Re: [R] bootstrap confidence intervals with previously existing bootstrap sample

2007-09-05 Thread Tim Hesterberg
and Permutation Tests Oct 10-11 San Francisco, 3-4 Oct UK. http://www.insightful.com/services/training.asp | Tim Hesterberg Senior Research Scientist | | [EMAIL PROTECTED] Insightful Corp.| | (206)802

Re: [R] small sample techniques

2007-08-08 Thread Tim Hesterberg
for the small sample size. You could use simulation to find the relevant probabilities. ... | Tim Hesterberg Senior Research Scientist | | [EMAIL PROTECTED] Insightful Corp.| | (206)802-23191700 Westlake Ave. N

Re: [R] Weighted least squares

2007-06-11 Thread Tim Hesterberg
type, inferences need to be handled by the algorithm that is using weighted linear regression. Tim Hesterberg John Fox wrote: I think that the problem is that the term weights has different meanings, which, although they are related, are not quite the same. The weights used by lm() are (inverse

Re: [R] sort of OT: bootstrap tutorial

2007-03-12 Thread Tim Hesterberg
/Hesterberg/bootstrap/default.asp#Reference.introStat Patrick Burns wrote: There is now a tutorial on bootstrapping and other resampling methods at: http://www.burns-stat.com/pages/Tutor/bootstrap_resampling.html | Tim Hesterberg

Re: [R] Row-wise two sample T-test on subsets of a matrix

2007-03-12 Thread Tim Hesterberg
. rowVars - function(x){ means - rowMeans(x) rowSums((x - means)^2) / (ncol(x)-1) } Tim Hesterberg Hello all, I am trying to run a two sample t-test on a matrix which is a 196002*22 matrix. I want to run the t-test, row-wise, with the first 11 columns being a part of the first group and columns

[R] bootstrap syntax + bootstrap for teaching

2007-01-31 Thread Tim Hesterberg
. Otherwise boot.ci returns an error, in my (limited) experience. Thanks in advance for any critiques. (For instance, is there an easier or more elegant way?) Caveat - I helped create S+Resample. | Tim Hesterberg Senior Research Scientist

Re: [R] Bootstrapping Confidence Intervals for Medians

2007-01-30 Thread Tim Hesterberg
alternative to the pre-computer rule of using normal methods if n = 30. Tim Hesterberg | Tim Hesterberg Senior Research Scientist | | [EMAIL PROTECTED] Insightful Corp.| | (206)802-23191700 Westlake Ave. N

Re: [R] Time-varying correlation calculation

2007-01-23 Thread Tim Hesterberg
) %*% coef(fit)[2:6]) lines(time, sin(time)) # Plot estimated slope vs time plot(time, coef(fit)[7] + bs(time, df=5) %*% coef(fit)[8:12]) lines(time, cos(time)) Thanks to Trevor Hastie for suggesting this approach, when I made a similar query on S-news years ago. Tim Hesterberg I'm interested

Re: [R] Matrix multiplication using apply() or lappy() ?

2006-09-07 Thread Tim Hesterberg
) x * rep(v, length = length(x)) The advantage would be that colTimes(x, v) could throw an error if length(v) != nrow(x) Tim Hesterberg P.S. Of the suggestions, my preference is a / rep(v, each=nrow(a)) It was to support this and similar +-*^ operations that I originally added

Re: [R] Is there a way to view S-PLUS script files in R

2006-03-17 Thread Tim Hesterberg
You can open them in R. On Windows, File:Open Script, change Files of type to All Files, then open the .ssc file. Tim Hesterberg I have some S-PLUS script files (.ssc). Does there exist an R function/command that can read such files? I simply want to view the code and practice in R to help

Re: [R] permutation test for linear models with continuous covariates

2005-12-12 Thread Tim Hesterberg
permutation as one of the options for sampling in the boot() function; to use this you would specify the Y variable as the data set and pass the X's separately to the statistic. Tim Hesterberg Hi I was wondering if there is a permutation test available in R for linear models with continuous

Re: [R] Method for $

2005-11-21 Thread Tim Hesterberg
? Tim Hesterberg | Tim Hesterberg Research Scientist | | [EMAIL PROTECTED] Insightful Corp.| | (206)802-23191700 Westlake Ave. N, Suite 500 | | (206)283-8691 (fax) Seattle, WA 98109-3012, U.S.A

Re: [R] Stratified Bootstrap question

2005-04-01 Thread Tim Hesterberg
and the Environment, American Statistical Association, 2924-2930 www.insightful.com/Hesterberg/articles/JSM04-bootknife.pdf Tim Hesterberg | Tim Hesterberg Research Scientist | | [EMAIL PROTECTED] Insightful

Re: [R] Stratified Bootstrap question

2005-03-31 Thread Tim Hesterberg
is evaluated; this is useful for longitudinal and other modeling where the statistic expects subjects to have unique values. Tim Hesterberg Dear Tim, Thank you so much for your help. My random mixed model is as follows: b.lme - lme(sbp ~ age + gender, data=bdat, random=~1/clinic/id

[R] Stratified Bootstrap question

2005-03-30 Thread Tim Hesterberg
link to the student version) For the missing values, consider the S+Missing library, which offers multiple imputation. With S+, do library(missing) Tim Hesterberg P.S. The combination of sampling by subject and stratified sampling was terribly messy to program. If I'd known in advance

[R] Re: [S] January advanced R/Splus course in Boston?

2004-01-19 Thread Tim Hesterberg
://www.insightful.com/services/schedule.asp http://www.insightful.com/services/course.asp?CID=37 I'm also giving a Bootstrap Methods and Permutation Tests course, same places. Tim Hesterberg | Tim Hesterberg Research Scientist