Displaying 3 results from an estimated 3 matches for "3.276e".
Did you mean:
3.276
2011 Jul 13
1
AR-GARCH with additional variable - estimation problem
Dear list members,
I am trying to estimate parameters of the AR(1)-GARCH(1,1) model. I have one
additional dummy variable for the AR(1) part.
First I wanted to do it using garchFit function (everything would be then
estimated in one step) however in the fGarch library I didn't find a way to
include an additional variable.
That would be the formula but, as said, I think it is impossible to add
2010 Aug 12
3
Regression Error: Otherwise good variable causes singularity. Why?
This command
cdmoutcome<- glm(log(value)~factor(year)
> +log(gdppcpppconst)+log(gdppcpppconstAII)
> +log(co2eemisspc)+log(co2eemisspcAII)
> +log(dist)
> +fdiboth
> +odapartnertohost
> +corrupt
> +log(infraindex)
> +litrate
> +africa
>
2006 Jul 20
0
Convergence warnings from zeroinfl (package pscl)
Dear R-Helpers,
Can anyone please help me to interpret warning messages from zeroinfl
(package pscl) while fitting a zero inflated negative binomial model?
The console reports convergence and the parameters seam reasonable, but
these
<<Warning messages:
1: algorithm did not converge in: glm.fit(X, Y, family = poisson())
2: fitted rates numerically 0 occurred in: glm.fit(X, Y, family =