search for: kleiber

...from running autoregressions, the first coefficient should be 1 and one would expect an error message for higher-order coefficients (due to singularity of the regression matrix). pacf() or acf (..., type="partial", ...), however, return 0.7000000 and -0.1527035. Best regards, Christian Kleiber -------------- next part -------------- A non-text attachment was scrubbed... Name: Kleiber.vcf Type: text/x-vcard Size: 324 bytes Desc: Visitenkarte für Christian Kleiber Url : https://stat.ethz.ch/pipermail/r-help/attachments/20000620/f399df06/Kleiber.vcf

...e", whereas in fact it returns the first k. Incidentally, there is an undocumented feature: depending on the value of if(eig || x.ret || add) the value is a list including a component 'ac' (add. constant) in addition to those mentioned in the documentation. Best regards, Christian Kleiber Version: R 2.0.1 OS: Win XP Pro -- ***************************************** Dr. Christian Kleiber FB Statistik Universitaet Dortmund Vogelpothsweg 78 D-44227 DORTMUND Germany Tel: ++49-(0)231-755 5419 Fax: ++49-(0)231-755 5284 E-mail: kleiber@statistik.uni-dortmund.de

...the recent chatter about dev.print(), and I didn't find it in the help archives. Has this been reported before?... and does anyone know of a work-around (besides keeping my hand off the mouse)? Thanks, Pierre -- ----------------------------------------------------------------- Pierre Kleiber Email: pkleiber at honlab.nmfs.hawaii.edu Fishery Biologist Tel: 808 983-5399/737-7544 NOAA FISHERIES - Honolulu Laboratory Fax: 808 983-2902 2570 Dole St., Honolulu, HI 96822-2396 ----------------------------------------------------------------- "God...

...t to do this? > version platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status Patched major 2 minor 1.0 year 2005 month 04 day 20 language R Cheers, Pierre -- ----------------------------------------------------------------- Pierre Kleiber, Ph.D Email: pkleiber at honlab.nmfs.hawaii.edu Fishery Biologist Tel: 808 983-5399 / (hm)808 737-7544 NOAA Fisheries Service - Honolulu Laboratory Fax: 808 983-2902 2570 Dole St., Honolulu, HI 96822-2396 ----------------------------------------------------------------- "...

Hi, Please tell me the R codes for Engle Granger Test of cointegration. TIA Aditya

...the plm library. I am using Package: plm Version: 1.1-1; R version 2.8.1 (2008-12-22) running on a FC-8 linux machine. Here is what I am trying to do: ##---------------------------------------------------------------------------- R> ###Prob 6 Chapter 3 Use R! Applied Econometrics with R (Kleiber & Zeileis) R> ## hlp(PSID1982) => cross section data for 1982 only Need panel data I guess R> ## found full set on STATA web site R> ## http://www.stata-press.com/data/r10/psidextract.dta R> ## STATA results in Sec 2 of: folk.uio.no/erikbi/ECON5120_H07_Note19.pdf R> library...

Hi everyone, I'm having trouble figuring out how to split a dataframe more than once. Let's say I have a dataframe d with a certain column called splitcol composed of four possible ordinal values. The same dataframe has two other columns, col1 and col2, that have one of two possible values each. I'd like to split d$splitcol based on col1 and col2 so I can report frequencies of the

...on is: Should I include a closeAllConnections() at the end of each input function?... or is there a preferrable tactic? Thanks, Pierre vital data: R Version 1.4.1 (2002-01-30) Red Hat Linux release 7.2 (Enigma) -- ----------------------------------------------------------------- Pierre Kleiber Email: pkleiber at honlab.nmfs.hawaii.edu Fishery Biologist Tel: 808 983-5399/737-7544 NOAA FISHERIES - Honolulu Laboratory Fax: 808 983-2902 2570 Dole St., Honolulu, HI 96822-2396 ----------------------------------------------------------------- "God...

Hi, Suppose I use the following codes to read in a data set. ############################################### > rating <- scan("../Data/Rating.csv", + what = list( + usage = "", + mileage = 0, + sex = "", + excess = "", + ncd = "", +

Dear John Fox, Christian Kleiber, and Achim Zeileis, I am attempting to run various independent variable parameters to assess their suitability. Unfortunately, I hit a snag and couldn't get the tests to run properly. When I used ivreg, I got an error message saying: "Error in eval(predvars, data, env) : object 'WageI...

...//stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html and provide commented, minimal, >> self-contained, reproducible code. > -- --------------------------------------------------------------------- Pierre Kleiber, Ph.D Email: pierre.kleiber at noaa.gov Pacific Island Fisheries Science Center Tel. wk: 808 983-5399 NOAA Fisheries hm: 808 737-7544 2570 Dole St., Honolulu, HI 96822-2396 -----------------------------------------------------------------...

Why does stop("we are done") print "Error in eval.with.vis(expr, envir, enclos) :" ? It would seem to me that a plain stop() is not an error, and that it would make more sense to have an error() function that is different from a stop(). Is there a rationale here that I am missing? sincerely, /iaw

...quation which "tells us how much variance in Y would be accounted for if the model had been derived from th. population from which the sample was taken". He does not give the formula for Wherry. He recommends using Stein's formula (by hand) to check how well the model cross-validates. Kleiber/Zeileis, Applied Econometrics with R (2008,p. 59) claim it's "Theil's adjusted R-squared" and don't say exactly how its interpretation varies from the multiple R-squared. Dalgaard, Introductory Statistics with R (2008, p.113) writes that "if you multiply [adjusted R-squa...

Dear Group, I am an economics student starting with PhD work in London. As preparation I would like to get to know R a little bit better. For Stata there are tons of books, however, can you recommend a book for R? I have some substantiated econometrics knowledge, so it should be more a how-to book. Best regards Thiemo --- Thiemo Fetzer, Economist http://freigeist.devmag.net

Dear All, we (Ott Toomet and I) would like to add functions for maximum likelihood (ML) estimations of generalized tobit models of type 2 and type 5 (*see below) in my R package for microeconomic analysis "micEcon". So far we have called these functions "tobit2( )" and "tobit5( )". Are these classifications well known? How are these functions called in other

...backquotes. Hopefully, this helps you to resolve the problem. If the problem persists and you believe that this is an error within ivreg, please provide a minimal self-contained and reproducible example. Best regards, Achim On Sun, 28 Jan 2024, Kelis Wong wrote: > Dear John Fox, Christian Kleiber, and Achim Zeileis, > > I am attempting to run various independent variable parameters to assess > their suitability. Unfortunately, I hit a snag and couldn't get the tests to > run properly. When I used ivreg, I got an error message saying: "Error in > eval(predvars, data,...

...to both papers are available from my web page: http://www.ci.tuwien.ac.at/~zeileis/ Best wishes, Z -------------------- Package: strucchange Version: 1.2-4 Date: 2004-08-10 Title: Testing for Structural Change Author: Achim Zeileis, Friedrich Leisch, Bruce Hansen, Kurt Hornik, Christian Kleiber, Andrea Peters Maintainer: Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> Description: Testing, dating and monitoring of structural change in linear regression relationships. strucchange features tests/methods from the generalized fluctuation test framew...

The package AER accompanying the forthcoming book "Applied Econometrics with R" by Christian Kleiber and me in the Springer useR! series has (finally!) been released to CRAN: http://CRAN.R-project.org/package=AER It contains some new R functionality o tobit regression convenience interface (to "survival") o instrumental variables regression (two-stage least squares) o (over-...

Version 1.0-0 of the package "AER" for "Applied Econometrics with R" has been released to CRAN (http://CRAN.R-project.org/package=AER) a few weeks ago. It accompanies Applied Econometrics with R Christian Kleiber, Achim Zeileis http://www.springer.com/978-0-387-77316-2 http://www.amazon.com/Applied-Econometrics-R-Use/dp/0387773169/ from Springer's useR! series. This version contains a new package vignette vignette("AER", package = "AER") providing an overview of the packag...

...interactive (No... I'm not setting the --no-save option). I am running R version 1.0.0. I've searched for info on how to reset things to behave as advertised, but no luck. Anybody have a clue? Thanks, Pierre -- ----------------------------------------------------------------- Pierre Kleiber Email: pkleiber at honlab.nmfs.hawaii.edu Fishery Biologist Tel: 808 983-5399/737-7544 NOAA FISHERIES - Honolulu Laboratory Fax: 808 983-2902 2570 Dole St., Honolulu, HI 96822-2396 ----------------------------------------------------------------- "God...