search for: henningsen

Hi, I'm using maxlik with functions specified (L, his gradient & hessian). Now I would like determine some robust standard errors of my estimators. So I 'm try to use vcovHC, or hccm or robcov for example but in use one of them with my result of maxlik, I've a the following error message : Erreur dans terms.default(object) : no terms component Is there some attributes

...ion", because the latter allows you to estimate the model both by the 2-step and the 1-step (ML) method (depending on argument "method"). Our paper about the sampleSelection package published in the JSS could be also helpful for you: http://www.jstatsoft.org/v27/i07/ Arne -- Arne Henningsen http://www.arne-henningsen.name

...d MS-Windows users? If these differences can be reproduced by others: Should these differences in the output on GNU/Linux and MS-Windows be considered as a bug? Does anybody know how one can avoid to get different roundings in the outputs of summary() on different computers? Best, Arne -- Arne Henningsen http://www.arne-henningsen.name

...ix", but only the (outdated) version that shipped with intrepid (0.999375-10-1) is currently available. Note: "Package 'Matrix' is now a recommended package contained in the basic R distribution." (see Changelog of R-2.9.0) Thanks a lot for your great work, Arne -- Arne Henningsen http://www.arne-henningsen.name/

...user "me" effective_user "me" On Sun, May 28, 2017 at 5:51 PM, Dirk Eddelbuettel <edd at debian.org> wrote: > > On 28 May 2017 at 17:37, Arne Henningsen wrote: > | Dear all > | > | I am happy that summary.default() no longer rounds since R 3.4.0. > | > | However, in R 3.4.0, in a few cases, print.summaryDefault() rounds the > | mean value (and the median value) differently on my GNU/Linux machine > | and on my colleague's M...

...file and (re-)exported "estfun" in the NAMESPACE file. Now "R CMD check" warns about the undocumented code object "estfun" but I do not want to include a duplicate of the documentation of "estfun". Do you know a better solution? Thanks a lot, Arne -- Arne Henningsen http://www.arne-henningsen.name

...$"2" [,1] [,2] [1,] 2 2 [2,] 5 5 $"3" [,1] [,2] [1,] 3 3 [2,] 6 6 This exactly does what I want and really speeds up the calculation, but I wonder if there is an easier way to make apply() return a list. Thanks for your help, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 ahenningsen at agric-econ.uni-kiel.de http://www.uni-kiel.de/agrarpol/ahenningsen/

...h wrote: > Anne, > > Please do make progress on packaging and releasing your R code for > demand analysis. Is there a web page titled "R for economists"! :-) If > there isn't, I'll be happy to build and maintain one, and put a link > to your code there. -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 ahenningsen at agric-econ.uni-kiel.de http://www.uni-kiel.de/agrarpol/ahenningsen/

Hi, R core team I am using the function {aidsEst} in package [micEcon] to do an AIDS model now. So far, everything is good. But I want to test the auto correlation and heteroskedasticity of the individual equation from AIDS demand system. How can I return the individual equation? PS: serial correlation test is {bgtest} in package [lmtest] and heteroskedasticity is {bptest} in package

...e last commands show that the warning message comes from comparing the elements "formula", which are of the class "pFormula" (inheriting from "Formula" and "formula"). It would be great if this issue could be fixed in the future. Thanks a lot, Arne -- Arne Henningsen http://www.arne-henningsen.name

...stimate the CES function using much more estimation methods (optimizers) now, e.g. the Levenberg-Marquardt or the Differential Evolution algorithm. Furthermore a "vignette" (supplementary documentation) "Estimating the CES Function in R: Package micEconCES" (written by Geraldine Henningsen and Arne Henningsen) [1] has been added. The "micEcon" package (version 0.6-2) includes the remaining parts of the "old" micEcon package, e.g. for economic analysis with Cobb-Douglas functions, translog functions, quadratic functions, or linearly homogeneous non-parametric func...

...stimate the CES function using much more estimation methods (optimizers) now, e.g. the Levenberg-Marquardt or the Differential Evolution algorithm. Furthermore a "vignette" (supplementary documentation) "Estimating the CES Function in R: Package micEconCES" (written by Geraldine Henningsen and Arne Henningsen) [1] has been added. The "micEcon" package (version 0.6-2) includes the remaining parts of the "old" micEcon package, e.g. for economic analysis with Cobb-Douglas functions, translog functions, quadratic functions, or linearly homogeneous non-parametric func...

Dear R team! =20 I found in HTML help for function solveLP(linprog) a small mistake. It says in Description "Minimizes c'x, subject to A x >=3D b and x >=3D 0", but tests show that there should be A x <=3D b. =20 Best regards, =20 Ludek =20 =20 [[alternative HTML version deleted]]

Is there a package in R that handles general linear (in-)equality + box constrained optimization? If it is not there, could anyone advise me which way to go? And/or point me to packages that solve these problems partially? best, ingmar -- Ingmar Visser Department of Psychology, University of Amsterdam Roetersstraat 15, 1018 WB Amsterdam The Netherlands http://users.fmg.uva.nl/ivisser/ tel:

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

...nts and they are almost the same as in "predict.systemfit". Thus, I think that our way to specify "predict.systemfit" might be OK in spite of this warning. What should I do? Can I ignore this warning? What will Kurt answer when we submit it ;-) ? Best wishes, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 ahenningsen at agric-econ.uni-kiel.de http://www.uni-kiel.de/agrarpol/ahenningsen/

...: Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 German locale: Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 System Information: R 2.7.1 i486-pc-linux-gnu Kubuntu 8.04 Any hints are welcome! Thanks, Arne -- Arne Henningsen http://www.arne-henningsen.name

Hello all, I have a problem estimating Random Effects model using censReg function. small part of code: UpC <- censReg(Power ~ Windspeed, left = -Inf, right = 2000,data=PData_In,method="BHHH",nGHQ = 4) Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, hessOrig = hess, : NA in the initial gradient ...then I tried to set starting values myself and here is

...rkaround I use: > !is.na(as.numeric(foo[2])) [1] TRUE > !is.na(as.numeric(foo[1])) [1] FALSE Warning message: NAs introduced by coercion This works, but I always get the spurious warning messages. Do you know a better way or a way to suppress these warning messages? Thanks, Arne -- Arne Henningsen Department of Agricultural Economics Christian-Albrechts-University Kiel 24098 Kiel, Germany Tel: +49-431-880-4445 Fax: +49-431-880-1397 ahenningsen at email.uni-kiel.de http://www.uni-kiel.de/agrarpol/ahenningsen.html

Hi there, I need to run a Tobit Fixed Effects in a panel data with 4500 units for 8 years. It is a huge data set, my dependent variable is left truncated at zero, the distribution is skewed and my panel is balanced. Any suggestions on how to do that in R? I tried stuff like survreg, censReg, and tobit but none of them were satisfactory. Thanks, *Felipe Nunes* CAPES/Fulbright Fellow PhD