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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12
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0answers
457 views

What are the options in proportional hazard regression model when Schoenfeld residuals are not good?

I am doing a Cox proportional hazards regression in R using coxph, which includes many variables. The Martingale residuals look great, and the Schoenfeld residuals ...
8
votes
0answers
494 views

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 ...
8
votes
0answers
2k views

How to analyze longitudinal count data: accounting for temporal autocorrelation in GLMM?

Hello statistical gurus and R programming wizards, I am interested in modeling animal captures as a function of environmental conditions and day of the year. As part of another study, I have counts ...
7
votes
0answers
3k views

What does the anova() command do with a lmer model object?

Hopefully this is a question that someone here can answer for me on the nature of decomposing sums of squares from a mixed-effects model fit with lmer (from the ...
7
votes
0answers
252 views

p-value adjustment for Local Moran's I statistic (LISA)

I'm working with some exploratory spatial analysis in R using spdep package. I came across an option to adjust p-values of local indicators of spatial association (LISA) calculated using ...
7
votes
0answers
3k views

Unable to fit negative binomial regression in R (attempting to replicate published results)

Attempting to replicate the results from the recently published article, Aghion, Philippe, John Van Reenen, and Luigi Zingales. 2013. "Innovation and Institutional Ownership." American Economic ...
7
votes
0answers
481 views

Predicting count data with random forest

Can a Random Forest be trained to appropriately predict count data? How would this proceed? I have quite a extensive range of values so classification doesn't really make sense. If I would use ...
7
votes
0answers
388 views

Can these data be aggregated into a proportion for a binomial glm?

We asked 60 people to list as many restaurant franchises in Atlanta as they could. The overall list included over 70 restaurants, but we eliminated those that were mentioned by fewer than 10% of the ...
6
votes
0answers
97 views

What is the name of the density estimation method where all possible pairs are used to create a Normal mixture distribution?

I just thought of a neat (not necessarily good) way of creating one dimensional density estimates and my question is: Does this density estimation method have a name? If not, is it a special case of ...
6
votes
0answers
681 views

glmer in R: Significance estimates are not robust to order of data frame

I'm using a mixed effects model with logistic link function (using lme4 version 1.1-7 in R). However, I noticed that the estimates of significance for fixed effects change depending on the order of ...
6
votes
0answers
110 views

Why are confidence intervals for predicted values so large?

The data for this question can be downloaded with this code: ...
6
votes
0answers
345 views

Lasso on Negative Binomial Regression Model

Is there anyway that I can perform LASSO with Negative Binomial Regression on R? I am performing a negative binomial regression on my dataset because the data are too dispersed to impose poisson ...
6
votes
0answers
499 views

Contrast matrix definition

What exactly is contrast matrix and how exactly is contrast matrix specified? I.e. what are columns, what are rows, what are the constraints on that matrix and what does number in column ...
6
votes
0answers
137 views

Standard errors from flexsurvreg

I'm using the flexsurv package (in R) to fit an exponential distribution to the veteran ...
6
votes
0answers
65 views

Territories from observations

I have a number of animal observations, and want to deduce the number of territories (i.e. the number of individual animals) from this. More formally, the problem can be stated as follows: Each ...
6
votes
0answers
2k views

Interpreting time series decomposition using TBATS from R forecast package

I would like to decompose the following time series data into seasonal, trend, and residual componenets. The data is an hourly Cooling Energy Profile from a commercial building: ...
6
votes
0answers
3k views

Choosing complexity parameter in CART

In the rpart() routine to create CART models, you specify the complexity parameter to which you want to prune your tree. I have seen two different recommendations for choosing the complexity ...
6
votes
0answers
1k views

How to compute confidence interval in ANOVA with repeated measures?

I made a model using repeated measures univariate ANOVA in R. ...
6
votes
0answers
279 views

Average Structural Function Calculation

EDIT: I have solved this problem myself. The problem with the simulation below is that the omitted variable should not be included in the 'true model'. I have written a blog post with a more detailed ...
6
votes
0answers
485 views

Modeling a spline over time — design matrix and survey of approaches

A response variable y is a nonlinear function of a number of predictor variables X (in my real data the response is binomially distributed, but here I'm using a normally-distributed value for ...
6
votes
0answers
563 views

Testing for a significant difference between ML estimates: Likelihood ratio or Wald test?

I am trying to test whether or not there is a significant difference between maximum likelihood estimates of two genetic parameters (selection and dominance) across two environments with genotype data ...
6
votes
0answers
283 views

Tree size in gradient tree boosting

Gradient tree boosting as proposed by Friedman uses decision trees with J terminal nodes (=leaves) as base learners. There are a number of ways to grow a tree with ...
6
votes
0answers
458 views

Fitting a special mixed model in R - alternatives to optim()

I would like to do something in R that SAS can do using SAS's proc mixed (there is some way to do in STATA es well), namely fitting the so called Bivariate model from Reitsma et al (2005). This model ...
6
votes
0answers
103 views

Is there an equivalent of ARMA for rank correlation?

I am looking at extremely non linear data for which the ARMA/ARIMA models do not work well. Though, I see some autocorrelation, and I suspect to have better results for non linear autocorrelation. 1/ ...
5
votes
0answers
32 views

How to calculate log-normal distribution parameters with partial data?

Imagine we have a partial data and we know that this partial data represent only the left 5% of the log-normal distribution, which the overall data follow. How can we calculate the mean-log and sd-log ...
5
votes
0answers
26 views

Kaplan Meier estimate for data with unequal numbers in treatments

Is it possible to estimate Kaplan-Meier medians, CIs and difference with unequal sample size in treatments or do I have to do coxph? For example, in my dataset, ...
5
votes
0answers
133 views

What's wrong with this visualization of eigenvalues/vectors/PCA?

I have a dataset of 17 people, ranking 77 statements. I want to extract principal components on a rotated correlation matrix of correlations between people (as variables) across statements (as ...
5
votes
0answers
180 views

How to deal with underdispersion with binomial data

I'm working with a pretty large dataset (n = 4,500) where 10% of my points (pixels in a GIS landscape) are 1s and the rest are 0s. The full model for my data looks something like this: ...
5
votes
0answers
226 views

How to create a multivariate Brownian Bridge

It is known, that a standard multivariate Brownian bridge $ y(\mathbf u) $ is a centered Gaussian process with covariance function $$ \mathbb E(y(\mathbf u) y(\mathbf v)) = \prod_{j=1}^d (u_j \wedge ...
5
votes
0answers
295 views

Comparing ISOMAP residual variance to PCA explained variance

I am using R princomp function (from stats package) to run a PCA on a data set and I want to compare its output to that of the ...
5
votes
0answers
86 views

Variational inference engines

After doing some research on the topic, I have noticed a surprising deficit of inference packages and libraries that rely on message-passing or optimization methods for Python and R. To the best of ...
5
votes
0answers
667 views

Meaning of a convergence warning in glmer

I am using the glmer function from the lme4 package in R, and I'm using the bobyqa optimizer ...
5
votes
0answers
796 views

Fitting multilevel models to complex survey data in R

I'm looking for advice on how to analyze complex survey data with multilevel models in R. I've used the survey package to weight for unequal probabilities of ...
5
votes
0answers
106 views

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 ...
5
votes
0answers
196 views

Structure of data and function call for recurrent event data with time-dependent variables

I'm attempting to estimate the effect of 2 drugs (drug1, drug2) on the likelihood of a patient falling (...
5
votes
0answers
2k views

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 ...
5
votes
0answers
179 views

Post hoc tests for robust mixed design ANOVA using R

Is it possible to compute the function mcp2atm with unequal sample size? I ran the robust Mixed Design ANOVA by using tsplit and ...
5
votes
0answers
589 views

Which model for panel data with dependent variables from [0,1]?

I'm stuck with a regression modeling problem. I have panel data where the dependent variable is a probability. Below is an excerpt from my data. The complete panel covers more countries and years, ...
5
votes
0answers
602 views

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 ...
5
votes
0answers
506 views

The role of scale parameter in GEE

I am learning the generalized estimating equations (GEE) and the geepack R package. There are some questions that I am a little confused. In a GEE-constructed ...
5
votes
0answers
723 views

How to interpret coefficients of a multivariate mixed model in lme4 without overall intercept?

I'm trying to fit a multivariate (i.e., multiple response) mixed model in R. Aside from the ASReml-r and ...
5
votes
0answers
591 views

Asynchronous (irregular) Time Series Analysis

I am trying to analyze the lead-lag between time series of two stock prices. In regular time series analysis, we can do Cross Correlaton, VECM (Granger Causality). However how does one handle the ...
5
votes
0answers
263 views

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 ...
5
votes
0answers
373 views

Binomial mid-p value

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 ...
5
votes
0answers
270 views

Crossed random effects and unbalanced data

I am modeling some data where I think I have two crossed random effects. But the data set is not balanced, and I'm not sure what needs to be done to account for it. My data is a set of events. An ...
5
votes
0answers
741 views

Propagation of uncertainty/standard deviations in biological experiments

I am trying to work out how to propagate standard deviations in a biological experiment, but I have some difficulties. I have the following (semi)fictitious data originating from an image analysis ...
5
votes
0answers
968 views

Mixed model with repeated measures and both of two treatments with lme or lmer in R

I know just enough about lme() and lmer() to get myself by with simple models, and to get myself into trouble with more complex ...
5
votes
0answers
416 views

Canonical correlation analysis on a MICE data set

I am looking to do a canonical correlations analysis (CCA) in R, using the CCA package, on a multiply imputed dataset (obtained from the mice package). I know that ...
4
votes
0answers
71 views

How do random data eigenvalues change, as random variables are added?

I am using parallel analysis (Horn 1965) to determine how many principal components I can extract from my data. I can add more variables to my dataset, but I cannot add more cases (I know, that's ...
4
votes
0answers
28 views

Time varying coefficient in cox model

I have a model for survival after an injury that is borderline passing the Schoenfeld test for the proportional hazards assumption (cox.zph() in R). However, ...