[R] RE
nmi13
nmi13 at ext.canterbury.ac.nz
Wed Aug 2 08:43:01 CEST 2006
Hi any,
Can some please detail me the createX command in bayesm package?
To make things easy for you to help me, let me put forward my problem
Suppose I have 3 covariates (say X matrix) and my Y has 3 categories say
(1,2,3). Now from the CreateX I understand that the data matrix say 'Xa' must
be of dimension n* (naxp), where 'na' is the number of variables and 'p' is
the number of categories that Y has and 'n' is the number of observations. Now
the Xa matrix will have 9 columns if I give na=3 and p=3, and 6 columns if I
give na =2 and p=3. I understand this part. In order to create Xa with a
dimension of n*9 or n*6 we have to create Xa as cbind(Xa,-Xa) and now when I
get the design matrix say XD then I have 5 or 4 variables, which will be same
as the beta matrix that I intend to get, I get this, but my question is when
I get the XD matrix as explained below the covariate matrix (X) which
initially had 3 columns now changed to a 9 rows and one column and two
additional variables X4 and X5 as explained belwo which I guess for the beta,
what is the role of these variables in the 'rmnlIndepMetrop'analysis.
example
x1<-runif(3,-1,1)
x2<-runif(3,0,1)
x3<-runif(3,10,50)
X<-cbind(x1,x2,x3)
X
x1 x2 x3
[1,] -0.9701396 0.4084203 41.31097
[2,] 0.3844539 0.4791997 36.85861
[3,] 0.2732056 0.5433642 13.14610
Xa<-cbind(X,-X)
XD<-createX(p=3,na=2,nd=NULL,Xa=Xa,Xd=NULL)
XD
[,1] [,2] [,3] [,4]
[1,] 1 0 -0.9701396 0.9701396
[2,] 0 1 0.4084203 -0.4084203
[3,] 0 0 41.3109655 -41.3109655
[4,] 1 0 0.3844539 -0.3844539
[5,] 0 1 0.4791997 -0.4791997
[6,] 0 0 36.8586070 -36.8586070
[7,] 1 0 0.2732056 -0.2732056
[8,] 0 1 0.5433642 -0.5433642
[9,] 0 0 13.1461040 -13.1461040
Xa<-cbind(X,-X,X^2) (is this a correct way)
XD<-createX(p=3,na=3,nd=NULL,Xa=Xa,Xd=NULL)
XD
[,1] [,2] [,3] [,4] [,5]
[1,] 1 0 -0.9701396 0.9701396 0.9411709
[2,] 0 1 0.4084203 -0.4084203 0.1668071
[3,] 0 0 41.3109655 -41.3109655 1706.5958746
[4,] 1 0 0.3844539 -0.3844539 0.1478048
[5,] 0 1 0.4791997 -0.4791997 0.2296324
[6,] 0 0 36.8586070 -36.8586070 1358.5569127
[7,] 1 0 0.2732056 -0.2732056 0.0746413
[8,] 0 1 0.5433642 -0.5433642 0.2952447
[9,] 0 0 13.1461040 -13.1461040 172.8200512
In the above example my X matrix as you can see has 3 columns with 3
observations, which now in XD are 9 observations in 3rd column, I don't know
how col 4 and col 5 of XD play a role in computing the llmnl and
rmnlIndepMetrop.
Thanks for all your help and time.
Regards,
Murthy.
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