Displaying 9 results from an estimated 9 matches for "ag2".
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2007 Feb 19
1
Urgent: How to obtain the Consistent Standard Errors after apply 2SLS through tsls() from sem or systemfit("2SLS") without this error message !!!!!!!!!!!!!
Hi,
I am trying to obtain the heteroskedasticity consitent standard errors
(HCSE) after apply 2SLS. I obtain 2SLS through tsls from package sem or
systemfit:
#### tsls ####
library (sem)
Reg2SLS <-tsls(LnP~Sc+Ag+Ag2+Var+R+D,~I2+Ag+Ag2+Var+R+D)
summary (Reg2SLS)
#### systemfit ####
library (systemfit)
RS <- LnP~Sc+Ag+Ag2+Var+R+D
Inst <- ~I2+Ag+Ag2+Var+R+D
labels <-list("RS")
system <-list(RS)
Reg2SLS <- systemfit("2SLS", system, labels, Inst, saveMemory=TRUE)
summar...
2007 Feb 20
0
Problems with obtaining t-tests of regression coefficients applying consistent standard errors after run 2SLS estimation. Clearer !!!!!
First I have to say I am sorry because I have not been so clear in my
previous e-mails. I will try to explain clearer what it is my problem.
I have the following model:
lnP=Sc+Ag+Ag2+Var+R+D
In this model the variable Sc is endogenous and the rest are all objective
exogenous variables. I verified that Sc is endogenous through a standard
Hausman test. To determine this I defined before a new instrumental
variable, I2. Also I detected through a Breusch Pagan Test a problem of...
2009 Jun 26
2
Matching data to a new column
Hi all,
I wonder if anyone can help,
I have a dataframe with columns for...
'I.D' 'age' 'mothers I.D'
01 5 03
02 6 06
03 16 NA
04 8 06
05 3 NA
06 17 NA
I need to create a new column for 'mothers age' which puts the age of the individual with 'mothers i.d' into the row for her offspring (so
2007 Feb 21
0
Problems with obtaining t-tests of regression
...page 91.
b) it could be safer to explicitly compute HC SEs by formula 5.34 in
Wooldridge, based on the 2sls residuals you got from systemfit().
c??) Maybe there's a shorter way: I suspect that the following could
work:
- regress Sc on the rest, get Sc_hat
- estimate step2model<-lm(lnP~Ag+Ag2+Var+R+D+Sc_hat)
and now I think coeftest(step2model,vcov=vcovHC) should compute exactly
formula (5.34) in Wooldridge, but *please check this out*, as it is only
an intuition!!
Best,
Giovanni
------------------------------
Message: 3
Date: Tue, 20 Feb 2007 14:00:56 +0100
From: " Guillermo J...
2010 Sep 01
1
[PATCH 1/3] Adding the VM Pool migration for vms
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lit...
2013 Feb 13
5
spearman correlation and p-value as a matrix
I have two data matrices that I want to make the correlation between each column from data1 and each column from data 2 and also calculate the p-value Matrices dont have the same size and I tried such a script.
> bg <- read.table (file.choose(), header=T, row.names)
> bg
> Otu00022 Otu00029 Otu00039 Otu00042 Otu00101 Otu00105 Otu00125 Otu00131 Otu00137 Otu00155 Otu00158 Otu00172
2007 Jun 26
2
Aggregation of data frame with calculations of proportions
...: 4 4 3 3 3 3
3 3 3 3 ...
# It is straightforward to aggregate data:
smart.sum <- function(x,...) {
if (is.numeric(x)) return(sum(x, na.rm=T))
else return(paste(unique(x), collapse=", ")) # for natbib citations
}
sp.ag1 = aggregate(sp, by=list(region=sp$region), FUN=smart.sum)
sp.ag2 = aggregate(sp, by=list(patient.type=sp$patient.type), FUN=smart.sum)
print(sp.ag1)
# and even to calculate crude percentages
spp = sp.ag1
spp[,2:15] = sapply(spp[,2:15], FUN=function(x) { round(x*100/ spp$total, 1)})
# *BUT*, the problem is that this is underestimating the true
proportions, beca...
2010 Aug 25
0
[PATCH] Adding the VM Pool migration for vms
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lit...
2020 Feb 27
2
[PATCH] Update the 5 year logo to 10 year logo
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