Re:  Heteroscedasticity and mgcv. (Collin Lynch)

The GAMLSS package can model heterogeneity in the scale parameter (e.g.
standard deviastion) [and also heterogeity in skewness and kurtosis
parameters].of the response variable distribution.

For parametric models a generalized likelihood ratio test can be used to
test whether the heterogeity is needed.

Alternatively a generalized Akaike information criterion (GAIC) can be used
to compare models.

Robert Rigby



On Date: Sat, 26 Oct 2013 23:57:51 -0400 (EDT    Collin Lynch <
coll...@cs.pitt.edu> wrote
Subject: [R] Heteroscedasticity and mgcv.

I have a two part question one about statistical theory and the other
about implementations in R.  Thank you for all help in advance.

(1) Am I correct in understanding that Heteroscedasticity is a problem for
Generalized Additive Models as it is for standard linear models?  I am
asking particularly about the GAMs as implemented in the mgcv package.
Based upon my online search it seems that some forms of penalized splines
can address heteroscedasticity while others cannot and I'm not sure what
is true of the methods used in mgcv.

(2) Assuming that heteroscedasticity is a problem for the mgcv GAMs, can
anyone recommend a good test implementation?  I am familiar with the
ncvTest method implemented in the car package but that applies only to
lms.


On 27 October 2013 11:00, <r-help-requ...@r-project.org> wrote:

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> Today's Topics:
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>    1. Heteroscedasticity and mgcv. (Collin Lynch)
>    2. About K-means Clustering (pragya.pancha...@gmail.com)
>    3. Re: Code Book from SPSS Data (Barry Rowlingson)
>    4. Re: About K-means Clustering (Rui Barradas)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Sat, 26 Oct 2013 23:57:51 -0400 (EDT)
> From: Collin Lynch <coll...@cs.pitt.edu>
> To: r-help@r-project.org
> Subject: [R] Heteroscedasticity and mgcv.
> Message-ID:
>         <pine.lnx.4.44.1310262351240.17762-100...@hydrogen.cs.pitt.edu>
> Content-Type: TEXT/PLAIN; charset=US-ASCII
>
> I have a two part question one about statistical theory and the other
> about implementations in R.  Thank you for all help in advance.
>
> (1) Am I correct in understanding that Heteroscedasticity is a problem for
> Generalized Additive Models as it is for standard linear models?  I am
> asking particularly about the GAMs as implemented in the mgcv package.
> Based upon my online search it seems that some forms of penalized splines
> can address heteroscedasticity while others cannot and I'm not sure what
> is true of the methods used in mgcv.
>
> (2) Assuming that heteroscedasticity is a problem for the mgcv GAMs, can
> anyone recommend a good test implementation?  I am familiar with the
> ncvTest method implemented in the car package but that applies only to
> lms.
>
>         Thank you,
>         Collin Lynch.
>
>
>
> ------------------------------
>
> Message: 2
> Date: Sun, 27 Oct 2013 01:56:18 +0000
> From: <pragya.pancha...@gmail.com>
> To: "=?utf-8?Q?r-h...@lists.r-project.org?=" <R-help@r-project.org>
> Subject: [R] About K-means Clustering
> Message-ID: <526c7372.c77ee00a.210b.7...@mx.google.com>
> Content-Type: text/plain
>
> Hi,
>
> I need some answers regarding to R.  In K-means clustering ,for  K=2, How
> can I find the members of each cluster and  What are the coordinates for
> the cluster centers?
> Please send me a reply soon.
>
>
> Thank You
>
>
>
> Sent from Windows Mail
>         [[alternative HTML version deleted]]
>
>
> ------------------------------
>
> Message: 3
> Date: Sun, 27 Oct 2013 08:32:55 +0000
> From: Barry Rowlingson <b.rowling...@lancaster.ac.uk>
> To: Peter Maclean <pmaclean2...@yahoo.com>
> Cc: "r-help@r-project.org" <r-help@r-project.org>
> Subject: Re: [R] Code Book from SPSS Data
> Message-ID:
>         <
> canvkczmm9g6vt8o03myenskwuyudebomqfoxmrk8nhdtk7f...@mail.gmail.com>
> Content-Type: text/plain; charset=ISO-8859-1
>
> On Sat, Oct 26, 2013 at 9:37 PM, Peter Maclean <pmaclean2...@yahoo.com>
> wrote:
> > I do not have SPSS and I would like to create a code book in a data
> frame format using R.
>
> > #How could I extract a codebook (without Summary statistics for
> printing)?
>
>  This isn't that clear because I don't think 'codebook' is something
> well-defined. Describe the rows and columns of the data frame you want
> to create.
>
> Barry
>
>
>
> ------------------------------
>
> Message: 4
> Date: Sun, 27 Oct 2013 10:05:14 +0000
> From: Rui Barradas <ruipbarra...@sapo.pt>
> To: pragya.pancha...@gmail.com, "r-h...@lists.r-project.org"
>         <R-help@r-project.org>
> Subject: Re: [R] About K-means Clustering
> Message-ID: <526ce55a.5010...@sapo.pt>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
> Hello,
>
> Both questions are answered in the help page for kmeans(). At an R
> prompt type
>
> ?kmeans
>
> and read the section Value. The membership is given by 'cluster' and the
> centers by 'centers'. See also the very first example.
>
> Hope this helps,
>
> Rui Barradas
>
> Em 27-10-2013 01:56, pragya.pancha...@gmail.com escreveu:
> > Hi,
> >
> > I need some answers regarding to R.  In K-means clustering ,for  K=2,
> How can I find the members of each cluster and  What are the coordinates
> for the cluster centers?
> > Please send me a reply soon.
> >
> >
> > Thank You
> >
> >
> >
> > Sent from Windows Mail
> >       [[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.
> >
>
>
>
> ------------------------------
>
> _______________________________________________
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> End of R-help Digest, Vol 128, Issue 29
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