Displaying 7 results from an estimated 7 matches for "cqr".
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cq
2002 Apr 09
2
Restricted Least Squares
Hi,
I need help regarding estimating a linear model where restrictions are imposed on the coefficients. An example is as follows:
Y_{t+2}=a1Y_{t+1} + a2 Y_t + b x_t + e_t
restriction
a1+ a2 =1
Is there a function or a package that can estimate the coefficient of a model like this? I want to estimate the coefficients rather than test them.
Thank you for your help
Ahmad Abu Hammour
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2013 Nov 27
0
[PATCH 07/25] block: Convert bio_for_each_segment() to bvec_iter
...r = recid + 1;
diff --git a/drivers/s390/block/dasd_eckd.c b/drivers/s390/block/dasd_eckd.c
index cee7e27..70d1770 100644
--- a/drivers/s390/block/dasd_eckd.c
+++ b/drivers/s390/block/dasd_eckd.c
@@ -2551,7 +2551,7 @@ static struct dasd_ccw_req *dasd_eckd_build_cp_cmd_single(
struct dasd_ccw_req *cqr;
struct ccw1 *ccw;
struct req_iterator iter;
- struct bio_vec *bv;
+ struct bio_vec bv;
char *dst;
unsigned int off;
int count, cidaw, cplength, datasize;
@@ -2573,13 +2573,13 @@ static struct dasd_ccw_req *dasd_eckd_build_cp_cmd_single(
count = 0;
cidaw = 0;
rq_for_each_segment(bv,...
2013 Nov 27
0
[PATCH 07/25] block: Convert bio_for_each_segment() to bvec_iter
...r = recid + 1;
diff --git a/drivers/s390/block/dasd_eckd.c b/drivers/s390/block/dasd_eckd.c
index cee7e27..70d1770 100644
--- a/drivers/s390/block/dasd_eckd.c
+++ b/drivers/s390/block/dasd_eckd.c
@@ -2551,7 +2551,7 @@ static struct dasd_ccw_req *dasd_eckd_build_cp_cmd_single(
struct dasd_ccw_req *cqr;
struct ccw1 *ccw;
struct req_iterator iter;
- struct bio_vec *bv;
+ struct bio_vec bv;
char *dst;
unsigned int off;
int count, cidaw, cplength, datasize;
@@ -2573,13 +2573,13 @@ static struct dasd_ccw_req *dasd_eckd_build_cp_cmd_single(
count = 0;
cidaw = 0;
rq_for_each_segment(bv,...
2013 Nov 27
0
[PATCH 07/25] block: Convert bio_for_each_segment() to bvec_iter
...r = recid + 1;
diff --git a/drivers/s390/block/dasd_eckd.c b/drivers/s390/block/dasd_eckd.c
index cee7e27..70d1770 100644
--- a/drivers/s390/block/dasd_eckd.c
+++ b/drivers/s390/block/dasd_eckd.c
@@ -2551,7 +2551,7 @@ static struct dasd_ccw_req *dasd_eckd_build_cp_cmd_single(
struct dasd_ccw_req *cqr;
struct ccw1 *ccw;
struct req_iterator iter;
- struct bio_vec *bv;
+ struct bio_vec bv;
char *dst;
unsigned int off;
int count, cidaw, cplength, datasize;
@@ -2573,13 +2573,13 @@ static struct dasd_ccw_req *dasd_eckd_build_cp_cmd_single(
count = 0;
cidaw = 0;
rq_for_each_segment(bv,...
2017 Jun 19
0
quantreg::rq.fit.hogg crashing at random
...antile estimator, number of quantiles
distributions=c("norm","t1","t2","t3","t5","logistic","
exponential","Weibull")
method.wqr="fn" # interior point method; if "fn" then roughly matches with
method.cqr="ip"
# Create the covariance matrix of X
Sigma=matrix(NA,p,p); for(i in 1:p) for(j in 1:p) Sigma[i,j]=0.5^(abs(i-j))
# Generate X (common across all simulations)
set.seed(0); X=mvrnorm(n=n,mu=rep(0,p),Sigma=Sigma)
Binvlist=list()
for(k in 1:K){
tau=cumsum(rep(1/(k+1),k))
Ai=matrix(rep...
2009 Apr 26
3
Question of "Quantile Regression for Longitudinal Data"
Hi,
I am trying to estimate a quantile regression using panel data. I am trying
to use the model that is described in Dr. Koenker's article. So I use the
code the that is posted in the following link:
http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R
How to estimate the panel data quantile regression if the regression
contains no constant term? I tried to change the code of
2020 Feb 27
2
[PATCH] Update the 5 year logo to 10 year logo
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