search for: economich

...in R. It is very useful for me the "qmvnorm" comand, but I see that it can compute only quantile for equicoordinate. Is it possible to have a curve (or a set of values) if we don't want equicoordinates? Thank you Best regards Antonio. -- Antonio Lucadamo, Dipartimento di Scienze Economiche e Metodi Quantitativi Universit? del Piemonte Orientale "A. Avogadro" via Perrone, 18 - 28100 Novara fax: +39 0321 375305 phone: +39 0321 375338 mobile phone: +39 3385973881 skype contact: antonio.lucadamo

...dence region that I build with this package can be equivalent to an Union Intersection Test. I used different value for the t-statistic but I can not find the right equivalence. Does someone know how to choose the right value? Thanks a lot. Antonio -- Antonio Lucadamo, Dipartimento di Scienze Economiche e Metodi Quantitativi Universit? del Piemonte Orientale "A. Avogadro" via Perrone, 18 - 28100 Novara fax: +39 0321 375305 phone: +39 0321 375338 mobile phone: +39 3385973881 skype contact: antonio.lucadamo

Hi, i want forcibly disconnect a user in a windows xp client after 1 hour that he logs on a samba domain. How can i do? There is also a way to display the time remain of session? Thanks a lot ---------------------------------------------------------- Sig Carlo Busetto Dipartimento di Scienze Economiche Universit? Ca' Foscari Cannaregio n? 873 30121 Venezia Tel 041-2349137 Fax 041-2349176-77 ---------------------------------------------------------

...d like to have look to the source code that works out the best split for un unordered predictor. Does anyone can suggest me which functions in the sources I should consider ? Any input would be highly appreciated. Thank you Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105

...directly interpreted as percentage effects both in OLS and Poisson regression. What about the logistic regression? Is there a package (maybe effects?) that can compute these automatically? Thanks and best regards, Roberto Patuelli ******************** Roberto Patuelli, Ph.D. Istituto Ricerche Economiche (IRE) (Institute for Economic Research) Universit? della Svizzera Italiana (University of Lugano) via Maderno 24, CP 4361 CH-6904 Lugano Switzerland Phone: +41-(0)58-666-4166 Fax: +39-02-700419665

...se of the overdispersion - basically without correcting for overdispersion almost every variable is highly significant anova(inv.log.leva.base, inv.log.leva, test = "Chisq") Thanks everyone! Best regards, Roberto Patuelli ******************** Roberto Patuelli, Ph.D. Istituto Ricerche Economiche (IRE) (Institute for Economic Research) Universit? della Svizzera Italiana (University of Lugano)

...n] left.wt <- cumsum(wt)[-n] right.wt <- sum(wt) - left.wt lmean <- temp/left.wt rmean <- -temp/right.wt goodness <- (left.wt*lmean^2 + right.wt*rmean^2)/sum(wt*y^2) list(goodness= goodness, direction=sign(lmean)) } } Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca P.zza dell'Ateneo Nuovo, 1 20126 Milano Italy e-mail paolo.radaelli a unimib.it

I am searching for an R version of the code written in GAUSS by Bruce Hansen for his paper on Econometrica, 2000, "Sample Splitting and Threshold Estimation". Someone can help me? Davide -- Davide Fiaschi Dipartimento di Scienze Economiche University of Pisa Via Ridolfi 10 56100 Pisa (PI) Italy Phone/Fax: ++39.050.2216208/++39.050.598040 E-mail: dfiaschi at ec.unipi.it Homepage: http://www-dse.ec.unipi.it/fiaschi/

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...ar R users, I'm using the rpart package to build classification trees. I'm interested in implementing the ordered Twoing as a splitting criterion. Does anyone have experience with this task ? Thank you for your help Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105

...but it is quite hard for me to understand which part of the code I should include in definining my own eval and init functions. Does anyone can suggest me how to proceed ? Any input would be highly appreciated. > Thank you Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105

...pLDFE.plm) Errore in modelCompare(objects[[i - 1]], objects[[i]], vfun = vcov.) : models are not nested Did anyone code a plm method for anova? OR Does anyone know why according to waldtest my models are not nested? Thanks Roberto ******************** Roberto Patuelli, Ph.D. Istituto Ricerche Economiche (IRE) (Institute for Economic Research) Università della Svizzera Italiana (University of Lugano) via Maderno 24, CP 4361 CH-6904 Lugano Switzerland Phone: +41-(0)58-666-4166 Fax: +39-02-700419665 Email: roberto.patuelli@usi.ch Homepage: http://www.people.lu.unisi.ch/patuellr ********************...

..., 2, 3, 1) > red<-c(4, 3, 4, 1, 2, 3, 1, 2, 3, 1, 3, 2) > > test1<-function(x,y,d){ + return(sum(x) - sum(y)) + } > b=boot(red blue, test1 ,R=10) Error: unexpected symbol in "b=boot(red blue" -- Paolo Brunori Ricercatore in Economia Politica Dipartimento di Scienze Economiche Via C. Rosalba 53, 70124 Bari tel +39 080 504 90 51 fax +39 080 504 9149

..., the xerror is computed by averaging the erorrs one gets in predicting the class of a group of obs by the tree obtained with the others 9 ? xstd is the standard deviation of this errors ? Thank you for your help Paolo Radaelli Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105 begin included message a.. begin included message I'm having a problem with custom funct...

...alidation is performed. Am I right ? If so, how many subsets compose the learning sample when performing one of the xval cross-validations ? Is it a 10-fold cross-validation repeated xval=10 times ? Thank you for your help Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105