Re: [R] strange PREDICTIONS from a PIECEWISE LINEAR (mixed) MODEL

2011-03-21 Thread Kevin Wright
1. Try using set.seed for better reproducibility.
2. Does this really work for you?  I get


mydf - data.frame(x, y,id)
mod2-lme(y ~ x + x*(x-1), random=~x|id,
+   data=mydf)
Error in lme.formula(y ~ x + x * (x  -1), random = ~x | id, data = mydf) :
  nlminb problem, convergence error code = 1
  message = iteration limit reached without convergence (9)

Enter a frame number, or 0 to exit

1: lme(y ~ x + x * (x  -1), random = ~x | id, data = mydf)
2: lme.formula(y ~ x + x * (x  -1), random = ~x | id, data = mydf)



Kevin



On Sat, Mar 19, 2011 at 6:16 AM, Federico Bonofiglio bonori...@gmail.comwrote:

 Hi Dears,

 When I introduce an interaciton in a piecewise model I obtain some quite
 unusual results.

 If that would't take u such a problem I'd really appreciate an advise from
 you.

 I've reproduced an example below...

 Many thanks




 x-rnorm(1000)

 y-exp(-x)+rnorm(1000)

 plot(x,y)
 abline(v=-1,col=2,lty=2)


 mod-lm(y~x+x*(x-1))

 summary(mod)

 yy-predict(mod)

 lines(x[order(x)],yy[order(x)],col=2,lwd=2)


 #--lme

 #grouping factor, unbalanced

 g-as.character(c(1:200))
 id-sample(g,size=1000,replace=T,
 prob=sample(0:1,200,rep=T))

 table(id)   #unbalanced



 mod2-lme(y~x+x*(x-1),random=~x|id,
 data=data.frame(x,y,id))

 summary(mod2)


 newframe-data.frame(  #fictious id
 id=fictious,
 x)

 newframe[1:5,]

 #predictions

 yy2-predict(mod2,level=0, newdata=newframe)


 lines(x[order(x)],yy2[order(x)],col=blue,lwd=2)



 # add variable in the model

 z-rgamma(1000,4,6)

 mod3-lme(y~x+x*(x-1)+z
 ,random=~x|id,
 data=data.frame(x,y,z,id))

 summary(mod3)


 #new id

 newframe2-data.frame(  #fictious id
 id=fictious,
 x,
 z)


 #predict

 yy3-predict(mod3,level=0, newdata=newframe2)


 lines(x[order(x)],yy3[order(x)],col=green,lwd=2)



 # ADD INTERACTION  z:x



 mod4-lme(y~x+x*(x-1)+

 z+
   z:x+
 z:x*(x-1)

   ,random=~x|id,
 data=data.frame(x,y,z,id))



 #predict

 yy4-predict(mod4,level=0, newdata=newframe2)


 lines(x[order(x)],yy4[order(x)],col=violet,lwd=2)  #something bizarre
#starts to happen
#in the predicted values

 # they begin to jiggle around the straight line








 --
 *Little u can do against ignorance,it will always disarm u:
 is the 2nd principle of thermodinamics made manifest, ...entropy in
 expansion.**But setting order is the real quest 4 truth, ..and the
 mission of a (temporally) wise dude.
 *

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 https://stat.ethz.ch/mailman/listinfo/r-help
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 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.


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and provide commented, minimal, self-contained, reproducible code.


[R] strange PREDICTIONS from a PIECEWISE LINEAR (mixed) MODEL

2011-03-19 Thread Federico Bonofiglio
Hi Dears,

When I introduce an interaciton in a piecewise model I obtain some quite
unusual results.

If that would't take u such a problem I'd really appreciate an advise from
you.

I've reproduced an example below...

Many thanks




x-rnorm(1000)

y-exp(-x)+rnorm(1000)

plot(x,y)
abline(v=-1,col=2,lty=2)


mod-lm(y~x+x*(x-1))

summary(mod)

yy-predict(mod)

lines(x[order(x)],yy[order(x)],col=2,lwd=2)


#--lme

#grouping factor, unbalanced

g-as.character(c(1:200))
id-sample(g,size=1000,replace=T,
prob=sample(0:1,200,rep=T))

table(id)   #unbalanced



mod2-lme(y~x+x*(x-1),random=~x|id,
data=data.frame(x,y,id))

summary(mod2)


newframe-data.frame(  #fictious id
id=fictious,
x)

newframe[1:5,]

#predictions

yy2-predict(mod2,level=0, newdata=newframe)


lines(x[order(x)],yy2[order(x)],col=blue,lwd=2)



# add variable in the model

z-rgamma(1000,4,6)

mod3-lme(y~x+x*(x-1)+z
,random=~x|id,
data=data.frame(x,y,z,id))

summary(mod3)


#new id

newframe2-data.frame(  #fictious id
id=fictious,
x,
z)


#predict

yy3-predict(mod3,level=0, newdata=newframe2)


lines(x[order(x)],yy3[order(x)],col=green,lwd=2)



# ADD INTERACTION  z:x



mod4-lme(y~x+x*(x-1)+

z+
   z:x+
 z:x*(x-1)

   ,random=~x|id,
data=data.frame(x,y,z,id))



#predict

yy4-predict(mod4,level=0, newdata=newframe2)


lines(x[order(x)],yy4[order(x)],col=violet,lwd=2)  #something bizarre
#starts to happen
#in the predicted values

# they begin to jiggle around the straight line








-- 
*Little u can do against ignorance,it will always disarm u:
is the 2nd principle of thermodinamics made manifest, ...entropy in
expansion.**But setting order is the real quest 4 truth, ..and the
mission of a (temporally) wise dude.
*

[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.