Displaying 3 results from an estimated 3 matches for "fohr".
Did you mean:
foer
2003 Jun 05
3
(no subject)
...ve for a statistical tool at our firm. I
do know RATS an SPSS but not S+. As I read that R is close to S+, I would
like to know if you could recommend me any books as an introduction to S+ or
R.
Best regards
Marc
----------------------------------------------------------------------------
-
Marc Fohr, CFA
Equity Portfolio Manager
First Private Investment Management
Neue Mainzer Strasse 75
D-60311 Frankfurt/Main
Phone: ++49 - 69 - 2607 5424
Fax: ++49 - 69 - 2607 5440
Email: marc.fohr at first-private.de
----------------------------------------------------------------------------
-
2003 Jul 10
0
FW: Maximum Likelihood Estimation and Optimisation
...BHHH algorithm as an
option, though.
===========================================
David Barron
Jesus College
University of Oxford
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Harold Doran
Sent: 10 July 2003 15:43
To: Fohr, Marc [AM]; R-help at stat.math.ethz.ch
Subject: RE: [R] Maximum Likelihood Estimation and Optimisation
Well, lm() produces an OLS solution, which are also MLE solutions for the
fixed effects. I think this is an easy way, although maybe not the best.
BHHH is a numerical approximation that can be...
2003 Jun 06
4
Introductory Resources
...uch blithering for one day but thanks in advance for any
thoughts.
Bob Baskin
All the usual disclaimers that my statements don't represent the agency etc.
etc.
-----Original Message-----
From: Marc Schwartz [mailto:mschwartz@medanalytics.com]
Sent: Thursday, June 05, 2003 1:19 PM
To: 'Fohr, Marc [AM]'; 'R-help@lists.R-project.org'
Subject: RE: [R] Introductory Resources
>-----Original Message-----
>From: r-help-bounces@stat.math.ethz.ch
>[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Fohr, Marc
[AM]
>Sent: Thursday, June 05, 2003 11:46 AM
>To: ...