R-beta: questions and comments
scholz at redwood.rt.cs.boeing.com
Wed Jan 21 00:44:30 CET 1998
Let me first tell you that you and your cohorts are
doing a great service to the statistical community
with R. I have been working with Rseptbeta under
Win95 and I am very impressed with its capabilities.
I thought I give you some feedback gained from
my limited playing with R.
fritz.scholz at boeing.com
When loading the Survival package, which is
not yet supposed to work, it seems that glm
does not work either. Without Survival glm
seems to work. I am not sure whether this
gives a clue concerning the problems with Survival.
One interesting application is to Weibull data
which is only observed at single inspection
points T_1, ..., T_n, not all the same and
contained in insp.times. The only thing that is
known about the actual lifetimes X_1, ..., X_n
is whether X_i < T_i or not, giving me the 0,1
vector status. One can then get the mle's of the
Weibull scale (alpha) and shape (beta) parameters
dat <- data.frame(status=status,insp.times=insp.times)
out <- glm(status ~ log(insp.times),
Then alpha <- exp(-out$coef/out$coef) and
beta <- out$coef will do it.
I don't know whether this example usage is known
in this form?
The fix function seems to work on an existing
object although I did not see it documented.
However, a few times after repeated use of
fix I was unable to write to a file on trying
to exit. The only way out was to stop R without
the ability to save the workspace. Can't quite
make this reproducible yet, but it has happened
a few times.
In glm the offset does not seem to work.
When I generate data like
n <- 100
beta <- 2
x <- 5*(0:n)/n
y <- x+beta*x+rnorm(n)
dat <- data.frame(y=y,x=x)
then out contains two numbers differing by 1, indicating
that glm.fit seems to work and glm does not
honor the offset.
I was trying to implement the Weibull estimation routines
as described in Chapter 13 of Gen. Lin. Models 2nd ed
by McCullagh and Nelder, and that's when I ran into
trouble with offset.
It seems that xx <- de() works, whereas xx <- data.entry()
does not, gives me xx=NULL on exit.
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