search for: f1t

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2011 Jul 14
1
WLS regression, lm() with weights as a matrix
...it*) with 200 companies and 60 dates for each company Independent variables: a 60*4 matrix (*Ft*) with 4 factors and 60 dates for each factor Weights: a 60*200 matrix (*Wit*) with weights for 200 companies and 60 dates for each company The WLS regression I would like to run is: (Wit)*Rit = a*(Wit*F1t) + b*(Wit*F2t) + c*(Wit*F3t) + d*(Wit*F4t) + eit Ideally, I want to run WLS regressions for each company i (i.e., 200 WLS regressions in total), in each regression using weights from column i in matrix *Wit* ,and in the end obtain a 60*4 matrix with coefficients and a 200*60 matrix with residuals....
2008 Jun 30
4
Rebuild of kernel 2.6.9-67.0.20.EL failure
Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking