search for: microeconometrics

Displaying 3 results from an estimated 3 matches for "microeconometrics".

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2006 May 08
1
Panel Data Estimators (within, between, Random Effects estimator)
...lme (in package nlme) is not the answer. Is there any defined function to calculate panel data estimators like Fixed Effects Estimators (within), a between estimator or a Random Effects estimator. For more details on the estimators I would like to use see: Cameron, A. C.; Trivedi, P. K.: "Microeconometrics. Methods and Applications", Cambridge University Press, 2005, pp. 695-809. Thanks for your help. David Stadelmann -- ###################################### David Stadelmann Seminar f?r Finanzwissenschaft Universit? de Fribourg Bureau F410 Bd de P?rolles 90 CH-1700 Fribourg SCHWEIZ Tel: +4...
2002 Apr 23
2
Install
Dear Sirs, I am an economist, and I have learned about R from an statician. I would like to get some instructions on which packages of R should I install. I am intending to use R for graphical analysis, correlaction, and also estimation - this latter the least, since I have an econometric package which performes it very well. I should also mention that I am going to work mostly with
2007 Apr 10
1
When to use quasipoisson instead of poisson family
It seems that MASS suggest to judge on the basis of sum(residuals(mode,type="pearson"))/df.residual(mode). My question: Is there any rule of thumb of the cutpoiont value? The paper "On the Use of Corrections for Overdispersion" suggests overdispersion exists if the deviance is at least twice the number of degrees of freedom. Are there any further hints? Thanks. -- Ronggui