[R] fixed effects
ivowel at gmail.com
Tue Mar 28 04:29:11 CEST 2006
dear R wizards:
X is factor with 20,000*20=800,000 observations of 20,000 factors.
I.e., each factor has 20 observations. y is 800,000 normally
distributed data points. I want to see how much R^2 the X factors can
provide. Easy, right?
> lm ( y ~ X)
> aov( y ~ X)
Error: cannot allocate vector of size 3125000 Kb
is this computationally infeasible? (I am not an expert, but
off-hand, I thought this can work as long as the X's are just factors
= fitted means.)
fixed.effects(nlme) Extract Fixed Effects
fixed.effects.lmList(nlme) Extract lmList Fixed Effects
lme(nlme) Linear Mixed-Effects Models
lmeStruct(nlme) Linear Mixed-Effects Structure
nlme(nlme) Nonlinear Mixed-Effects Models
nlmeStruct(nlme) Nonlinear Mixed-Effects Structure
Type 'help(FOO, package = PKG)' to inspect entry 'FOO(PKG) TITLE'.
ok---I want to read the fixed.effects help. could the help system
tell me how to inspect these entries?
two entries, as above. nothing new.
eventually, it dawned on me that nlme in parens was not a function
argument, but the name of the package within which fixed.effects
lives. Suggestion: maybe a different notation to name packages would
be more intuitive in the help system. yes, I know it now, but other
novices may not. even a colon instead of a () may be more intuitive
in this context.
> library(nlme); ?lme
> lme(y ~ X)
Error in getGroups.data.frame(dataMix, groups) :
Invalid formula for groups
now I have to beg for some help. ok, blatant free-riding. the lme
docs tells me it does the Laird and Ware model, but I do not know this
model. the only two examples given at the end of the lme help file
seem to be similar to what I just specified. so, how do I execute a
simple fixed-effects model? (later, I may want to add a variable Z
that is a continuous random variable.) could someone please give me
one quick example? help is, as always, highly appreciated.
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