Displaying 6 results from an estimated 6 matches for "amemiya".
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amelia
2005 Apr 20
2
heckit / tobit estimation
...nomic analysis "micEcon". So far we have called
these functions "tobit2( )" and "tobit5( )".
Are these classifications well known? How are these functions called in other
software packages? Should we keep these names or does anybody have better
suggestions?
(* T. Amemiya (1984): Tobit models: a survey, Journal of Econometrics, and
T. Amemiya (1985): Advanced Econometrics)
Furthermore, the generalized tobit model of type 2 is identical to the Heckman
model. Until now the package "micEcon" contains a function "heckit( )" that
performs a two-ste...
2013 Mar 08
1
question on package plm
...dividual effect.
data.re.ind <- plm(X.RETURN. ~ IOB + IOBS,data=E,model="random",effect = "individual")
Error in swar(object, data, effect) : the estimated variance of the individual effect is negative
I have tried the other estimation methods ("walhus", "amemiya", "nerlove") in addition to method "swar" but it does not help.
I have googled for answer but I have not found the solution yet. Actually this problem encountered by some users but still remains unsolved, I am afraid. Would some people help in this regard?
Best regards,...
2013 Apr 01
1
plm: Hausman Test error
...r
auxiliary regression method for the Hausman test.
The panel models are:
fe=plm(gd ~ l+g+o+c+g1+h+n+r, model = "within", data = new.frame,index =
c("id"))
re=plm(gd ~ l+g+o+c+g1+h+n+r, model = "random", data = new.frame,index =
c("id"),random.method="amemiya")
then I wrote the following function for the Hausman Test using an auxiliary
regression method:
hmtest=function(re=0,fe=0){
y.re=pmodel.response(re)
X.re=model.matrix(re)
X.fe=model.matrix(fe)
auxdata<-data.frame(cbind(y.re,X.re,X.fe))
colnames(auxdata)<-c(&quo...
2013 May 17
2
How could I see the source code of functions in an R package?
...ula, data, subset, na.action, effect = c("individual",
"time", "twoways"), model = c("within", "random", "ht", "between",
"pooling", "fd"), random.method = c("swar", "walhus", "amemiya",
"nerlove", "kinla"), inst.method = c("bvk", "baltagi"), index = NULL,
...)
{
nframe <- length(sys.calls())
is.a.list <- class(formula)[1] == "list"
if (is.a.list) {
plmlist <- match.call(expand.dots = FALS...
2006 Feb 03
1
Tobit Regression
I'm statistician
I have thesis : Tobit Regression
my book : Greene, William H. 1997. Econometric Analysis. Third
Edition, prentice Hall
Is there the program in R ?
may I ask the manual how make the program? and also how to test the assumption ?
If there are anyone have Amemiya journal may I asked ?
please help me! I already googling and I don't get the answer.
Before i use STATA 6 to analyze. but I don't get the manual.
2010 Apr 09
0
panel regression with twoways random effects, on unbalanced data?
...e)
summary(gr_lme)
For this "individual" RE model, both plm() and lme() yield apparently
similar results. While for the "twoways" one not quite:
gr_re <- plm(invest ~ value + capital, data = pgr,
model = "random", effect="twoways", random.method = "amemiya")
gr_lme <- lme(invest ~ value + capital, Grunfeld, random=~1|firm/year)
summary(gr_re)
summary(gr_lme)
Would this be the correct lme() syntax for a "twoways" panel model?
Would it work for unbalanced data?
Any ideas would be great. Thank you
Liviu
[1] http://cran.r-project.org...