Displaying 7 results from an estimated 7 matches for "grun".
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2018 Feb 11
2
Hausman test
...analysis with these
commands:
> library(plm)
> data<-read.csv2("paolo.csv",header=TRUE)
> data<
pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>
RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2
>
grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
> grun.re
<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
>
gw<-plm(RECEIV~LSIZE+LAGE+LAGE2+CF...
2018 Feb 11
0
Hausman test
...ry(plm)
> > data<-read.csv2("paolo.csv",header=TRUE)
> > data<
> pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
> >
> RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+
> TURN+GPROF+GPROF2
> >
> grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+
> PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
> > grun.re
> <-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
> NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
> >
> gw<...
2018 Feb 11
1
Hausman test
...ead.csv2("paolo.csv",header=TRUE)
>> > data<
>> pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>> >
>> RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TU
>> RN+GPROF+GPROF2
>> >
>> grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROW
>> TH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>> > grun.re
>> <-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGRO
>> WTH+TURN+GPROF+GPROF2,data=data,model="random")
>...
2012 Oct 30
1
Data set BregFix in package flexmix
Dear list:
I would like to recreate how the artificial data set BregFix was generated
in package flexmix (thanks Bettina and Friedrich). The data set is
thoroughly described in Grun and Leisch's Computational Statistics & Data
Analysis 51(11) :5247-5252 but references to the appropriate seed number(s)
are missing (providing these details was certainly beyond the scope of the
authors' work). To this end, I wonder if anyone attempted to recreate this
data set, and i...
2018 Feb 08
1
plm package
Hello,
I got a problem using package plm. When I give the command
"grun.fe<-plm(Y~X1+X2...+Xn, data=data, model="within")"
I got this answer:
"Error: cannot allocate vector of size 289.7 Gb".
The database that I am using is not so big, so I don't understand to what
it refers to.
Can you help me, please?
thank you! have a nice day
[[...
2009 Mar 08
1
singular matrices in plm::pgmm()
...using pgmm() on any dataset besides
Arellano/Bond's EmplUK, as shown in the vignette?
Whatever I try, I eventually get a runtime error because of a singular
matrix at various points in pgmm.diff() (which gets called by pgmm()).
For example, when estimating a "dynamic" version of the Grunfeld data:
data(Grunfeld, package="Ecdat")
grun <- pgmm(dynformula(inv ~ value + capital, lag=list(1,1,1),
log=T), data=Grunfeld, gmm.inst=~log(inv), lag.gmm=list(c(2,5)),
model="twosteps")
Error in solve.default(suml(A2)) :
system is computationally singular: reciprocal co...
2010 Feb 25
2
error using pvcm() on unbalanced panel data
Dear all
I am trying to fit Variable Coefficients Models on Unbalanced Panel
Data. I managed to fit such models on balanced panel data (the example
from the "plm" vignette), but I failed to do so on my real, unbalanced
panel data.
I can reproduce the error on a modified example from the vignette:
> require(plm)
> data("Hedonic")
> Hed <- pvcm(mv ~ crim + zn + indus