search for: expenditur

...ignette: strucchange-intro, contineousely ending up in an error. This is the given code: 1. library(strucchange) 2. data(USIncExp) 3. if (!"package:stats" %in% search()) library(ts) 4. USIncExp2 <- window(USIncExp, start = c(1985, 12)) A.Modelling: coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2)) coint.res <- lag(ts(coint.res, start = c(1985, 12), freq = 12),k = -1) USIncExp2 <- cbind(USIncExp2, diff(USIncExp2), coint.res) USIncExp2 <- window(USIncExp2, start = c(1986, 1), end = c(2001,2)) #here is what eval is looking for in vain: diff.expenditure co...

...n my case I never get Inf, just NaN because of the structure of my dataset. Here’s a dumb example: var1 <- c(0, 500, 5379, 0, 1500, 1750) var2 <- c(0, 36, 100, 0, 10, 5) var1/var2 I realize the NaNs are logical, but for my purposes this should just be 0 because I am calculating expenditures and if you spent no money in one sub-area and none in the whole area then you don't have an expenditure at all, so it should be 0. And since R doesn't like adding NA's or NaN's to anything, I'd rather just have this be 0 so that my future calculations, such as adding up expen...

...es Date: Friday 05 August 2005 14:03 From: Arne Henningsen <ahenningsen at email.uni-kiel.de> To: R-help at stat.math.ethz.ch Hi, I extended the data set "Blanciforti86" that is included in my R package "micEcon". For instance, I added consumer prices, annual consumption expenditures and expenditure shares of eleven aggregate commodity groups. The corresponding variables in the data frame are called "pAgg1", "pAgg2", ..., "pAgg11", "xAgg1", "xAgg2", ..., "xAgg11", "wAgg1", "wAgg2", ..., "wAgg...

Hi, I would like to estimate a linear expendire with Systemfit package. (method: "SUR") As someone could show me how to define the equations? Thanks. -- Think before you print ! ********************************************************************** Disclaimer: This e-mail may contain confidential informa...{{dropped:9}}

...at I mean. x <- data.frame("id"=c(1:5),"income"=c(10,10,20,30,50), "education"=c(0,5,5,0,0),"weight"=c(3,2,3,1,1)) x library(Hmisc) wtd.quantile(x$income,weights=x$weight) wtd.quantile(x$education,weights=x$weight) I would like to see the expenditure of each quintile conditional on income, i.e. the education expenditures of the 5th quintile equal to zero. Thanks in advance, -- ozan bakis --__--__--

...can write the model in the following way: if (z'a + u > 0 & x'b + e > 0) y = x'b + e, else y = 0 In the model, consumption y is the (left-) censored dependent variable. e and u are the normally distributed error terms. z'a is the participation equation and x'b is the expenditure equation. If we would remove the participation equation from the model we would end up with a type I tobit-model. In the tobit-model the same set of paprameters and variables determine both the discrete probability of non-zero outcome and the level of positive expenditure. In the double-hurdle-mo...

How do I go about generating a WEIGHTED mean (and standard error) of a variable (e.g., expenditures) for each level of a categorical variable (e.g., geographic region)? I'm looking for something comparable to PROC MEANS in SAS with both a class and weight statement. Thanks. Marc [[alternative HTML version deleted]]

Hi, has anybody an example of an Engel curve analysis in R or does there exist a package to estimate and plot Engel curves from expenditure / income data in R? Thanks a million for your hints, Werner

Hi, i try to plot my graph into different device using x11(), but when i do this comes up: > x11(print(plot(A5e$ECAB,A5e$EXPEND,type='p',main='Per capita expenditure > against economic + ability index without outliners',xlab='ECAB',ylab='EXPEND',xlim=c(0,150),ylim=c(150,400), + col='red',col.axis='blue'))) NULL Warning message: ?length(width)? differs between new and previous ==> NOT changing ?width? >...

Hi, Problem: I have the ususal linear regression model y=Xb but I cant observe y (expenditure for a particular good) for some y <c where c is fixed for all observations. But I can observe the corresponding covariates x (incom). I used the survivla5 library (survreg(Surv(y,y<c,type="left")~x) for a censored regression model (thanks again for this tip). Is there a way to es...

Hello all, I'm an R novice, recently trying to implement R in my research. Using the data frame below, I want to construct a repeated measures model, with energy expenditure (kjday) as dependent of treatment (code) using mass as a covariate. ind mass kjday code 79 15.8 45.216 3 42 16.5 44.64 3 10 14.85 45.216 3 206 15.75 45.216 3 23 12.15 42.336 3 5 14.6 51.264 3 .... 79 16.9 46.944 5 42 16.6 44.352 5 10 15.6 51.552 5 206 15.5 45.504 5 23 12.3 4...

...and (I think) hash algorithms. I.e. AES-256 would be "as strong" as AES-128, and AES-128 would be reduced to 64-bit equivalent strength. The latter sounds pretty scary but AIUI the attacker would need to perform close to 2^64 quantum computations to break AES and that's still a huge expenditure. There's no analogous store-now-decrypt-later situation for signature schemes in SSH. The closest concern is long-lived signing keys that would be troublesome to rotate before a QC becomes available. There's not many of these in the SSH ecosystem, but examples could include hardware secur...

...[1] "labelled" "factor" $label [1] ecological zone 93 Levels: 10 quantiles of welfare ... year of the interview $units [1] class 24 Levels: '05 PPP USD / year cedis / year cedis /year class geo-1 ... years $category [1] geography 7 Levels: agriculture demography design expenditure geography ... welfare I have tried: hh <- hh[, order(attr(hh, "category"))] hh <- hh[, order(attr(hh[, 1:100], "category"))] hh <- hh[, order(attr(dimnames(hh), "category"))] but all the right-hand side assignments above return NULL. Thanks very much for...

I need some guidance from someone who is familiar/has some experience with the survey package. The data that I am using is from the Medical Expenditure Panel Survey (www.meps.ahrq.gov <http://www.meps.ahrq.gov/> ). The STRATA and PSU variables are varstr01 and varpsu01 respectively. When I try to specify them with the svydesign function I get an error message. An excerpt of my session is as follows... library(foreign) > h60 <-...

...ing a better explanation now, my model is trying to see the effect of eco-innovative industries on total output, thats why i am trying to estimate by-industry regression: the model is lnQ~lnC+lnM+lnL+lnE+eco_inno+inno+(sum)ind_3d capital,material expendtrs, #labor, energy expendtrs, eco-innovation expenditures and innovation expenditures and i have in my disposal the 3-digit industry codes where total number of them are 99 ( not all of them belong to the same industry) so in order to be able to do by-industry regression i need to create 3-digit dummies for every different industry group for example fo...

...talk about in the linear regression and I'm really confused. The question is: How exactly are standard errors of coefficients calculated in the linear regression? Here's an example from a website I've read [1]. A company wants to know if there is a relationship between its advertising expenditures and its sales volume. ======================================================== > exped <- c(4.2, 6.1, 3.9, 5.7, 7.3, 5.9) > sales <- c(27.1, 30.4, 25.0, 29.7, 40.1, 28.8) > S <- data.frame(exped, sales) > summary(lm(sales ~ exped, data = S)) Call: lm(formula = sales ~ expe...

I'm setting up a small office PBX on asterisk, and I've got to the point where I have to decide on what to do about FAX. The current situation is: PRI (E1) connected to an E100 and sip hard phones on their own network. I'd like to add some very limited fax capability to the system. Basically we need to send a couple of faxes a month, and receive about the same number. My options

...1 CA and using the following command i plot two graph, which the first one is with two outliners (row 42 and 47) and the second command, first we created a new set of data frame and use it for the plot and is without the outliners: 1)plot(A5$ECAB,A5$EXPEND,type='p',main='Per capita expenditure against economic ability index', xlab='ECAB',ylab='EXPEND',xlim=c(0,250),ylim=c(100,500),col='red',col.axis='blue') 2)A5e <- A5[c(1:41,43:46,48),c(1,2)] A5e plot(A5e$ECAB,A5e$EXPEND,type='p',main='Per capita expenditure against economic ability i...

Appreciate any suggestions regarding how to fit an unbalanced panel data to a Tobit model using R functions. I am trying to analyze how real estate capital expenditures (CapEx) are affected by market conditions using a panel Tobit model. The CapEx is either positive or 0, so it is censored. The data are unbalanced panel, including the CapEx of about 5000 properties over about 40 quarters, with the starting and ending quarters differ across properties. In case y...

Dear R users, I think i have a simple question which i want to explain by an example; i have several 2-digit industry codes that i want to use for conducting by-industry analysis but i think there is a problem with the degrees of freedom! for example, when i do my analysis without any 2-digit industry code, i got the following summary (i have 146574 observations in total): >