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.