search for: acspearot

Displaying 3 results from an estimated 3 matches for "acspearot".

2006 Apr 25
5
Heteroskedasticity in Tobit models
...tiplicative, for example). Am I missing something in survReg? Is there another package that I'm unaware of? Is there an add-on package that will test for heteroskedasticity? Thanks for your help. Cheers, Alan Spearot -- Alan Spearot Department of Economics University of Wisconsin - Madison acspearot@wisc.edu [[alternative HTML version deleted]]
2008 Jul 21
1
Large number of dummy variables
Hello, I'm trying to run a regression predicting trade flows between importers and exporters. I wish to include both year-importer dummies and year-exporter dummies. The former includes 1378 levels, and the latter includes 1390 levels. I have roughly 100,000 total observations. When I'm using lm() to run a simple regression, it give me a "cannot allocate ___" error.
2008 Jul 24
1
Parallel Processing and Linear Regression
Does anybody have any suggestions regarding applying standard regression packages lm(), hccm(), and others within a parallel environment? Most of the packages I've found only deal with iterative processes (bootstrap) or simple linear algebra. While the latter might help, I'd rather not program the estimation code. I'm currently using a IA-64 Teragrid system through UC San Diego.