Displaying 5 results from an estimated 5 matches for "akrox".
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akron
2011 Jan 17
0
(no subject)
...i <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.matrix(rnorm(nt,1))#xi simulation
akro <- kronecker(alphai ,matrix(1,t,1))#kronecker of alphai
cormat<-matrix(c(1,rho,rho,1),nrow=2,ncol=2)#correlation matrix
cormat.chold <- chol(cormat)#choleski transformation of correlation matrix
akrox <- cbind(akro,x)
ax <- akrox%*%cormat.chold
ai <- as.matrix(ax[,1])
pData$alphai<-as.vector(ai)
xcorr <- as.matrix(ax[,2:(1+ncol(x))])
pData$xcorrei<-as.vector(xcorr)
pData$yi <- 5 + pData$alphai + 5* pData$xcorrei + rnorm(nt)
##########################panel data frame#########...
2011 Jan 17
0
PANEL DATA SIMULATION(sorry for my previous email with no subject)
...i <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.matrix(rnorm(nt,1))#xi simulation
akro <- kronecker(alphai ,matrix(1,t,1))#kronecker of alphai
cormat<-matrix(c(1,rho,rho,1),nrow=2,ncol=2)#correlation matrix
cormat.chold <- chol(cormat)#choleski transformation of correlation matrix
akrox <- cbind(akro,x)
ax <- akrox%*%cormat.chold
ai <- as.matrix(ax[,1])
pData$alphai<-as.vector(ai)
xcorr <- as.matrix(ax[,2:(1+ncol(x))])
pData$xcorrei<-as.vector(xcorr)
pData$yi <- 5 + pData$alphai + 5* pData$xcorrei + rnorm(nt)
##########################panel data frame#########...
2011 Jan 18
0
Need help in a simulation study
...i <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.matrix(rnorm(nt,1))#xi simulation
akro <- kronecker(alphai ,matrix(1,t,1))#kronecker of alphai
cormat<-matrix(c(1,rho,rho,1),nrow=2,ncol=2)#correlation matrix
cormat.chold <- chol(cormat)#choleski transformation of correlation matrix
akrox <- cbind(akro,x)
ax <- akrox%*%cormat.chold
ai <- as.matrix(ax[,1])
pData$alphai<-as.vector(ai)
xcorr <- as.matrix(ax[,2:(1+ncol(x))])
pData$xcorrei<-as.vector(xcorr)
pData$yi <- 5 + pData$alphai + 5* pData$xcorrei + rnorm(nt)
##########################panel data frame#########...
2011 Jan 17
0
PANEL DATA SIMULATION
...lation
akro <- kronecker(alphai ,matrix(1,t,1))#kronecker of alphai
cormat<-matrix(c(1,rho,rho,1),nrow=2,ncol=2)#correlation matrix
cormat.chold <- chol(cormat)#choleski transformation of correlation
matrix
akrox <- cbind(akro,x)
ax <- akrox%*%cormat.chold
ai <- as.matrix(ax[,1])
pData$alphai<-as.vector(ai)
xcorr <- as.matrix(ax[,2:(1+ncol(x))])...
2011 Jan 25
0
How to simulate a variable Xt=Wit+0.5Wit-1 with
...i <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.matrix(rnorm(nt,1))#xi simulation
akro <- kronecker(alphai ,matrix(1,t,1))#kronecker of alphai
cormat<-matrix(c(1,rho,rho,1),nrow=2,ncol=2)#correlation matrix
cormat.chold <- chol(cormat)#choleski transformation of correlation
matrix
akrox <- cbind(akro,x)
ax <- akrox%*%cormat.chold
ai <- as.matrix(ax[,1])
pData$alphai<-as.vector(ai)
xcorr <- as.matrix(ax[,2:(1+ncol(x))])
pData$xcorrei<-as.vector(xcorr)
library(plm)
pData<-plm.data(pData, index = c("id", "time"))
pData
But now i need a variab...