search for: empe

Hi All, I am using R 2.11.0 on a Ubuntu machine. I have a time series data set and want to run rolling regressions with it. Any suggestions would be useful. Here are the details: (1) I convert relevant variables into time series objects and compute first differences: vad <- ts(data$ALLGVA/data$GDPDEF, start=1948, frequency=1) emp <- ts(data$ALLEMP, start=1948, frequency=1) vad.dif1 <-

Hello list, I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on how to use "plm" to run panel regressions, and am having trouble with what I believe should be something very basic. When I run the command (p.9 in the paper): R> dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE)) I see: emp ~ wage +

...quot;MNG","OSV" ,"PRF","PUB","REC","REL","RTL","TRN","UTL","WHL") Emp.Et<-data.frame(Emp,Et.t) names(Emp.Et)[2]<-"Et" Emp.Et.Em<-as.vector(Emp.Et$Em) names(Emp.Et.Em) <- Emp.Et$Et EmpEt.Em <- tapply(Emp.Et.Em[EtToEm..$Et], EtToEm..$Em, sum) -- View this message in context: http://n4.nabble.com/Issue-using-tapply-tp1289681p1289681.html Sent from the R help mailing list archive at Nabble.com.

Interesting read...apologies if it has been posted already. http://www.oracle.com/technology/pub/articles/saternos-rails.html -------------- next part -------------- An HTML attachment was scrubbed... URL: http://wrath.rubyonrails.org/pipermail/rails/attachments/20060706/619e650a/attachment.html

Dear R-help I am wondering if somebody wrote some code to convert an adjacency list model into a nested set model. In principal I want to do the same as John Celko mentioned it here with SQL: http://groups.google.co.uk/groups?hl=en&lr=lang_en&selm=8j0n05%24n31%241 %40nnrp1.deja.com Assume you have a tree structure like this Albert / \ /

Hello, I am switching to R from Stata and I am having particular trouble with the transition from Stata's 'xtabond' and 'ivreg' commands to the "plm" package. I am trying to replicate some of the dynamic panel data work using the UK Employment data in Arellano and Bond (1991) and available as 'EmplUK' under the 'plm' package. I have been

Hi, This is my first time posting to the mailing list, so if I'm doing something wrong, just let me know. I've taken ~1000 samples from 8 biological replicates, and I want to somehow combine the density functions of the replicates. Currently, I can plot the density function for each biological replicate, and I'd like to see how pool of replicates compares to a simulation I conducted

Hola a todos! Soy nueva en R y necesito hacer unos gráficos para una investigación, he explorado un poco y estoy intentando usar ggplot2 ya que hace gráficos de muy buena calidad...tengo los datos de varios años para diferentes grupos de empresas y los pretendo graficar tanto en un solo grafico como en varios (facet_wrap) pero tengo problemas con el eje de las X, ya que necesito que aparezcan los

I have a data set covering a large number of cities with values for characteristics such as land area, population, and employment. The problem I have is that some cities lack observations for some of the characteristics and I'd like a quick way to determine which cities have missing data. For example:

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

I have this situation: class Employee < ActiveRecord::Base belongs_to :designation end class Designation < ActiveRecord::Base end I do the following at the irb console: Step 1: Find an employee >> emp = Employee.find 3 => #<Employee:0x35a7d34 @attributes={"designation_id"=>"3", "id"=>"3",

Hi I need to a function that automatically fits a regression to data, using the stepAIC. I've ran the code manually and it works fine. However, when I run the function on the same data, the following error occurs: Problem in regimp(fullsim = simt, fullsim1 = simt1,..: Length of (weights) (variable 4) is 4271 != length of others (4278) I got the function to output the length of the dataset

hi, i am using acts_as_solr plugin when i tried with search by def search puts "#####################" # ids = params[:name] @id = params[:query] @emp = Employee.find_by_solr(@id) puts "------------------------------#{@emp}" respond_to do |format| format.html{render :action => ''search''} format.xml end

I'm attempting to select a model using stepAIC. I want to use a forward selection procedure. I have specified a "scope" option, but must not be understanding how this works. My results indicate that the procedure begins and ends with the "full" model (i.e., all 17 independent variables)...not what I expected. Could someone please point out what I'm not

Hello list, I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on how to use "plm" to run panel regressions, and am having trouble with what I believe should be something very basic. When I run the command (p.9 in the paper): R> dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE)) I see: emp ~ wage +

While I know this is not a true asterisk problem, I figure someone where may know. When you click on Messages and it gives you the count of Urgent, New, etc. How can you make the phone gather that information? For example, my phone shows me there is an e-mail. It also sends an e-mail. Yet, when I click on message before I connect to the contact center, it doesn't have any counts. Here is

I'm studying the calibration function in the survey package in preparation for raking some survey data. Results from the rake function below agree with other sources. When I run calibrate, I get a warning message and the M and F weights seem to be reversed. Even allowing for that, the deviation between calibrated and raked weights is much more than I expected. I see that in the calibrate

Hi. Am brand new to R and to mailing lists - have never posted anywhere before, so hope I do this right. Am using R 2.9.1 with lattice graphics (just installed, fully up to date). Am doing trellis xyplot with y (emp=employment), x (yearmo=a time measure) and conditioning variable (indf - factor describing industry) -- i.e., (emp ~ yearmo | indf), where all three variables are in a dataframe. The

With code like: if @params[:pnumber] =~ /\s*p?(\d+)\s*/ if student = Student.find_first(:conditions => ["pnumber like \":pnumber%\"", {:pnumber => $1}]) @borrower = student elsif emp = Employee.find_first(:condiwions => ["pnumber like \"?\"", {:pnumber => $1}]) @borrower = emp else

Dear all, I am trying to export my fixed effect results to Latex. I am using the plm package with the summary function. However, it does not look like apsrtable, stargazer, or any other package can accompany using the plm package. I am interested in a classic table with the coefficient in one row followed by the standard error in paranthesis in the next row and stars by the coefficient to show