# Tagged Questions

Use this tag for any *on-topic* question that (a) involves R either as a critical part of the question or expected answer, & (b) is not *just* about how to use R.

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### MLEs from glmer {lme4} in R

Numerically deriving the MLEs of GLMM is difficult and, in practice, I know, we should not use the brute force optimization (e.g., using optim in a simple way). But ...
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### Implementation of CoVaR (a systemic risk measure) in R

I'm trying to estimate CoVaR using bivariate DCC GARCH in R. The concept of CoVaR is the dependence adjusted of VaR, which was first introduced by Adrian and Brunnermeier (2011). However, this ...
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### Understanding Singular Value Decomposition in the context of LSI

My question is generally on Singular Value Decomposition (SVD), and particularly on Latent Semantic Indexing (LSI). Say, I have $A_{word \times document}$ that contains frequencies of 5 words for ...
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### Writing out the mathematical equation for a multilevel mixed effects model

The CV Question I'm trying to give (a) detailed and concise mathematical representation(s) of a mixed effects model. I am using the lme4 package in R. What is the ...
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### Bootstrap: estimate is outside of confidence interval

I did a bootstrapping with a mixed model (several variables with interaction and one random variable). I got this result (only partial): ...
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### Compressed sensing: Optimization in $L_1$ norm and total variation with fourier coefficients

I'm reading the article Robust Uncertainty Principles: Exact Signal Reconstruction from Highly Incomplete Frequency Information (Candes, Romberg and Tao, 2004). In this article they are talking ...
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### Numerical properties of the logistic growth model for non-linear regression

I am using the nls procedure in R to fit a logistic growth model. In their SSlogis function, José Pinheiro and Douglas Bates chose the formulation ...
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### Interpretation of crossed random effect interactions in lme4

I'm considering a model in lme4 in which I am estimating random effects for two crossed factors, very similar to the Machines example in Bates' 2010 draft book (http://lme4.r-forge.r-project.org/lMMwR/...
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### Bootstrapping clusters in R

I am running a negative binomial regression of clinic counts in each county in the entire country (~3k counties). I'd like to at least partially account for the non-independence of neighboring ...
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### R-squared in linear model verses deviance in generalized linear model?

Here's my context for this question: From what I can tell, we cannot run an ordinary least squares regression in R when using weighted data and the survey package. ...
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### Stationarity tests for time series

I am currently working on time series modeling, especially on stationarity tests. For this purpose, I am extensively using Pfaff's book "Analysis of integrated and cointegrated time series with R" and ...
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### Regression line envelope from Census ACS data

Context: I’m working with the Census Bureau’s American Community Survey (ACS) data which are samples (not complete enumerations) aggregated at different spatial scales. Each ACS estimate is provided ...
I've been under the impression that the mid-$p$ values generally control the Type I error, and consequently confidence intervals based on mid-$p$ values control the coverage. However I have checked ...