Displaying 20 results from an estimated 97 matches for "wage".
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2012 Dec 01
1
reading json tables
...RJSON packages, but they require that the lines be
pre-parsed somehow in ways I don't understand. Can someone help?
> wheat <- readLines("http://mbostock.github.com/protovis/ex/wheat.js")
> str(wheat)
chr [1:70] "var wheat = [" " { year: 1565, wheat: 41, wages: 5 }," ...
>
The wheat.js file looks like this and defines two tables: wheat and
monarch:
var wheat = [
{ year: 1565, wheat: 41, wages: 5 },
{ year: 1570, wheat: 45, wages: 5.05 },
{ year: 1575, wheat: 42, wages: 5.08 },
{ year: 1580, wheat: 49, wages: 5.12 },
{ year: 1...
2009 Oct 31
1
Help me improving my code
Hi,
I am new to R. My problem is with the ordered logistic model. Here is my
question:
Generate an order discrete variable using the variable
wrwage1 = wages in first full calendar quarter after benefit application
in the following way:
*
wage*1*Ordered *=
1 *if*0 *· wrwage*1 *< *1000
2 *if*1000 *· wrwage*1 *< *2000
3 *if*2000 *· wrwage*1 *< *3000
4 *if*3000 *· wrwage*1 *< *4000
5 *ifwrwage*1 *¸ *4000.
Estimate an order logi...
2005 Aug 13
1
How to make a lagged variable in panel data?
Suppose we observe N individuals, for each of which we have a
time-series. How do we correctly create a lagged value of the
time-series variable?
As an example, suppose I create:
A <- data.frame(year=rep(c(1980:1984),3),
person= factor(sort(rep(1:3,5))),
wage=c(rnorm(15)))
> A
year person wage
1 1980 1 0.17923212
2 1981 1 0.25610292
3 1982 1 0.50833655
4 1983 1 -0.42448395
5 1984 1 0.49233532
6 1980 2 -0.49928025
7 1981 2 0.06842660
8 1982 2 0.65677575
9 1983...
2009 Sep 03
2
How can I appoint a small part of the whole data
Dear all,
I have 1980~1990 eleven datas,
every year have three variables,
wage
gender(1=female, 2=male)
race(1=black, 2=white)
My original commands is:
fig2b<-reldist(y=mu1990$wage,yo=mu1980$wage,.......)
I have three questions:
1. If I want to appoint y=women's wage in 1990
yo=women's wage in 1980
2. If I want to appoint y=wo...
2004 Oct 03
1
How might one write this better?
I am trying to simulate the trajectory of the pension assets of one
person. In C-like syntax, it looks like this:
daily.wage.growth = 1.001 # deterministic
contribution.rate = 0.08 # deterministic 8%
Wage = 10 # initial
Asset = 0 # initial
for (10,000 days) {
Asset += contribution.rate * Wage # accreting contrib...
2009 Nov 27
1
problem with "dynformula" from "plm" package [RE-POST]
Hello list,
I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on
how to use "plm" to run panel regressions, and am having trouble with
what I believe should be something very basic.
When I run the command (p.9 in the paper):
R>
dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE))
I see:
emp ~ wage + capital
rather than the complete model that is given in the paper:
log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(wage), 2) +
lag(log(wage), 3) + diff(capital, 2) + diff(capi...
2012 Nov 15
2
Optimizing
...mmands and it was a
little over my head.
I have a dataset with 4 columns, name, type, value, and cost. The set
consists of a list of people, which have 3 types. I want to choose 6
people, two of each type, and maximize the sum of their values. However,
I'm subject to the constraint that the wage of the three people has to sum
to less than 20 dollars. Here is some sample data.
people <- c("A", "B", "C", "D", "E", "F", "G", "H", "I")
type<- c(1, 1, 1, 1, 2, 2, 3, 3, 3)
value<-c(25.20, 24, 38,...
2024 Jan 28
1
2SLS with Fixed Effects and Control Variables
...eiber, and Achim Zeileis,
I am attempting to run various independent variable parameters to assess
their suitability. Unfortunately, I hit a snag and couldn't get the tests
to run properly. When I used ivreg, I got an error message saying: "Error
in eval(predvars, data, env) : object 'WageInequality' not found."
Can you please help?
Model: numeric(WageInequality) = numeric(EffectiveMinimum) +
numeric(EffectiveMinimum2)
(whereas EffectiveMinimum2 is the quadratic form of EffectiveMinimum)
Instruments: numeric(`Log Real Minimum Wage`) + numeric(`Log Real Minimum
Wage2`) + n...
2013 Sep 22
2
colores
Como usas la función image puedes consultar la ayuda ?image o help(image) y
encontrarás el siguiente ejemplo donde se usa un diferente color Palette
(mencionada por pepeceb en su respuesta).
x <- 10*(1:nrow(volcano))
y <- 10*(1:ncol(volcano))
image(x, y, volcano, col = terrain.colors(100), axes = FALSE)
# O puedes usar directamente el número para indicar el color
image(x, y, volcano, col =
2012 Apr 25
4
"Conditional" average
Hello, I have a set of data including age, wage and education level each
called age76, wage76 and grade76 I want to know how i can calculate the
average wage of people age 15 to 65 (each year separetly) , only for those
who have an education level of 10 12 and 16...
--
View this message in context: http://r.789695.n4.nabble.com/Conditional-ave...
2005 Feb 16
1
Setting log(0) to 0
Hi,
I'm trying to do a regression like this:
wage.r = lm( log(WAGE) ~ log(EXPER)
where EXPER is an integer that goes from 0 to about 50. EXPER contains
some zeros, so you can't take its log, and the above regression
therefore fails. I would like to make R accept log(0) as 0, is that
possible? Or do I have first have to turn the 0's int...
2010 May 03
2
Hierarchical factors
Hello,
Hierarchical factors are a very common data structure. For instance, one
might have municipalities within states within countries within
continents. Other examples include occupational codes, biological
species, software types (R within statistical software within analytical
software), etc.
Such data structures commonly use hierarchical coding systems. For
example, the 2007 North
2010 Feb 28
1
"Types" of missingness
...d '.' whereas '.a' and '.b' etc are treated
as missing too, but can all be distinguished from another (they are even
ordinal such that . < .a < .b).
To give a simplistic example in R, let
> dat <- data.frame(
+ hours = c(36, 40, 40, 0, 37.5, 0, 36, 20, 40),
+ wage = c( 15.5, 7.5, 8, -1, 17.5, -1, -2, 13, -2))
> dat
hours wage
1 36.0 15.5
2 40.0 7.5
3 40.0 8.0
4 0.0 -1.0
5 37.5 17.5
6 0.0 -1.0
7 36.0 -2.0
8 20.0 13.0
9 40.0 -2.0
where for wages -1 indicates "didn't work" and -2 indicates "refused to
respond". How...
2009 Jul 30
0
package "reldist" version 1.5-5.1 : how to not just compare two years's wage distribution
...mean sample from comparison distribution
yo mean sample from reference distribution
but I would like to compare more than two years
( A total of fifteen years, from 1979, 1981, 1983, 1985..........to 2007)
how should I correct my programs in the below,
then I can compare fifteen years's wage distribution?
fig2b <- reldist(y=mu1981$b1,yo=mu1979$b1,ci=F,smooth=0.4,
yowgt=mu1979$weight2,ywgt=mu1981$weight2,
bar=TRUE,
yolabs=seq(-1,3,by=0.5),
ylim=c(0,2.5),cex=0.8,
ylab="Relative Density",...
2013 Sep 22
0
colores
Por favor ver comentario con las las letras mayúsculas
data("CPS1985", package = "AER")
cps <- CPS1985
cps [1:10,]
dim( cps)
names( cps)
library("quantreg")
#regresion usual
cps_lm <- lm(log(wage) ~ experience + I(experience^2) +
+ education, data = cps)
#regresion por quantiles, tau son los cuantiles seleccionados
cps_rq <- rq(log(wage) ~ experience + I(experience^2) +
+ education, data = cps, tau = seq(0.2, 0.8, by = 0.15))
#we compute p...
2009 Jan 21
0
trouble switching to 'plm' from 'xtabond' and Stata
...nalyze the UK Employment Data. I am trying to replicate Roodman's
results for the UK Employment data using R instead of Stata but I am
having limited success.
Using:
>library('plm')
>data("EmplUK", package = "plm")
>emp.plm <- plm(dynformula(emp ~ wage + capital + output, lag =
list(2, 1, 2, 2), log = TRUE), EmplUK, effect = "time")
>summary(emp.plm)
I am able to perfectly replicate Roodman's "naive model" (on page 17)
regressing Log(Employment) on its own first and second lags as well as
current and first lags...
2024 Jan 28
0
2SLS with Fixed Effects and Control Variables
...>
> I am attempting to run various independent variable parameters to assess
> their suitability. Unfortunately, I hit a snag and couldn't get the tests to
> run properly. When I used ivreg, I got an error message saying: "Error in
> eval(predvars, data, env) : object 'WageInequality' not found."?
> Can you please help?
> Model: numeric(WageInequality) = numeric(EffectiveMinimum) +
> numeric(EffectiveMinimum2)
> (whereas EffectiveMinimum2 is the quadratic form of EffectiveMinimum)
>
> Instruments: numeric(`Log Real Minimum Wage`) + numeric(...
2012 Nov 29
1
instrumental variables regression using ivreg (AER) or tsls (sem)
...sically, here are the R commands (reproducible example) from that
site:
# ------ begin R
library(AER)
library(lmtest)
data("CollegeDistance")
cd.d<-CollegeDistance
simple.ed.1s<- lm(education ~ distance,data=cd.d)
cd.d$ed.pred<- predict(simple.ed.1s)
simple.ed.2s<- lm(wage ~ urban + gender + ethnicity + unemp + ed.pred ,
data=cd.d)
# ------ end R
This yields the following summary:
summary(simple.ed.2s)
Call:
lm(formula = wage ~ urban + gender + ethnicity + unemp + ed.pred,
data = cd.d)
Residuals:
Min 1Q Median 3Q Max
-3.1692 -0.8294 0...
1999 Jun 07
2
RedHat 6.0, /dev/pts permissions bug when using xterm (fwd)
[Mod: forwarded from BUGTRAQ -- alex]
---------- Forwarded message ----------
Date: Sun, 6 Jun 1999 19:15:05 +0000
From: noc-wage <wage@IDIRECT.CA>
To: BUGTRAQ@NETSPACE.ORG
Subject: RedHat 6.0, /dev/pts permissions bug when using xterm
Once again I''ve come up with another trivial Denial of Service flaw,
(wow,
I seem to be good at this Conseal Firewall, +++ath0, ppp byte-stuffing)
It''s been a few mont...
2009 Nov 27
3
problem with "dynformula" from "plm" package
Hello list,
I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on how to
use "plm" to run panel regressions, and am having trouble with what I
believe should be something very basic.
When I run the command (p.9 in the paper):
R>
dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE))
I see:
emp ~ wage + capital
rather than the complete model that is given in the paper:
log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(wage), 2) +
lag(log(wage), 3) + diff(capital, 2) + diff(capi...