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Hi I found on google that there is an implementation of hot-deck imputation in SAS: http://ideas.repec.org/c/boc/bocode/s366901.html Is there anything similar in R? Many Thanks Eleni Rapsomaniki

...20-25 at a minimum but N can be arbitrarily large. The bandwidth of the smoother is your choice, just as in Newey-West, defaults to a reasonable value etc. etc., please see ?vcovSCC. A nice explanation (in a Stata context) in Hoechle (2007) on the Stata journal, also here: http://fmwww.bc.edu/repec/bocode/x/xtscc_paper.pdf I still believe my home-made panel-Newey-West from yesterday would work, but you can use vcovSCC{plm} and get cross-sectional robustness as well! PS a couple of experts on the subject are bc/c-ed, please correct me if I'm wrong. Best, Giovanni -----Messaggio originale-----...

...ng robust covariances. 3) fitting the standard examples from the literature. 'example(pgmm)' is a somewhat simplified version of the standard Arellano-Bond example. For better comparability, here I am replicating the results from the abest.do Stata script from http://ideas.repec.org/c/boc/bocode/s435901.html (i.e., the results of the Arellano and Bond paper done via xtabond2). The same output is also to be found in Roodman's tutorial, 3.3. Here's how to replicate the output of abest.do: (must execute the preceding lines in the file as well for data transf.) * Replicate differen...

...ng robust covariances. 3) fitting the standard examples from the literature. 'example(pgmm)' is a somewhat simplified version of the standard Arellano-Bond example. For better comparability, here I am replicating the results from the abest.do Stata script from http://ideas.repec.org/c/boc/bocode/s435901.html (i.e., the results of the Arellano and Bond paper done via xtabond2). The same output is also to be found in Roodman's tutorial, 3.3. Here's how to replicate the output of abest.do: (must execute the preceding lines in the file as well for data transf.) * Replicate differenc...

...20-25 at a minimum but N can be arbitrarily large. The bandwidth of the smoother is your choice, just as in Newey-West, defaults to a reasonable value etc. etc., please see ?vcovSCC. A nice explanation (in a Stata context) in Hoechle (2007) on the Stata journal, also here: http://fmwww.bc.edu/repec/bocode/x/xtscc_paper.pdf I still believe my home-made panel-Newey-West from yesterday would work, but [[elided Yahoo spam]] PS a couple of experts on the subject are bc/c-ed, please correct me if I'm wrong. Best, Giovanni -----Messaggio originale----- Da: Millo Giovanni Inviato: mercoled? 13 ottob...