search for: econometricsinr

Hi there, Maybe people who know both R and econometrics will be able to answer my questions. I want to run panel regressions in R with fixed-effect. I know two ways to do it. First, I can include factor(grouping_variable) in my regression equation. Second, I plan to subtract group mean from my variables and run OLS panel regression with function lm(). I plan to do it with the second way because

Thomas, may I also suggest, from the Documentation>Contributed section of CRAN, "Econometrics in R" by Grant Farnsworth http://cran.at.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf (see the chapter on Time series) and, in case you can read Italian, "Analisi delle serie storiche con R" by Vito Ricci http://cran.at.r-project.org/doc/contrib/Ricci-ts-italian.pdf HTH Giovanni Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34131 Tri...

...(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/doc/contrib/Farnsworth-EconometricsInR.pdf -- Do you know how to read? http://www.alienetworks.com/srtest.cfm http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail

sorry for asking again and again my Requirement: i am connecting to teradata database and i am accessing tables and table data also, i need generate graphs using that data and also i need to forecast the results. for example i have a table xyz Store Year Revenue abc 2010 $557889 def 2010 $697356 i want to draw a barplot and i want to

Dear R users I get different F-statistic results for a "within" model, when using "time" or "twoways" effects in plm() [1] and when manually specifying the time control dummies [2]. [1] vignette("plm") [2] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf Two examples below: library("AER") data("Grunfeld", package = "AER") library("plm") gr <- subset(Grunfeld, firm %in% c("General Electric", "General Motors", "IBM")) pgr <- plm.data(gr, index = c("firm", &qu...

Dear Group, I am an economics student starting with PhD work in London. As preparation I would like to get to know R a little bit better. For Stata there are tons of books, however, can you recommend a book for R? I have some substantiated econometrics knowledge, so it should be more a how-to book. Best regards Thiemo --- Thiemo Fetzer, Economist http://freigeist.devmag.net

Léandre BASSOLE PhD Student CNRS-CERDI 65 Bd Francois Mitterrand Boite Postale 320 63009 Clermont-Ferrand CEDEX 1 FRANCE Tel : +33 4 73 17 74 45 Fax : +33 4 73 17 74 28 ----- Forwarded Message ---- From: Leandre Bassole <leandrebassole@yahoo.co.uk> To: r-help@r-project.org Sent: Saturday, 27 October, 2007 8:41:05 PM Subject: Hi all!! I am a new user of R. I am very familar to Stata, but

Marta, Seguramente, al desconocer tu objetivo, no te servirá de mucho lo que te diga. No se si quieres escribir un paquete para mapas o simplemente hacer un mapa con la librería ggmap sin preocuparte de la magia interna. Si lo que necesitas es lo segundo puede que te sirva el siguiente ejemplo: http://journal.r-project.org/archive/2013-1/kahle-wickham.pdf