Displaying 6 results from an estimated 6 matches for "alphai".
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alpha
2011 Jan 17
0
(no subject)
Dear R community,and especially Giovanni Millo,
For my master's thesis i need to simulate a panel data with the fixed
effects correlated with the predicor, so i run the
the following code:
set.seed(1970)
#######################Panel data simulation with alphai correlated
with xi#####################################
n <- 5
t <- 4
nt <- n*t
pData <- data.frame(id = rep(paste("JohnDoe", 1:n, sep = "_"), each =
t),time = rep(1981:1984, n))
rho <-0.95
alphai <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.matrix(...
2011 Jan 17
0
PANEL DATA SIMULATION(sorry for my previous email with no subject)
Dear R community,and especially Giovanni Millo,
For my master's thesis i need to simulate a panel data with the fixed
effects correlated with the predicor, so i run the
the following code:
set.seed(1970)
#######################Panel data simulation with alphai correlated
with xi#####################################
n <- 5
t <- 4
nt <- n*t
pData <- data.frame(id = rep(paste("JohnDoe", 1:n, sep = "_"), each =
t),time = rep(1981:1984, n))
rho <-0.95
alphai <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.matrix(...
2011 Jan 18
0
Need help in a simulation study
Dear R community,and especially Giovanni Millo,
For my master's thesis i need to simulate a panel data with the fixed effects correlated with the predicor, so i run the
the following code:
set.seed(1970)
#######################Panel data simulation with alphai correlated with xi#####################################
n <- 5
t <- 4
nt <- n*t
pData <- data.frame(id = rep(paste("JohnDoe", 1:n, sep = "_"), each = t),time = rep(1981:1984, n))
rho <-0.95
alphai <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.matrix(rnor...
2011 Jan 17
0
PANEL DATA SIMULATION
Dear R community,and especially Giovanni Millo,
For my master's thesis i need to simulate a panel data with the fixed
effects correlated with the predicor, so i run the
the following code:
set.seed(1970)
#######################Panel data simulation with alphai correlated with
xi#####################################
n <- 5
t <- 4
nt <- n*t
pData <- data.frame(id = rep(paste("JohnDoe", 1:n, sep = "_"), each =
t),time = rep(1981:1984, n))
rho <-0.95
alphai <- rnorm(n,mean=0,sd=1)#alphai simulation
x<- as.m...
2011 Dec 08
1
optimize()
Hi!
I have a difficulty in the use of function optimize(). Could you help me?
I want to maximize this function:
##### Logaritmo da distribui??o condicional de alpha[i]
lp_alphai <- function(alphai, i, beta, tau, N){
t1 <- (N[i+1] - N[i])*log(alphai)
t2 <- - (N[i+1] - N[i])*alphai*log(beta[i])
t3 <- (alphai - 1)*sum(log(times[(N[i] + 1):N[i+1]]))
t4 <- - exp(alphai*(log(tau[i+1]) - log(beta[i])))
t5 <- 0
if(i > 1)
t5 <- exp(alphai*(log(tau[i]) -...
2011 Jan 25
0
How to simulate a variable Xt=Wit+0.5Wit-1 with
...lain; charset=ISO-8859-15; DelSp="Yes";
format="flowed"
Dear all
I simulate a panel data:
n <- 10
t <- 5
nt <- n*t
pData <- data.frame(id = rep(paste("JohnDoe", 1:n, sep = "."), each =
t),time = rep(1981:1985, n))
rho <-0.99#simulate alphai corelated with the xi
print(rho)
alphai <- 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)#cholesk...