Sat, 29 Dec 2007, Thomas Schwander wrote:
>
>> Hi guys, another question today:
>>
>>
>>
>> If I import an external csv-file with headers (with read.csv2), the blanks
>> are interpreted as points. So "Test 1" becom
s as it is not
sensitive enough). To get the ROC area you can use the simple somers2
function in the Hmisc package.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
ied
> Statistics, 1992) is cited in the reference manual. Is this the source
> article? If not kindly refer the source article.
>
> Thanks,
> Tirtha
My book Regression Modeling Strategies is a reference source for the
Design package. See the chapter on maximum likelihood.
--
x27; D and the AUC (C) do not penalize for ties in Y.
For independent model validation you can use the val.prob function for
each Y-cutoff j.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
___
the
documentation of read.spss for more details. You will find there:
'read.spss' reads a file stored by the SPSS 'save' and 'export'
commands and returns a list.
read.spss does not claim to be able to read SPSS .por files.
Frank
--
Frank E Harrell Jr Prof
g, and the programs
> you end up with are far more readable and maintainable than anything a SAS
> programmer can turn out. Reading my own SAS code is bad, and reading someone
> else's is torture.
>
> Do I sound like an R bigot? Actually, I'm a Smalltalk bigot, which i
e Division of Gerontology
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
>>>> Frank E Harrell Jr <[EMAIL PROTE
of
regression model fits.
Frank
--
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Department of Biostatistics Vanderbilt University
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model fit) earlier I was referring to obtaining
the algebraic form of a fitted model, handling such things as restricted
cubic splines and factoring out variables in interaction terms. The
latex methods in Design do not produce tables of coefficients and
standard errors.
Frank
>
> On Jan 1
John Kane wrote:
> Works just fine, thanks. I'll blame the help as
> being very slightly ambiguous.
From the help file:
\section{Side Effects}{
creates various system files and runs various Linux/UNIX system
commands which are assumed to be in the system path.
}
\details{
If running unde
7;)))
> ## Not run:
> latex(x) # creates x.tex in working directory
> w <- latex(x, file='/tmp/my.tex')
> -
> latex(x) gave an error
> latex(x, file="") works fine.
Right, and if you install the latex and prev
Richard M. Heiberger wrote:
>
> -Original Message-
> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On
> Behalf Of John Kane
> Sent: Sunday, January 13, 2008 03:56 PM
>
> ## Not run:
> latex(x) # creates x.tex in working directory
> w <- latex(x, file='/tmp/my.tex')
> --
that is numeric and has at least 10 unique values.
v <- sapply(mydata, function(x) is.numeric(x) && length(unique(x)) >= 10)
summary(mydata[v])
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt Un
Rob Robinson wrote:
> I wonder if those who complain about SAS as a programming environment have
> discovered SAS/IML which provides a programming environment akin to Matlab
> which is more than capable (at least for those problems which can be treated
> with a matrix like approach). As someone who
Walter Paczkowski wrote:
> Good morning,
>
> I use SAS and R/S-Plus as my primary tools so I have a lot of experience with
> these programs. By far and away, SAS is superior for handling the "messy"
> datasets, but also the very large ones. I work at times with datasets in the
> hundreds of t
__
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>
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>
g lrm), see
@Article{gui00ord,
author = {Guisan, Antoine and Harrell, Frank E.},
title ={Ordinal response regression models in
ecology},
journal = {Journal of Vegetation Science},
year = 2000,
volume = 11,
pages = {617-626},
a
, minimal, self-contained, reproducible code.
>>
>
> ______
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide
;
> On Jan 23, 2008 12:20 PM, Frank E Harrell Jr <[EMAIL PROTECTED]> wrote:
>> Gabor Grothendieck wrote:
>>> I don't use Mac but a workaround to this type of
>>> problem was discussed just recently here:
>>>
>>> https://stat.ethz.ch/pipermail/
dles an arbitrarily high number of unique Y values as they made use
of a patterned covariance matrix, which I didn't in lrm.
So the PO model is a competitor of ordinary regression. A new option in
predict.lrm makes it easy to get the predicted mean in this situation.
Frank
>
> On
exbin/xdvi: line 46: exec: xdvi-xaw.bin: not found
>
>
> So, it appears to that something about the MAC environment is
> not being passed to the shell that is invoked when latex() is
> called in this way.
That's exactly what it looks like. Shame on Mac "-)
On
Charles C. Berry wrote:
> On Wed, 23 Jan 2008, Frank E Harrell Jr wrote:
>
>> Kevin E. Thorpe wrote:
>>> Kevin E. Thorpe wrote:
>>>> Gabor Grothendieck wrote:
>>>>> It eliminates Hmisc and R by giving you a tex file. Now its up
>>>>&
e predictor variables.
And to read Frank Harrell's book on _Regression modeling strategies_.
cheers
Ben Bolker
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
ynamitePlots for many reasons not
to use dynamite plots.
Frank
--
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Department of Biostatistics Vanderbilt University
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summary from the box plot does not contain enough information
when the sample size is moderate or large IMHO. But for small samples,
raw data points supplemented by the 3 quartiles and the mean work well.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
, Dxy, and other measures.
I haven't seen an example where drawing the ROC curve provides useful
information that leads to correct actions.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt
You should then be able to drag and drop the
PDF file into Word.
HTH,
Stefan
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-help@r-project.
- On *Tue, 16/9/08, Frank E Harrell Jr /<[EMAIL PROTECTED]>/*
wrote:
From: Frank E Harrell Jr <[EMAIL PROTECTED]>
Subject: Re: [R] Hosmer- Lemeshow test
To: [EMAIL PROTECTED]
Cc: "R list" <[EMAIL PROTECTED]>
Date: Tuesday, 16 September, 2008,
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Frank E Harrell Jr Professor and
ran2 wrote:
Frank E Harrell Jr wrote:
That is a high variance procedure as compared with covariate adjustment
using the propensity score, or stratification.
Frank Harrell
Ah, wait what if I got very high dimensional X ? Even with 20 binary
covariates i would end up with more than 1
Setup for listings package
\lstloadlanguages{R}
\lstset{language=R,basicstyle=\smaller[2],commentstyle=\rmfamily\smaller,
showstringspaces=false,%
xleftmargin=4ex,literate={<-}{{$\leftarrow$}}1 {~}{{$\sim$}}1}
\lstset{escapeinside={(*}{*)}} % for (*\ref{ }*) inside lstlistings (S
code)
--
F
hadley wickham wrote:
On Fri, Sep 19, 2008 at 4:05 PM, Frank E Harrell Jr
<[EMAIL PROTECTED]> wrote:
Mike Prager wrote:
"David Carslaw" <[EMAIL PROTECTED]> wrote:
I find Tinn-R to be an excellent editor for R, but I have one question I
have not been able to answer.
I
erful than all the other measures) and rank indexes
other than C.
--
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Department of Biostatistics Vanderbilt University
__
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stackpoly(x,y,stack=TRUE)
Jim
Also see the filled bands option in the xYplot function in the Hmisc
package.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
ces' odds ratio are relative to the
reference. e.g. hispanics are 1.5 times more likely to ...
Is creating 3 binary dummies for race the right way ? And if so how
can i go on.
As i said, i know this is rather basic, i am thankful for any links /
references...
thanks in advance !
guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
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brary(Design)
?validate.lrm
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-of-link function;simulation
setup}
}
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an ROC curve have over doing
direct covariate modeling of the response variable as usual?
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-help@
.html
and provide commented, minimal, self-contained, reproducible code.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-help@r-project.org mailing li
Subject: Re: [R] FW: logistic regression
On 27-Sep-08 21:45:23, Dieter Menne wrote:
Frank E Harrell Jr vanderbilt.edu> writes:
Estimates from this model (and especially standard errors and
P-values)
will be invalid because they do not take into account the stepwise
procedure above that was u
Any of these a better choice to
extract significant predictors (from a list of about 44) for a
measured dependent variable?
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED]
] On
Behalf Of Ted Harding
Sent: Saturday, September 27, 2008 4:30 PM
To: [EMAIL PROTECTED]
Sub
Gavin Simpson wrote:
On Sun, 2008-09-28 at 21:23 -0500, Frank E Harrell Jr wrote:
Darin Brooks wrote:
I certainly appreciate your comments, Bert. It is abundantly clear that I
Darin Brooks
Darin,
I think the point is that the confidence you can assign to the "best
available vari
Greg Snow wrote:
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
project.org] On Behalf Of Frank E Harrell Jr
Sent: Saturday, September 27, 2008 7:15 PM
To: Darin Brooks
Cc: [EMAIL PROTECTED]; [EMAIL PROTECTED];
[EMAIL PROTECTED]
Subject: Re: [R] FW: logistic
rg/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-help@r-p
value odds ratio or mean difference is a complex
function of all the covariate values in the sample).
5. The model will not validate in new data.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt
Bernardo Rangel Tura wrote:
Em Ter, 2008-09-30 às 18:56 -0500, Frank E Harrell Jr escreveu:
Bernardo Rangel Tura wrote:
Em Sáb, 2008-09-27 às 10:51 -0700, milicic.marko escreveu:
I have a huge data set with thousands of variable and one binary
variable. I know that most of the variables are
r the context of not knowing the right
variables in advance.
The penalized likelihood step you proposed is a good one but the
unpenalized stepwise method in the second step runs into problems.
Frank
Kjetil
On Mon, Sep 29, 2008 at 9:50 PM, Frank E Harrell Jr
<[EMAIL PROTECTED] <mailto
sting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Department of Biostatistics Vanderbilt University
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t.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Frank E Harrell Jr Professor and Chair School of Med
sj wrote:
I have a set of values and their corresponding weights. I can use the
function weighted.mean to calculate the weighted mean, I would like to be
able to similarly calculate the weighted median and quantiles? Is there a
function in R that can do this?
thanks,
Spencer
library(Hmisc)
?
s(X) <- tolower(names(X))
attach(X)
Thank you
Sören
library(Hmisc)
?spss.get
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-help@r-proj
they
don't need any calibration). (What is PD?)
Frank, you are referring the #1 and I am referring to #2.
Nonetheless, I would never create a rating system if my model doesn't
discriminate better than a coin toss.
For sure
Frank
Regards,
Pedro
-----Original Message
Frank
www.decisionstats.com <http://www.decisionstats.com>
On Wed, Oct 8, 2008 at 1:33 AM, Frank E Harrell Jr
<[EMAIL PROTECTED] <mailto:[EMAIL PROTECTED]>> wrote:
[EMAIL PROTECTED] <mailto:[EMAIL PROTECTED]> wrote:
Hi Frank,
Thanks for your feedback! But
the subject.
Also , Deciles specific performance is easy to explain and monitor for
faster execution/re modeling.
That's too low resolution. loess is superior for estimating the
calibration curve.
Frank
Regards,
Ajay
On Wed, Oct 8, 2008 at 4:01 AM, Frank E Harrell Jr
<[EMAIL P
ve NA's in all
symptoms rather than in a single symptom. In the example above, the NA's
should be 1 instead of 2 cases.
I tried to specify na.include=FALSE but it does not work.
Any help is highly appreciated.
Erich
Instead of NA put '' or "" and it
a and many other documents linked
from http://biostat.mc.vanderbilt.edu/RS
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Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-help@r-project.org mailing
nt this?
Regards
Erich
That would take very special treatment in LaTeX; it's not that simple.
Frank
-Ursprüngliche Nachricht-
Von: Frank E Harrell Jr [mailto:[EMAIL PROTECTED]
Gesendet: Donnerstag, 9. Oktober 2008 04:17
An: Erich Studerus, Psychiatrische Uni-Klinik
Cc: r-
condition on what was already known). Your test sample is too small.
You are not addressing absolute calibration through precise
high-resolution methods. My book Regression Modeling Strategies goes
into this.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
__ Peter Dalgaard Øster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
--
Fr
stinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbi
t.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
__
R-h
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
Frank E Harrell Jr <[EMAIL PROTECTED]> 10/13/2008 12:27 PM >>>
Maithili Shiva wrote:
Dear Mr Peter Dalgaard and Mr Dieter Men
10-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
Frank E Harrell Jr <[EMAIL PROTECTED]> 10/13/2008 2:35 PM >>>
John Sorkin wrote:
Jumping into a thread can be like jumping into a den of lions but here goes . .
.
Sensitivity and specificity are not de
--
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PLEASE do read the posting
Robert W. Baer, Ph.D. wrote:
- Original Message - From: "Frank E Harrell Jr"
<[EMAIL PROTECTED]>
To: "John Sorkin" <[EMAIL PROTECTED]>
Cc: ; <[EMAIL PROTECTED]>;
<[EMAIL PROTECTED]>
Sent: Monday, October 13, 2008 2:09 PM
Subject: Re: [R]
/diagnostictests.html
--Chris Ryan
Original message
Date: Mon, 13 Oct 2008 18:14:39 -0400
From: "John Sorkin" <[EMAIL PROTECTED]>
Subject: Re: [R] Fw: Logistic regresion - Interpreting (SENS) and (SPEC)
To: "Ph.D. Robert W. Baer" <[EMAIL PROTECTED]>, "Frank
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