-
currently we have wald tests for mmrm, and I wonder if we should include likelihood tests too.
The implementation should be similar to `lmertestr`
```{r}
a
-
Dear Authors,
I work in an industry, where SAS is the main standard, however R becomes slowly allowed. This industry uses extensively mixed models. There is a large stress pushed on the p-values and …
-
The standard definition of BIC is
BIC = -2 log(L*) + k log(n)
where k is the number of parameters of the _full statistical model_. When assuming a model with Gaussian errors,
y = f(x) + e, e…
-
Dgs have been updated and mod don't updated it.
-
Dear all,
I want to input ROMS current data into pygnome.
I write this code,
`from gnome.movers import PyCurrentMover
print('adding a current mover:)
curr_file = get_datafile(os.path.join(b…
-
see Stata 'r.pdf' manual
estimate y with `exog_test = (fittedvalues, fittedvalues**2)`
reject correct specification if fittedvalues**2 is significant
there might be something similar for OLS already…
-
Can we define penalization weights for regularized least squares or penalized maximum likelihood in a way that it has an interpretable scale?
Is it possible to define it in terms of an interpretable …
-
The things said in #13535 also apply to Polish translations. I also saw that some translated pages have many errors like not using imperative mood, typos, etc. Before translating more pages, we need t…
-
It seems that remedies for heteroscedasticity, such as modelling for the variances of the error using WLS or GLS, are not supported in the ordinal model module. Are there any solutions like `oglmx` pa…
-
Hi!
Would you consider adding some diagnostics to mmrm? Sure, it can be implemented manually, residuals can be QQ-plotted, but it would be nice some ready-to-go tools for the assessment of the impact…