search for: blundell

Dear R Experts--- Sorry for all the questions yesterday and today. I am trying to use Yves Croissant's pgmm function in the plm package with Blundell-Bond moments. I have read the Blundell-Bond paper, and want to run the simplest model first, d[i,t] = a*d[i,t-1] + fixed[i] + u[i,t] . no third conditioning variables yet. the full set of moment conditions recommended for system-GMM, which is (T-1)*(T-2)/2+(T-3), in which the u's intera...

Dear Ivo, dear list, (see: Message: 70 Date: Thu, 26 Mar 2009 21:39:19 +0000 From: ivowel at gmail.com Subject: [R] pgmm (Blundell-Bond) sample needed) I think I finally figured out how to replicate your supersimple GMM example with pgmm() so as to get the very same results as Stata. Having no other regressors in the formula initially drove me crazy. This was a case where simpler models are trickier than more complicated ones...

Hello! I am considering mass deployment of Budgetones 102. According to their website, remote provisioning (configuration via TFTP) is possible. Anyone has experience with this? Is this really working?

...ow (rather than just email it privately), because other amateurs may have similar questions in the future, and find this message and your answers via google. Real Statisticians---please don't waste your time. so here is my amateur interpretation of GMM in general and Arellano-Bond and Blundell-Bond specifically. I will do an example with T=4. The model is x(i,t) = a*x(i,t-1) + u(i,t) ie x(i,2) = a*x(i,1) + u(i,2) x(i,3) = a*x(i,2) + u(i,3) x(i,4) = a*x(i,4) + u(i,4) I view u(i,t) as a function of a: u(i,t)[a] = x(i,t)-a*x(i,t-1) . the Arellano-Bond method then claims that u(i,3) should...

....burnin=5000,n.thin=1, bugs.directory="c:/Program Files/WinBUGS14/", codaPkg=FALSE, debug=FALSE) Thank you in advance for any help you may be able to provide! Sincerely, Isabella Isabella R. Ghement, Ph.D. Ghement Statistical Consulting Company 301-7031 Blundell Road, Richmond, B.C., Canada, V6Y 1J5 Tel: 604-767-1250 Fax: 604-270-3922 E-mail: isabella at ghement.ca Web: www.ghement.ca

...39;s (2.7 in the case of stable)? How well are they likely to work with a backported R? The R version would then match, but I assume some of the associated libraries might be off. Ross Boylan P.S. I see the mspath package I just uploaded is already in cran2deb. Cool, and thanks to Dirk, Charles Blundell, Google, and others who made this possible.

...oes any one know if there are any functions/packages available in R for robust fitting of ARMA time series models (e.g., similar to the function arima.rob() in S-PLUS)? Many thanks and kind regards, Isabella Isabella R. Ghement, Ph.D. Ghement Statistical Consulting Company 301-7031 Blundell Road, Richmond, B.C., Canada, V6Y 1J5 Tel: 604-767-1250 Fax: 604-270-3922 E-mail: isabella@ghement.ca Web: www.ghement.ca [[alternative HTML version deleted]]

Full_Name: charles blundell Version: 2.7.0 OS: Debian GNU/Linux Submission from: (NULL) (217.37.73.202) The Debian Policy Manual says concerning lines in a Description field: * Those containing a space, a full stop and some more characters. These are for future expansion. Do not use them. (section 5.6.13, http://www.debia...

Now I''m a ruby nooby so be gentle... I''ve gotten ActiveLDAP working from the command line, but buggered if I can work out how on earth to integrate an ActiveLDAP object with a bunch of ActiveRecord objects. This is going to be possible right? I''m just going to have to build the whole scaffold myself for these objects? Just thought I''d check whether it

...ffen Moeller and David Vernazobres which we had presented in 2007. Then, the approach was top-down and monolithic which started to show its limits. This time, the idea was to borrow the successful bottom-up approach of my [2]CRANberries feed. The bulk of the work was done by Charles Blundell as part of his Google Summer of Code 2008 project which I had suggested and mentored. After that project had concluded, we both felt we should continue with it and bring it to 'production'. The CRAN hosts provided us with a (virtual Xen) machine to build on, and we are now ready...

...r on easiest way to do this. Is this 2009 page the best reference? http://cran.r-project.org/web/views/Graphics.html Thanks. Specific case of interest is below, I found rgl to be quite useful in regards to this, http://r.789695.n4.nabble.com/maximum-likelihood-convergence-reproducing-Anderson-Blundell-1982-Econometrica-R-vs-Stata-td3502516.html#a3512807 I generated some data points using this script ( which itself uses this data file http://98.129.232.234/temp/share/em.txt ) http://98.129.232.234/temp/share/em.R.txt After some editing with sed, the output of the above script made this data f...

...versions of a package, and users can experiment with packages in their personal space and not destroy the system package. That's pretty handy, I think. Its a significant convenience for Debian-based users of R. "Over there" in r-sig-deb, I learned that Dirk Eddelbuettel and Charles Blundell developed a thing called "cran2deb". http://www.mail-archive.com/debian-science at lists.debian.org/msg03306.html That has debian packages of almost every R package you can get on CRAN. I wonder if we couldn't do something like that for RPM users. There are SOME R packages you can...

Hi, I have two sets of data that I would like to put into a data frame. But since they have different length, I am not sure how to do this. Here is an example of my data: data set one: date growth 1/1/2007 10 1/2/2007 10.2 1/3/2007 10.4 1/4/2007 10.6 data set two: date growth 1/1/2007 22 1/2/2007 22.5 1/4/2007 22.4 I would like to combine the two data sets and

Hi, in the past few months someone posted an entry on their blog about how to do validations in non-AR classes and I cant find it any more. Anyone have a link? Thanks, Trevor -- Trevor Squires http://somethinglearned.com

dear r-experts: I need to speed up my monte-carlo simulations. my code is written in R (and it was also the cause of my many questions here over the last few days). my code is almost all matrix/vector algebra on panel data sets---long-difference, fixed-effects, blundell-bond, etc.. the data set is about 10MB, so 1GB per CPU core should be plenty for my operations, and with $10/GB of DRAM, this is no longer a bottleneck. For my application, parallelism is a given, since most of it is monte-carlo simulations. (I guess the diametrically opposite need would be...

...functions available for accomplishing these tasks. Using dummy variables is one option, but is it possible to solve this problem in R without resorting to the use of dummy variables? Many thanks and kind regards, Isabella Isabella R. Ghement, Ph.D. Ghement Statistical Consulting Company 301-7031 Blundell Road, Richmond, B.C., Canada, V6Y 1J5 Tel: 604-767-1250 Fax: 604-270-3922 E-mail: isabella at ghement.ca Web: www.ghement.ca

At the moment I use a script to sort spam etc for virtual users into appropriate folders. I would like to be able to replace this with a per-user sieve script so users can customise their filtering through Imp web-mail. The wiki says that per-user Sieve code should be stored in the users home directories - are there any plans to provide sieve script support for virtual users? Thanks in advance,

Several of my SIP users are in the habit of diverting all their calls to an assistant when they're out of the office. When these calls ring on the assistant's phone, she wants to be able to tell which number they've been forwarded from so that she can say "Joe Blow's phone" or whatever when she picks up the call. The assistant's phone is a snom 360, which normally

...o http://ww2.amstat.org/meetings/jsm/2018/invitedsessions.cfm. Many thanks, Isabella Isabella R. Ghement, Ph.D. JSM 2018 Program Chair for the ASA Section on Statistical Graphics E-mail: isabella at ghement.ca Isabella R. Ghement, Ph.D. Ghement Statistical Consulting Company Ltd. 301-7031 Blundell Road, Richmond, B.C., Canada, V6Y 1J5 Tel: 604-767-1250 Fax: 604-270-3922 E-mail: isabella at ghement.ca Web: www.ghement.ca

...mmon. (A few packages have restrictions | to noncommercial use and that may conflict with GPL, not sure.) That is | not to say that there are no other types of packages but any such packages | are not on CRAN. I fear that is not quite the case. There are quite a few packages like that. Charles Blundell and I have continued to work on his Google Summer of Code 2008 project of fully automatically creating Debian packages from CRAN sources. As this can be seen as redistributing (or at least as making redistribution easier), we have tried to be careful about the licenses. We currently build about 1...