search for: fitols

Displaying 5 results from an estimated 5 matches for "fitols".

2009 Aug 03
2
scatterplot3d bug??
Hey guys, Not sure if I encountered a bug with the scatterplot3d function. Here's the calls I made: s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=40,type="h",main="MRSL ~ LogDist + Diff"); s3d1$plane3d(fitols); s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=130,type="h",main="MRSL ~ LogDist + Diff"); s3d1$plane3d(fitols); s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=210,typ...
2004 Nov 29
3
systemfit - SUR
Hello to everyone, I have 2 problems and would be very pleased if anyone can help me: 1) When I use the package "systemfit" for SUR regressions, I get two different variance-covariance matrices when I firstly do the SUR regression ("The covariance matrix of the residuals used for estimation") and secondly do the OLS regressions. In the manual for "systemfit" on page
2011 Jan 16
1
Hausman Test
...simulated model with three correlated predictors (X1-X3). I also have an instrument W for X1 Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from the equation). My current approach: library(systemfit) fit2sls <- systemfit(Y~X1,data=data,method="2SLS",inst=~W) fitOLS <- systemfit(Y~X1,data=data,method="OLS") print(hausman.systemfit(fitOLS, fit2sls)) This seems to work fine. However, when I include X2 as a furter predictor, the 2sls-estimation doesn't work. Thanks in advance Holger -- View this message in context: http://r.789695.n4.nabble.c...
2012 Oct 17
1
extracting and restricting coefficients
HiĀ  I want to fit two equations simultaneously EQ1<-Y1~X1+X2 EQ2<-Y2~X1+X2 eqsystem<-list(Y1HAT=EQ1,Y2HAT=EQ2) fitols<-systemfit(eqsystem, method="OLS", data=BB) How do I get coefficients for the first equation? R code How do I restrict coefficient of X2 in the first equation (say , restrict it to less thanĀ  zero). R code Your help is appreciated. Dereje [[alternative HTML version deleted]]
2011 Jan 17
2
How to still processing despite bug errors?
...X1-X3). I also > have an instrument W for X1 > > Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from > the equation). > > My current approach: > > library(systemfit) > > fit2sls <- systemfit(Y~X1,data=data,method="2SLS",inst=~W) > fitOLS <- systemfit(Y~X1,data=data,method="OLS") > print(hausman.systemfit(fitOLS, fit2sls)) > > This seems to work fine. However, when I include X2 as a furter predictor, > the 2sls-estimation doesn't work. > > Thanks in advance > Holger > > -- > View this m...