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data:http://fmwww.bc.edu/ec-p/data/wooldridge/CRIME4.dta > a$call lm(formula = clcrmrte ~ factor(year) + clprbarr + clprbcon + clprbpri + clavgsen + clpolpc, data = cri) > bptest(a,st=F) Breusch-Pagan test data: a BP = 34.4936, df = 10, p-value = 0.0001523 > bptest(a,st=T) studen...

...rho | .46100216 (fraction of variance due to u_i) 2) can R do Fixed-effects (within) regression as Stata's xtreg? the followng example is from "Introductory Econometrics: A Modern Approach" by Jeffrey M. Wooldridge Chapter 14 - Advanced Panel Data Methods use http://fmwww.bc.edu/ec-p/data/wooldridge/JTRAIN iis fcode tis year xtreg lscrap d88 d89 grant grant_1, fe Fixed-effects (within) regression Number of obs = 162 Group variable (i) : fcode Number of groups = 54 R-sq: within = 0.2010...

Hello R users & R friends, I just want to ask you if density() can produce a confidence interval, indicating how "certain" the density() line follows the true frequency distribution based on the sample you feed into density(). I've heard of loess.predict(loess(y ~ x), se=TRUE) which gives you a SE estimate of the smoothed scatterplot - but density() kernel smoothing is not the

Dear Professor I have read your questions in the website on Doubly non-central F-distribution. I am looking for source code for evaluating this function now. I have matlab code but it's only accurate up to the 4th decimal point. Dataplot is more accurate, but it is not user friendly as you only can evaluate one function at a time. So I would like to know do you have found any R code for

...ons, you need T>20-25 at a minimum but N can be arbitrarily large. The bandwidth of the smoother is your choice, just as in Newey-West, defaults to a reasonable value etc. etc., please see ?vcovSCC. A nice explanation (in a Stata context) in Hoechle (2007) on the Stata journal, also here: http://fmwww.bc.edu/repec/bocode/x/xtscc_paper.pdf I still believe my home-made panel-Newey-West from yesterday would work, but you can use vcovSCC{plm} and get cross-sectional robustness as well! PS a couple of experts on the subject are bc/c-ed, please correct me if I'm wrong. Best, Giovanni -----Messa...

...ons, you need T>20-25 at a minimum but N can be arbitrarily large. The bandwidth of the smoother is your choice, just as in Newey-West, defaults to a reasonable value etc. etc., please see ?vcovSCC. A nice explanation (in a Stata context) in Hoechle (2007) on the Stata journal, also here: http://fmwww.bc.edu/repec/bocode/x/xtscc_paper.pdf I still believe my home-made panel-Newey-West from yesterday would work, but [[elided Yahoo spam]] PS a couple of experts on the subject are bc/c-ed, please correct me if I'm wrong. Best, Giovanni -----Messaggio originale----- Da: Millo Giovanni Inviato...